# EDGAR Filing Document

**Accession Number:** 0001699360
**File Stem:** 0001145549-25-042289
**Filing Date:** 2025-6
**Character Count:** 1167300
**Document Hash:** 9fefc4957ca914a3afe03107988edcba
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001145549-25-042289.hdr.sgml**: 20250626

**ACCESSION NUMBER**: 0001145549-25-042289

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250626

**DATE AS OF CHANGE**: 20250626

**PERIOD START**: 20250430

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Morningstar Funds Trust
- **CENTRAL INDEX KEY:** 0001699360

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0430

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23235
- **FILM NUMBER:** 251077263

**BUSINESS ADDRESS:**
- **STREET 1:** 22 W. WASHINGTON STREET
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60602
- **BUSINESS PHONE:** 312-696-6000

**MAIL ADDRESS:**
- **STREET 1:** 22 W. WASHINGTON STREET
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60602

## Series and Classes Contracts Data

### Morningstar Alternatives Fund (Series ID: S000057735)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000186146 | Institutional | MSTVX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Morningstar Funds Trust

- **b. Investment Company Act file number:** 811-23235

- **c. CIK number of Registrant:** 0001699360

- **d. LEI of Registrant:** 254900AE65UZA65M0T82

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

  - **Street Address 1:** 22 W. WASHINGTON STREET

  - **City:** CHICAGO

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60602

  - **Telephone number:** 312-696-6000

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

- **a. Name of Series:** Morningstar Alternatives Fund

- **b. EDGAR series identifier (if any):** S000057735

- **c. LEI of Series:** 254900CU5KYJQ7TVSX92

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

- **a. Date of fiscal year-end:** 2025-04-30

- **b. Date as of which information is reported:** 2025-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $239640470.88

**Total Liabilities:** $30664047.37

**Net Assets:** $208976423.51

**Delayed Delivery Securities:** $9267274.22

**Cash Not Reported:** $23399008.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 73.262838293911 | **1-Year:** 1853.650622942351 | **5-Year:** 10124.328635336937 | **10-Year:** 13402.024824816396 | **30-Year:** 4866.633198197982

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

- **3-Month:** 219.253224448873 | **1-Year:** 4380.800048439065 | **5-Year:** 7875.512732291538 | **10-Year:** 594.388943054932 | **30-Year:** 110.068120341376

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000186146 | 1.34%                | -0.19%               | 0.00%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $699180.59               | $1579360.94                                |
| Month 2  | $613163.56               | $-1810779.53                               |
| Month 3  | $34381.65                | $-317216.49                                |

**Designated Index Information**

- **Index Name:** Morningstar U.S. Cash T-Bill TR USD Index

- **Index Identifier:** F0000113F2

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Black Hills Corporation                                                                | BKH 3.15 01/15/27                                                                                                                                      | CUSIP: 092113AM1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19468.90     | 0.01%             | 2027-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                               | LLOYDS 4.582 12/10/25                                                                                                                                  | CUSIP: 539439AM1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $199432.82    | 0.10%             | 2025-12-10      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Pentair PLC                                                                            | Pentair PLC COM USD0.01                                                                                                                                | CUSIP: G7S00T104<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |          11 | NS      | $998.03       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corp                                                                        | Bio-Techne Corp COM USD0.01                                                                                                                            | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |          15 | NS      | $755.25       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Restaurant Brands International Inc                                                    | Restaurant Brands International Inc COM NPV                                                                                                            | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |          20 | NS      | $1288.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp                                                                  | Monster Beverage Corp COM USD0.005                                                                                                                     | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |          31 | NS      | $1863.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Campbells Co.                                                                      | The Campbells Co. CAP USD0.0375                                                                                                                        | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |        1628 | NS      | $59356.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co (The)                                                                     | Coca-Cola Co (The) COM USD0.25                                                                                                                         | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |          99 | NS      | $7182.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix, Inc.                                                                          | EQIX 1.45 05/15/26                                                                                                                                     | CUSIP: 29444UBQ8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |       70000 | PA      | $67715.59     | 0.03%             | 2026-05-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                                 | TFC V1.887 06/07/29 MTN                                                                                                                                | CUSIP: 89788MAE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |       36000 | PA      | $33223.77     | 0.02%             | 2029-06-07      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| Cognex Corp                                                                            | Cognex Corp COM USD0.002                                                                                                                               | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |          25 | NS      | $682.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                                                                    | Dominion Energy Inc COM STK NPV                                                                                                                        | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |         222 | NS      | $12072.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                          | STACR 2021-HQA2 B1                                                                                                                                     | CUSIP: 35564KGR4<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |      400000 | PA      | $431500.00    | 0.21%             | 2033-12-27      | Floating      | 7.49%                 | Yes           |                  2 | On Loan: No      |
| Analog Devices Inc.                                                                    | ADI 1.7 10/01/28                                                                                                                                       | CUSIP: 032654AU9<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |       40000 | PA      | $36828.28     | 0.02%             | 2028-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FNMA-30YR                                                                                                                                              | CUSIP: 01F052656<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      525000 | PA      | $523866.64    | 0.25%             | 2055-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FNMA-30YR                                                                                                                                              | CUSIP: 01F050650<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      375000 | PA      | $367056.08    | 0.18%             | 2055-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2-30YR-Multi                                                                                                                                          | CUSIP: 21H052652<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      225000 | PA      | $224879.58    | 0.11%             | 2055-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Agnc Investment Corp                                                                   | Agnc Investment Corp DEP SHS EACH REP 1/1,000TH OF A SHARE OF 6.50% SER E FIX TO FLTNG RATE CUM RED PFD STK                                            | CUSIP: 00123Q807<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EP               | CORP              | US        |        3228 | PA      | $80861.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Optoelectronics Inc                                                            | Applied Optoelectronics Inc COM USD0.001                                                                                                               | CUSIP: 03823U102<br>LEI: 529900I8U6Q5SYDNLT48 | Short            | EC               | CORP              | US        |       -5335 | NS      | $-68234.65    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Rapid7 Inc.                                                                            | Rapid7 Inc. COM USD0.01                                                                                                                                | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Short            | EC               | CORP              | US        |       -2597 | NS      | $-61341.14    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Block Inc                                                                              | Block Inc COM USD0.0000001 CL A                                                                                                                        | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Short            | EC               | CORP              | US        |        -113 | NS      | $-6607.11     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| NCR Voyix Corporation                                                                  | NCR Voyix Corporation COM STK USD0.01                                                                                                                  | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Short            | EC               | CORP              | US        |      -16838 | NS      | $-144301.66   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Group                                                                  | Royal Caribbean Group COM USD0.01                                                                                                                      | CUSIP: V7780T103<br>LEI: K2NEH8QNVW44JIWK7Z55 | Short            | EC               | CORP              | LR        |       -2430 | NS      | $-522231.30   | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corporation                                                                   | Carnival Corporation UNITS (COMPR 1 COM & 1 TR                                                                                                         | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Short            | EC               | CORP              | PA        |      -10380 | NS      | $-190369.20   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc.                                                                 | Lumentum Holdings Inc. COM USD0.001                                                                                                                    | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Short            | EC               | CORP              | US        |        -584 | NS      | $-34479.36    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Ionis Pharmaceuticals, Inc.                                                            | Ionis Pharmaceuticals, Inc. COM USD0.001                                                                                                               | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Short            | EC               | CORP              | US        |       -1904 | NS      | $-58471.84    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corp.                                                                 | Integer Holdings Corp. COM NPV                                                                                                                         | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Short            | EC               | CORP              | US        |       -2291 | NS      | $-289376.21   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Spectrum Brands Holdings Inc                                                           | Spectrum Brands Holdings Inc COM USD0.01                                                                                                               | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Short            | EC               | CORP              | US        |       -1415 | NS      | $-89286.50    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Snap Inc                                                                               | Snap Inc COM USD0.00001 CL A                                                                                                                           | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Short            | EC               | CORP              | US        |        -784 | NS      | $-6240.64     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| New York Mortgage Trust Inc                                                            | New York Mortgage Trust Inc 6.875% SERIES F FIXED-TO-FLOATING RATE CUMULATIVE REDEEMABLE PREFERRED STOCK                                               | CUSIP: 649604865<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EP               | CORP              | US        |       21682 | PA      | $462260.24    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Five9 Inc.                                                                             | Five9 Inc. COM USD0.001                                                                                                                                | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Short            | EC               | CORP              | US        |       -1309 | NS      | $-32908.26    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical Inc.                                                          | Collegium Pharmaceutical Inc. COM USD0.001                                                                                                             | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Short            | EC               | CORP              | US        |       -9751 | NS      | $-263228.25   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                         | Hewlett Packard Enterprise Co. COM USD0.01                                                                                                             | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Short            | EC               | CORP              | US        |      -24000 | NS      | $-389280.00   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG S&P GLOBA                                                              | CFD_EQS CHASUS33 BYV2325                                                                                                                               | CUSIP: 78409V104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         426 | NC      | $213021.30    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Rithm Capital Corp.                                                                    | Rithm Capital Corp. 7.125%FIX TO FLT PFD SR B                                                                                                          | CUSIP: 64828T409<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EP               | CORP              | US        |        5335 | PA      | $135775.75    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| First Majestic Silver Corp.                                                            | First Majestic Silver Corp. COM NPV                                                                                                                    | CUSIP: 32076V103<br>LEI: 529900PWCU5DUH1DYR51 | Short            | EC               | CORP              | CA        |       -1858 | NS      | $-11631.08    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG MURPHY US                                                              | CFD_EQS GSILGB2X BCZWJ63                                                                                                                               | CUSIP: 626755102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         -47 | NC      | $-23432.79    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG YUM BRAN                                                               | CFD_EQS BARCUS33 2098876                                                                                                                               | CUSIP: 988498101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2404 | NC      | $361657.76    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Ascendis Pharma A/S                                                                    | Ascendis Pharma A/S SPON ADR EACH REP 1 ORD SHS                                                                                                        | CUSIP: 04351P101<br>LEI: 549300B66JN3W3J8GH73 | Short            | EC               | CORP              | DK        |       -1759 | NS      | $-299803.96   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Norwegian Cruise Line Holdings Ltd                                                     | Norwegian Cruise Line Holdings Ltd COM USD0.001                                                                                                        | CUSIP: G66721104<br>LEI: N/A                  | Short            | EC               | CORP              | BM        |       -4473 | NS      | $-71702.19    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG ADVANCE A                                                              | CFD_EQS BARCUS33 2822019                                                                                                                               | CUSIP: 00751Y106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -13093 | NC      | $-428402.96   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CUMMINS I                                                              | CFD_EQS BARCUS33 2240202                                                                                                                               | CUSIP: 231021106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -330 | NC      | $-96967.20    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Evolent Health, Inc.                                                                   | Evolent Health, Inc. COM USD0.01 CLASS A                                                                                                               | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Short            | EC               | CORP              | US        |       -2320 | NS      | $-22875.20    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Charter Communications, Inc.                                                           | Charter Communications, Inc. COM USD0.001 CLASS A                                                                                                      | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Short            | EC               | CORP              | US        |        -296 | NS      | $-115990.56   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG WW GRAING                                                              | CFD_EQS BARCUS33 2380863                                                                                                                               | CUSIP: 384802104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          33 | NC      | $33802.23     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TRANSOCEA                                                              | CFD_EQS BARCUS33 B3KFWW1                                                                                                                               | CUSIP: H8817H100<br>LEI: N/A                  | N/A              | DE               | CORP              | CH        |      -25790 | NC      | $-54932.70    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| New York Mortgage Trust Inc                                                            | New York Mortgage Trust Inc 7.875% SERIES E FIXED-TO-FLOATING RATE CUMULATIVE REDEEMABLE PREFERRED STOCK                                               | CUSIP: 649604873<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EP               | CORP              | US        |        2103 | PA      | $51754.83     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG TOPBUILD                                                               | CFD_EQS BARCUS33 BZ0P3W2                                                                                                                               | CUSIP: 89055F103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -154 | NC      | $-45547.04    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FNMA-15YR                                                                                                                                              | CUSIP: 01F040453<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       75000 | PA      | $73247.88     | 0.04%             | 2040-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FNMA-30YR                                                                                                                                              | CUSIP: 01F042657<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      325000 | PA      | $310781.35    | 0.15%             | 2055-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2-30YR-Multi                                                                                                                                          | CUSIP: 21H050656<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      250000 | PA      | $245212.05    | 0.12%             | 2055-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FNMA-30YR                                                                                                                                              | CUSIP: 01F032658<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      600000 | PA      | $541432.60    | 0.26%             | 2055-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FNMA-15YR                                                                                                                                              | CUSIP: 01F032450<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       25000 | PA      | $24083.69     | 0.01%             | 2040-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2-30YR-Multi                                                                                                                                          | CUSIP: 21H032654<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      250000 | PA      | $227081.29    | 0.11%             | 2055-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2-30YR-Multi                                                                                                                                          | CUSIP: 21H022655<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      300000 | PA      | $255632.48    | 0.12%             | 2055-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FNMA-15YR                                                                                                                                              | CUSIP: 01F030454<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      125000 | PA      | $118666.94    | 0.06%             | 2040-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FNMA-15YR                                                                                                                                              | CUSIP: 01F022451<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      550000 | PA      | $510948.39    | 0.24%             | 2040-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FNMA-30YR                                                                                                                                              | CUSIP: 01F022659<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1265000 | PA      | $1051431.02   | 0.50%             | 2055-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2-30YR-Multi                                                                                                                                          | CUSIP: 21H040657<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       25000 | PA      | $23266.12     | 0.01%             | 2055-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SOUTHWEST                                                              | CFD_EQS GSILGB2X 2831543                                                                                                                               | CUSIP: 844741108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -11291 | NC      | $-315696.36   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG UNITEDHEA                                                              | CFD_EQS GSILGB2X 2917766                                                                                                                               | CUSIP: 91324P102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -549 | NC      | $-225880.56   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HARTFORD                                                               | CFD_EQS GSILGB2X 2476193                                                                                                                               | CUSIP: 416515104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3206 | NC      | $393280.02    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SHERWIN-W                                                              | CFD_EQS CHASUS33 2804211                                                                                                                               | CUSIP: 824348106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          87 | NC      | $30704.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NRG ENERG                                                              | CFD_EQS CHASUS33 2212922                                                                                                                               | CUSIP: 629377508<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         404 | NC      | $44270.32     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CARNIVAL                                                               | CFD_EQS CHASUS33 2523044                                                                                                                               | CUSIP: 143658300<br>LEI: N/A                  | N/A              | DE               | CORP              | PA        |        8539 | NC      | $156605.26    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ONEOK INC                                                              | CFD_EQS CHASUS33 2130109                                                                                                                               | CUSIP: 682680103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3576 | NC      | $-293804.16   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DAVITA IN                                                              | CFD_EQS CHASUS33 2898087                                                                                                                               | CUSIP: 23918K108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         812 | NC      | $114938.60    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NORWEGIAN                                                              | CFD_EQS BARCUS33 B9CGTC3                                                                                                                               | CUSIP: G66721104<br>LEI: N/A                  | N/A              | DE               | CORP              | BM        |        7939 | NC      | $127262.17    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EVERSOURC                                                              | CFD_EQS CHASUS33 BVVN4Q8                                                                                                                               | CUSIP: 30040W108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        6031 | NC      | $358723.88    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PAYPAL HO                                                              | CFD_EQS CHASUS33 BYW36M8                                                                                                                               | CUSIP: 70450Y103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3991 | NC      | $262767.44    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DISCOVERY                                                              | CFD_EQS BM8JYX3                                                                                                                                        | CUSIP: 934423104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -10946 | NC      | $-94901.82    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DISCOVERY                                                              | CFD_EQS BM8JYX3                                                                                                                                        | CUSIP: 934423104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -38175 | NC      | $-330977.25   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Moodys Corp.                                                                           | Moodys Corp. COM USD0.01                                                                                                                               | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |           5 | NS      | $2265.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelixis, Inc.                                                                         | Exelixis, Inc. COM USD0.001                                                                                                                            | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |          24 | NS      | $939.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                               | G2 MA4125                                                                                                                                              | CUSIP: 36179SSN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       23652 | PA      | $20643.86     | 0.01%             | 2046-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                | MPLX 4.125 03/01/27                                                                                                                                    | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      180000 | PA      | $178712.98    | 0.09%             | 2027-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                      | CCI 3.8 02/15/28                                                                                                                                       | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |       17000 | PA      | $16608.18     | 0.01%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Lennar Corp.                                                                           | LEN 5 06/15/27                                                                                                                                         | CUSIP: 526057CV4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |       35000 | PA      | $35196.63     | 0.02%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                          | STACR 2021-DNA5 B2                                                                                                                                     | CUSIP: 35564KJB6<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |      250000 | PA      | $285543.83    | 0.14%             | 2034-01-25      | Floating      | 9.84%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                          | STACR 2022-HQA2 M2                                                                                                                                     | CUSIP: 35564KB65<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |      485000 | PA      | $525012.50    | 0.25%             | 2042-07-25      | Floating      | 10.34%                | Yes           |                  2 | On Loan: No      |
| Delek Logistics Partners Lp                                                            | DKL 8.625 03/15/29 144A                                                                                                                                | CUSIP: 24665FAD4<br>LEI: 549300UVYITDIU51P724 | Long             | DBT              | CORP              | US        |      104000 | PA      | $106762.55    | 0.05%             | 2029-03-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Wabtec Corp                                                                            | WAB 5.611 03/11/34                                                                                                                                     | CUSIP: 960386AR1<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |       60000 | PA      | $61632.50     | 0.03%             | 2034-03-11      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| NETCREDIT COMBINED 8.31%                                                               | NETCREDIT COMBINED 8.31%                                                                                                                               | CUSIP: 64113EAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      250000 | PA      | $257577.25    | 0.12%             | 2030-10-21      | Fixed         | 8.31%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                   | JPM V4.946 10/22/35                                                                                                                                    | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       35000 | PA      | $34183.83     | 0.02%             | 2035-10-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| EchoStar Corp.                                                                         | SATS 6.75 11/30/30                                                                                                                                     | CUSIP: 278768AA4<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |       66000 | PA      | $61516.80     | 0.03%             | 2030-11-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp                                                                    | FSK 6.125 01/15/30                                                                                                                                     | CUSIP: 302635AP2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39312.96     | 0.02%             | 2030-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| NFE Financing LLC                                                                      | NFE 12 11/15/29 144A                                                                                                                                   | CUSIP: 62909BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      158654 | PA      | $109206.48    | 0.05%             | 2029-11-15      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                    | ALLY V6.646 01/17/40                                                                                                                                   | CUSIP: 02005NBY5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |       28000 | PA      | $26663.82     | 0.01%             | 2040-01-17      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Brundage-Bone Concrete Pumping Holdings Inc.                                           | BBCP 7.5 02/01/32 144A                                                                                                                                 | CUSIP: 66981QAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       19000 | PA      | $18540.92     | 0.01%             | 2032-02-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Ivanhoe Mines Ltd.                                                                     | IVN 7.875 01/23/30 144A                                                                                                                                | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |      105000 | PA      | $102420.45    | 0.05%             | 2030-01-23      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corporation                                 | MPW 8.5 02/15/32 144a                                                                                                                                  | CUSIP: 55342UAQ7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10159.83     | 0.00%             | 2032-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Chevron USA Inc                                                                        | CVX 4.98 04/15/35                                                                                                                                      | CUSIP: 166756BF2<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |      190000 | PA      | $190239.38    | 0.09%             | 2035-04-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Verisign, Inc.                                                                         | VRSN 5.25 06/01/32                                                                                                                                     | CUSIP: 92343EAQ5<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30245.32     | 0.01%             | 2032-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EZCORP Inc.                                                                            | EZPW 7.375 04/01/32 144A                                                                                                                               | CUSIP: 302301AJ5<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |       15000 | PA      | $15703.35     | 0.01%             | 2032-04-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc.                                                                         | C 4.45 09/29/27                                                                                                                                        | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99699.79     | 0.05%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Hughes Satellite Systems Corporation                                                   | SATS 6.625 08/01/26                                                                                                                                    | CUSIP: 444454AF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      114000 | PA      | $92577.35     | 0.04%             | 2026-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2-30YR-Multi                                                                                                                                          | CUSIP: 21H062651<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       75000 | PA      | $76666.71     | 0.04%             | 2055-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CROCS INC                                                              | CFD_EQS BARCUS33 B0T7Z62                                                                                                                               | CUSIP: 227046109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        4300 | NC      | $414606.00    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ELASTIC N                                                              | CFD_EQS BARCUS33 BFXCLC6                                                                                                                               | CUSIP: N14506104<br>LEI: N/A                  | N/A              | DE               | CORP              | NL        |        5176 | NC      | $446171.20    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MOODY S C                                                              | CFD_EQS BARCUS33 2252058                                                                                                                               | CUSIP: 615369105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         567 | NC      | $256919.04    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MARVELL T                                                              | CFD_EQS CHASUS33 BNKJSM5                                                                                                                               | CUSIP: 573874104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        7531 | NC      | $439584.47    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TWILIO IN                                                              | CFD_EQS BARCUS33 BD6P5Q0                                                                                                                               | CUSIP: 90138F102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3602 | NC      | $348349.42    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Ardagh Packaging Finance plc / Ardagh Holdings USA Inc.                                | ARGID 4.125 08/15/26 144A                                                                                                                              | CUSIP: 03969AAN0<br>LEI: 6354001JXMLKNZDZR978 | Long             | DBT              | CORP              | IE        |       82000 | PA      | $72343.68     | 0.03%             | 2026-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Nordstrom, Inc.                                                                        | JWN 4.375 04/01/30                                                                                                                                     | CUSIP: 655664AT7<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |       17000 | PA      | $15057.26     | 0.01%             | 2030-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                      | WFC V2.572 02/11/31 MTN                                                                                                                                | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      180000 | PA      | $163115.03    | 0.08%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                      | WFC V4.478 04/04/31 MTN                                                                                                                                | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       65000 | PA      | $64101.20     | 0.03%             | 2031-04-04      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                                    | D 3.375 04/01/30 C                                                                                                                                     | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |       50000 | PA      | $46942.21     | 0.02%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| NVR Inc                                                                                | NVR 3 05/15/30                                                                                                                                         | CUSIP: 62944TAF2<br>LEI: 529900RWXR4JI3JYTV70 | Long             | DBT              | CORP              | US        |      135000 | PA      | $124270.81    | 0.06%             | 2030-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| StoneX Group Inc                                                                       | SNEX 7.875 03/01/31 144A                                                                                                                               | CUSIP: 861896AA6<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |       61000 | PA      | $63502.96     | 0.03%             | 2031-03-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| GoEasy Limited                                                                         | GSYCN 7.625 07/01/29 144A                                                                                                                              | CUSIP: 380355AJ6<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |       71000 | PA      | $71566.72     | 0.03%             | 2029-07-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Deluxe Corporation                                                                     | DLX 8.125 09/15/29 144A                                                                                                                                | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |      145000 | PA      | $145194.88    | 0.07%             | 2029-09-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                                     | ET 2.9 05/15/25                                                                                                                                        | CUSIP: 29278NAP8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39968.27     | 0.02%             | 2025-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Finance Corp.                                                            | TOL 4.35 02/15/28                                                                                                                                      | CUSIP: 88947EAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       60000 | PA      | $59445.57     | 0.03%             | 2028-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp.                                                                 | TFC V5.711 01/24/35 MTN                                                                                                                                | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |       65000 | PA      | $66121.81     | 0.03%             | 2035-01-24      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Company LLC                                                    | ONCRTX 4.3 05/15/28                                                                                                                                    | CUSIP: 68233JCQ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25109.30     | 0.01%             | 2028-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Talos Prodtn Inc                                                                       | TALO 9 02/01/29 144A                                                                                                                                   | CUSIP: 87485LAD6<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |       68000 | PA      | $65187.48     | 0.03%             | 2029-02-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of America Corp.                                                                  | BAC V2.496 02/13/31 MTN                                                                                                                                | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      275000 | PA      | $248926.71    | 0.12%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                       | PM 2.1 05/01/30                                                                                                                                        | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       60000 | PA      | $53570.09     | 0.03%             | 2030-05-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                          | ICE 1.85 09/15/32                                                                                                                                      | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |       20000 | PA      | $16381.77     | 0.01%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Enova International Inc.                                                               | ENVA 11.25 12/15/28 144A                                                                                                                               | CUSIP: 29357KAH6<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |       67000 | PA      | $71615.16     | 0.03%             | 2028-12-15      | Fixed         | 11.25%                | Yes           |                  2 | On Loan: No      |
| Rakuten Group Inc.                                                                     | RAKUTN 11.25 02/15/27 144A                                                                                                                             | CUSIP: 75102WAG3<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |       90000 | PA      | $96184.53     | 0.05%             | 2027-02-15      | Fixed         | 11.25%                | Yes           |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                        | TDG 6.375 03/01/29 144A                                                                                                                                | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       34000 | PA      | $34636.21     | 0.02%             | 2029-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| HCA Inc.                                                                               | HCA 5.45 04/01/31                                                                                                                                      | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      111000 | PA      | $113124.87    | 0.05%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                                    | CSCO 5.05 02/26/34                                                                                                                                     | CUSIP: 17275RBT8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |       45000 | PA      | $45546.79     | 0.02%             | 2034-02-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                          | STWD 7.25 04/01/29 144A                                                                                                                                | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |       38000 | PA      | $39406.94     | 0.02%             | 2029-04-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Millicom International Cellular SA                                                     | TIGO 7.375 04/02/32 144A                                                                                                                               | CUSIP: 600814AS6<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |       80000 | PA      | $80957.97     | 0.04%             | 2032-04-02      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                        | LLY 4.7 02/27/33                                                                                                                                       | CUSIP: 532457CF3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |        8000 | PA      | $8040.89      | 0.00%             | 2033-02-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance (USA) Ltd.                                                        | BHP 4.75 02/28/28                                                                                                                                      | CUSIP: 055451AZ1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |      270000 | PA      | $274596.96    | 0.13%             | 2028-02-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                | LVLT 10.5 04/15/29 144A                                                                                                                                | CUSIP: 527298BX0<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |       69000 | PA      | $76399.18     | 0.04%             | 2029-04-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                      | WFC V5.211 12/03/35                                                                                                                                    | CUSIP: 95000U3N1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       75000 | PA      | $74027.55     | 0.04%             | 2035-12-03      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                             | AMGN 5.25 03/02/30                                                                                                                                     | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      108000 | PA      | $111072.60    | 0.05%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co.                                                                       | DTE 5.2 04/01/33                                                                                                                                       | CUSIP: 23338VAS5<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50714.37     | 0.02%             | 2033-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                              | Kellanova COM USD0.25                                                                                                                                  | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | EC               | CORP              | US        |       37305 | NS      | $3087734.85   | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| McGrath RentCorp.                                                                      | McGrath RentCorp. COM NPV                                                                                                                              | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               | CORP              | US        |        6540 | NS      | $697621.80    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordstrom, Inc.                                                                        | Nordstrom, Inc. COM NPV                                                                                                                                | CUSIP: 655664100<br>LEI: 549300S3IZB5P35KNV16 | Long             | EC               | CORP              | US        |       33179 | NS      | $800941.06    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group Inc.                                                      | PNC 2.55 01/22/30                                                                                                                                      | CUSIP: 693475AZ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      180000 | PA      | $164387.42    | 0.08%             | 2030-01-22      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Vici Properties Inc                                                                    | VICI 4.125 08/15/30 144A                                                                                                                               | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $47167.00     | 0.02%             | 2030-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                     | MO 3.4 05/06/30                                                                                                                                        | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |       30000 | PA      | $28211.47     | 0.01%             | 2030-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc.                                                                            | FI 5.45 03/15/34                                                                                                                                       | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30108.63     | 0.01%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                                               | CRK 6.75 03/01/29 144a                                                                                                                                 | CUSIP: 205768AU8<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |       26000 | PA      | $24636.67     | 0.01%             | 2029-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                                            | FMCN 9.375 03/01/29 144A                                                                                                                               | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |      103000 | PA      | $108041.95    | 0.05%             | 2029-03-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                                                   | LVS 6 08/15/29                                                                                                                                         | CUSIP: 517834AK3<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25278.23     | 0.01%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| VFH Parent LLC & Valor Co-Issuer Inc.                                                  | VIRT 7.5 06/15/31 144A                                                                                                                                 | CUSIP: 91824YAA6<br>LEI: 549300FRO9M476YHHY64 | Long             | DBT              | CORP              | US        |       78000 | PA      | $80063.02     | 0.04%             | 2031-06-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Amedisys Inc                                                                           | Amedisys Inc COM USD0.001                                                                                                                              | CUSIP: 023436108<br>LEI: 5299001RBS9GK9STN379 | Long             | EC               | CORP              | US        |       35851 | NS      | $3402259.90   | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Company of New York, Inc.                                          | ED 5.375 05/15/34                                                                                                                                      | CUSIP: 209111GH0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51172.01     | 0.02%             | 2034-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Pennymac Financial Services Inc                                                        | PFSI 7.125 11/15/30 144A                                                                                                                               | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |       15000 | PA      | $15253.89     | 0.01%             | 2030-11-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                      | BRO 4.5 03/15/29                                                                                                                                       | CUSIP: 115236AB7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |       90000 | PA      | $89672.67     | 0.04%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Brookfield Residential Properties Inc.                                                 | BRPCN 6.25 09/15/27 144A                                                                                                                               | CUSIP: 11283YAB6<br>LEI: 549300C2SXDXVIUV3Q14 | Long             | DBT              | CORP              | CA        |        3000 | PA      | $2941.43      | 0.00%             | 2027-09-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| United Parcel Service, Inc.                                                            | UPS 4.45 04/01/30                                                                                                                                      | CUSIP: 911312BY1<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |       15000 | PA      | $15104.49     | 0.01%             | 2030-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                                      | INTC 3.75 03/25/27                                                                                                                                     | CUSIP: 458140BQ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49253.43     | 0.02%             | 2027-03-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                                                               | MPC 4.7 05/01/25                                                                                                                                       | CUSIP: 56585ABH4<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50000.00     | 0.02%             | 2025-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                     | MO 2.35 05/06/25                                                                                                                                       | CUSIP: 02209SBH5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      260000 | PA      | $259898.41    | 0.12%             | 2025-05-06      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R05                                           | CAS 2022-R05 2M2                                                                                                                                       | CUSIP: 20754DAB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      540000 | PA      | $552150.00    | 0.26%             | 2042-04-25      | Floating      | 7.34%                 | Yes           |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                    | KMI 5 02/01/29                                                                                                                                         | CUSIP: 494553AD2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      120000 | PA      | $121230.69    | 0.06%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| The Chemours Company LLC                                                               | CC 8 01/15/33 144A                                                                                                                                     | CUSIP: 163851AJ7<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |       51000 | PA      | $45957.07     | 0.02%             | 2033-01-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| LPL Holdings Inc.                                                                      | LPLA 5.65 03/15/35                                                                                                                                     | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |       80000 | PA      | $79107.08     | 0.04%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Firstcash Inc                                                                          | FCFS 6.875 03/01/32 144A                                                                                                                               | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10231.22     | 0.00%             | 2032-03-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Iqvia Inc                                                                              | IQV 6.25 02/01/29                                                                                                                                      | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25977.03     | 0.01%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co.                                                                   | EMR 5 03/15/35                                                                                                                                         | CUSIP: 291011BT0<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |       60000 | PA      | $60877.83     | 0.03%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Walker & Dunlop Inc.                                                                   | WD 6.625 04/01/33 144A                                                                                                                                 | CUSIP: 93148PAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       15000 | PA      | $15257.40     | 0.01%             | 2033-04-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| CGI Inc                                                                                | GIBACN 4.95 03/14/30 144A                                                                                                                              | CUSIP: 12532HAK0<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $100505.31    | 0.05%             | 2030-03-14      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) plc                                                            | RIOLN 5.25 03/14/35                                                                                                                                    | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |       70000 | PA      | $70263.27     | 0.03%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                                     | VICI 5.625 04/01/35                                                                                                                                    | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39583.31     | 0.02%             | 2035-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corporation                                                             | S 8.75 03/15/32                                                                                                                                        | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |       30000 | PA      | $36008.56     | 0.02%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                         | MS 3.95 04/23/27                                                                                                                                       | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       12000 | PA      | $11904.07     | 0.01%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corporation                                                                   | DISH 7.75 07/01/26                                                                                                                                     | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       70000 | PA      | $60844.13     | 0.03%             | 2026-07-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Masco Corporation                                                                      | MAS 3.5 11/15/27                                                                                                                                       | CUSIP: 574599BN5<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |       45000 | PA      | $43971.46     | 0.02%             | 2027-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Company LLC                                                    | ONCRTX 5.65 11/15/33                                                                                                                                   | CUSIP: 68233JCS1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10390.17     | 0.00%             | 2033-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Talos Prodtn Inc                                                                       | TALO 9.375 02/01/31 144A                                                                                                                               | CUSIP: 87485LAE4<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |       62000 | PA      | $58294.02     | 0.03%             | 2031-02-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| OneMain Financial Corporation                                                          | OMF 7.5 05/15/31                                                                                                                                       | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       65000 | PA      | $65917.46     | 0.03%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GoEasy Limited                                                                         | GSYCN 6.875 05/15/30 144*                                                                                                                              | CUSIP: 380355AM9<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |       20000 | PA      | $19505.73     | 0.01%             | 2030-05-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Blue Owl Finance Llc                                                                   | OWL 6.25 04/18/34                                                                                                                                      | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |       70000 | PA      | $70625.33     | 0.03%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Rithm Capital Corp.                                                                    | RITM 8 04/01/29 144A                                                                                                                                   | CUSIP: 64828TAB8<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |       99000 | PA      | $98838.55     | 0.05%             | 2029-04-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                                 | MSI 5.4 04/15/34                                                                                                                                       | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |       70000 | PA      | $70727.86     | 0.03%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corporation                                                     | HNDA 4.9 03/13/29                                                                                                                                      | CUSIP: 02665WFE6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |       65000 | PA      | $65954.96     | 0.03%             | 2029-03-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Rakuten Group Inc.                                                                     | RAKUTN 9.75 04/15/29 144A                                                                                                                              | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |      114000 | PA      | $120248.33    | 0.06%             | 2029-04-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Expand Energy Corp.                                                                    | EXE 5.7 01/15/35                                                                                                                                       | CUSIP: 165167DH7<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |       35000 | PA      | $34527.92     | 0.02%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                                     | COP 5 01/15/35                                                                                                                                         | CUSIP: 20826FBL9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |      115000 | PA      | $113190.20    | 0.05%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                      | WFC V2.879 10/30/30 MTN                                                                                                                                | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      165000 | PA      | $152884.74    | 0.07%             | 2030-10-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                                                        | SBGI 5.5 03/01/30 144A                                                                                                                                 | CUSIP: 829259AY6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |       59000 | PA      | $42480.00     | 0.02%             | 2030-03-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                                                    | CAS 2020-R01 1B1                                                                                                                                       | CUSIP: 20754CAF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      100870 | PA      | $102743.01    | 0.05%             | 2040-01-25      | Floating      | 7.70%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                         | MS V2.699 01/22/31 GMTN                                                                                                                                | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       37000 | PA      | $33796.21     | 0.02%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                             | VMW 4.5 05/15/25                                                                                                                                       | CUSIP: 928563AD7<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9996.14      | 0.00%             | 2025-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PacifiCorp.                                                                            | BRKHEC 2.7 09/15/30                                                                                                                                    | CUSIP: 695114CW6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |       20000 | PA      | $17991.24     | 0.01%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Walgreens Boots Alliance Inc.                                                          | WBA 4.1 04/15/50                                                                                                                                       | CUSIP: 931427AT5<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |       67000 | PA      | $58513.83     | 0.03%             | 2050-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R06                                           | CAS 2022-R06 1B1                                                                                                                                       | CUSIP: 20754NAQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      290000 | PA      | $314560.10    | 0.15%             | 2042-05-27      | Floating      | 10.69%                | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                       | PM 4.9 11/01/34                                                                                                                                        | CUSIP: 718172DQ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98545.42     | 0.05%             | 2034-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Diebold Nixdorf Incorporated                                                           | DBD 7.75 03/31/30 144A                                                                                                                                 | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |       11000 | PA      | $11452.31     | 0.01%             | 2030-03-31      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc                                                                           | AVGO 5.05 04/15/30                                                                                                                                     | CUSIP: 11135FCF6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       26000 | PA      | $26470.29     | 0.01%             | 2030-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                           | ORCL 5.25 02/03/32                                                                                                                                     | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       60000 | PA      | $60829.66     | 0.03%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                           | ORCL 5.5 08/03/35                                                                                                                                      | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       95000 | PA      | $95391.24     | 0.05%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                             | ZBH 4.7 02/19/27                                                                                                                                       | CUSIP: 98956PBA9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |      150000 | PA      | $150596.28    | 0.07%             | 2027-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc.                                                                            | ZTS 3 09/12/27                                                                                                                                         | CUSIP: 98978VAL7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |      140000 | PA      | $136207.62    | 0.07%             | 2027-09-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                  | BAC V3.419 12/20/28                                                                                                                                    | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       55000 | PA      | $53493.83     | 0.03%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                     | TMUS 5.15 04/15/34                                                                                                                                     | CUSIP: 87264ADF9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       45000 | PA      | $45028.02     | 0.02%             | 2034-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| USA Compression Partners LP / USA Compression Finance Corp                             | USAC 7.125 03/15/29 144A                                                                                                                               | CUSIP: 91740PAG3<br>LEI: 5493000B1PEOKXRZEO65 | Long             | DBT              | CORP              | US        |       41000 | PA      | $41397.33     | 0.02%             | 2029-03-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Tutor Perini Corporation                                                               | TPC 11.875 04/30/29 144A                                                                                                                               | CUSIP: 901109AG3<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | DBT              | CORP              | US        |       32000 | PA      | $34520.64     | 0.02%             | 2029-04-30      | Fixed         | 11.88%                | Yes           |                  2 | On Loan: No      |
| Genesis Energy LP & Genesis Energy Finance Corp.                                       | GEL 7.875 05/15/32                                                                                                                                     | CUSIP: 37185LAQ5<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |       41000 | PA      | $39893.67     | 0.02%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| California Resources Corporation                                                       | CRC 8.25 06/15/29 144A                                                                                                                                 | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |      219000 | PA      | $208795.89    | 0.10%             | 2029-06-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Aris Mining Corp.                                                                      | ARISCN 8 10/31/29 144A                                                                                                                                 | CUSIP: 04040YAB5<br>LEI: 5493001GJ5TILX6L1F82 | Long             | DBT              | CORP              | CA        |       35000 | PA      | $35261.56     | 0.02%             | 2029-10-31      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| American Tower Corporation                                                             | AMT 5.4 01/31/35                                                                                                                                       | CUSIP: 03027XCM0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10114.28     | 0.00%             | 2035-01-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP & Genesis Energy Finance Corp.                                       | GEL 8 05/15/33                                                                                                                                         | CUSIP: 37185LAR3<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |       17000 | PA      | $16488.51     | 0.01%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp.                                                              | TOYOTA 5.35 01/09/35                                                                                                                                   | CUSIP: 89236TNB7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      110000 | PA      | $112682.20    | 0.05%             | 2035-01-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                         | MS V5.587 01/18/36                                                                                                                                     | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       35000 | PA      | $35504.91     | 0.02%             | 2036-01-18      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                   | JPM V4.915 01/24/29                                                                                                                                    | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      300000 | PA      | $304245.82    | 0.15%             | 2029-01-24      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                          | USB V5.424 02/12/36                                                                                                                                    | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      155000 | PA      | $155499.41    | 0.07%             | 2036-02-12      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                     | NRUC 4.95 02/07/30                                                                                                                                     | CUSIP: 63743HFX5<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30575.42     | 0.01%             | 2030-02-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Turning Point Brands Inc                                                               | TPB 7.625 03/15/32 144A                                                                                                                                | CUSIP: 90041LAG0<br>LEI: 549300IYG00QF0VVP302 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20783.26     | 0.01%             | 2032-03-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| NetApp Inc.                                                                            | NTAP 5.7 03/17/35                                                                                                                                      | CUSIP: 64110DAN4<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |       65000 | PA      | $65295.92     | 0.03%             | 2035-03-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                          | GOOGL 4.5 05/15/35                                                                                                                                     | CUSIP: 02079KAL1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24669.10     | 0.01%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hess Corporation                                                                       | HES 4.3 04/01/27                                                                                                                                       | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49880.06     | 0.02%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Broadcom Corporation/Broadcom Cayman Finance Ltd                                       | AVGO 3.875 01/15/27                                                                                                                                    | CUSIP: 11134LAH2<br>LEI: KFFV4ZWM9DJH1ND3BD89 | Long             | DBT              | CORP              | US        |      160000 | PA      | $158834.30    | 0.08%             | 2027-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corporation                                                               | ITC 3.35 11/15/27                                                                                                                                      | CUSIP: 465685AP0<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9716.99      | 0.00%             | 2027-11-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                          | STACR 2021-HQA2 B2                                                                                                                                     | CUSIP: 35564KGS2<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |      200000 | PA      | $226410.44    | 0.11%             | 2033-12-27      | Floating      | 9.79%                 | Yes           |                  2 | On Loan: No      |
| Verisign, Inc.                                                                         | VRSN 2.7 06/15/31                                                                                                                                      | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |      150000 | PA      | $132527.35    | 0.06%             | 2031-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                                     | ARCC 2.875 06/15/28                                                                                                                                    | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |      100000 | PA      | $92839.75     | 0.04%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Sisecam UK PLC                                                                         | SISETI 8.25 05/02/29 144A                                                                                                                              | CUSIP: 829688AA8<br>LEI: 789000T82YRLMLUOC889 | Long             | DBT              | CORP              | GB        |       35000 | PA      | $35043.75     | 0.02%             | 2029-05-02      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Garrett Motion Holdings Inc. / Garrett LX I S.a.r.l.                                   | GTX 7.75 05/31/32 144A                                                                                                                                 | CUSIP: 366504AA6<br>LEI: 5493001N1N6Z0SR83G07 | Long             | DBT              | CORP              | US        |      104000 | PA      | $103790.62    | 0.05%             | 2032-05-31      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth Edison Company                                                            | EXC 5.3 06/01/34                                                                                                                                       | CUSIP: 202795JZ4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51041.39     | 0.02%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Patrick Industries Inc.                                                                | PATK 6.375 11/01/32 144A                                                                                                                               | CUSIP: 703343AH6<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24270.71     | 0.01%             | 2032-11-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Amer Sports Co.                                                                        | AS 6.75 02/16/31 144A                                                                                                                                  | CUSIP: 02352NAA7<br>LEI: 549300NRKH9WF70VFC95 | Long             | DBT              | CORP              | US        |       32000 | PA      | $32366.14     | 0.02%             | 2031-02-16      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2024-R02                                           | CAS 2024-R02 1B1                                                                                                                                       | CUSIP: 20754GAF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      345000 | PA      | $345861.67    | 0.17%             | 2044-02-25      | Floating      | 6.84%                 | Yes           |                  2 | On Loan: No      |
| Aston Martin Capital Holdings Ltd.                                                     | ASTONM 10 03/31/29 144A                                                                                                                                | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |       75000 | PA      | $64439.00     | 0.03%             | 2029-03-31      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Public Service Company of Colorado                                                     | XEL 5.35 05/15/34                                                                                                                                      | CUSIP: 744448CZ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30174.44     | 0.01%             | 2034-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                          | FREMOR 8.375 04/01/32 144A                                                                                                                             | CUSIP: 35641AAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        5000 | PA      | $4890.15      | 0.00%             | 2032-04-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Vermilion Energy Inc.                                                                  | VETCN 7.25 02/15/33 144A                                                                                                                               | CUSIP: 923725AE5<br>LEI: WT03B8BB1IX8WI9ZGV02 | Long             | DBT              | RF                | CA        |      100000 | PA      | $83894.04     | 0.04%             | 2033-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Taseko Mines Limited                                                                   | TKOCN 8.25 05/01/30 144A                                                                                                                               | CUSIP: 876511AG1<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |       58000 | PA      | $58562.95     | 0.03%             | 2030-05-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                      | BRO 5.65 06/11/34                                                                                                                                      | CUSIP: 115236AG6<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40451.05     | 0.02%             | 2034-06-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                    | NEE 5.3 03/15/32                                                                                                                                       | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25508.89     | 0.01%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                                                        | SBGI 4.375 12/31/32 144A                                                                                                                               | CUSIP: 829259BF6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |       65000 | PA      | $39328.44     | 0.02%             | 2032-12-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Ardagh Packaging Finance plc / Ardagh Holdings USA Inc.                                | ARGID 5.25 08/15/27 144A                                                                                                                               | CUSIP: 03969AAP5<br>LEI: 6354001JXMLKNZDZR978 | Long             | DBT              | CORP              | IE        |       57000 | PA      | $26220.00     | 0.01%             | 2027-08-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Waste Connections Inc (CA) Inc                                                         | WCNCN 2.6 02/01/30                                                                                                                                     | CUSIP: 94106BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |        5000 | PA      | $4595.24      | 0.00%             | 2030-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                     | ET 5.2 04/01/30                                                                                                                                        | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30291.99     | 0.01%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Chord Energy Corp.                                                                     | CHRD 6.75 03/15/33 144A                                                                                                                                | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29201.61     | 0.01%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Novartis Capital Corporation                                                           | NOVNVX 2.2 08/14/30                                                                                                                                    | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9050.04      | 0.00%             | 2030-08-14      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| The Progressive Corporation                                                            | PGR 3.2 03/26/30                                                                                                                                       | CUSIP: 743315AW3<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |       32000 | PA      | $30407.07     | 0.01%             | 2030-03-26      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                           | MAR 5.1 04/15/32                                                                                                                                       | CUSIP: 571903BT9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29967.73     | 0.01%             | 2032-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Wesco Distribution, Inc.                                                               | WCC 6.375 03/15/33 144A                                                                                                                                | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |       15000 | PA      | $15174.17     | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| American Water Capital Corp                                                            | AWK 5.15 03/01/34                                                                                                                                      | CUSIP: 03040WBD6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |        5000 | PA      | $5032.77      | 0.00%             | 2034-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                            | ABBV 5.05 03/15/34                                                                                                                                     | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      105000 | PA      | $105883.90    | 0.05%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                                            | W 7.75 09/15/30 144A                                                                                                                                   | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |       38000 | PA      | $34668.49     | 0.02%             | 2030-09-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                          | STWD 6.5 10/15/30 144A                                                                                                                                 | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20179.60     | 0.01%             | 2030-10-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Lumen Technologies Inc                                                                 | LUMN 4.125 04/15/30 144A                                                                                                                               | CUSIP: 550241AC7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |         267 | PA      | $249.65       | 0.00%             | 2030-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| TotalEnergies Capital S.A.                                                             | TTEFP 5.15 04/05/34                                                                                                                                    | CUSIP: 89157XAA9<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |       60000 | PA      | $60561.00     | 0.03%             | 2034-04-05      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance (USA) Limited                                                        | RIOLN 7.125 07/15/28                                                                                                                                   | CUSIP: 767201AD8<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |        8000 | PA      | $8658.26      | 0.00%             | 2028-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                       | WELL 4 06/01/25                                                                                                                                        | CUSIP: 42217KBF2<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |       57000 | PA      | $56968.38     | 0.03%             | 2025-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline L.P.                                                      | PAA 3.55 12/15/29                                                                                                                                      | CUSIP: 72650RBM3<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |       42000 | PA      | $39734.17     | 0.02%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP/Targa Resources Finance Corp.                              | TRGP 6.5 07/15/27                                                                                                                                      | CUSIP: 87612BBL5<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |       17000 | PA      | $17070.13     | 0.01%             | 2027-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LYB International Finance II B.V.                                                      | LYB 3.5 03/02/27                                                                                                                                       | CUSIP: 50247WAB3<br>LEI: 549300ZSNDBYN4Z4VZ93 | Long             | DBT              | CORP              | NL        |       30000 | PA      | $29453.54     | 0.01%             | 2027-03-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                                             | OKE 4 07/13/27                                                                                                                                         | CUSIP: 682680AS2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      255000 | PA      | $251962.12    | 0.12%             | 2027-07-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                               | HCA 3.5 09/01/30                                                                                                                                       | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       50000 | PA      | $46721.98     | 0.02%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                                    | CEG 3.25 06/01/25                                                                                                                                      | CUSIP: 30161MAS2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49902.17     | 0.02%             | 2025-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corporation                                 | MPW 5 10/15/27                                                                                                                                         | CUSIP: 55342UAH7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |       48000 | PA      | $42408.54     | 0.02%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc.                                                                     | IRM 5.25 03/15/28 144A                                                                                                                                 | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |       17000 | PA      | $16738.05     | 0.01%             | 2028-03-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Aon Corp.                                                                              | AON 2.8 05/15/30                                                                                                                                       | CUSIP: 037389BE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |       20000 | PA      | $18356.85     | 0.01%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                                | UNH 2 05/15/30                                                                                                                                         | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      125000 | PA      | $111111.17    | 0.05%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                    | NEE 5.25 03/15/34                                                                                                                                      | CUSIP: 65339KCU2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49834.11     | 0.02%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                         | C V5.174 02/13/30                                                                                                                                      | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50735.32     | 0.02%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                           | MAR 5.3 05/15/34                                                                                                                                       | CUSIP: 571903BQ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |       35000 | PA      | $34493.12     | 0.02%             | 2034-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                               | HCA 5.6 04/01/34                                                                                                                                       | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      179000 | PA      | $179918.80    | 0.09%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                                   | CLF 7 03/15/32 144A                                                                                                                                    | CUSIP: 185899AP6<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |       83000 | PA      | $77977.31     | 0.04%             | 2032-03-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Rackspace Finance LLC                                                                  | RAX 3.5 05/15/28 144A                                                                                                                                  | CUSIP: 75008WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       60438 | PA      | $21514.28     | 0.01%             | 2028-05-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                                 | FANG 5.4 04/18/34                                                                                                                                      | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      105000 | PA      | $102648.10    | 0.05%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Finance Corp.                                                            | TOL 3.8 11/01/29                                                                                                                                       | CUSIP: 88947EAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $47891.63     | 0.02%             | 2029-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                           | MAR 5.75 05/01/25 EE                                                                                                                                   | CUSIP: 571903BD4<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |        9000 | PA      | $9000.00      | 0.00%             | 2025-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                                             | OKE 5.85 01/15/26                                                                                                                                      | CUSIP: 682680BD4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |       77000 | PA      | $77381.19     | 0.04%             | 2026-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc.                                                                            | ZTS 2 05/15/30                                                                                                                                         | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |       20000 | PA      | $17761.12     | 0.01%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TreeHouse Foods, Inc.                                                                  | THS 4 09/01/28                                                                                                                                         | CUSIP: 89469AAD6<br>LEI: 5493007M7EVHE470Q576 | Long             | DBT              | CORP              | US        |       58000 | PA      | $52036.66     | 0.02%             | 2028-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Incorporated                                                         | TXN 4.85 02/08/34                                                                                                                                      | CUSIP: 882508CH5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |       60000 | PA      | $60416.49     | 0.03%             | 2034-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                          | ENBCN 5.625 04/05/34                                                                                                                                   | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       35000 | PA      | $35407.39     | 0.02%             | 2034-04-05      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST 2024-A                                               | AFFRM 2024-A 1D                                                                                                                                        | CUSIP: 00834BAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      300000 | PA      | $301829.46    | 0.14%             | 2029-02-15      | Fixed         | 6.89%                 | Yes           |                  2 | On Loan: No      |
| Edwards Lifesciences Corporation                                                       | EW 4.3 06/15/28                                                                                                                                        | CUSIP: 28176EAD0<br>LEI: YA13X31F3V31L8TMPR58 | Long             | DBT              | CORP              | US        |       70000 | PA      | $69485.31     | 0.03%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST 2023-B                                               | AFFRM 2023-B D                                                                                                                                         | CUSIP: 00792FAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      200000 | PA      | $202008.22    | 0.10%             | 2028-09-15      | Fixed         | 8.78%                 | Yes           |                  2 | On Loan: No      |
| Sisecam UK PLC                                                                         | SISETI 8.625 05/02/32 144A                                                                                                                             | CUSIP: 829688AB6<br>LEI: 789000T82YRLMLUOC889 | Long             | DBT              | CORP              | GB        |       25000 | PA      | $24724.25     | 0.01%             | 2032-05-02      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Southern California Edison Company                                                     | EIX 5.45 06/01/31                                                                                                                                      | CUSIP: 842400JE4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50564.63     | 0.02%             | 2031-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                                    | LNG 5.65 04/15/34                                                                                                                                      | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29878.90     | 0.01%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                                   | CLF 7.375 05/01/33 144A                                                                                                                                | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |       42000 | PA      | $39482.71     | 0.02%             | 2033-05-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                      | HSBC V5.286 11/19/30                                                                                                                                   | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $406063.00    | 0.19%             | 2030-11-19      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Limited                                                     | CNQCN 5.4 12/15/34 144A                                                                                                                                | CUSIP: 136385BC4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $24255.20     | 0.01%             | 2034-12-15      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Tapestry Inc                                                                           | TPR 5.1 03/11/30                                                                                                                                       | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |       80000 | PA      | $80314.74     | 0.04%             | 2030-03-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Blackstone Mortgage Trust, Inc                                                         | BXMT 7.75 12/01/29 144A                                                                                                                                | CUSIP: 09257WAF7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |       41000 | PA      | $42583.38     | 0.02%             | 2029-12-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Novelis Corporation                                                                    | HNDLIN 6.875 01/30/30 144A                                                                                                                             | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |       58000 | PA      | $58835.66     | 0.03%             | 2030-01-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                   | RY V4.965 01/24/29 GMTN                                                                                                                                | CUSIP: 78017DAA6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       80000 | PA      | $81132.02     | 0.04%             | 2029-01-24      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Pennymac Financial Services Inc                                                        | PFSI 6.875 02/15/33 144A                                                                                                                               | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19972.10     | 0.01%             | 2033-02-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| American Express Company                                                               | AXP V5.442 01/30/36                                                                                                                                    | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |       90000 | PA      | $90841.05     | 0.04%             | 2036-01-30      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Company                                                              | NFG 5.95 03/15/35                                                                                                                                      | CUSIP: 636180BU4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |       45000 | PA      | $45113.49     | 0.02%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Snap Inc                                                                               | SNAP 6.875 03/01/33 144A                                                                                                                               | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |       33000 | PA      | $32958.27     | 0.02%             | 2033-03-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| MasterCard Incorporated                                                                | MA 4.95 03/15/32                                                                                                                                       | CUSIP: 57636QBG8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |       90000 | PA      | $91943.42     | 0.04%             | 2032-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Corporation of Michigan                                              | CACC 6.625 03/15/30                                                                                                                                    | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $24530.25     | 0.01%             | 2030-03-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| New Gold, Inc.                                                                         | NGDCN 6.875 04/01/32 144A                                                                                                                              | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |        5000 | PA      | $5113.81      | 0.00%             | 2032-04-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| B.A.T. Capital Corporation                                                             | BATSLN 5.625 08/15/35                                                                                                                                  | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |       70000 | PA      | $70279.86     | 0.03%             | 2035-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GoEasy Limited                                                                         | GSYCN 7.375 10/01/30 144A                                                                                                                              | CUSIP: 380355AN7<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |       15000 | PA      | $14740.89     | 0.01%             | 2030-10-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| V.F. Corp                                                                              | VFC 6.45 11/01/37                                                                                                                                      | CUSIP: 918204AT5<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |       32000 | PA      | $26719.82     | 0.01%             | 2037-11-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Nordstrom, Inc.                                                                        | JWN 5 01/15/44                                                                                                                                         | CUSIP: 655664AR1<br>LEI: 549300S3IZB5P35KNV16 | Long             | DBT              | CORP              | US        |       73000 | PA      | $51135.77     | 0.02%             | 2044-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ovintiv Exploration Inc.                                                               | OVV 5.375 01/01/26                                                                                                                                     | CUSIP: 651290AR9<br>LEI: T8W3X1PFLPW2YE0UIP44 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9998.99      | 0.00%             | 2026-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                                  | BBWI 6.75 07/01/36                                                                                                                                     | CUSIP: 501797AM6<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |       60000 | PA      | $59030.69     | 0.03%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Hexcel Corporation                                                                     | HXL 3.95 02/15/27                                                                                                                                      | CUSIP: 428291AN8<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |       60000 | PA      | $59120.06     | 0.03%             | 2027-02-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                                                  | LOW 3.1 05/03/27                                                                                                                                       | CUSIP: 548661DP9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       45000 | PA      | $43965.87     | 0.02%             | 2027-05-03      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                      | WFC V3.584 05/22/28 MTN                                                                                                                                | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |        1000 | PA      | $981.93       | 0.00%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Hughes Satellite Systems Corporation                                                   | SATS 5.25 08/01/26                                                                                                                                     | CUSIP: 444454AD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $46610.14     | 0.02%             | 2026-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                              | GS V3.814 04/23/29                                                                                                                                     | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49047.95     | 0.02%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                      | WFC V5.499 01/23/35                                                                                                                                    | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100769.54    | 0.05%             | 2035-01-23      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST 2024-X1                                              | AFFRM 2024-X1 B                                                                                                                                        | CUSIP: 00834XAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      275000 | PA      | $275761.72    | 0.13%             | 2029-05-15      | Fixed         | 6.34%                 | Yes           |                  2 | On Loan: No      |
| Baldwin Insurance Group Holdings LLC / Baldwin Insurance Group Holdings Finance Inc.   | BRP 7.125 05/15/31 144A                                                                                                                                | CUSIP: 05825XAA7<br>LEI: 5493004GCDREAQPPYG20 | Long             | DBT              | CORP              | US        |       48000 | PA      | $48839.66     | 0.02%             | 2031-05-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Ohio Power Company                                                                     | AEP 5.65 06/01/34                                                                                                                                      | CUSIP: 677415CW9<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |        5000 | PA      | $5068.25      | 0.00%             | 2034-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2024-R06                                           | CAS 2024-R06 1B1                                                                                                                                       | CUSIP: 20755RAG0<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |      250000 | PA      | $246407.50    | 0.12%             | 2044-09-26      | Variable      | 6.39%                 | Yes           |                  2 | On Loan: No      |
| Ithaca Energy (North Sea) plc                                                          | IAECN 8.125 10/15/29 144A                                                                                                                              | CUSIP: 46567TAC8<br>LEI: 213800BMMUN3AKWBIO91 | Long             | DBT              | CORP              | GB        |       83000 | PA      | $83079.27     | 0.04%             | 2029-10-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                          | MLM 5.15 12/01/34                                                                                                                                      | CUSIP: 573284BA3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24864.02     | 0.01%             | 2034-12-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp                     | MGY 6.875 12/01/32 144A                                                                                                                                | CUSIP: 559665AB0<br>LEI: 984500CG376B0B99F016 | Long             | DBT              | CORP              | US        |       42000 | PA      | $40665.52     | 0.02%             | 2032-12-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WYNN RESO                                                              | CFD_EQS CHASUS33 2963811                                                                                                                               | CUSIP: 983134107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2342 | NC      | $188086.02    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SCHLUMBER                                                              | CFD_EQS CHASUS33 2779201                                                                                                                               | CUSIP: 806857108<br>LEI: N/A                  | N/A              | DE               | CORP              | CW        |        1274 | NC      | $42360.50     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Idacorp Inc                                                                            | Idacorp Inc COM NPV                                                                                                                                    | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |         106 | NS      | $12517.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems, Inc.                                                           | Cadence Design Systems, Inc. COM USD0.01                                                                                                               | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |           8 | NS      | $2381.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Kraft Heinz Co.                                                                    | The Kraft Heinz Co. COM USD0.01                                                                                                                        | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |        2084 | NS      | $60644.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                                                         | S&P Global Inc COM USD1                                                                                                                                | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |           8 | NS      | $4000.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US Foods Holding Corp                                                                  | US Foods Holding Corp COM USD0.01                                                                                                                      | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |          15 | NS      | $984.90       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services, Inc.                                                                | Republic Services, Inc. COM USD0.01                                                                                                                    | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |           9 | NS      | $2256.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Walt Disney Company                                                                    | Walt Disney Company COM DISNEY USD0.01                                                                                                                 | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |          43 | NS      | $3910.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc.                                                                   | Electronic Arts Inc. COM USD0.01                                                                                                                       | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |          10 | NS      | $1450.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co.                                                                   | Emerson Electric Co. COM USD0.50                                                                                                                       | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |          18 | NS      | $1891.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands, Inc.                                                             | Constellation Brands, Inc. COM USD0.01 CLASS A                                                                                                         | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |           7 | NS      | $1312.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Graco Inc                                                                              | Graco Inc COM USD1                                                                                                                                     | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |          11 | NS      | $897.71       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Grainger W W Inc                                                                       | Grainger W W Inc COM USD0.50                                                                                                                           | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |           2 | NS      | $2048.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co. (The)                                                                      | Hershey Co. (The) COM USD1.00                                                                                                                          | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |           8 | NS      | $1337.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                                                                            | Hologic Inc COM USD0.01                                                                                                                                | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |          15 | NS      | $873.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp                                                                      | Hormel Foods Corp COM USD0.0586                                                                                                                        | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |        2468 | NS      | $73793.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowers Foods, Inc.                                                                    | Flowers Foods, Inc. COM USD0.01                                                                                                                        | CUSIP: 343498101<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | EC               | CORP              | US        |         627 | NS      | $11028.93     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc.                                                               | Illinois Tool Works Inc. COM USD0.01                                                                                                                   | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |           9 | NS      | $2159.19      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Heico Corp                                                                             | Heico Corp COM USD0.01                                                                                                                                 | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |           5 | NS      | $1253.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corp                                                                             | Kirby Corp COM USD0.10                                                                                                                                 | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |           8 | NS      | $770.96       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co.                                                                        | Eli Lilly & Co. COM NPV                                                                                                                                | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |          20 | NS      | $17979.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowes Companies, Inc.                                                                  | Lowes Companies, Inc. COM USD0.50                                                                                                                      | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |         252 | NS      | $56337.12     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                                                                     | Altria Group, Inc. COM USD0.333333                                                                                                                     | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |          47 | NS      | $2780.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corporation                                                              | Union Pacific Corporation COM USD2.50                                                                                                                  | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |         214 | NS      | $46151.24     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Incorporated                                                    | Vertex Pharmaceuticals Incorporated COM USD0.01                                                                                                        | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |           6 | NS      | $3057.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts, Inc.                                                                     | Vail Resorts, Inc. COM STK USD0.01                                                                                                                     | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |         357 | NS      | $49694.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabtec Corp                                                                            | Wabtec Corp COM USD0.01                                                                                                                                | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |           7 | NS      | $1293.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corporation                                                             | Alliant Energy Corporation COM USD0.01                                                                                                                 | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |          73 | NS      | $4455.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co., Inc                                                                       | Merck & Co., Inc COM USD0.50                                                                                                                           | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |        1049 | NS      | $89374.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pembina Pipeline Corporation                                                           | Pembina Pipeline Corporation COM NPV                                                                                                                   | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Long             | EC               | CORP              | CA        |          28 | NS      | $1069.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                                                       | Duke Energy Corp COM USD0.001                                                                                                                          | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |         707 | NS      | $86268.14     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Zoetis Inc.                                                                            | Zoetis Inc. COM USD0.01 CL 'A'                                                                                                                         | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |          13 | NS      | $2033.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT Inc                                                                                | ITT Inc COM USD1.00                                                                                                                                    | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |           7 | NS      | $959.14       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                               | G2-30YR-Multi                                                                                                                                          | CUSIP: 21H020659<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      925000 | PA      | $754444.34    | 0.36%             | 2055-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Old Dominion Freight Line Inc.                                                         | Old Dominion Freight Line Inc. COM USD0.10                                                                                                             | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |           9 | NS      | $1379.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corporation                                                                        | LKQ Corporation COM USD0.01                                                                                                                            | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |         746 | NS      | $28504.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services Incorporated                                              | West Pharmaceutical Services Incorporated COM USD0.25                                                                                                  | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |           4 | NS      | $845.16       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group Inc                                                                | Nexstar Media Group Inc COM USD0.01 CL'A'                                                                                                              | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |          10 | NS      | $1496.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc.                                                                | Intuitive Surgical Inc. COM USD0.001                                                                                                                   | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |           9 | NS      | $4642.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eagle Materials Inc.                                                                   | Eagle Materials Inc. COM USD0.01                                                                                                                       | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |           4 | NS      | $905.56       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Penumbra Inc.                                                                          | Penumbra Inc. COM USD0.001                                                                                                                             | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |           3 | NS      | $878.52       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortive Corporation                                                                    | Fortive Corporation COM USD0.01                                                                                                                        | CUSIP: 34959J108<br>LEI: 549300MU9YQJYHDQEF63 | Long             | EC               | CORP              | US        |          16 | NS      | $1115.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Connections Inc (CA) Inc                                                         | Waste Connections Inc (CA) Inc COM NPV                                                                                                                 | CUSIP: 94106B101<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |           9 | NS      | $1778.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX Technologies Inc                                                                   | BWX Technologies Inc COM USD0.01                                                                                                                       | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |           8 | NS      | $872.96       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                                                          | Alphabet Inc. CAP STK USD0.001 CL A                                                                                                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |         115 | NS      | $18262.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Incorporated                                                                   | Hubbell Incorporated COM USD0.001                                                                                                                      | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |           3 | NS      | $1089.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG LAMB WEST                                                              | CFD_EQS GSILGB2X BDQZFJ3                                                                                                                               | CUSIP: 513272104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         126 | NC      | $6654.06      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HOME DEPO                                                              | CFD_EQS GSILGB2X 2434209                                                                                                                               | CUSIP: 437076102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         -70 | NC      | $-25234.30    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CATERPILL                                                              | CFD_EQS GSILGB2X 2180201                                                                                                                               | CUSIP: 149123101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2622 | NC      | $810905.94    | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SHERWIN-W                                                              | CFD_EQS GSILGB2X 2804211                                                                                                                               | CUSIP: 824348106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -650 | NC      | $-229398.00   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG UNION PAC                                                              | CFD_EQS BARCUS33 2914734                                                                                                                               | CUSIP: 907818108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1639 | NC      | $353466.74    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DELTA AIR                                                              | CFD_EQS BARCUS33 B1W9D46                                                                                                                               | CUSIP: 247361702<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       10286 | NC      | $428206.18    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG VERIZON C                                                              | CFD_EQS BARCUS33 2090571                                                                                                                               | CUSIP: 92343V104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          42 | NC      | $1850.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DEERE & C                                                              | CFD_EQS BARCUS33 2261203                                                                                                                               | CUSIP: 244199105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -235 | NC      | $-108936.60   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MONDELEZ                                                               | CFD_EQS BARCUS33 B8CKK03                                                                                                                               | CUSIP: 609207105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -6022 | NC      | $-410278.86   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DOMINION                                                               | CFD_EQS BARCUS33 2542049                                                                                                                               | CUSIP: 25746U109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        5053 | NC      | $274782.14    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NORFOLK S                                                              | CFD_EQS BARCUS33 2641894                                                                                                                               | CUSIP: 655844108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         476 | NC      | $106647.80    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DARDEN RE                                                              | CFD_EQS BARCUS33 2289874                                                                                                                               | CUSIP: 237194105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1873 | NC      | $375798.72    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG OCCIDENTA                                                              | CFD_EQS BARCUS33 2655408                                                                                                                               | CUSIP: 674599105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3850 | NC      | $-151728.50   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MURPHY OI                                                              | CFD_EQS BARCUS33 2611206                                                                                                                               | CUSIP: 626717102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2662 | NC      | $-54650.86    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EQT CORP                                                               | CFD_EQS BARCUS33 2319414                                                                                                                               | CUSIP: 26884L109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -8558 | NC      | $-423107.52   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DOW INC                                                                | CFD_EQS BARCUS33 BHXCF84                                                                                                                               | CUSIP: 260557103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        8631 | NC      | $264022.29    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BEST BUY                                                               | CFD_EQS BARCUS33 2094670                                                                                                                               | CUSIP: 086516101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        6378 | NC      | $425348.82    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NETFLIX I                                                              | CFD_EQS BARCUS33 2857817                                                                                                                               | CUSIP: 64110L106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         340 | NC      | $384784.80    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG QUEST DIA                                                              | CFD_EQS BARCUS33 2702791                                                                                                                               | CUSIP: 74834L100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -307 | NC      | $-54713.54    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MARATHON                                                               | CFD_EQS BARCUS33 B3K3L40                                                                                                                               | CUSIP: 56585A102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         265 | NC      | $36413.65     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LEAR CORP                                                              | CFD_EQS BARCUS33 B570P91                                                                                                                               | CUSIP: 521865204<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3210 | NC      | $275257.50    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG KRAFT HEI                                                              | CFD_EQS BARCUS33 BYRY499                                                                                                                               | CUSIP: 500754106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -11952 | NC      | $-347803.20   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AMPHENOL                                                               | CFD_EQS CHASUS33 2145084                                                                                                                               | CUSIP: 032095101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3196 | NC      | $-245932.20   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG QUANTA SE                                                              | CFD_EQS BARCUS33 2150204                                                                                                                               | CUSIP: 74762E102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1346 | NC      | $-393960.74   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG INTEL COR                                                              | CFD_EQS BARCUS33 2463247                                                                                                                               | CUSIP: 458140100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1986 | NC      | $-39918.60    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CENTENE C                                                              | CFD_EQS BARCUS33 2807061                                                                                                                               | CUSIP: 15135B101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1139 | NC      | $-68169.15    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WASTE MAN                                                              | CFD_EQS BARCUS33 2937667                                                                                                                               | CUSIP: 94106L109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -335 | NC      | $-78175.60    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG IRON MOUN                                                              | CFD_EQS BARCUS33 BVFTF03                                                                                                                               | CUSIP: 46284V101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -5480 | NC      | $-491391.60   | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GARTNER I                                                              | CFD_EQS BARCUS33 2372763                                                                                                                               | CUSIP: 366651107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         713 | NC      | $300230.04    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LAS VEGAS                                                              | CFD_EQS BARCUS33 B02T2J7                                                                                                                               | CUSIP: 517834107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        8136 | NC      | $298347.12    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WEYERHAEU                                                              | CFD_EQS BARCUS33 2958936                                                                                                                               | CUSIP: 962166104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3517 | NC      | $91125.47     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LYONDELLB                                                              | CFD_EQS BARCUS33 B3SPXZ3                                                                                                                               | CUSIP: N53745100<br>LEI: N/A                  | N/A              | DE               | CORP              | NL        |       -7142 | NC      | $-415735.82   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BOOZ ALLE                                                              | CFD_EQS BARCUS33 B5367T7                                                                                                                               | CUSIP: 099502106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3618 | NC      | $-434232.36   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG UNIVERSAL                                                              | CFD_EQS BARCUS33 2923785                                                                                                                               | CUSIP: 913903100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2226 | NC      | $394157.82    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG STANLEY B                                                              | CFD_EQS BARCUS33 B3Q2FJ4                                                                                                                               | CUSIP: 854502101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2312 | NC      | $138766.24    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MOLINA HE                                                              | CFD_EQS BARCUS33 2212706                                                                                                                               | CUSIP: 60855R100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1340 | NC      | $-438193.40   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MACY S IN                                                              | CFD_EQS BARCUS33 2345022                                                                                                                               | CUSIP: 55616P104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -70013 | NC      | $-799548.46   | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NIKE INC                                                               | CFD_EQS BARCUS33 2640147                                                                                                                               | CUSIP: 654106103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2266 | NC      | $127802.40    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CORTEVA I                                                              | CFD_EQS BARCUS33 BK73B42                                                                                                                               | CUSIP: 22052L104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4968 | NC      | $-307966.32   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AVIS BUDG                                                              | CFD_EQS BARCUS33 B1CL8J2                                                                                                                               | CUSIP: 053774105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4080 | NC      | $-377930.40   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CHEVRON C                                                              | CFD_EQS BARCUS33 2838555                                                                                                                               | CUSIP: 166764100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3009 | NC      | $409404.54    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG COTERRA E                                                              | CFD_EQS GSILGB2X 2162340                                                                                                                               | CUSIP: 127097103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -6522 | NC      | $-160180.32   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BCE INC                                                                | CFD_EQS GSILGB2X B188TJ4                                                                                                                               | CUSIP: 05534B760<br>LEI: N/A                  | N/A              | DE               | CORP              | CA        |       -2635 | NC      | $-58628.75    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SMURFIT W                                                              | CFD_EQS GSILGB2X BRK49M5                                                                                                                               | CUSIP: G8267P108<br>LEI: N/A                  | N/A              | DE               | CORP              | IE        |        3635 | NC      | $152742.70    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ZEBRA TEC                                                              | CFD_EQS GSILGB2X 2989356                                                                                                                               | CUSIP: 989207105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1771 | NC      | $443316.72    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Service Company of Oklahoma                                                     | AEP 5.2 01/15/35                                                                                                                                       | CUSIP: 744533BR0<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19674.16     | 0.01%             | 2035-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CRH America Finance, Inc.                                                              | CRHID 5.5 01/09/35                                                                                                                                     | CUSIP: 12636YAF9<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |      200000 | PA      | $203036.88    | 0.10%             | 2035-01-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline L.P.                                                      | PAA 5.95 06/15/35                                                                                                                                      | CUSIP: 72650RBQ4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |       60000 | PA      | $60040.43     | 0.03%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Azul Secured Finance LLP                                                               | AZUBBZ 10.875 08/28/30                                                                                                                                 | CUSIP: 05501WAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       16250 | PA      | $3087.50      | 0.00%             | 2030-05-28      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                                                        | SBGI 9.75 02/15/33 144A                                                                                                                                | CUSIP: 829259BG4<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |       24000 | PA      | $24780.00     | 0.01%             | 2033-02-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Directv Financing LLC/Directv Financing Co-Obligor Inc.                                | DTV 10 02/15/31 144A                                                                                                                                   | CUSIP: 25461LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      151000 | PA      | $142996.30    | 0.07%             | 2031-02-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Tampa Electric Company                                                                 | TE 5.15 03/01/35                                                                                                                                       | CUSIP: 875127BN1<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |       90000 | PA      | $89644.35     | 0.04%             | 2035-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                                  | TRGP 5.55 08/15/35                                                                                                                                     | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |       75000 | PA      | $73482.80     | 0.04%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG STEEL DYN                                                              | CFD_EQS CHASUS33 2849472                                                                                                                               | CUSIP: 858119100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -181 | NC      | $-23477.51    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ALEXANDRI                                                              | CFD_EQS GSILGB2X 2009210                                                                                                                               | CUSIP: 015271109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         162 | NC      | $11770.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jane Street Group LLC / JSG Finance Inc.                                               | JANEST 6.75 05/01/33 144A                                                                                                                              | CUSIP: 47077WAE8<br>LEI: 5493002N1IVX6KHGYO08 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20094.22     | 0.01%             | 2033-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Bath & Body Works Inc                                                                  | BBWI 6.875 11/01/35                                                                                                                                    | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |       66000 | PA      | $66013.73     | 0.03%             | 2035-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PPL Capital Funding Inc.                                                               | PPL 3.1 05/15/26                                                                                                                                       | CUSIP: 69352PAL7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19718.71     | 0.01%             | 2026-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                       | DUK 2.65 09/01/26                                                                                                                                      | CUSIP: 26441CAS4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97682.99     | 0.05%             | 2026-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                      | CSCHLD 5.5 04/15/27 144A                                                                                                                               | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |       30000 | PA      | $27875.40     | 0.01%             | 2027-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Amerigas Partners, L.P./Amerigas Finance Corp.                                         | APU 5.75 05/20/27                                                                                                                                      | CUSIP: 030981AL8<br>LEI: H36E1IF6YS0OBMHM6168 | Long             | DBT              | CORP              | US        |       41000 | PA      | $39185.17     | 0.02%             | 2027-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                      | CCI 3.65 09/01/27                                                                                                                                      | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |       80000 | PA      | $78236.54     | 0.04%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                                         | SCHW 3.2 01/25/28                                                                                                                                      | CUSIP: 808513AU9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |        2000 | PA      | $1950.41      | 0.00%             | 2028-01-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings, LLC                                                  | CHCOCH 5.125 06/30/27                                                                                                                                  | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |       41000 | PA      | $41455.68     | 0.02%             | 2027-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Assurant Inc.                                                                          | AIZ 4.9 03/27/28                                                                                                                                       | CUSIP: 04621XAJ7<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |       65000 | PA      | $65315.68     | 0.03%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corporation                                                           | GD 3.75 05/15/28                                                                                                                                       | CUSIP: 369550BC1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |       70000 | PA      | $69345.39     | 0.03%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Stillwater Mining Co.                                                                  | SGLSJ 4 11/16/26 144A                                                                                                                                  | CUSIP: 86074QAP7<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |       53000 | PA      | $50724.13     | 0.02%             | 2026-11-16      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                      | CSCHLD 11.75 01/31/29 144A                                                                                                                             | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23635.46     | 0.01%             | 2029-01-31      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                | LVLT 10.75 12/15/30 144A                                                                                                                               | CUSIP: 527298BZ5<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |       56000 | PA      | $61997.79     | 0.03%             | 2030-12-15      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST 2024-X1                                              | AFFRM 2024-X1 C                                                                                                                                        | CUSIP: 00834XAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      417000 | PA      | $419053.27    | 0.20%             | 2029-05-15      | Fixed         | 6.57%                 | Yes           |                  2 | On Loan: No      |
| Organon & Co. / Organon Foreign Debt Co-Issuer BV                                      | OGN 7.875 05/15/34 144a                                                                                                                                | CUSIP: 68622FAB7<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |       50000 | PA      | $46050.88     | 0.02%             | 2034-05-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Coca-Cola Co (The)                                                                     | KO 5 05/13/34                                                                                                                                          | CUSIP: 191216DR8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       90000 | PA      | $92191.73     | 0.04%             | 2034-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                                  | CAH 4.7 11/15/26                                                                                                                                       | CUSIP: 14149YBQ0<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |       70000 | PA      | $70342.94     | 0.03%             | 2026-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Cardinal Health, Inc.                                                                  | CAH 5.35 11/15/34                                                                                                                                      | CUSIP: 14149YBS6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50186.80     | 0.02%             | 2034-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corporation                                                               | H 5.375 12/15/31                                                                                                                                       | CUSIP: 448579AT9<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |       90000 | PA      | $89459.46     | 0.04%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| UWN Holdings LLC                                                                       | UWMC 6.625 02/01/30 144A                                                                                                                               | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       54000 | PA      | $53398.83     | 0.03%             | 2030-02-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Azul Secured Finance LLP                                                               | AZUBBZ 11.93 08/28/28                                                                                                                                  | CUSIP: 05501WAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       20000 | PA      | $12050.00     | 0.01%             | 2028-08-28      | Fixed         | 11.93%                | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                      | WFC V5.244 01/24/31                                                                                                                                    | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      104000 | PA      | $106156.69    | 0.05%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| SLM Corp.                                                                              | SLM 6.5 01/31/30                                                                                                                                       | CUSIP: 78442PGF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $25807.13     | 0.01%             | 2030-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                                                        | LLY 4.55 02/12/28                                                                                                                                      | CUSIP: 532457CU0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |      300000 | PA      | $305076.45    | 0.15%             | 2028-02-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                                    | D 5.15 03/15/35                                                                                                                                        | CUSIP: 927804GT5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19754.69     | 0.01%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                               | DUK 5.05 03/15/35                                                                                                                                      | CUSIP: 26442UAU8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9968.80      | 0.00%             | 2035-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                                    | CSCO 4.95 02/24/32                                                                                                                                     | CUSIP: 17275RBY7<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |       60000 | PA      | $61215.50     | 0.03%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                            | VZ 5.25 04/02/35                                                                                                                                       | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       95000 | PA      | $95487.79     | 0.05%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                     | TMUS 5.3 05/15/35                                                                                                                                      | CUSIP: 87264ADT9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       90000 | PA      | $90360.62     | 0.04%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                               | DUK 5.25 03/15/33                                                                                                                                      | CUSIP: 26442UAQ7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10197.14     | 0.00%             | 2033-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc.                                                                | UNH 4.5 04/15/33                                                                                                                                       | CUSIP: 91324PEV0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       21000 | PA      | $20317.48     | 0.01%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                           | ORCL 4.65 05/06/30                                                                                                                                     | CUSIP: 68389XCN3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25059.18     | 0.01%             | 2030-05-06      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Uniti Group LP/Uniti Fiber Holdings Inc/Uniti Group Finance 2019 Inc/CSL Capital LLC   | UNIT 10.5 02/15/28 144A                                                                                                                                | CUSIP: 91327TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       29000 | PA      | $30791.77     | 0.01%             | 2028-02-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| CCO Holdings, LLC/ CCO Holdings Capital Corp.                                          | CHTR 7.375 03/01/31 144A                                                                                                                               | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       90000 | PA      | $92695.50     | 0.04%             | 2031-03-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| OCI NV                                                                                 | OCINV 6.7 03/16/33 144A                                                                                                                                | CUSIP: 67116NAA7<br>LEI: 549300NCMRGIBJYUOE57 | Long             | DBT              | CORP              | NL        |       50000 | PA      | $54573.29     | 0.03%             | 2033-03-16      | Fixed         | 6.70%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                          | STACR 2021-DNA6 B1                                                                                                                                     | CUSIP: 35564KLU1<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |      530000 | PA      | $543102.87    | 0.26%             | 2041-10-25      | Floating      | 7.74%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                      | HSBC V6.161 03/09/29                                                                                                                                   | CUSIP: 404280DU0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $207431.55    | 0.10%             | 2029-03-09      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Strathcona Resources Ltd.                                                              | STRCNA 6.875 08/01/26 144A                                                                                                                             | CUSIP: 86304TAA6<br>LEI: 549300YNIUISTSZMLF56 | Long             | DBT              | CORP              | CA        |       43000 | PA      | $42154.10     | 0.02%             | 2026-08-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| FTAI Infra Escrow Holdings LLC                                                         | FIP 10.5 06/01/27 144A                                                                                                                                 | CUSIP: 30327TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        9000 | PA      | $9304.50      | 0.00%             | 2027-06-01      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Gallagher Aj &Co                                                                       | AJG 5.5 03/02/33                                                                                                                                       | CUSIP: 04316JAD1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30530.41     | 0.01%             | 2033-03-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                         | SPGI 2.45 03/01/27                                                                                                                                     | CUSIP: 78409VBH6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |      150000 | PA      | $145733.03    | 0.07%             | 2027-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                                | SPG 5.5 03/08/33                                                                                                                                       | CUSIP: 828807DU8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |       40000 | PA      | $41050.79     | 0.02%             | 2033-03-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                       | PM 5.375 02/15/33                                                                                                                                      | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51200.64     | 0.02%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                         | SPGI 2.9 03/01/32                                                                                                                                      | CUSIP: 78409VBK9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |       90000 | PA      | $80619.51     | 0.04%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                         | WES 6.15 04/01/33                                                                                                                                      | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30301.95     | 0.01%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                      | PEG 4.65 03/15/33 MTN                                                                                                                                  | CUSIP: 74456QCL8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9900.96      | 0.00%             | 2033-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                           | ORCL 4.9 02/06/33                                                                                                                                      | CUSIP: 68389XCP8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98305.77     | 0.05%             | 2033-02-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                | MPLX 5 03/01/33                                                                                                                                        | CUSIP: 55336VBV1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      210000 | PA      | $202873.99    | 0.10%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                                    | SYF 7.25 02/02/33                                                                                                                                      | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |       69000 | PA      | $70361.71     | 0.03%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial, Inc.                                                             | AMP 5.15 05/15/33                                                                                                                                      | CUSIP: 03076CAM8<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |       85000 | PA      | $86032.92     | 0.04%             | 2033-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                                | AAL 7.25 02/15/28 144A                                                                                                                                 | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |       78000 | PA      | $77047.26     | 0.04%             | 2028-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Texas Instruments Incorporated                                                         | TXN 4.9 03/14/33                                                                                                                                       | CUSIP: 882508CB8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25320.33     | 0.01%             | 2033-03-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc.                                                                            | FI 5.6 03/02/33                                                                                                                                        | CUSIP: 337738BE7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      150000 | PA      | $152770.92    | 0.07%             | 2033-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Noble Finance II LLC.                                                                  | NEFINA 8 04/15/30 144A                                                                                                                                 | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       93000 | PA      | $88607.36     | 0.04%             | 2030-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Southwestern Electric Power Company                                                    | AEP 5.3 04/01/33                                                                                                                                       | CUSIP: 845437BU5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9954.93      | 0.00%             | 2033-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NRG Energy, Inc.                                                                       | NRG 7 03/15/33 144A                                                                                                                                    | CUSIP: 629377CT7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      110000 | PA      | $118516.86    | 0.06%             | 2033-03-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| PPL Electric Utilities Corporation                                                     | PPL 5 05/15/33                                                                                                                                         | CUSIP: 69351UBA0<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10029.20     | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group                                                              | PFG 5.375 03/15/33                                                                                                                                     | CUSIP: 74251VAT9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |       18000 | PA      | $18331.86     | 0.01%             | 2033-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                         | PLD 4.75 06/15/33                                                                                                                                      | CUSIP: 74340XCE9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39345.53     | 0.02%             | 2033-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG VERIZON C                                                              | CFD_EQS GSILGB2X 2090571                                                                                                                               | CUSIP: 92343V104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2516 | NC      | $-110854.96   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG VERISIGN                                                               | CFD_EQS GSILGB2X 2142922                                                                                                                               | CUSIP: 92343E102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1280 | NC      | $361113.60    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG RALPH LAU                                                              | CFD_EQS GSILGB2X B4V9661                                                                                                                               | CUSIP: 751212101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1961 | NC      | $441126.95    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WEC ENERG                                                              | CFD_EQS GSILGB2X BYY8XK8                                                                                                                               | CUSIP: 92939U106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3379 | NC      | $370068.08    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Verisk Analytics, Inc.                                                                 | Verisk Analytics, Inc. COM USD0.001                                                                                                                    | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |           5 | NS      | $1482.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                                                    | CAS 2020-SBT1 2M2                                                                                                                                      | CUSIP: 20753VCZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      745000 | PA      | $772937.50    | 0.37%             | 2040-02-27      | Floating      | 8.10%                 | Yes           |                  2 | On Loan: No      |
| DISH DBS Corporation                                                                   | DISH 7.375 07/01/28                                                                                                                                    | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       22000 | PA      | $14865.63     | 0.01%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Tegna Inc                                                                              | TGNA 5 09/15/29                                                                                                                                        | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |      144000 | PA      | $134132.50    | 0.06%             | 2029-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                   | JPM V1.764 11/19/31                                                                                                                                    | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      100000 | PA      | $85666.77     | 0.04%             | 2031-11-19      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                         | MS V1.794 02/13/32 MTN                                                                                                                                 | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      414000 | PA      | $349174.50    | 0.17%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| Walgreens Boots Alliance Inc.                                                          | WBA 8.125 08/15/29                                                                                                                                     | CUSIP: 931427AW8<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |       62000 | PA      | $64507.84     | 0.03%             | 2029-08-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                                                    | CAS 2020-SBT1 1M2                                                                                                                                      | CUSIP: 20753VBE7<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |      625000 | PA      | $648676.88    | 0.31%             | 2040-02-27      | Floating      | 8.10%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2 BY0805                                                                                                                                              | CUSIP: 3617QG3N2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       25520 | PA      | $21350.11     | 0.01%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                                                                  | PWR 2.9 10/01/30                                                                                                                                       | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |      110000 | PA      | $99572.54     | 0.05%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| PBF Holding Company LLC and PBF Finance Corp.                                          | PBFENE 6 02/15/28                                                                                                                                      | CUSIP: 69318FAJ7<br>LEI: 549300TILVIIV9FLL461 | Long             | DBT              | CORP              | US        |       47000 | PA      | $41468.12     | 0.02%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                                                    | CAS 2021-R01 1B1                                                                                                                                       | CUSIP: 20754RAF3<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |      855200 | PA      | $868831.89    | 0.42%             | 2041-10-25      | Floating      | 7.44%                 | Yes           |                  2 | On Loan: No      |
| Weatherford International Ltd Bermuda                                                  | WFRD 8.625 04/30/30 144A                                                                                                                               | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | BM        |       28000 | PA      | $27753.77     | 0.01%             | 2030-04-30      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                             | DCP 3.25 02/15/32                                                                                                                                      | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |        5000 | PA      | $4295.71      | 0.00%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                         | MS V5.32 07/19/35                                                                                                                                      | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       70000 | PA      | $69683.85     | 0.03%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                   | JPM V5.294 07/22/35                                                                                                                                    | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       57000 | PA      | $57092.32     | 0.03%             | 2035-07-22      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Enova International Inc.                                                               | ENVA 9.125 08/01/29 144A                                                                                                                               | CUSIP: 29357KAK9<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |       46000 | PA      | $47052.53     | 0.02%             | 2029-08-01      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| Equifax Inc.                                                                           | EFX 4.8 09/15/29                                                                                                                                       | CUSIP: 294429AX3<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |       65000 | PA      | $65249.38     | 0.03%             | 2029-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corporation                                                             | Kimberly-Clark Corporation COM USD1.25                                                                                                                 | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |         596 | NS      | $78540.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Gci Llc                                                                                | GCILLC 4.75 10/15/28 144A                                                                                                                              | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |       57000 | PA      | $53924.31     | 0.03%             | 2028-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Consolidated Communications, Inc.                                                      | CNSL 6.5 10/01/28 144A                                                                                                                                 | CUSIP: 20903XAF0<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |       44000 | PA      | $43194.36     | 0.02%             | 2028-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Advantage Solutions Finco Llc                                                          | ADVSAL 6.5 11/15/28 144A                                                                                                                               | CUSIP: 00775PAA5<br>LEI: 549300T4O24KQDED1182 | Long             | DBT              | CORP              | US        |       28000 | PA      | $22543.06     | 0.01%             | 2028-11-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                                                    | CAS 2021-R02 2M2                                                                                                                                       | CUSIP: 20754KAB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      275000 | PA      | $275173.25    | 0.13%             | 2041-11-25      | Floating      | 6.34%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                            | COF V5.463 07/26/30                                                                                                                                    | CUSIP: 14040HDG7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       80000 | PA      | $81297.90     | 0.04%             | 2030-07-26      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                             | CDW 5.1 03/01/30                                                                                                                                       | CUSIP: 12513GBK4<br>LEI: 549300RU2J599RPFD076 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9981.00      | 0.00%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts, L.P.                                                            | HST 5.5 04/15/35                                                                                                                                       | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19311.40     | 0.01%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| The Sherwin-Williams Company                                                           | SHW 4.8 09/01/31                                                                                                                                       | CUSIP: 824348BT2<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |       60000 | PA      | $60068.31     | 0.03%             | 2031-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2 BW4741                                                                                                                                              | CUSIP: 3617NWHS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       14219 | PA      | $11895.64     | 0.01%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                              | GS V1.093 12/09/26 VAR                                                                                                                                 | CUSIP: 38141GXM1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      450000 | PA      | $440436.72    | 0.21%             | 2026-12-09      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| BlueLinx Holdings Inc.                                                                 | BXC 6 11/15/29 144A                                                                                                                                    | CUSIP: 09624HAA7<br>LEI: 549300YSX7GU28F5I540 | Long             | DBT              | CORP              | US        |       31000 | PA      | $29476.02     | 0.01%             | 2029-11-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Waste Connections Inc (CA) Inc                                                         | WCNCN 3.2 06/01/32                                                                                                                                     | CUSIP: 94106BAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       55000 | PA      | $49473.68     | 0.02%             | 2032-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Macys Retail Holdings LLC                                                              | M 6.125 03/15/32 144A                                                                                                                                  | CUSIP: 55617LAR3<br>LEI: 549300JMONK27O4SQQ19 | Long             | DBT              | CORP              | US        |       27000 | PA      | $24310.72     | 0.01%             | 2032-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                      | PEG 4.85 08/01/34                                                                                                                                      | CUSIP: 74456QCS3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9924.05      | 0.00%             | 2034-08-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Biocon Biologics Global PLC                                                            | BIOLIN 6.67 10/09/29 144A                                                                                                                              | CUSIP: 090978AA5<br>LEI: 254900PMQN51VACG2D55 | Long             | DBT              | CORP              | US        |       77000 | PA      | $69417.63     | 0.03%             | 2029-10-09      | Fixed         | 6.67%                 | Yes           |                  2 | On Loan: No      |
| Nexstar Media Inc.                                                                     | NXST 4.75 11/01/28 144A                                                                                                                                | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |       78000 | PA      | $73449.76     | 0.04%             | 2028-11-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Millicom International Cellular SA                                                     | TIGO 4.5 04/27/31 144A                                                                                                                                 | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |       33000 | PA      | $29391.11     | 0.01%             | 2031-04-27      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                   | JPM V1.045 11/19/26                                                                                                                                    | CUSIP: 46647PBT2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      180000 | PA      | $176486.12    | 0.08%             | 2026-11-19      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                         | MS V2.511 10/20/32 MTN                                                                                                                                 | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      223000 | PA      | $192535.58    | 0.09%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                                                    | CAS 2021-R02 2B1                                                                                                                                       | CUSIP: 20754KAF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      750000 | PA      | $763125.00    | 0.37%             | 2041-11-25      | Floating      | 7.64%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                      | WFC V3.35 03/02/33 MTN                                                                                                                                 | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |        1000 | PA      | $897.88       | 0.00%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                                         | SCHW 2.9 03/03/32                                                                                                                                      | CUSIP: 808513CA1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |        2000 | PA      | $1762.63      | 0.00%             | 2032-03-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Summit Midstream Holdings, LLC / Summit Midstream Finance Corp.                        | SUMMPL 8.625 10/31/29 144A                                                                                                                             | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       61000 | PA      | $60093.34     | 0.03%             | 2029-10-31      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc                                                       | COOP 6.5 08/01/29 144A                                                                                                                                 | CUSIP: 63861CAG4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       32000 | PA      | $32524.60     | 0.02%             | 2029-08-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings Inc.                                                                     | POST 6.375 03/01/33 144A                                                                                                                               | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       37000 | PA      | $36584.05     | 0.02%             | 2033-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc                                                       | COOP 5.125 12/15/30 144A                                                                                                                               | CUSIP: 63861CAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       23000 | PA      | $22971.45     | 0.01%             | 2030-12-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Energean PLC                                                                           | ENOGLN 6.5 04/30/27 144A                                                                                                                               | CUSIP: 29280EAA7<br>LEI: 549300RVMKU0CYUZBB05 | Long             | DBT              | CORP              | GB        |       25000 | PA      | $24500.00     | 0.01%             | 2027-04-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Virginia Electric and Power Company                                                    | D 2.3 11/15/31                                                                                                                                         | CUSIP: 927804GE8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |       45000 | PA      | $39115.59     | 0.02%             | 2031-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Karoon USA Finance Inc.                                                                | KARAU 10.5 05/14/29 144A                                                                                                                               | CUSIP: 48575AAA9<br>LEI: 254900I4IZ164TOMZH46 | Long             | DBT              | CORP              | US        |       47000 | PA      | $46287.64     | 0.02%             | 2029-05-14      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| GEO Group Inc                                                                          | GEO 10.25 04/15/31                                                                                                                                     | CUSIP: 36162JAH9<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |      170000 | PA      | $185749.31    | 0.09%             | 2031-04-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FNMA-15YR                                                                                                                                              | CUSIP: 01F020455<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      350000 | PA      | $317879.72    | 0.15%             | 2040-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FNMA-30YR                                                                                                                                              | CUSIP: 01F020653<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1425000 | PA      | $1129966.93   | 0.54%             | 2055-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Davita Inc                                                                             | DVA 6.875 09/01/32 144A                                                                                                                                | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |       21000 | PA      | $21203.41     | 0.01%             | 2032-09-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| United Natural Foods, Inc.                                                             | UNFI 6.75 10/15/28 144A                                                                                                                                | CUSIP: 911163AA1<br>LEI: 549300GKGW6WPZ282D40 | Long             | DBT              | CORP              | US        |       24000 | PA      | $23564.21     | 0.01%             | 2028-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ESTEE LAU                                                              | CFD_EQS GSILGB2X 2320524                                                                                                                               | CUSIP: 518439104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -6356 | NC      | $-381105.76   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG UNITED PA                                                              | CFD_EQS CHASUS33 2517382                                                                                                                               | CUSIP: 911312106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         182 | NC      | $17344.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                                  | ETR 1.6 12/15/30                                                                                                                                       | CUSIP: 29364WBE7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |       90000 | PA      | $77028.14     | 0.04%             | 2030-12-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                  | BAC V2.572 10/20/32                                                                                                                                    | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       30000 | PA      | $26070.89     | 0.01%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MCDONALD                                                               | CFD_EQS CHASUS33 2550707                                                                                                                               | CUSIP: 580135101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         345 | NC      | $110279.25    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CELANESE                                                               | CFD_EQS GSILGB2X B05MZT4                                                                                                                               | CUSIP: 150870103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1465 | NC      | $-65207.15    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Everarc Escrow Sarl                                                                    | PRM 5 10/30/29 144A                                                                                                                                    | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |       70000 | PA      | $65714.37     | 0.03%             | 2029-10-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| DISH DBS Corporation                                                                   | DISH 5.25 12/01/26 144A                                                                                                                                | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       44000 | PA      | $40039.62     | 0.02%             | 2026-12-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                          | STACR 2021-DNA7 B1                                                                                                                                     | CUSIP: 35564KND7<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |      710000 | PA      | $729525.00    | 0.35%             | 2041-11-25      | Floating      | 7.99%                 | Yes           |                  2 | On Loan: No      |
| JetBlue Airways Corp. / JetBlue Loyalty LP                                             | JBLU 9.875 09/20/31 144A                                                                                                                               | CUSIP: 476920AA1<br>LEI: 54930070J9H97ZO93T57 | Long             | DBT              | CORP              | US        |       97000 | PA      | $89349.43     | 0.04%             | 2031-09-20      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                                   | IHOVER 7.75 11/15/30 144A                                                                                                                              | CUSIP: 44963BAF5<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |       50000 | PA      | $48813.45     | 0.02%             | 2030-11-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                                   | IHOVER 8 11/15/32 144A                                                                                                                                 | CUSIP: 44963BAG3<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |       42000 | PA      | $40220.01     | 0.02%             | 2032-11-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| CFD_EQS FIN LEG OMNICOM G                                                              | CFD_EQS CHASUS33 2279303                                                                                                                               | CUSIP: 681919106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        4886 | NC      | $372117.76    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG COMCAST C                                                              | CFD_EQS CHASUS33 2044545                                                                                                                               | CUSIP: 20030N101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       10472 | NC      | $358142.40    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TC ENERGY                                                              | CFD_EQS CHASUS33 BJMY6F9                                                                                                                               | CUSIP: 87807B107<br>LEI: N/A                  | N/A              | DE               | CORP              | CA        |       -2176 | NC      | $-109692.16   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ORACLE CO                                                              | CFD_EQS CHASUS33 2661568                                                                                                                               | CUSIP: 68389X105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1063 | NC      | $-149585.36   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2 BY0776                                                                                                                                              | CUSIP: 3617QG2H6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       28549 | PA      | $23884.04     | 0.01%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Gray Media Inc.                                                                        | GTN 4.75 10/15/30 144A                                                                                                                                 | CUSIP: 389375AL0<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |       16000 | PA      | $9480.00      | 0.00%             | 2030-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CIGNA COR                                                              | CFD_EQS CHASUS33 BHJ0775                                                                                                                               | CUSIP: 125523100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -722 | NC      | $-245508.88   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ALTRIA GR                                                              | CFD_EQS CHASUS33 2692632                                                                                                                               | CUSIP: 02209S103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1204 | NC      | $-71216.60    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Fnma Pass-Thru I                                                                       | FN FM4808                                                                                                                                              | CUSIP: 3140X8KW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       63910 | PA      | $53702.49     | 0.03%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                         | MS V0.985 12/10/26                                                                                                                                     | CUSIP: 6174468V4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      170000 | PA      | $166176.87    | 0.08%             | 2026-12-10      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BROADCOM                                                               | CFD_EQS CHASUS33 BDZ78H9                                                                                                                               | CUSIP: 11135F101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2106 | NC      | $-405341.82   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG METLIFE I                                                              | CFD_EQS CHASUS33 2573209                                                                                                                               | CUSIP: 59156R108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3452 | NC      | $-260177.24   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Gray Media Inc.                                                                        | GTN 5.375 11/15/31 144A                                                                                                                                | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |       28000 | PA      | $16705.93     | 0.01%             | 2031-11-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                    | KMI 1.75 11/15/26                                                                                                                                      | CUSIP: 49456BAU5<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |       60000 | PA      | $57680.36     | 0.03%             | 2026-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AUTONATIO                                                              | CFD_EQS CHASUS33 2732635                                                                                                                               | CUSIP: 05329W102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -631 | NC      | $-109888.65   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HOWMET AE                                                              | CFD_EQS CHASUS33 BKLJ8V2                                                                                                                               | CUSIP: 443201108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2853 | NC      | $-395368.74   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc                                                       | COOP 5.75 11/15/31 144A                                                                                                                                | CUSIP: 63861CAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       32000 | PA      | $32118.72     | 0.02%             | 2031-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Fairfax Financial Holdings Limited                                                     | FFHCN 3.375 03/03/31                                                                                                                                   | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $22759.77     | 0.01%             | 2031-03-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG UNITED RE                                                              | CFD_EQS CHASUS33 2134781                                                                                                                               | CUSIP: 911363109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         -92 | NC      | $-58093.40    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CARDINAL                                                               | CFD_EQS CHASUS33 2175672                                                                                                                               | CUSIP: 14149Y108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2733 | NC      | $386145.57    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BORGWARNE                                                              | CFD_EQS CHASUS33 2111955                                                                                                                               | CUSIP: 099724106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       13116 | NC      | $372232.08    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CONSOLIDA                                                              | CFD_EQS CHASUS33 2216850                                                                                                                               | CUSIP: 209115104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3192 | NC      | $359898.00    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| GEO Group Inc                                                                          | GEO 8.625 04/15/29                                                                                                                                     | CUSIP: 36162JAG1<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |       62000 | PA      | $65177.36     | 0.03%             | 2029-04-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                                  | TRGP 5.5 02/15/35                                                                                                                                      | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39069.13     | 0.02%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CVS HEALT                                                              | CFD_EQS CHASUS33 2577609                                                                                                                               | CUSIP: 126650100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1516 | NC      | $-101132.36   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG L BRANDS                                                               | CFD_EQS CHASUS33 BNNTGJ5                                                                                                                               | CUSIP: 070830104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       11943 | NC      | $364380.93    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MURPHY OI                                                              | CFD_EQS CHASUS33 2611206                                                                                                                               | CUSIP: 626717102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -14362 | NC      | $-294851.86   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CLEVELAND                                                              | CFD_EQS CHASUS33 BYVZ186                                                                                                                               | CUSIP: 185899101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2425 | NC      | $-19982.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG KB HOME                                                                | CFD_EQS CHASUS33 2485070                                                                                                                               | CUSIP: 48666K109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3210 | NC      | $-173436.30   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG INTL BUSI                                                              | CFD_EQS CHASUS33 2005973                                                                                                                               | CUSIP: 459200101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -256 | NC      | $-61905.92    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG OWENS COR                                                              | CFD_EQS CHASUS33 B1FW7Q2                                                                                                                               | CUSIP: 690742101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         857 | NC      | $124616.37    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TARGET CO                                                              | CFD_EQS CHASUS33 2259101                                                                                                                               | CUSIP: 87612E106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3938 | NC      | $380804.60    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BAKER HUG                                                              | CFD_EQS CHASUS33 BDHLTQ5                                                                                                                               | CUSIP: 05722G100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       10483 | NC      | $371098.20    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WALT DISN                                                              | CFD_EQS CHASUS33 2270726                                                                                                                               | CUSIP: 254687106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        4846 | NC      | $440743.70    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LYONDELLB                                                              | CFD_EQS CHASUS33 B3SPXZ3                                                                                                                               | CUSIP: N53745100<br>LEI: N/A                  | N/A              | DE               | CORP              | NL        |        -326 | NC      | $-18976.46    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BEST BUY                                                               | CFD_EQS CHASUS33 2094670                                                                                                                               | CUSIP: 086516101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        5693 | NC      | $379666.17    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG KEYSIGHT                                                               | CFD_EQS CHASUS33 BQZJ0Q9                                                                                                                               | CUSIP: 49338L103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -974 | NC      | $-141619.60   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PULTEGROU                                                              | CFD_EQS CHASUS33 2708841                                                                                                                               | CUSIP: 745867101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2793 | NC      | $-286505.94   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EASTMAN C                                                              | CFD_EQS CHASUS33 2298386                                                                                                                               | CUSIP: 277432100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1821 | NC      | $140217.00    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FORD MOTO                                                              | CFD_EQS CHASUS33 2615468                                                                                                                               | CUSIP: 345370860<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -47707 | NC      | $-477547.07   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EQUITY RE                                                              | CFD_EQS CHASUS33 2319157                                                                                                                               | CUSIP: 29476L107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -330 | NC      | $-23185.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FMC CORP                                                               | CFD_EQS CHASUS33 2328603                                                                                                                               | CUSIP: 302491303<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4523 | NC      | $-189604.16   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PERFORMAN                                                              | CFD_EQS GSILGB2X BYVYD43                                                                                                                               | CUSIP: 71377A103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2462 | NC      | $-198584.92   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DIAMONDBA                                                              | CFD_EQS GSILGB2X B7Y8YR3                                                                                                                               | CUSIP: 25278X109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -188 | NC      | $-24817.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TC ENERGY                                                              | CFD_EQS GSILGB2X BJMY6F9                                                                                                                               | CUSIP: 87807B107<br>LEI: N/A                  | N/A              | DE               | CORP              | CA        |       -4394 | NC      | $-221501.54   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LEIDOS HO                                                              | CFD_EQS CHASUS33 BDV82B8                                                                                                                               | CUSIP: 525327102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2175 | NC      | $-320116.50   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MARTIN MA                                                              | CFD_EQS GSILGB2X 2572079                                                                                                                               | CUSIP: 573284106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -532 | NC      | $-278757.36   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ANALOG DE                                                              | CFD_EQS CHASUS33 2032067                                                                                                                               | CUSIP: 032654105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         110 | NC      | $21441.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG STEEL DYN                                                              | CFD_EQS GSILGB2X 2849472                                                                                                                               | CUSIP: 858119100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -162 | NC      | $-21013.02    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PHILLIPS                                                               | CFD_EQS GSILGB2X B78C4Y8                                                                                                                               | CUSIP: 718546104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1774 | NC      | $-184602.44   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MOTOROLA                                                               | CFD_EQS GSILGB2X B5BKPQ4                                                                                                                               | CUSIP: 620076307<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         835 | NC      | $367725.65    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG POST HOLD                                                              | CFD_EQS GSILGB2X B6T0518                                                                                                                               | CUSIP: 737446104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3158 | NC      | $-357390.86   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TESLA INC                                                              | CFD_EQS GSILGB2X B616C79                                                                                                                               | CUSIP: 88160R101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -451 | NC      | $-127254.16   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GAP INC/T                                                              | CFD_EQS GSILGB2X 2360326                                                                                                                               | CUSIP: 364760108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -12727 | NC      | $-278721.30   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TARGET CO                                                              | CFD_EQS GSILGB2X 2259101                                                                                                                               | CUSIP: 87612E106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        4561 | NC      | $441048.70    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BOYD GAMI                                                              | CFD_EQS GSILGB2X 2117232                                                                                                                               | CUSIP: 103304101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3905 | NC      | $269991.70    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BOSTON SC                                                              | CFD_EQS GSILGB2X 2113434                                                                                                                               | CUSIP: 101137107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2502 | NC      | $257380.74    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CONAGRA B                                                              | CFD_EQS GSILGB2X 2215460                                                                                                                               | CUSIP: 205887102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       12952 | NC      | $320043.92    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG VISTRA EN                                                              | CFD_EQS GSILGB2X BZ8VJQ8                                                                                                                               | CUSIP: 92840M102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        6275 | NC      | $813428.25    | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EXELON CO                                                              | CFD_EQS GSILGB2X 2670519                                                                                                                               | CUSIP: 30161N101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        8091 | NC      | $379467.90    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NEWMONT C                                                              | CFD_EQS GSILGB2X 2636607                                                                                                                               | CUSIP: 651639106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3099 | NC      | $163255.32    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BALL CORP                                                              | CFD_EQS GSILGB2X 2073022                                                                                                                               | CUSIP: 058498106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4787 | NC      | $-248636.78   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG VALERO EN                                                              | CFD_EQS GSILGB2X 2041364                                                                                                                               | CUSIP: 91913Y100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2038 | NC      | $236591.42    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HOST HOTE                                                              | CFD_EQS GSILGB2X 2567503                                                                                                                               | CUSIP: 44107P104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       20223 | NC      | $285548.76    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PRUDENTIA                                                              | CFD_EQS GSILGB2X 2819118                                                                                                                               | CUSIP: 744320102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3225 | NC      | $-331239.75   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GENERAL E                                                              | CFD_EQS GSILGB2X BL59CR9                                                                                                                               | CUSIP: 369604301<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -621 | NC      | $-125156.34   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CLEVELAND                                                              | CFD_EQS GSILGB2X BYVZ186                                                                                                                               | CUSIP: 185899101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -44717 | NC      | $-368468.08   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FEDERAL R                                                              | CFD_EQS GSILGB2X BN7P9B2                                                                                                                               | CUSIP: 313745101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        4677 | NC      | $439731.54    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NUCOR COR                                                              | CFD_EQS GSILGB2X 2651086                                                                                                                               | CUSIP: 670346105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -989 | NC      | $-118056.93   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SEALED AI                                                              | CFD_EQS GSILGB2X 2232793                                                                                                                               | CUSIP: 81211K100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -10763 | NC      | $-296628.28   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PEPSICO I                                                              | CFD_EQS CHASUS33 2681511                                                                                                                               | CUSIP: 713448108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         954 | NC      | $129343.32    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG KROGER CO                                                              | CFD_EQS CHASUS33 2497406                                                                                                                               | CUSIP: 501044101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1279 | NC      | $-92356.59    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PRUDENTIA                                                              | CFD_EQS CHASUS33 2819118                                                                                                                               | CUSIP: 744320102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -311 | NC      | $-31942.81    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG IRON MOUN                                                              | CFD_EQS CHASUS33 BVFTF03                                                                                                                               | CUSIP: 46284V101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -373 | NC      | $-33446.91    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG T-MOBILE                                                               | CFD_EQS CHASUS33 B94Q9V0                                                                                                                               | CUSIP: 872590104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1502 | NC      | $370918.90    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FLEX LTD                                                               | CFD_EQS CHASUS33 2353058                                                                                                                               | CUSIP: Y2573F102<br>LEI: N/A                  | N/A              | DE               | CORP              | SG        |        6097 | NC      | $209370.98    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AUTOZONE                                                               | CFD_EQS CHASUS33 2065955                                                                                                                               | CUSIP: 053332102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          -4 | NC      | $-15050.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HOME DEPO                                                              | CFD_EQS CHASUS33 2434209                                                                                                                               | CUSIP: 437076102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         196 | NC      | $70656.04     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HONEYWELL                                                              | CFD_EQS CHASUS33 2020459                                                                                                                               | CUSIP: 438516106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1756 | NC      | $369638.00    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG KOHLS COR                                                              | CFD_EQS CHASUS33 2496113                                                                                                                               | CUSIP: 500255104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -7434 | NC      | $-49807.80    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG 3M CO                                                                  | CFD_EQS CHASUS33 2595708                                                                                                                               | CUSIP: 88579Y101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2258 | NC      | $-313658.78   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HCA HEALT                                                              | CFD_EQS CHASUS33 B4MGBG6                                                                                                                               | CUSIP: 40412C101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -337 | NC      | $-116291.96   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ALLY FINA                                                              | CFD_EQS CHASUS33 B72XK05                                                                                                                               | CUSIP: 02005N100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -464 | NC      | $-15154.24    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG JOHNSON C                                                              | CFD_EQS CHASUS33 BY7QL61                                                                                                                               | CUSIP: G51502105<br>LEI: N/A                  | N/A              | DE               | CORP              | IE        |       -2309 | NC      | $-193725.10   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SEMPRA EN                                                              | CFD_EQS CHASUS33 2138158                                                                                                                               | CUSIP: 816851109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -5907 | NC      | $-438712.89   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PACKAGING                                                              | CFD_EQS CHASUS33 2504566                                                                                                                               | CUSIP: 695156109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1987 | NC      | $368807.07    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SOUTHERN                                                               | CFD_EQS CHASUS33 2829601                                                                                                                               | CUSIP: 842587107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -835 | NC      | $-76728.15    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HUMANA IN                                                              | CFD_EQS CHASUS33 2445063                                                                                                                               | CUSIP: 444859102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -797 | NC      | $-209005.28   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST                                                         | CRVNA 2021-N2 B                                                                                                                                        | CUSIP: 14686KAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       21192 | PA      | $20517.47     | 0.01%             | 2028-03-10      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| SunCoke Energy, Inc.                                                                   | SXC 4.875 06/30/29 144A                                                                                                                                | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |       50000 | PA      | $45933.51     | 0.02%             | 2029-06-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PROCTER &                                                              | CFD_EQS CHASUS33 2704407                                                                                                                               | CUSIP: 742718109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         864 | NC      | $140460.48    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AMERICAN                                                               | CFD_EQS CHASUS33 2026082                                                                                                                               | CUSIP: 025816109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -166 | NC      | $-44224.06    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CSX CORP                                                               | CFD_EQS CHASUS33 2160753                                                                                                                               | CUSIP: 126408103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1298 | NC      | $36434.86     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SOUTHWEST                                                              | CFD_EQS CHASUS33 2831543                                                                                                                               | CUSIP: 844741108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -915 | NC      | $-25583.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BOEING CO                                                              | CFD_EQS CHASUS33 2108601                                                                                                                               | CUSIP: 097023105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1766 | NC      | $-323601.84   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BROOKFIEL                                                              | CFD_EQS CHASUS33 BP95GG8                                                                                                                               | CUSIP: 11271J107<br>LEI: N/A                  | N/A              | DE               | CORP              | CA        |       -7721 | NC      | $-414386.07   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HEWLETT P                                                              | CFD_EQS CHASUS33 BYVYWS0                                                                                                                               | CUSIP: 42824C109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        9597 | NC      | $155663.34    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BRISTOL-M                                                              | CFD_EQS CHASUS33 2126335                                                                                                                               | CUSIP: 110122108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       14317 | NC      | $718713.40    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG OCCIDENTA                                                              | CFD_EQS CHASUS33 2655408                                                                                                                               | CUSIP: 674599105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2552 | NC      | $-100574.32   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ENBRIDGE                                                               | CFD_EQS CHASUS33 2478906                                                                                                                               | CUSIP: 29250N105<br>LEI: N/A                  | N/A              | DE               | CORP              | CA        |       -8043 | NC      | $-375527.67   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ESSEX PRO                                                              | CFD_EQS GSILGB2X 2316619                                                                                                                               | CUSIP: 297178105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          89 | NC      | $24844.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TOLL BROT                                                              | CFD_EQS GSILGB2X 2896092                                                                                                                               | CUSIP: 889478103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3660 | NC      | $369184.20    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FREEPORT-                                                              | CFD_EQS GSILGB2X 2352118                                                                                                                               | CUSIP: 35671D857<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        9909 | NC      | $357021.27    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AFLAC INC                                                              | CFD_EQS GSILGB2X 2026361                                                                                                                               | CUSIP: 001055102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1059 | NC      | $115092.12    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG OCCIDENTA                                                              | CFD_EQS GSILGB2X 2655408                                                                                                                               | CUSIP: 674599105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1109 | NC      | $-43705.69    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG KINDER MO                                                              | CFD_EQS GSILGB2X B3NQ4P8                                                                                                                               | CUSIP: 49456B101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         -47 | NC      | $-1236.10     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TRANSDIGM                                                              | CFD_EQS GSILGB2X B11FJK3                                                                                                                               | CUSIP: 893641100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -267 | NC      | $-377289.69   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HCA HEALT                                                              | CFD_EQS GSILGB2X B4MGBG6                                                                                                                               | CUSIP: 40412C101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         437 | NC      | $150799.96    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MICRON TE                                                              | CFD_EQS GSILGB2X 2588184                                                                                                                               | CUSIP: 595112103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4881 | NC      | $-375592.95   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NXP SEMIC                                                              | CFD_EQS GSILGB2X B505PN7                                                                                                                               | CUSIP: N6596X109<br>LEI: N/A                  | N/A              | DE               | CORP              | NL        |       -1333 | NC      | $-245685.23   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG REINSURAN                                                              | CFD_EQS GSILGB2X 2731193                                                                                                                               | CUSIP: 759351604<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2317 | NC      | $433997.27    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EXPEDIA G                                                              | CFD_EQS GSILGB2X B748CK2                                                                                                                               | CUSIP: 30212P303<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2340 | NC      | $367216.20    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG JOHNSON C                                                              | CFD_EQS GSILGB2X BY7QL61                                                                                                                               | CUSIP: G51502105<br>LEI: N/A                  | N/A              | DE               | CORP              | IE        |        5216 | NC      | $437622.40    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG OMNICOM G                                                              | CFD_EQS GSILGB2X 2279303                                                                                                                               | CUSIP: 681919106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1567 | NC      | $119342.72    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DEVON ENE                                                              | CFD_EQS GSILGB2X 2480677                                                                                                                               | CUSIP: 25179M103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        6180 | NC      | $187933.80    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EASTMAN C                                                              | CFD_EQS GSILGB2X 2298386                                                                                                                               | CUSIP: 277432100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3197 | NC      | $-246169.00   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ALLY FINA                                                              | CFD_EQS GSILGB2X B72XK05                                                                                                                               | CUSIP: 02005N100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -11154 | NC      | $-364289.64   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FORD MOTO                                                              | CFD_EQS GSILGB2X 2615468                                                                                                                               | CUSIP: 345370860<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -35162 | NC      | $-351971.62   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CLOROX CO                                                              | CFD_EQS GSILGB2X 2204026                                                                                                                               | CUSIP: 189054109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2915 | NC      | $414804.50    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MARSH & M                                                              | CFD_EQS GSILGB2X 2567741                                                                                                                               | CUSIP: 571748102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2101 | NC      | $-473712.47   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BIOGEN IN                                                              | CFD_EQS GSILGB2X 2455965                                                                                                                               | CUSIP: 09062X103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3378 | NC      | $409008.24    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG REALTY IN                                                              | CFD_EQS GSILGB2X 2724193                                                                                                                               | CUSIP: 756109104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1312 | NC      | $-75912.32    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BORGWARNE                                                              | CFD_EQS GSILGB2X 2111955                                                                                                                               | CUSIP: 099724106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        8988 | NC      | $255079.44    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GILEAD SC                                                              | CFD_EQS GSILGB2X 2369174                                                                                                                               | CUSIP: 375558103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3837 | NC      | $408793.98    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BARRICK G                                                              | CFD_EQS GSILGB2X 2024677                                                                                                                               | CUSIP: 067901108<br>LEI: N/A                  | N/A              | DE               | CORP              | CA        |       18110 | NC      | $344814.40    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG KROGER CO                                                              | CFD_EQS GSILGB2X 2497406                                                                                                                               | CUSIP: 501044101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -842 | NC      | $-60800.82    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ROYAL CAR                                                              | CFD_EQS GSILGB2X 2754907                                                                                                                               | CUSIP: V7780T103<br>LEI: N/A                  | N/A              | DE               | CORP              | LR        |       -1780 | NC      | $-382539.80   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SEMPRA EN                                                              | CFD_EQS GSILGB2X 2138158                                                                                                                               | CUSIP: 816851109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        5157 | NC      | $383010.39    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG INTL BUSI                                                              | CFD_EQS GSILGB2X 2005973                                                                                                                               | CUSIP: 459200101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1617 | NC      | $-391022.94   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG INTEL COR                                                              | CFD_EQS GSILGB2X 2463247                                                                                                                               | CUSIP: 458140100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -9178 | NC      | $-184477.80   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PFIZER IN                                                              | CFD_EQS GSILGB2X 2684703                                                                                                                               | CUSIP: 717081103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -11369 | NC      | $-277517.29   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SOUTHERN                                                               | CFD_EQS GSILGB2X 2823777                                                                                                                               | CUSIP: 84265V105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2767 | NC      | $247701.75    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TAPESTRY                                                               | CFD_EQS GSILGB2X BF09HX3                                                                                                                               | CUSIP: 876030107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2701 | NC      | $-190825.65   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EQUITY RE                                                              | CFD_EQS GSILGB2X 2319157                                                                                                                               | CUSIP: 29476L107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -591 | NC      | $-41523.66    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FISERV IN                                                              | CFD_EQS GSILGB2X 2342034                                                                                                                               | CUSIP: 337738108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1969 | NC      | $363418.33    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WILLIAMS                                                               | CFD_EQS CHASUS33 2967181                                                                                                                               | CUSIP: 969457100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1668 | NC      | $-97694.76    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DR HORTON                                                              | CFD_EQS CHASUS33 2250687                                                                                                                               | CUSIP: 23331A109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4429 | NC      | $-559559.86   | -0.27%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FMC CORP                                                               | CFD_EQS GSILGB2X 2328603                                                                                                                               | CUSIP: 302491303<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3475 | NC      | $-145672.00   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CAPITAL O                                                              | CFD_EQS CHASUS33 2654461                                                                                                                               | CUSIP: 14040H105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -907 | NC      | $-163495.82   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CONSTELLA                                                              | CFD_EQS CHASUS33 2170473                                                                                                                               | CUSIP: 21036P108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -516 | NC      | $-96770.64    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ROPER TEC                                                              | CFD_EQS GSILGB2X 2749602                                                                                                                               | CUSIP: 776696106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -624 | NC      | $-349489.92   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG COCA-COLA                                                              | CFD_EQS GSILGB2X 2206657                                                                                                                               | CUSIP: 191216100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -5922 | NC      | $-429641.10   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG OMEGA HEA                                                              | CFD_EQS GSILGB2X 2043274                                                                                                                               | CUSIP: 681936100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        4998 | NC      | $195171.90    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CISCO SYS                                                              | CFD_EQS CHASUS33 2198163                                                                                                                               | CUSIP: 17275R102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        6409 | NC      | $369991.57    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ADVANCED                                                               | CFD_EQS CHASUS33 2007849                                                                                                                               | CUSIP: 007903107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3858 | NC      | $-375576.30   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DOLLAR TR                                                              | CFD_EQS CHASUS33 2272476                                                                                                                               | CUSIP: 256746108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2529 | NC      | $-206796.33   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG RAYMOND J                                                              | CFD_EQS CHASUS33 2718992                                                                                                                               | CUSIP: 754730109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3051 | NC      | $418109.04    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MARRIOTT                                                               | CFD_EQS GSILGB2X 2210614                                                                                                                               | CUSIP: 571903202<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1043 | NC      | $-248838.94   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LOWE S CO                                                              | CFD_EQS CHASUS33 2536763                                                                                                                               | CUSIP: 548661107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3164 | NC      | $707343.84    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TECK RESO                                                              | CFD_EQS CHASUS33 2124533                                                                                                                               | CUSIP: 878742204<br>LEI: N/A                  | N/A              | DE               | CORP              | CA        |       -4325 | NC      | $-147006.75   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CANADIAN                                                               | CFD_EQS CHASUS33 2125202                                                                                                                               | CUSIP: 136385101<br>LEI: N/A                  | N/A              | DE               | CORP              | CA        |       -5524 | NC      | $-158483.56   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DELL TECH                                                              | CFD_EQS CHASUS33 BHKD3S6                                                                                                                               | CUSIP: 24703L202<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4574 | NC      | $-419710.24   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GAP INC/T                                                              | CFD_EQS CHASUS33 2360326                                                                                                                               | CUSIP: 364760108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -5031 | NC      | $-110178.90   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TESLA INC                                                              | CFD_EQS CHASUS33 B616C79                                                                                                                               | CUSIP: 88160R101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -311 | NC      | $-87751.76    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NEWELL BR                                                              | CFD_EQS CHASUS33 2635701                                                                                                                               | CUSIP: 651229106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -29127 | NC      | $-139227.06   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GENERAL E                                                              | CFD_EQS CHASUS33 BL59CR9                                                                                                                               | CUSIP: 369604301<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         -80 | NC      | $-16123.20    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AT&T INC                                                               | CFD_EQS CHASUS33 2831811                                                                                                                               | CUSIP: 00206R102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3917 | NC      | $108500.90    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WALMART I                                                              | CFD_EQS CHASUS33 2936921                                                                                                                               | CUSIP: 931142103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         827 | NC      | $80425.75     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ENTERGY C                                                              | CFD_EQS CHASUS33 2317087                                                                                                                               | CUSIP: 29364G103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         -15 | NC      | $-1247.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AES CORP                                                               | CFD_EQS CHASUS33 2002479                                                                                                                               | CUSIP: 00130H105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       18068 | NC      | $180680.00    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG UNITEDHEA                                                              | CFD_EQS CHASUS33 2917766                                                                                                                               | CUSIP: 91324P102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -225 | NC      | $-92574.00    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MERCK & C                                                              | CFD_EQS GSILGB2X 2778844                                                                                                                               | CUSIP: 58933Y105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        5220 | NC      | $444744.00    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HALLIBURT                                                              | CFD_EQS GSILGB2X 2405302                                                                                                                               | CUSIP: 406216101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       35715 | NC      | $707871.30    | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BOEING CO                                                              | CFD_EQS GSILGB2X 2108601                                                                                                                               | CUSIP: 097023105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2045 | NC      | $-374725.80   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DELTA AIR                                                              | CFD_EQS GSILGB2X B1W9D46                                                                                                                               | CUSIP: 247361702<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        8881 | NC      | $369716.03    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CHARTER C                                                              | CFD_EQS GSILGB2X BZ6VT82                                                                                                                               | CUSIP: 16119P108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1011 | NC      | $-396170.46   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TEMPUR SE                                                              | CFD_EQS CHASUS33 2216991                                                                                                                               | CUSIP: 88023U101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -481 | NC      | $-29369.86    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MICRON TE                                                              | CFD_EQS BARCUS33 2588184                                                                                                                               | CUSIP: 595112103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -532 | NC      | $-40937.40    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MCDONALD                                                               | CFD_EQS BARCUS33 2550707                                                                                                                               | CUSIP: 580135101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         815 | NC      | $260514.75    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG L BODY AN                                                              | CFD_EQS BARCUS33 BNNTGJ5                                                                                                                               | CUSIP: 070830104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        9234 | NC      | $281729.34    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DELL TECH                                                              | CFD_EQS BARCUS33 BHKD3S6                                                                                                                               | CUSIP: 24703L202<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3950 | NC      | $-362452.00   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MGM RESOR                                                              | CFD_EQS BARCUS33 2547419                                                                                                                               | CUSIP: 552953101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -11796 | NC      | $-371102.16   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TOLL BROT                                                              | CFD_EQS BARCUS33 2896092                                                                                                                               | CUSIP: 889478103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        4272 | NC      | $430916.64    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CLEVELAND                                                              | CFD_EQS BARCUS33 BYVZ186                                                                                                                               | CUSIP: 185899101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -54584 | NC      | $-449772.16   | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SOUTHERN                                                               | CFD_EQS BARCUS33 2829601                                                                                                                               | CUSIP: 842587107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3017 | NC      | $-277232.13   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WILLIAMS                                                               | CFD_EQS BARCUS33 2967181                                                                                                                               | CUSIP: 969457100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -6406 | NC      | $-375199.42   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HP INC                                                                 | CFD_EQS BARCUS33 BYX4D52                                                                                                                               | CUSIP: 40434L105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2918 | NC      | $74613.26     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG INTERNATI                                                              | CFD_EQS BARCUS33 2465254                                                                                                                               | CUSIP: 460146103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        4182 | NC      | $191033.76    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PULTEGROU                                                              | CFD_EQS BARCUS33 2708841                                                                                                                               | CUSIP: 745867101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2617 | NC      | $-268451.86   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG JABIL INC                                                              | CFD_EQS BARCUS33 2471789                                                                                                                               | CUSIP: 466313103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2955 | NC      | $433084.80    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MOHAWK IN                                                              | CFD_EQS BARCUS33 2598699                                                                                                                               | CUSIP: 608190104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2963 | NC      | $315115.05    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG VF CORP                                                                | CFD_EQS BARCUS33 2928683                                                                                                                               | CUSIP: 918204108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -35955 | NC      | $-427145.40   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SIMON PRO                                                              | CFD_EQS BARCUS33 2812452                                                                                                                               | CUSIP: 828806109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2439 | NC      | $383849.82    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AMERICAN                                                               | CFD_EQS BARCUS33 BCV7KT2                                                                                                                               | CUSIP: 02376R102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -34136 | NC      | $-339653.20   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LENNAR CO                                                              | CFD_EQS BARCUS33 2511920                                                                                                                               | CUSIP: 526057104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3198 | NC      | $-347334.78   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DANAHER C                                                              | CFD_EQS CHASUS33 2250870                                                                                                                               | CUSIP: 235851102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -207 | NC      | $-41261.31    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DIAMONDBA                                                              | CFD_EQS BARCUS33 B7Y8YR3                                                                                                                               | CUSIP: 25278X109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -170 | NC      | $-22441.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TRANSOCEA                                                              | CFD_EQS CHASUS33 B3KFWW1                                                                                                                               | CUSIP: H8817H100<br>LEI: N/A                  | N/A              | DE               | CORP              | CH        |      -17342 | NC      | $-36938.46    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NUTRIEN L                                                              | CFD_EQS BARCUS33 BDH3SB9                                                                                                                               | CUSIP: 67077M108<br>LEI: N/A                  | N/A              | DE               | CORP              | CA        |         -33 | NC      | $-1882.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG APACHE C                                                               | CFD_EQS CHASUS33 BNNF1C1                                                                                                                               | CUSIP: 03743Q108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4521 | NC      | $-70256.34    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG KEURIG DR                                                              | CFD_EQS CHASUS33 BD3W133                                                                                                                               | CUSIP: 49271V100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2153 | NC      | $-74472.27    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AGILENT T                                                              | CFD_EQS BARCUS33 2520153                                                                                                                               | CUSIP: 00846U101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3930 | NC      | $422868.00    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TOPBUILD                                                               | CFD_EQS GSILGB2X BZ0P3W2                                                                                                                               | CUSIP: 89055F103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         -54 | NC      | $-15971.04    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HORMEL FO                                                              | CFD_EQS BARCUS33 2437264                                                                                                                               | CUSIP: 440452100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         542 | NC      | $16205.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GENUINE P                                                              | CFD_EQS BARCUS33 2367480                                                                                                                               | CUSIP: 372460105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -873 | NC      | $-102621.15   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CELANESE                                                               | CFD_EQS BARCUS33 B05MZT4                                                                                                                               | CUSIP: 150870103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1976 | NC      | $-87951.76    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CAESARS E                                                              | CFD_EQS GSILGB2X BMWWGB0                                                                                                                               | CUSIP: 12769G100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -15184 | NC      | $-410879.04   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ZOETIS IN                                                              | CFD_EQS GSILGB2X B95WG16                                                                                                                               | CUSIP: 98978V103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2803 | NC      | $438389.20    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG REXFORD I                                                              | CFD_EQS BARCUS33 BC9ZHL9                                                                                                                               | CUSIP: 76169C100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1697 | NC      | $56170.70     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BLOCK INC                                                              | CFD_EQS BARCUS33 BYNZGK1                                                                                                                               | CUSIP: 852234103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        7509 | NC      | $439051.23    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Herc Holdings Inc                                                                      | Herc Holdings Inc COM USD0.01                                                                                                                          | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Short            | EC               | CORP              | US        |       -4285 | NS      | $-468950.40   | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| Mirum Pharmaceuticals Inc.                                                             | Mirum Pharmaceuticals Inc. COM USD0.0001                                                                                                               | CUSIP: 604749101<br>LEI: 254900YZKR40F7F27K81 | Short            | EC               | CORP              | US        |      -14676 | NS      | $-637672.20   | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| Abiomed Inc                                                                            | Abiomed Inc CVR                                                                                                                                        | CUSIP: 003CVR016<br>LEI: 5493001EZN4ZTB4Z5887 | Long             | EC               | CORP              | US        |        8954 | NS      | $14326.40     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| Resolute Forest                                                                        | Adicet Bio Inc SHS                                                                                                                                     | CUSIP: 761CVR042<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       44100 | NS      | $68319.72     | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| Summit Hotel Properties, Inc.                                                          | INN 1.5 02/15/26                                                                                                                                       | CUSIP: 866082AA8<br>LEI: 254900OBQWJK6X20LS71 | Long             | DBT              | CORP              | US        |      329000 | PA      | $314688.50    | 0.15%             | 2026-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| SiriusXM Holdings Inc                                                                  | SiriusXM Holdings Inc COMMON STOCK                                                                                                                     | CUSIP: 829933100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -11657 | NS      | $-249692.99   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Ansys Inc                                                                              | Ansys Inc COM USD0.01                                                                                                                                  | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |        6760 | NS      | $2175908.80   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Juniper Networks, Inc.                                                                 | Juniper Networks, Inc. COM USD0.00001                                                                                                                  | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | EC               | CORP              | US        |       74404 | NS      | $2702353.28   | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Century Aluminum Company                                                               | Century Aluminum Company COM USD0.01                                                                                                                   | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Short            | EC               | CORP              | US        |      -13445 | NS      | $-220632.45   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Cheesecake Factory Inc                                                                 | Cheesecake Factory Inc COM USD0.01                                                                                                                     | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Short            | EC               | CORP              | US        |       -3756 | NS      | $-189189.72   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International Inc.                                                         | CSG Systems International Inc. COM USD0.01                                                                                                             | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Short            | EC               | CORP              | US        |       -5709 | NS      | $-343282.17   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Conmed Corporation                                                                     | Conmed Corporation COM USD0.01                                                                                                                         | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Short            | EC               | CORP              | US        |        -329 | NS      | $-16157.19    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                                                                      | Omnicom Group Inc COM USD0.15                                                                                                                          | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Short            | EC               | CORP              | US        |       -5972 | NS      | $-454827.52   | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp.                                                                 | ON Semiconductor Corp. COM USD0.01                                                                                                                     | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Short            | EC               | CORP              | US        |       -2146 | NS      | $-85196.20    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| MKS Instruments Inc.                                                                   | MKS Instruments Inc. COM NPV                                                                                                                           | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Short            | EC               | CORP              | US        |       -1748 | NS      | $-122604.72   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp                                                                       | Haemonetics Corp COM USD0.01                                                                                                                           | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Short            | EC               | CORP              | US        |       -1501 | NS      | $-94593.02    | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| The Interpublic Group of Companies, Inc.                                               | The Interpublic Group of Companies, Inc. COM USD0.10                                                                                                   | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |       17360 | NS      | $436083.20    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Proassurance Corp                                                                      | Proassurance Corp COM USD0.01                                                                                                                          | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |       59916 | NS      | $1390650.36   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell Inc                                                                           | Omnicell Inc COM USD0.001                                                                                                                              | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Short            | EC               | CORP              | US        |       -5754 | NS      | $-179870.04   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp.                                                                          | Chevron Corp. COM USD0.75                                                                                                                              | CUSIP: 166764100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -17551 | NS      | $-2387989.06  | -1.14%            |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corporation                                                                       | PG&E Corporation COM NPV                                                                                                                               | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Short            | EC               | CORP              | US        |      -13220 | NS      | $-218394.40   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Centerpoint Energy Inc                                                                 | Centerpoint Energy Inc COM STK USD0.01                                                                                                                 | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Short            | EC               | CORP              | US        |       -7115 | NS      | $-275919.70   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc                                                                           | Synopsys Inc COM USD0.01                                                                                                                               | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Short            | EC               | CORP              | US        |       -2331 | NS      | $-1069952.31  | -0.51%            |  |  |  | No            |                  1 | On Loan: No      |
| Triumph Group, Inc.                                                                    | Triumph Group, Inc. COM USD0.001                                                                                                                       | CUSIP: 896818101<br>LEI: 5493007L6S47Q14SL582 | Long             | EC               | CORP              | US        |       40251 | NS      | $1022375.40   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Bridgebio Pharma Inc                                                                   | BBIO 2.25 02/01/29                                                                                                                                     | CUSIP: 10806XAD4<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |      771000 | PA      | $700453.50    | 0.34%             | 2029-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Peloton Interactive Inc                                                                | PTON 0 02/15/26                                                                                                                                        | CUSIP: 70614WAB6<br>LEI: 5493002YS021166W0339 | Long             | DBT              | CORP              | US        |      126000 | PA      | $119070.01    | 0.06%             | 2026-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG H&R BLOCK                                                              | CFD_EQS CHASUS33 2105505                                                                                                                               | CUSIP: 093671105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -382 | NC      | $-23061.34    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GENERAL M                                                              | CFD_EQS BARCUS33 B665KZ5                                                                                                                               | CUSIP: 37045V100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -824 | NC      | $-37277.76    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG APACHE C                                                               | CFD_EQS GSILGB2X BNNF1C1                                                                                                                               | CUSIP: 03743Q108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        5628 | NC      | $87459.12     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MURPHY OI                                                              | CFD_EQS GSILGB2X 2611206                                                                                                                               | CUSIP: 626717102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1061 | NC      | $-21782.33    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CHARLES R                                                              | CFD_EQS CHASUS33 2604336                                                                                                                               | CUSIP: 159864107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3730 | NC      | $442452.60    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CENTERPOI                                                              | CFD_EQS BARCUS33 2440637                                                                                                                               | CUSIP: 15189T107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4070 | NC      | $-157834.60   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Eagle Materials Inc.                                                                   | EXP 2.5 07/01/31                                                                                                                                       | CUSIP: 26969PAB4<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |       88000 | PA      | $76807.47     | 0.04%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower Escrow LLC/ Hilton Grand Vacations Borrower Escrow Inc | HGVLLC 4.875 07/01/31 144A                                                                                                                             | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       59000 | PA      | $51342.21     | 0.02%             | 2031-07-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Expeditors International Of Washington Inc.                                            | Expeditors International Of Washington Inc. COM USD0.01                                                                                                | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |           9 | NS      | $989.19       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aaon Inc                                                                               | Aaon Inc COM STK USD0.004                                                                                                                              | CUSIP: 000360206<br>LEI: 549300ZHF0E5VM7PUD37 | Long             | EC               | CORP              | US        |          10 | NS      | $912.70       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Incorporated                                                         | TXN 1.9 09/15/31                                                                                                                                       | CUSIP: 882508BL7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |       54000 | PA      | $46760.29     | 0.02%             | 2031-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Coinbase Global Inc                                                                    | COIN 3.625 10/01/31 144A                                                                                                                               | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |       10000 | PA      | $8678.37      | 0.00%             | 2031-10-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Eaton Corp.                                                                            | ETN 4.15 03/15/33                                                                                                                                      | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19208.77     | 0.01%             | 2033-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants, Inc.                                                               | DRI 6.3 10/10/33                                                                                                                                       | CUSIP: 237194AN5<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |       30000 | PA      | $31856.41     | 0.02%             | 2033-10-10      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Sitio Royalties Operating Partnership LP/Sitio Fin Corp                                | STR 7.875 11/01/28 144A                                                                                                                                | CUSIP: 82983MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       33000 | PA      | $33913.57     | 0.02%             | 2028-11-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| M&T Bank Corporation                                                                   | MTB V7.413 10/30/29                                                                                                                                    | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |      270000 | PA      | $290450.23    | 0.14%             | 2029-10-30      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                              | RTX 5.75 01/15/29                                                                                                                                      | CUSIP: 75513ECU3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       15000 | PA      | $15679.05     | 0.01%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                                                     | Post Holdings Inc. COM USD0.01                                                                                                                         | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |           7 | NS      | $792.19       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Grand Vacations Borrower Escrow LLC/ Hilton Grand Vacations Borrower Escrow Inc | HGVLLC 5 06/01/29 144A                                                                                                                                 | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       21000 | PA      | $19416.30     | 0.01%             | 2029-06-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Idex Corporation                                                                       | IEX 2.625 06/15/31                                                                                                                                     | CUSIP: 45167RAH7<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |       50000 | PA      | $43512.35     | 0.02%             | 2031-06-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Enstar Group Ltd                                                                       | ESGR 3.1 09/01/31                                                                                                                                      | CUSIP: 29359UAC3<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |      197000 | PA      | $171437.88    | 0.08%             | 2031-09-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| The Gap Inc.                                                                           | GAP 3.875 10/01/31 144A                                                                                                                                | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |       34000 | PA      | $29128.67     | 0.01%             | 2031-10-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                          | STACR 2022-DNA4 M2                                                                                                                                     | CUSIP: 35564KXA2<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |      550000 | PA      | $587125.00    | 0.28%             | 2042-05-27      | Floating      | 9.59%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                            | COF V5.247 07/26/30                                                                                                                                    | CUSIP: 14040HCV5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |        7000 | PA      | $7069.46      | 0.00%             | 2030-07-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Prologis, L.P.                                                                         | PLD 4.875 06/15/28                                                                                                                                     | CUSIP: 74340XCG4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20373.84     | 0.01%             | 2028-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                                   | RY 5.2 08/01/28 GMTN                                                                                                                                   | CUSIP: 78016HZS2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       40000 | PA      | $41068.57     | 0.02%             | 2028-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Rain Carbon Inc                                                                        | RCOLIN 12.25 09/01/29 144A                                                                                                                             | CUSIP: 75079LAB7<br>LEI: 25490038N6JQH7QXUK52 | Long             | DBT              | CORP              | US        |      108000 | PA      | $109801.22    | 0.05%             | 2029-09-01      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| Venture Global LNG Inc.                                                                | VENLNG 9.5 02/01/29 144A                                                                                                                               | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       59000 | PA      | $61137.74     | 0.03%             | 2029-02-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                     | MO 6.875 11/01/33                                                                                                                                      | CUSIP: 02209SBR3<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      110000 | PA      | $121004.76    | 0.06%             | 2033-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                     | MO 6.2 11/01/28                                                                                                                                        | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      110000 | PA      | $116109.22    | 0.06%             | 2028-11-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Curtiss-Wright Corp.                                                                   | Curtiss-Wright Corp. COM USD1                                                                                                                          | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |           3 | NS      | $1034.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG ROSS STOR                                                              | CFD_EQS CHASUS33 2746711                                                                                                                               | CUSIP: 778296103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3135 | NC      | $435765.00    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AMERICAN                                                               | CFD_EQS GSILGB2X B2R3PV1                                                                                                                               | CUSIP: 030420103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         284 | NC      | $41750.84     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                                      | Omnicom Group Inc COM USD0.15                                                                                                                          | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |        1042 | NS      | $79358.72     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants, Inc.                                                               | Darden Restaurants, Inc. COM NPV                                                                                                                       | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |         394 | NS      | $79052.16     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc.                                                                            | Ecolab Inc. COM USD1                                                                                                                                   | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |           9 | NS      | $2262.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arizona Public Service Company                                                         | PNW 2.2 12/15/31                                                                                                                                       | CUSIP: 040555DD3<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |       10000 | PA      | $8459.41      | 0.00%             | 2031-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association                                              | CACLN 2021-3 B                                                                                                                                         | CUSIP: 46591HCD0<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | ABS-O            | CORP              | US        |        2197 | PA      | $2190.76      | 0.00%             | 2029-02-25      | Fixed         | 0.76%                 | Yes           |                  2 | On Loan: No      |
| RLJ Lodging Trust LP                                                                   | RLJ 4 09/15/29 144A                                                                                                                                    | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |       34000 | PA      | $30728.65     | 0.01%             | 2029-09-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Apple Inc.                                                                             | AAPL 3.35 08/08/32                                                                                                                                     | CUSIP: 037833EP1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23589.26     | 0.01%             | 2032-08-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                                                       | MCD 4.6 09/09/32 MTN                                                                                                                                   | CUSIP: 58013MFS8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      284000 | PA      | $283115.06    | 0.14%             | 2032-09-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corporation                                                               | H 5.75 01/30/27                                                                                                                                        | CUSIP: 448579AQ5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30511.85     | 0.01%             | 2027-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc.                                                            | MIZUHO V5.748 07/06/34                                                                                                                                 | CUSIP: 60687YDB2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $206146.77    | 0.10%             | 2034-07-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                                    | FITB V6.339 07/27/29                                                                                                                                   | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |       30000 | PA      | $31459.01     | 0.02%             | 2029-07-27      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                    | NEE 5.749 09/01/25                                                                                                                                     | CUSIP: 65339KBS8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30093.66     | 0.01%             | 2025-09-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Public Service Electric & Gas Co.                                                      | PEG 5.2 08/01/33                                                                                                                                       | CUSIP: 74456QCN4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20384.00     | 0.01%             | 2033-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                              | RTX 6 03/15/31                                                                                                                                         | CUSIP: 75513ECV1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       30000 | PA      | $32052.13     | 0.02%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Eldorado Gold Corp                                                                     | ELDCN 6.25 09/01/29 144A                                                                                                                               | CUSIP: 284902AF0<br>LEI: 5493004PWQ01YDD1IH62 | Long             | DBT              | CORP              | CA        |       49000 | PA      | $48299.51     | 0.02%             | 2029-09-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Quanta Services, Inc.                                                                  | PWR 2.35 01/15/32                                                                                                                                      | CUSIP: 74762EAH5<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |       30000 | PA      | $25243.45     | 0.01%             | 2032-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| ViaSat, Inc.                                                                           | VSAT 7.5 05/30/31 144A                                                                                                                                 | CUSIP: 92552VAR1<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |       33000 | PA      | $25115.22     | 0.01%             | 2031-05-30      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Bank of Montreal                                                                       | BMO 5.717 09/25/28                                                                                                                                     | CUSIP: 06368LWU6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $52039.73     | 0.02%             | 2028-09-25      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| NCR Atleos Escrow Corp.                                                                | NCRATL 9.5 04/01/29 144A                                                                                                                               | CUSIP: 638962AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       76000 | PA      | $81766.42     | 0.04%             | 2029-04-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                                     | ATO 5.9 11/15/33                                                                                                                                       | CUSIP: 049560AZ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10633.26     | 0.01%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Gallagher Aj &Co                                                                       | AJG 6.5 02/15/34                                                                                                                                       | CUSIP: 04316JAF6<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      125000 | PA      | $135569.55    | 0.06%             | 2034-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Azul S.A.                                                                              | Azul S.A. SPON ADR EACH REP 3 PFD SHS                                                                                                                  | CUSIP: 05501U106<br>LEI: 549300Z0MWZ57Q9RR205 | Long             | EC               | CORP              | BR        |        4785 | NS      | $3651.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deluxe Corporation                                                                     | DLX 8 06/01/29 144A                                                                                                                                    | CUSIP: 248019AU5<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |       61000 | PA      | $56006.48     | 0.03%             | 2029-06-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Wolverine World Wide, Inc.                                                             | WWW 4 08/15/29 144A                                                                                                                                    | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |       28000 | PA      | $23294.67     | 0.01%             | 2029-08-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Targa Resources Partners LP/Targa Resources Finance Corp.                              | TRGP 4.875 02/01/31                                                                                                                                    | CUSIP: 87612BBS0<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19451.29     | 0.01%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                          | STACR 2021-HQA3 M2                                                                                                                                     | CUSIP: 35564KJP5<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |      355000 | PA      | $355887.50    | 0.17%             | 2041-09-25      | Floating      | 6.44%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                          | STACR 2022-DNA1 M2                                                                                                                                     | CUSIP: 35564KQC6<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |      250000 | PA      | $253437.50    | 0.12%             | 2042-01-27      | Floating      | 6.84%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                          | STACR 2022-DNA3 M2                                                                                                                                     | CUSIP: 35564KVE6<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |      521000 | PA      | $547525.78    | 0.26%             | 2042-04-25      | Floating      | 8.69%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                      | WFC V4.808 07/25/28 MTN                                                                                                                                | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      176000 | PA      | $177103.87    | 0.08%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corporation                                            | IBM 4.15 07/27/27                                                                                                                                      | CUSIP: 459200KT7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      285000 | PA      | $284655.49    | 0.14%             | 2027-07-27      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Centerpoint Energy Houston Electric LLC                                                | CNP 4.45 10/01/32 ai.                                                                                                                                  | CUSIP: 15189XAZ1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29040.49     | 0.01%             | 2032-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                           | MAR 5 10/15/27                                                                                                                                         | CUSIP: 571903BJ1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |       35000 | PA      | $35492.47     | 0.02%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc.                                                                | VENLNG 9.875 02/01/32 144A                                                                                                                             | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       67000 | PA      | $68029.39     | 0.03%             | 2032-02-01      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                      | PNC V6.615 10/20/27                                                                                                                                    | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      180000 | PA      | $185387.48    | 0.09%             | 2027-10-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                            | COF V7.149 10/29/27                                                                                                                                    | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      110000 | PA      | $113822.66    | 0.05%             | 2027-10-29      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| Amcor PLC                                                                              | Amcor PLC COM USD0.01                                                                                                                                  | CUSIP: G0250X107<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | JE        |        4991 | NS      | $45917.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp.                                                                   | Otis Worldwide Corp. COM                                                                                                                               | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |          15 | NS      | $1444.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Charles Schwab Corporation                                                         | SCHW 1.15 05/13/26                                                                                                                                     | CUSIP: 808513BR5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48407.49     | 0.02%             | 2026-05-13      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| DT Midstream Inc                                                                       | DT Midstream Inc COMMON STOCK                                                                                                                          | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |           9 | NS      | $874.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Charles Schwab Corporation                                                         | SCHW 1.95 12/01/31                                                                                                                                     | CUSIP: 808513BT1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |       34000 | PA      | $28557.89     | 0.01%             | 2031-12-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corporation                                                                   | DISH 5.125 06/01/29                                                                                                                                    | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       56000 | PA      | $35062.37     | 0.02%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Pennymac Financial Services Inc                                                        | PFSI 5.75 09/15/31 144A                                                                                                                                | CUSIP: 70932MAC1<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |       49000 | PA      | $46673.35     | 0.02%             | 2031-09-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                          | STACR 2021-HQA4 B1                                                                                                                                     | CUSIP: 35564KPN3<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |      750000 | PA      | $766410.00    | 0.37%             | 2041-12-26      | Floating      | 8.09%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                          | STACR 2022-HQA1 M2                                                                                                                                     | CUSIP: 35564KTJ8<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |      788000 | PA      | $834971.34    | 0.40%             | 2042-03-25      | Floating      | 9.59%                 | Yes           |                  2 | On Loan: No      |
| Appalachian Power Company                                                              | AEP 4.5 08/01/32 BB                                                                                                                                    | CUSIP: 037735DA2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |       50000 | PA      | $47947.72     | 0.02%             | 2032-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Autozone, Inc.                                                                         | AZO 5.05 07/15/26                                                                                                                                      | CUSIP: 053332BE1<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |      120000 | PA      | $120774.49    | 0.06%             | 2026-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                          | JEF 5.875 07/21/28                                                                                                                                     | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25656.37     | 0.01%             | 2028-07-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                                                      | WFC V5.557 07/25/34 MTN                                                                                                                                | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      170000 | PA      | $172319.67    | 0.08%             | 2034-07-25      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Resorts World Las Vegas LLC / RWLV Capital Inc.                                        | RWLVCA 8.45 07/27/30 144A                                                                                                                              | CUSIP: 76120HAD9<br>LEI: 254900LHVH9D3APT8R82 | Long             | DBT              | CORP              | US        |       52000 | PA      | $50548.48     | 0.02%             | 2030-07-27      | Fixed         | 8.45%                 | Yes           |                  2 | On Loan: No      |
| San Diego Gas & Electric Company                                                       | SRE 4.95 08/15/28                                                                                                                                      | CUSIP: 797440CE2<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |       45000 | PA      | $45882.63     | 0.02%             | 2028-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc.                                                                  | WEC Energy Group Inc. COM USD0.01                                                                                                                      | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |         775 | NS      | $84878.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corporation                                                           | Encompass Health Corporation COM USD0.01                                                                                                               | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |           8 | NS      | $935.92       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Premier Entertainment Subordinated Llc / Premier Entertainment Finance Corporation     | BALY 5.625 09/01/29 144A                                                                                                                               | CUSIP: 74052HAA2<br>LEI: 549300KRDMIL2NJVZ267 | Long             | DBT              | CORP              | US        |      102000 | PA      | $59670.00     | 0.03%             | 2029-09-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Coinbase Global Inc                                                                    | COIN 3.375 10/01/28 144A                                                                                                                               | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |       93000 | PA      | $85596.27     | 0.04%             | 2028-10-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                   | JPM V4.912 07/25/33                                                                                                                                    | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       75000 | PA      | $74612.75     | 0.04%             | 2033-07-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Company                                                      | CNRCN 3.85 08/05/32                                                                                                                                    | CUSIP: 136375DC3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |       60000 | PA      | $56207.82     | 0.03%             | 2032-08-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ONE Gas, Inc.                                                                          | OGS 4.25 09/01/32                                                                                                                                      | CUSIP: 68235PAM0<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23734.90     | 0.01%             | 2032-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                              | TD 4.693 09/15/27 MTN                                                                                                                                  | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       40000 | PA      | $40360.77     | 0.02%             | 2027-09-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                          | STACR 2022-DNA7 M2                                                                                                                                     | CUSIP: 35564KL72<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |      500000 | PA      | $558595.00    | 0.27%             | 2042-09-25      | Floating      | 11.34%                | Yes           |                  2 | On Loan: No      |
| Enerflex Ltd                                                                           | EFXCN 9 10/15/27 144A                                                                                                                                  | CUSIP: 29269RAA3<br>LEI: 54930014N7872VUS3F89 | Long             | DBT              | CORP              | CA        |       20000 | PA      | $20455.52     | 0.01%             | 2027-10-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| B.A.T. Capital Corporation                                                             | BATSLN 6.343 08/02/30                                                                                                                                  | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |       96000 | PA      | $102608.74    | 0.05%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Banco Santander, S.A.                                                                  | SANTAN 5.588 08/08/28                                                                                                                                  | CUSIP: 05964HAU9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      400000 | PA      | $412521.13    | 0.20%             | 2028-08-08      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                     | ET 6.55 12/01/33                                                                                                                                       | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       65000 | PA      | $68426.41     | 0.03%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                                  | TRGP 6.15 03/01/29                                                                                                                                     | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      130000 | PA      | $135521.68    | 0.06%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| CSW Industrials Inc.                                                                   | CSW Industrials Inc. COM USD0.01                                                                                                                       | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |           3 | NS      | $937.44       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group LP                                                                | SPG 1.375 01/15/27                                                                                                                                     | CUSIP: 828807DP9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9518.75      | 0.00%             | 2027-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power and Light Company                                                      | LNT 1.95 09/16/31                                                                                                                                      | CUSIP: 976826BP1<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |        5000 | PA      | $4294.63      | 0.00%             | 2031-09-16      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                   | JPM V1.47 09/22/27                                                                                                                                     | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       95000 | PA      | $91185.22     | 0.04%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                  | BAC V4.948 07/22/28 MTN                                                                                                                                | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       85000 | PA      | $85911.48     | 0.04%             | 2028-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Allegiant Travel Company                                                               | ALGT 7.25 08/15/27 144A                                                                                                                                | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |       35000 | PA      | $32327.28     | 0.02%             | 2027-08-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Burford Capital Global Finance LLC                                                     | BURLN 9.25 07/01/31 144A                                                                                                                               | CUSIP: 12116LAE9<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |       83000 | PA      | $87444.24     | 0.04%             | 2031-07-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Sandisk Corporation                                                                    | Sandisk Corporation COM                                                                                                                                | CUSIP: 80004C200<br>LEI: N/A                  | Short            | EC               | CORP              | US        |          -1 | NS      | $-32.13       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| H&E Equipment Services, Inc.                                                           | H&E Equipment Services, Inc. USD0.01                                                                                                                   | CUSIP: 404030108<br>LEI: 254900KVLRCDMQRYY541 | Long             | EC               | CORP              | US        |       33302 | NS      | $2990852.62   | 1.43%             |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG CAMDEN PR                                                              | CFD_EQS CHASUS33 2166320                                                                                                                               | CUSIP: 133131102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2195 | NC      | $249791.00    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BAXTER IN                                                              | CFD_EQS GSILGB2X 2085102                                                                                                                               | CUSIP: 071813109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -5675 | NC      | $-176889.75   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Mid-America Apartment Communities, Inc.                                                | Mid-America Apartment Communities, Inc. COM USD0.01                                                                                                    | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |         515 | NS      | $82219.75     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc.                                                                | Mueller Industries Inc. COM USD0.01                                                                                                                    | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |          11 | NS      | $809.16       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CI Financial Corp                                                                      | CI Financial Corp COM NPV                                                                                                                              | CUSIP: 125491100<br>LEI: 549300M9W7JJQSVCEM78 | Long             | EC               | CORP              | CA        |       84336 | NS      | $1911722.04   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Playa Hotels & Resorts N V                                                             | Playa Hotels & Resorts N V COM USD0.01                                                                                                                 | CUSIP: N70544106<br>LEI: 529900BUP3KWPCJNLS49 | Long             | EC               | CORP              | NL        |      163983 | NS      | $2200651.86   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Corporation                                                                       | Hess Corporation COM USD1.00                                                                                                                           | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |       17123 | NS      | $2209723.15   | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Everi Holdings Inc                                                                     | Everi Holdings Inc USD0.001                                                                                                                            | CUSIP: 30034T103<br>LEI: 5299006DK5S7BG10K532 | Long             | EC               | CORP              | US        |      243844 | NS      | $3426008.20   | 1.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Qifu Technology Inc.                                                                   | Qifu Technology Inc. SPON ADS EA REP 2 ORD SHS                                                                                                         | CUSIP: 88557W101<br>LEI: N/A                  | Short            | EC               | CORP              | KY        |       -2210 | NS      | $-90676.30    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Sphere Entertainment Co.                                                               | Sphere Entertainment Co. CL A                                                                                                                          | CUSIP: 55826T102<br>LEI: 254900ZW4JWKYRZZ9A91 | Short            | EC               | CORP              | US        |      -13550 | NS      | $-369237.50   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Two Harbors Investment Corp.                                                           | TWO 6.25 01/15/26                                                                                                                                      | CUSIP: 90187BAB7<br>LEI: 549300ZUIBT6KH4HU823 | Long             | DBT              | CORP              | US        |     1549000 | PA      | $1525765.00   | 0.73%             | 2026-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Teladoc Health Inc                                                                     | TDOC 1.25 06/01/27                                                                                                                                     | CUSIP: 87918AAF2<br>LEI: 549300I2PVFBC9MFAC61 | Long             | DBT              | CORP              | US        |      507000 | PA      | $462029.10    | 0.22%             | 2027-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| AST SpaceMobile Inc.                                                                   | AST SpaceMobile Inc. COM CL A                                                                                                                          | CUSIP: 00217D100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -7774 | NS      | $-180434.54   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Block Inc                                                                              | XYZ 0.25 11/01/27                                                                                                                                      | CUSIP: 852234AK9<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      645000 | PA      | $571470.00    | 0.27%             | 2027-11-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Dayforce Inc                                                                           | DAY 0.25 03/15/26                                                                                                                                      | CUSIP: 15677JAD0<br>LEI: 549300T64GVCHFJ8L449 | Long             | DBT              | CORP              | US        |      331000 | PA      | $316105.00    | 0.15%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Enstar Group Ltd                                                                       | Enstar Group Ltd COM STK USD1.00                                                                                                                       | CUSIP: G3075P101<br>LEI: 213800AMAL5QFXVUCN04 | Long             | EC               | CORP              | BM        |        8672 | NS      | $2900003.52   | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Pennymac Corporation                                                                   | PMT 5.5 03/15/26                                                                                                                                       | CUSIP: 70932AAF0<br>LEI: EWN0I878407TKQNXZ933 | Long             | DBT              | CORP              | US        |     1041000 | PA      | $1018098.00   | 0.49%             | 2026-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Valaris Ltd.                                                                           | VAL 8.375 04/30/30 144A                                                                                                                                | CUSIP: 91889FAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |       91000 | PA      | $85265.94     | 0.04%             | 2030-04-30      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Jabil Inc                                                                              | JBL 5.45 02/01/29                                                                                                                                      | CUSIP: 46656PAA2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30484.61     | 0.01%             | 2029-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Innergex Renewable Energy Inc.                                                         | Innergex Renewable Energy Inc. COM NPV                                                                                                                 | CUSIP: 45790B104<br>LEI: 549300EORYEC4J59SU80 | Long             | EC               | CORP              | CA        |      133216 | NS      | $1312253.94   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Alarm.com Holdings Inc.                                                                | Alarm.com Holdings Inc. COM USD0.01                                                                                                                    | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Short            | EC               | CORP              | US        |       -2860 | NS      | $-153296.00   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Bentley Systems Incorporated                                                           | Bentley Systems Incorporated COM CL B                                                                                                                  | CUSIP: 08265T208<br>LEI: 549300WVEHPGE0Z56F71 | Short            | EC               | CORP              | US        |        -778 | NS      | $-33446.22    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Repay Holdings Corporation                                                             | RPAY 0 02/01/26                                                                                                                                        | CUSIP: 76029LAA8<br>LEI: 2549006EJ42T73ZKUI98 | Long             | DBT              | CORP              | US        |      164000 | PA      | $156619.63    | 0.07%             | 2026-02-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Lendingtree Inc                                                                        | TREE 0.5 07/15/25                                                                                                                                      | CUSIP: 52603BAD9<br>LEI: 549300ISY5YHUJZTON08 | Long             | DBT              | CORP              | US        |     1092000 | PA      | $1070159.91   | 0.51%             | 2025-07-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Gallagher Aj &Co                                                                       | AJG 2.4 11/09/31                                                                                                                                       | CUSIP: 04316JAA7<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |       20000 | PA      | $17356.71     | 0.01%             | 2031-11-09      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Cloud Software Group Inc.                                                              | TIBX 9 09/30/29 144A                                                                                                                                   | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |       44000 | PA      | $44326.91     | 0.02%             | 2029-09-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Just Eat Takeaway.Com N.V                                                              | Just Eat Takeaway.Com N.V EUR0.04                                                                                                                      | CUSIP: N4753E105<br>LEI: 724500FVZIBSSQ7SHI95 | Long             | EC               | CORP              | NL        |       40724 | NS      | $891248.79    | 0.43%             |  |  |  | Yes           |                  2 | On Loan: No      |
| BILL Holdings Inc                                                                      | BILL Holdings Inc COM                                                                                                                                  | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Short            | EC               | CORP              | US        |       -1246 | NS      | $-56780.22    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc                                                                     | ENPH 0 03/01/26                                                                                                                                        | CUSIP: 29355AAH0<br>LEI: 5493008U7KIGMI59Z314 | Long             | DBT              | CORP              | US        |      252000 | PA      | $238644.00    | 0.11%             | 2026-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Haemonetics Corp                                                                       | HAE 0 03/01/26                                                                                                                                         | CUSIP: 405024AB6<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | DBT              | CORP              | US        |      390000 | PA      | $372957.00    | 0.18%             | 2026-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP/Targa Resources Finance Corp.                              | TRGP 5 01/15/28                                                                                                                                        | CUSIP: 87612BBG6<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |       46000 | PA      | $45978.49     | 0.02%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                      | CSCHLD 7.5 04/01/28 144a                                                                                                                               | CUSIP: 126307AY3<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |       25000 | PA      | $18310.00     | 0.01%             | 2028-04-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| AEP Texas Inc                                                                          | AEP 3.95 06/01/28                                                                                                                                      | CUSIP: 00108WAH3<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49096.27     | 0.02%             | 2028-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Nexstar Escrow Inc                                                                     | NXST 5.625 07/15/27 144A                                                                                                                               | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |       13000 | PA      | $12878.46     | 0.01%             | 2027-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN BN3960                                                                                                                                              | CUSIP: 3140JLMJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7142 | PA      | $6946.41      | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Brookfield Residential Properties Inc.                                                 | BRPCN 4.875 02/15/30 144A                                                                                                                              | CUSIP: 11283YAD2<br>LEI: 549300C2SXDXVIUV3Q14 | Long             | DBT              | CORP              | CA        |       55000 | PA      | $47880.25     | 0.02%             | 2030-02-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Teledyne FLIR LLC                                                                      | TDY 2.5 08/01/30                                                                                                                                       | CUSIP: 302445AE1<br>LEI: 5493000HDPX16EHNN346 | Long             | DBT              | CORP              | US        |       40000 | PA      | $35637.64     | 0.02%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                                 | MSI 4.6 05/23/29                                                                                                                                       | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |      180000 | PA      | $180042.98    | 0.09%             | 2029-05-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MPT Operating Partnership LP / MPT Finance Corporation                                 | MPW 4.625 08/01/29                                                                                                                                     | CUSIP: 55342UAJ3<br>LEI: 254900U6E39J1MQCCY14 | Long             | DBT              | CORP              | US        |       75000 | PA      | $57125.88     | 0.03%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Davita Inc                                                                             | DVA 4.625 06/01/30 144A                                                                                                                                | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |       57000 | PA      | $53013.43     | 0.03%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                       | PCG 2.5 02/01/31                                                                                                                                       | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       80000 | PA      | $69042.62     | 0.03%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2 BW6206                                                                                                                                              | CUSIP: 3617NX3P3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       26072 | PA      | $21812.27     | 0.01%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Graham Packaging Company Inc                                                           | GRMPAC 7.125 08/15/28 144A                                                                                                                             | CUSIP: 384701AA6<br>LEI: 549300YS0ZFT826HIK72 | Long             | DBT              | CORP              | US        |       32000 | PA      | $31292.44     | 0.01%             | 2028-08-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Klabin Austria GmbH                                                                    | KLAB 7 04/03/49 144A                                                                                                                                   | CUSIP: 49836AAB0<br>LEI: 984500578YEA8DD41B09 | Long             | DBT              | CORP              | AT        |       44000 | PA      | $43302.78     | 0.02%             | 2049-04-03      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Union Electric Company                                                                 | AEE 2.95 03/15/30                                                                                                                                      | CUSIP: 906548CR1<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |       70000 | PA      | $65570.65     | 0.03%             | 2030-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC/ CCO Holdings Capital Corp.                                          | CHTR 4.25 02/01/31 144A                                                                                                                                | CUSIP: 1248EPCK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       29000 | PA      | $26202.18     | 0.01%             | 2031-02-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| MGIC Investment Corp.                                                                  | MTG 5.25 08/15/28                                                                                                                                      | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |        7000 | PA      | $6984.50      | 0.00%             | 2028-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                         | SPGI 1.25 08/15/30                                                                                                                                     | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |      110000 | PA      | $93902.82     | 0.04%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Brookfield Property Reit Inc/Bpr Cumulus Llc/Bpr Nimbus Llc/Ggsi Sellco Llc            | BPYU 5.75 05/15/26 144A                                                                                                                                | CUSIP: 11284DAA3<br>LEI: 549300K1JD1LDRNBET48 | Long             | DBT              | CORP              | US        |       22000 | PA      | $21795.46     | 0.01%             | 2026-05-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Grubhub Holdings Inc                                                                   | GRUB 5.5 07/01/27 144A                                                                                                                                 | CUSIP: 40010PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       59000 | PA      | $53305.53     | 0.03%             | 2027-07-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Unum Group                                                                             | UNM 4 06/15/29                                                                                                                                         | CUSIP: 91529YAN6<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |      135000 | PA      | $132128.43    | 0.06%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pentair Finance S.a r.l.                                                               | PNR 4.5 07/01/29                                                                                                                                       | CUSIP: 709629AR0<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |       60000 | PA      | $59198.28     | 0.03%             | 2029-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Reliance Inc                                                                           | RS 1.3 08/15/25                                                                                                                                        | CUSIP: 759509AF9<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39588.85     | 0.02%             | 2025-08-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| CommScope Holding Co Inc.                                                              | COMM 8.25 03/01/27 144A                                                                                                                                | CUSIP: 20338QAA1<br>LEI: 254900AW4CEPCQWSRI58 | Long             | DBT              | CORP              | US        |       83000 | PA      | $75602.96     | 0.04%             | 2027-03-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Kosmos Energy Ltd                                                                      | KOS 7.125 04/04/26 144A                                                                                                                                | CUSIP: 500688AC0<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |       31000 | PA      | $29895.94     | 0.01%             | 2026-04-04      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Corp                                                                       | DUK 3.4 06/15/29                                                                                                                                       | CUSIP: 26441CBE4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |       50000 | PA      | $47774.90     | 0.02%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Northern Institutional Funds                                                           | Northern Institutional Funds TREAS PRT PRMR                                                                                                            | CUSIP: 665279873<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |        4664 | NS      | $4664.49      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp.                                     | NRUC 2.4 03/15/30                                                                                                                                      | CUSIP: 637432NV3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |       50000 | PA      | $45448.20     | 0.02%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                | MPLX 4.25 12/01/27                                                                                                                                     | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |       90000 | PA      | $89466.98     | 0.04%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2 BW4651                                                                                                                                              | CUSIP: 3617NWEY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       12538 | PA      | $10434.51     | 0.00%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                                | MPLX 2.65 08/15/30                                                                                                                                     | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      120000 | PA      | $107293.29    | 0.05%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                               | T 4.35 03/01/29                                                                                                                                        | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |        2000 | PA      | $1996.80      | 0.00%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                       | PM 3.375 08/15/29                                                                                                                                      | CUSIP: 718172CJ6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       15000 | PA      | $14398.18     | 0.01%             | 2029-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                                             | OKE 2.2 09/15/25                                                                                                                                       | CUSIP: 682680BA0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |       80000 | PA      | $79160.81     | 0.04%             | 2025-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                | LVLT 4.25 07/01/28 144A                                                                                                                                | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      104000 | PA      | $89446.58     | 0.04%             | 2028-07-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Canadian Natural Resources Limited                                                     | CNQCN 2.05 07/15/25                                                                                                                                    | CUSIP: 136385AZ4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |       80000 | PA      | $79524.57     | 0.04%             | 2025-07-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc.                                                                   | NOMURA 1.851 07/16/25                                                                                                                                  | CUSIP: 65535HAR0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $198828.69    | 0.10%             | 2025-07-16      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| William Carter Company                                                                 | CRI 5.625 03/15/27 144A                                                                                                                                | CUSIP: 96926JAC1<br>LEI: TGI2A0HXEYNQPU7TYV27 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9735.76      | 0.00%             | 2027-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Resorts World Las Vegas LLC / RWLV Capital Inc.                                        | RWLVCA 4.625 04/16/29 144A                                                                                                                             | CUSIP: 76120HAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       17000 | PA      | $14625.46     | 0.01%             | 2029-04-16      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                                   | IHOVER 6.375 05/15/29 144A                                                                                                                             | CUSIP: 44963BAD0<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |      200000 | PA      | $193688.56    | 0.09%             | 2029-05-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                                  | FCX 4.125 03/01/28                                                                                                                                     | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |       35000 | PA      | $34457.01     | 0.02%             | 2028-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                         | C V2.572 06/03/31                                                                                                                                      | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      375000 | PA      | $335756.78    | 0.16%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| PG&E Corporation                                                                       | PCG 5.25 07/01/30                                                                                                                                      | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      105000 | PA      | $101165.54    | 0.05%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                  | BAC V1.319 06/19/26 MTN                                                                                                                                | CUSIP: 06051GJD2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      210000 | PA      | $209016.43    | 0.10%             | 2026-06-19      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Reliance Inc                                                                           | RS 2.15 08/15/30                                                                                                                                       | CUSIP: 759509AG7<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |       40000 | PA      | $35151.11     | 0.02%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                                                        | REGN 1.75 09/15/30                                                                                                                                     | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |       20000 | PA      | $17098.93     | 0.01%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NiSource Inc.                                                                          | NI 0.95 08/15/25                                                                                                                                       | CUSIP: 65473PAK1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98956.68     | 0.05%             | 2025-08-15      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Incorporated                                           | PEG 1.6 08/15/30                                                                                                                                       | CUSIP: 744573AQ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |       10000 | PA      | $8544.96      | 0.00%             | 2030-08-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                                                             | LDOS 2.3 02/15/31                                                                                                                                      | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |       60000 | PA      | $51862.26     | 0.02%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                              | GS V2.383 07/21/32                                                                                                                                     | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      205000 | PA      | $176582.82    | 0.08%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Indie Semiconductor Inc.                                                               | INDI 4.5 11/15/27                                                                                                                                      | CUSIP: 45569UAA9<br>LEI: 254900L1MFXFYGB1PV53 | Long             | DBT              | CORP              | US        |      484000 | PA      | $396275.00    | 0.19%             | 2027-11-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ESC GCI LIBERTY INC                                                                    | ESC GCI LIBERTY INC SHS                                                                                                                                | CUSIP: 361ESC049<br>LEI: 529900KBRR0AMACIJU82 | Long             | EC               | CORP              | US        |       31520 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Springworks Therapeutics Inc                                                           | Springworks Therapeutics Inc COM USD0.0001                                                                                                             | CUSIP: 85205L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       35493 | NS      | $1643325.90   | 0.79%             |  |  |  | No            |                  1 | On Loan: No      |
| Exact Sciences Corporation                                                             | Exact Sciences Corporation COM USD0.01                                                                                                                 | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Short            | EC               | CORP              | US        |        -752 | NS      | $-34321.28    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology, Inc.                                                           | Vishay Intertechnology, Inc. COM USD0.10                                                                                                               | CUSIP: 928298108<br>LEI: 5493009O8F3QQJTCQR75 | Short            | EC               | CORP              | US        |       -4675 | NS      | $-60728.25    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis Inc                                                                         | Ziff Davis Inc COM USD0.001                                                                                                                            | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Short            | EC               | CORP              | US        |        -116 | NS      | $-3425.48     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                                                       | Duke Energy Corp COM USD0.001                                                                                                                          | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Short            | EC               | CORP              | US        |       -2696 | NS      | $-328965.92   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp.                                                                  | WDC 3 11/15/28                                                                                                                                         | CUSIP: 958102AT2<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |      424000 | PA      | $575368.00    | 0.28%             | 2028-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EZCORP Inc.                                                                            | EZCORP Inc. CL'A'COM NON VTG USD0.01                                                                                                                   | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Short            | EC               | CORP              | US        |      -29490 | NS      | $-482751.30   | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| The Greenbrier Companies, Inc.                                                         | The Greenbrier Companies, Inc. COM USD0.001                                                                                                            | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Short            | EC               | CORP              | US        |       -6383 | NS      | $-270766.86   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| WisdomTree, Inc.                                                                       | WisdomTree, Inc. COM USD0.01                                                                                                                           | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Short            | EC               | CORP              | US        |      -55884 | NS      | $-486190.80   | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| DexCom Inc                                                                             | DexCom Inc COM USD0.001                                                                                                                                | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Short            | EC               | CORP              | US        |        -568 | NS      | $-40543.84    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Dollar General Corporation                                                             | Dollar General Corporation COM USD0.875                                                                                                                | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |         127 | NS      | $11898.63     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Live Nation Entertainment, Inc.                                                        | Live Nation Entertainment, Inc. COM USD0.01                                                                                                            | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Short            | EC               | CORP              | US        |       -5320 | NS      | $-704634.00   | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| Dun & Bradstreet Holdings Inc                                                          | Dun & Bradstreet Holdings Inc COM                                                                                                                      | CUSIP: 26484T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      272750 | NS      | $2446567.50   | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinox Gold Corp                                                                      | EQXCN 4.75 10/15/28                                                                                                                                    | CUSIP: 29446YAC0<br>LEI: 5493005IN4V1SNP9PN75 | Long             | DBT              | CORP              | CA        |      703000 | PA      | $916009.00    | 0.44%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Redwood Trust Inc                                                                      | RWT 7.75 06/15/27 REOP                                                                                                                                 | CUSIP: 758075AG0<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | DBT              | CORP              | US        |     1728000 | PA      | $1708992.00   | 0.82%             | 2027-06-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Berkshire Hathaway Inc.                                                                | Berkshire Hathaway Inc. COM USD0.0033 CLASS'B'                                                                                                         | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |          34 | NS      | $18130.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Guidewire Software Inc                                                                 | Guidewire Software Inc COM USD0.0001                                                                                                                   | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |           5 | NS      | $1023.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Centrus Energy Corp.                                                                   | LEU 2.25 11/01/30                                                                                                                                      | CUSIP: 15643UAD6<br>LEI: 549300G6VDK9G8276661 | Long             | DBT              | CORP              | US        |      383000 | PA      | $377829.50    | 0.18%             | 2030-11-01      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Chart Industries Inc                                                                   | Chart Industries Inc COM USD0.01                                                                                                                       | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Short            | EC               | CORP              | US        |       -2759 | NS      | $-372409.82   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Mesa Laboratories Inc.                                                                 | MLAB 1.375 08/15/25                                                                                                                                    | CUSIP: 59064RAA7<br>LEI: 549300ZCG738WLX8ZW79 | Long             | DBT              | CORP              | US        |      622000 | PA      | $613477.62    | 0.29%             | 2025-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Rapid7 Inc.                                                                            | RPD 1.25 03/15/29                                                                                                                                      | CUSIP: 753422AH7<br>LEI: 549300GNVG5D60KEYN14 | Long             | DBT              | CORP              | US        |      606000 | PA      | $515440.57    | 0.25%             | 2029-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc                                                                    | Axon Enterprise Inc COM USD0.00001                                                                                                                     | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |           3 | NS      | $1839.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcon AG                                                                               | Alcon AG CHF0.04                                                                                                                                       | CUSIP: H01301128<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |          17 | NS      | $1659.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovis Corporation                                                                     | ENOV 3.875 10/15/28                                                                                                                                    | CUSIP: 194014AB2<br>LEI: 635400OP2DYYYMOIYL17 | Long             | DBT              | CORP              | US        |      950000 | PA      | $941925.00    | 0.45%             | 2028-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                       | Paramount Global CLASS B COM                                                                                                                           | CUSIP: 92556H206<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | EC               | CORP              | US        |       53309 | NS      | $625847.66    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities Inc                                                                | Essential Utilities Inc COM                                                                                                                            | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |         328 | NS      | $13490.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc                                                                   | Howmet Aerospace Inc COM                                                                                                                               | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |          13 | NS      | $1801.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vishay Intertechnology, Inc.                                                           | VSH 2.25 09/15/30                                                                                                                                      | CUSIP: 928298AR9<br>LEI: 5493009O8F3QQJTCQR75 | Long             | DBT              | CORP              | US        |      403000 | PA      | $334490.00    | 0.16%             | 2030-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DraftKings Inc.                                                                        | DraftKings Inc. COM CL A                                                                                                                               | CUSIP: 26142V105<br>LEI: 2549006G33IUL6IVOD83 | Short            | EC               | CORP              | US        |       -1120 | NS      | $-37284.80    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Allison Transmission Holdings Inc                                                      | Allison Transmission Holdings Inc COM USD0.01                                                                                                          | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |           9 | NS      | $830.16       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sprouts Farmers Markets Inc                                                            | Sprouts Farmers Markets Inc COM USD0.001                                                                                                               | CUSIP: 85208M102<br>LEI: 529900P8F4G77Q52XE24 | Long             | EC               | CORP              | US        |           6 | NS      | $1026.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Keurig Dr Pepper Inc                                                                   | Keurig Dr Pepper Inc COM USD0.01                                                                                                                       | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |          48 | NS      | $1660.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fox Corporation                                                                        | Fox Corporation COM USD0.01 CL A                                                                                                                       | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |          21 | NS      | $1045.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International Inc.                                                         | CSGS 3.875 09/15/28                                                                                                                                    | CUSIP: 126349AH2<br>LEI: 549300D7FJZUOHHXUA81 | Long             | DBT              | CORP              | US        |      712000 | PA      | $772876.00    | 0.37%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Capital Southwest Corporation                                                          | CSWC 5.125 11/15/29                                                                                                                                    | CUSIP: 140501AE7<br>LEI: 54930023YZ4YEJEDBO56 | Long             | DBT              | RF                | US        |      483000 | PA      | $449845.55    | 0.22%             | 2029-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Mara Holdings Inc                                                                      | MARA 0 03/01/30                                                                                                                                        | CUSIP: 565788AE6<br>LEI: 549300M8ISKPTX2W7F94 | Long             | DBT              | CORP              | US        |      330000 | PA      | $259776.28    | 0.12%             | 2030-03-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Dupont De Nemours Inc                                                                  | Dupont De Nemours Inc COM USD0.01                                                                                                                      | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |          18 | NS      | $1187.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GFL Environmental Inc.                                                                 | GFL Environmental Inc. SUB VTG SHS                                                                                                                     | CUSIP: 36168Q104<br>LEI: 549300FYK4MBXWIVZU26 | Long             | EC               | CORP              | CA        |          22 | NS      | $1097.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                                                                 | Trane Technologies PLC COM USD1                                                                                                                        | CUSIP: G8994E103<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |           7 | NS      | $2683.17      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Capital Corp.                                                                     | ARCC 2.15 07/15/26                                                                                                                                     | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |       48000 | PA      | $46289.51     | 0.02%             | 2026-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TYSON FOO                                                              | CFD_EQS GSILGB2X 2909730                                                                                                                               | CUSIP: 902494103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3490 | NC      | $213727.60    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HP INC                                                                 | CFD_EQS GSILGB2X BYX4D52                                                                                                                               | CUSIP: 40434L105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       15460 | NC      | $395312.20    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| SPX Technologies, Inc.                                                                 | SPX Technologies, Inc. COM                                                                                                                             | CUSIP: 78473E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |           6 | NS      | $804.90       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                                                                    | Arista Networks Inc COM SHS                                                                                                                            | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |          33 | NS      | $2714.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                                                       | Amazon.com, Inc. COM USD0.01                                                                                                                           | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |          92 | NS      | $16966.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                                                                    | Abbott Laboratories COM NPV                                                                                                                            | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |          41 | NS      | $5360.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| International Business Machines Corporation                                            | International Business Machines Corporation COM USD0.20                                                                                                | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |          22 | NS      | $5320.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Products & Chemicals, Inc.                                                         | Air Products & Chemicals, Inc. COM USD1                                                                                                                | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |           7 | NS      | $1897.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc.                                                           | Honeywell International Inc. COM USD1                                                                                                                  | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |          17 | NS      | $3578.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services, Inc.                                                                  | Quanta Services, Inc. COM USD0.00001                                                                                                                   | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |           5 | NS      | $1463.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co, Inc.                                                       | American Electric Power Co, Inc. COM USD6.50                                                                                                           | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |         786 | NS      | $85155.24     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc.                                                                    | Analog Devices Inc. COM USD0.16 2/3                                                                                                                    | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |          13 | NS      | $2533.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp.                                                                           | NVIDIA Corp. COM USD0.001                                                                                                                              | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |         157 | NS      | $17100.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptargroup Inc.                                                                        | Aptargroup Inc. COM USD0.01                                                                                                                            | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |           6 | NS      | $899.70       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc.                                                                             | Apple Inc. COM USD0.00001                                                                                                                              | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |          82 | NS      | $17425.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc.                                                                 | Applied Materials Inc. COM USD0.01                                                                                                                     | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |          21 | NS      | $3164.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinnacle West Capital Corp.                                                            | Pinnacle West Capital Corp. COM NPV                                                                                                                    | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |         328 | NS      | $31219.04     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp.                                                                           | Ameren Corp. COM USD0.01                                                                                                                               | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |          12 | NS      | $1190.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Jack & Associates Inc.                                                           | Henry Jack & Associates Inc. COM USD0.01                                                                                                               | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |           5 | NS      | $867.15       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Limited                                                                         | Amdocs Limited ORD GBP0.01                                                                                                                             | CUSIP: G02602103<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               | CORP              | GG        |         964 | NS      | $85391.12     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing, Inc.                                                        | Automatic Data Processing, Inc. COM USD0.10                                                                                                            | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |         292 | NS      | $87775.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Autozone, Inc.                                                                         | Autozone, Inc. COM USD0.01                                                                                                                             | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |           1 | NS      | $3762.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corporation                                                             | Avery Dennison Corporation COM USD1                                                                                                                    | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |         182 | NS      | $31142.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies Inc.                                                   | Applied Industrial Technologies Inc. COM NPV                                                                                                           | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |           4 | NS      | $973.12       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Becton, Dickinson and Company                                                          | Becton, Dickinson and Company COM USD1.00                                                                                                              | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |           9 | NS      | $1863.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc.                                                            | Verizon Communications Inc. COM USD0.10                                                                                                                | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |         105 | NS      | $4626.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp.                                                                      | FirstEnergy Corp. COM USD0.10                                                                                                                          | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |         714 | NS      | $30616.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Block(H&R)Inc                                                                          | Block(H&R)Inc COM NPV                                                                                                                                  | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |         661 | NS      | $39904.57     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corporation                                                        | United Therapeutics Corporation COM USD0.01                                                                                                            | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |           3 | NS      | $909.27       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corporation                                                          | Boston Scientific Corporation COM USD0.01                                                                                                              | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |          37 | NS      | $3806.19      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp.                                                   | Cognizant Technology Solutions Corp. COM CL A USD0.01                                                                                                  | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |          19 | NS      | $1397.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Biomarin Pharmaceutical Inc.                                                           | Biomarin Pharmaceutical Inc. COM USD0.001                                                                                                              | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |          13 | NS      | $827.97       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordson Corp                                                                           | Nordson Corp COM NPV                                                                                                                                   | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |           4 | NS      | $758.28       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                                                                                 | Sempra COM NPV                                                                                                                                         | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |          23 | NS      | $1708.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisign, Inc.                                                                         | Verisign, Inc. COM USD0.001                                                                                                                            | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |           4 | NS      | $1128.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amphenol Corporation                                                                   | Amphenol Corporation CL'A'COM USD0.001                                                                                                                 | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |          34 | NS      | $2616.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp.                                                                     | Brown-Forman Corp. COM USD0.15 CLASS B                                                                                                                 | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Long             | EC               | CORP              | US        |          29 | NS      | $1010.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyler Technologies Inc.                                                                | Tyler Technologies Inc. COM USD0.01                                                                                                                    | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |           2 | NS      | $1086.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corporation                                                                        | CSX Corporation COM USD1                                                                                                                               | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |          62 | NS      | $1740.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Camden Property Trust                                                                  | Camden Property Trust SBI USD0.01                                                                                                                      | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |         185 | NS      | $21053.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lennox International Inc.                                                              | Lennox International Inc. COM USD0.01                                                                                                                  | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |           2 | NS      | $1093.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service, Inc.                                                            | United Parcel Service, Inc. CLASS'B'COM USD0.01                                                                                                        | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |         838 | NS      | $79861.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Companies Inc.                                                                | Carlisle Companies Inc. COM USD1                                                                                                                       | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |           3 | NS      | $1138.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc.                                                              | Agilent Technologies Inc. COM USD0.01                                                                                                                  | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |          12 | NS      | $1291.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey'S General Stores Inc.                                                            | Casey'S General Stores Inc. COM NPV                                                                                                                    | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |           2 | NS      | $925.18       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corporation                                                                     | Cintas Corporation COM NPV                                                                                                                             | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          12 | NS      | $2540.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                                                                    | Cisco Systems, Inc. COM USD0.001                                                                                                                       | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |        1540 | NS      | $88904.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| The Clorox Company                                                                     | The Clorox Company COM USD1.00                                                                                                                         | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |         396 | NS      | $56350.80     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart Inc                                                                             | Copart Inc COM USD0.0001                                                                                                                               | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |          33 | NS      | $2013.99      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Colgate-Palmolive Co.                                                                  | Colgate-Palmolive Co. COM USD1.00                                                                                                                      | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |         272 | NS      | $25075.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International, Inc.                                                           | Marriott International, Inc. COM USD0.01 CLASS A                                                                                                       | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |           8 | NS      | $1908.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian National Railway Company                                                      | Canadian National Railway Company COM NPV                                                                                                              | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |          20 | NS      | $1936.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Packaging Corporation of America                                                       | Packaging Corporation of America COM USD0.01                                                                                                           | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |         234 | NS      | $43432.74     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Conagra Brands Inc                                                                     | Conagra Brands Inc COM USD5.00                                                                                                                         | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Long             | EC               | CORP              | US        |        3357 | NS      | $82951.47     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison, Inc.                                                              | Consolidated Edison, Inc. COM USD0.10                                                                                                                  | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |         756 | NS      | $85239.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corporation                                                                 | CMS Energy Corporation COM USD0.01                                                                                                                     | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |        1084 | NS      | $79836.60     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates Inc                                                               | Manhattan Associates Inc COM USD0.01                                                                                                                   | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |           5 | NS      | $886.95       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc.                                                                           | Cummins Inc. COM USD2.50                                                                                                                               | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |           5 | NS      | $1469.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corporation                                                       | Edwards Lifesciences Corporation COM USD1                                                                                                              | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |          21 | NS      | $1585.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| D.R. Horton, Inc.                                                                      | D.R. Horton, Inc. COM USD0.01                                                                                                                          | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |          12 | NS      | $1516.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corporation                                                                    | Danaher Corporation COM USD0.01                                                                                                                        | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |          18 | NS      | $3587.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Co Inc                                                                       | Donaldson Co Inc COM USD5                                                                                                                              | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |          12 | NS      | $788.76       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corporation                                                                      | Dover Corporation COM USD1.00                                                                                                                          | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |           7 | NS      | $1194.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corp.                                                                     | Atmos Energy Corp. COM NPV                                                                                                                             | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |           8 | NS      | $1285.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corporation                                                                    | Entergy Corporation COM USD0.01                                                                                                                        | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |          17 | NS      | $1413.89      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc.                                                                     | EOG Resources Inc. COM USD0.01                                                                                                                         | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |          17 | NS      | $1875.61      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Inc.                                                                          | Woodward Inc. COM USD0.00875                                                                                                                           | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |           5 | NS      | $937.85       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems Inc.                                                          | FactSet Research Systems Inc. COM USD0.01                                                                                                              | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |           2 | NS      | $864.44       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fair Isaac Corporation                                                                 | Fair Isaac Corporation COM USD0.01                                                                                                                     | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | EC               | CORP              | US        |           1 | NS      | $1989.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Xcel Energy Inc                                                                        | Xcel Energy Inc COM USD2.5                                                                                                                             | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |         381 | NS      | $26936.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co.                                                                           | Fastenal Co. COM USD0.01                                                                                                                               | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |          21 | NS      | $1700.37      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corp.                                                                   | Federal Signal Corp. COM USD1                                                                                                                          | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |          10 | NS      | $814.30       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc.                                                                            | Fiserv Inc. COM USD0.01                                                                                                                                | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |          15 | NS      | $2768.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed Inc.                                                                            | ResMed Inc. COM USD0.004                                                                                                                               | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |           6 | NS      | $1419.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corporation                                                           | General Dynamics Corporation COM USD1.00                                                                                                               | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |           8 | NS      | $2176.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp                                                                            | Gentex Corp COM USD0.06                                                                                                                                | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |          34 | NS      | $740.52       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills, Inc.                                                                    | General Mills, Inc. COM USD0.10                                                                                                                        | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |        1485 | NS      | $84258.90     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Genuine Parts Co                                                                       | Genuine Parts Co COM USD1.00                                                                                                                           | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |         559 | NS      | $65710.45     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc.                                                                   | Gilead Sciences Inc. COM USD0.001                                                                                                                      | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |         827 | NS      | $88108.58     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp.                                                                           | Exelon Corp. COM NPV                                                                                                                                   | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |        1450 | NS      | $68005.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG DOW INC                                                                | CFD_EQS GSILGB2X BHXCF84                                                                                                                               | CUSIP: 260557103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3864 | NC      | $-118199.76   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Gartner Inc.                                                                           | Gartner Inc. COM USD0.0005                                                                                                                             | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Long             | EC               | CORP              | US        |           3 | NS      | $1263.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co.                                                                | International Paper Co. COM USD1.00                                                                                                                    | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |          23 | NS      | $1050.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG RAYTHEON                                                               | CFD_EQS GSILGB2X BM5M5Y3                                                                                                                               | CUSIP: 75513E101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1799 | NC      | $226907.87    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MATCH GRO                                                              | CFD_EQS GSILGB2X BK80XH9                                                                                                                               | CUSIP: 57667L107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4085 | NC      | $-121161.10   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                      | Johnson & Johnson COM USD1.00                                                                                                                          | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |         585 | NS      | $91441.35     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Corporation                                                                        | PPL Corporation COM USD0.01                                                                                                                            | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |          34 | NS      | $1241.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group Incorporated                                           | Public Service Enterprise Group Incorporated COM NPV                                                                                                   | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |          18 | NS      | $1438.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                                                        | Regeneron Pharmaceuticals, Inc. COM USD0.001                                                                                                           | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |           3 | NS      | $1796.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands Inc.                                                                       | Yum! Brands Inc. COM NPV                                                                                                                               | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |          10 | NS      | $1504.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                                                                 | Roper Technologies Inc COM USD0.01                                                                                                                     | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |           3 | NS      | $1680.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Simpson Manufacturing Co Inc.                                                          | Simpson Manufacturing Co Inc. COM USD0.01                                                                                                              | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |           5 | NS      | $768.45       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-On Incorporated                                                                   | Snap-On Incorporated COM USD1                                                                                                                          | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |           3 | NS      | $941.43       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co.                                                                           | Southern Co. COM USD5                                                                                                                                  | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |         938 | NS      | $86192.82     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Starbucks Corp.                                                                        | Starbucks Corp. COM USD0.001                                                                                                                           | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |          30 | NS      | $2401.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG H&R BLOCK                                                              | CFD_EQS GSILGB2X 2105505                                                                                                                               | CUSIP: 093671105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        5915 | NC      | $357088.55    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG UBER TECH                                                              | CFD_EQS CHASUS33 BK6N347                                                                                                                               | CUSIP: 90353T100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2956 | NC      | $239465.56    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Storage                                                                         | Public Storage COM USD0.10                                                                                                                             | CUSIP: 74460D109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         282 | NS      | $84721.26     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc.                                                                          | Teradyne Inc. COM USD0.125                                                                                                                             | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |          11 | NS      | $816.31       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG DUPONT DE                                                              | CFD_EQS CHASUS33 BK0VN47                                                                                                                               | CUSIP: 26614N102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        6537 | NC      | $431376.63    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TRANE TEC                                                              | CFD_EQS GSILGB2X BK9ZQ96                                                                                                                               | CUSIP: G8994E103<br>LEI: N/A                  | N/A              | DE               | CORP              | IE        |        1190 | NC      | $456138.90    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Texas Instruments Incorporated                                                         | Texas Instruments Incorporated COM USD1.00                                                                                                             | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |          22 | NS      | $3521.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Badger Meter Inc                                                                       | Badger Meter Inc COM USD1                                                                                                                              | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |           4 | NS      | $883.28       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG DOW INC                                                                | CFD_EQS CHASUS33 BHXCF84                                                                                                                               | CUSIP: 260557103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1766 | NC      | $-54021.94    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EMERSON E                                                              | CFD_EQS GSILGB2X 2313405                                                                                                                               | CUSIP: 291011104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1974 | NC      | $207487.14    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Tractor Supply Co                                                                      | Tractor Supply Co COM USD0.008                                                                                                                         | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |          23 | NS      | $1164.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods, Inc.                                                                      | Tyson Foods, Inc. CLASS'A'COM USD0.10                                                                                                                  | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |         509 | NS      | $31171.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG KIMBERLY-                                                              | CFD_EQS GSILGB2X 2491839                                                                                                                               | CUSIP: 494368103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1554 | NC      | $204786.12    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SYNCHRONY                                                              | CFD_EQS GSILGB2X BP96PS6                                                                                                                               | CUSIP: 87165B103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        6761 | NC      | $351233.95    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Vulcan Materials Company                                                               | Vulcan Materials Company COM STK USD1                                                                                                                  | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |           6 | NS      | $1573.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                                                            | Walmart Inc COM USD0.10                                                                                                                                | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |         177 | NS      | $17213.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG TENET HEA                                                              | CFD_EQS CHASUS33 B8DMK08                                                                                                                               | CUSIP: 88033G407<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -123 | NC      | $-17582.85    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CDW CORP/                                                              | CFD_EQS GSILGB2X BBM5MD6                                                                                                                               | CUSIP: 12514G108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1258 | NC      | $-201984.48   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                                 | Waste Management, Inc. COM USD0.01                                                                                                                     | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |          11 | NS      | $2566.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH PLC                                                                                | CRH PLC ORD EUR 0.32                                                                                                                                   | CUSIP: G25508105<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |          21 | NS      | $2003.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc.                                                                | Church & Dwight Co Inc. COM USD1.00                                                                                                                    | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |          11 | NS      | $1092.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy Inc                                                                    | Cheniere Energy Inc COM USD0.003                                                                                                                       | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |           8 | NS      | $1848.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG VIATRIS I                                                              | CFD_EQS CHASUS33 BMWS3X9                                                                                                                               | CUSIP: 92556V106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -21300 | NC      | $-179346.00   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AMAZON.CO                                                              | CFD_EQS CHASUS33 2000019                                                                                                                               | CUSIP: 023135106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         107 | NC      | $19732.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Watsco Inc                                                                             | Watsco Inc COM USD0.50                                                                                                                                 | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |           2 | NS      | $919.68       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Companies Inc. (The)                                                          | Williams Companies Inc. (The) COM USD1.00                                                                                                              | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |          36 | NS      | $2108.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG APA CORP                                                               | CFD_EQS BARCUS33 BNNF1C1                                                                                                                               | CUSIP: 03743Q108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4952 | NC      | $-76954.08    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ARCHER-DA                                                              | CFD_EQS BARCUS33 2047317                                                                                                                               | CUSIP: 039483102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3086 | NC      | $147356.50    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| The TJX Companies Inc.                                                                 | The TJX Companies Inc. COM USD1                                                                                                                        | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |          29 | NS      | $3731.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Company, Inc.                                                     | American Water Works Company, Inc. COM USD0.01                                                                                                         | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |         398 | NS      | $58509.98     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG STARBUCKS                                                              | CFD_EQS BARCUS33 2842255                                                                                                                               | CUSIP: 855244109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3337 | NC      | $267126.85    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ALEXANDRI                                                              | CFD_EQS BARCUS33 2009210                                                                                                                               | CUSIP: 015271109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3530 | NC      | $256489.80    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Spotify Technology S.A.                                                                | Spotify Technology S.A. COM EUR0.000625                                                                                                                | CUSIP: L8681T102<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |           5 | NS      | $3069.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                                                                             | Evergy Inc COM NPV                                                                                                                                     | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |         544 | NS      | $37590.40     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Cigna Group                                                                        | The Cigna Group COM USD0.01                                                                                                                            | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |         245 | NS      | $83309.80     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TC Energy Corp                                                                         | TC Energy Corp COM NPV                                                                                                                                 | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |          35 | NS      | $1764.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corp.                                                                              | RTX Corp. COM                                                                                                                                          | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |          31 | NS      | $3910.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern California Edison Company                                                     | EIX 2.95 02/01/51 20A                                                                                                                                  | CUSIP: 842400GY3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |        6000 | PA      | $3454.52      | 0.00%             | 2051-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AMERISOUR                                                              | CFD_EQS BARCUS33 2795393                                                                                                                               | CUSIP: 03073E105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1459 | NC      | $-427005.53   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ZIMMER BI                                                              | CFD_EQS BARCUS33 2783815                                                                                                                               | CUSIP: 98956P102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -376 | NC      | $-38746.80    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Linde PLC                                                                              | Linde PLC COM EUR0.001                                                                                                                                 | CUSIP: G54950103<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |          11 | NS      | $4985.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Pacific Kansas City Ltd.                                                      | Canadian Pacific Kansas City Ltd. COM                                                                                                                  | CUSIP: 13646K108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |          29 | NS      | $2101.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG LEIDOS HO                                                              | CFD_EQS BARCUS33 BDV82B8                                                                                                                               | CUSIP: 525327102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -450 | NC      | $-66231.00    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ANTHEM IN                                                              | CFD_EQS BARCUS33 BSPHGL4                                                                                                                               | CUSIP: 036752103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -898 | NC      | $-377680.84   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Thomson Reuters Corp                                                                   | Thomson Reuters Corp COM                                                                                                                               | CUSIP: 884903808<br>LEI: 549300561UZND4C7B569 | Long             | EC               | CORP              | CA        |          13 | NS      | $2417.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortis Inc                                                                             | Fortis Inc COM NPV                                                                                                                                     | CUSIP: 349553107<br>LEI: 549300MQYQ9Y065XPR71 | Long             | EC               | CORP              | CA        |          25 | NS      | $1237.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Natera Inc.                                                                            | Natera Inc. COM USD0.0001                                                                                                                              | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |           7 | NS      | $1056.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Steris PLC                                                                             | Steris PLC ORD USD0.001                                                                                                                                | CUSIP: G8473T100<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |           5 | NS      | $1123.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co.                                                                   | JPM V1.04 02/04/27                                                                                                                                     | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      205000 | PA      | $199717.13    | 0.10%             | 2027-02-04      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| Ferguson Enterprises Inc                                                               | Ferguson Enterprises Inc COMMON STOCK NEW                                                                                                              | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |           8 | NS      | $1357.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stantec Inc.                                                                           | Stantec Inc. COM                                                                                                                                       | CUSIP: 85472N109<br>LEI: 549300MZ7NGUZDCP2T16 | Long             | EC               | CORP              | CA        |          10 | NS      | $878.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vici Properties Inc                                                                    | Vici Properties Inc COM USD0.01                                                                                                                        | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               | CORP              | US        |        2547 | NS      | $81554.94     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                                                                   | Booking Holdings Inc COM USD0.008                                                                                                                      | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |           1 | NS      | $5099.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                               | G2 MA7136                                                                                                                                              | CUSIP: 36179V4V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       13420 | PA      | $11439.36     | 0.01%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                     | TMUS 2.875 02/15/31                                                                                                                                    | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       99000 | PA      | $89114.63     | 0.04%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| GE Aerospace                                                                           | GE Aerospace COM NEW                                                                                                                                   | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |          25 | NS      | $5038.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Foot Locker, Inc.                                                                      | FL 4 10/01/29 144A                                                                                                                                     | CUSIP: 344849AA2<br>LEI: 549300X383CBNP6MTV94 | Long             | DBT              | CORP              | US        |       47000 | PA      | $38090.15     | 0.02%             | 2029-10-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CVR Partners, LP and CVR Nitrogen Finance Corporation                                  | UAN 6.125 06/15/28 144A                                                                                                                                | CUSIP: 12663QAC9<br>LEI: 529900LE0OS06MYQRP11 | Long             | DBT              | CORP              | US        |       67000 | PA      | $64753.40     | 0.03%             | 2028-06-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| AppFolio Inc.                                                                          | AppFolio Inc. COM USD0.0001 CL A                                                                                                                       | CUSIP: 03783C100<br>LEI: 529900OOUUGT6JFC0S15 | Long             | EC               | CORP              | US        |           5 | NS      | $1032.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ Wholesale Club Holdings Inc                                                         | BJ Wholesale Club Holdings Inc COM USD0.01                                                                                                             | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |           9 | NS      | $1058.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tradeweb Markets Inc                                                                   | Tradeweb Markets Inc COM USD0.00001 CL A                                                                                                               | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |           9 | NS      | $1244.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Doximity Inc                                                                           | Doximity Inc CL A                                                                                                                                      | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          15 | NS      | $853.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG OVINTIV I                                                              | CFD_EQS BARCUS33 BJ01KB6                                                                                                                               | CUSIP: 69047Q102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        4603 | NC      | $154568.74    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ALTRIA GR                                                              | CFD_EQS BARCUS33 2692632                                                                                                                               | CUSIP: 02209S103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        6212 | NC      | $367439.80    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Clearwater Analytics Holdings Inc                                                      | Clearwater Analytics Holdings Inc CL A                                                                                                                 | CUSIP: 185123106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          30 | NS      | $682.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veralto Corp.                                                                          | Veralto Corp. COM SHS                                                                                                                                  | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |          12 | NS      | $1150.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TKO Group Holdings Inc.                                                                | TKO Group Holdings Inc. CL A                                                                                                                           | CUSIP: 87256C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |           8 | NS      | $1303.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Worldwide Holdings Inc                                                          | Hilton Worldwide Holdings Inc COM USD0.01                                                                                                              | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |           8 | NS      | $1803.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CGI Inc                                                                                | CGI Inc COM NPV SUB VTG SHS CL A                                                                                                                       | CUSIP: 12532H104<br>LEI: 549300WSRCZY73ZG3090 | Long             | EC               | CORP              | CA        |          11 | NS      | $1166.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Antero Midstream Corporation                                                           | Antero Midstream Corporation COM USD1.00                                                                                                               | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         366 | NS      | $6057.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| L3 Harris Technologies Inc                                                             | L3 Harris Technologies Inc COM USD1.00                                                                                                                 | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |         211 | NS      | $46424.22     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc                                                                     | Ingersoll Rand Inc COM                                                                                                                                 | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |          17 | NS      | $1282.31      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Uniti Group LP/Uniti Fiber Holdings Inc/Uniti Group Finance 2019 Inc/CSL Capital LLC   | UNIT 6.5 02/15/29 144A                                                                                                                                 | CUSIP: 91327BAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      108000 | PA      | $98801.64     | 0.05%             | 2029-02-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Howard Hughes Holdings Inc.                                                            | HHH 4.375 02/01/31 144A                                                                                                                                | CUSIP: 44267DAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       19000 | PA      | $16848.43     | 0.01%             | 2031-02-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Expand Energy Corp.                                                                    | Expand Energy Corp. COM                                                                                                                                | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |          11 | NS      | $1142.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BellRing Intermediate Holdings Inc.                                                    | BellRing Intermediate Holdings Inc. COMMON STOCK                                                                                                       | CUSIP: 07831C103<br>LEI: 549300S3BOK5CMTS8054 | Long             | EC               | CORP              | US        |          11 | NS      | $848.54       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Reddit Inc                                                                             | Reddit Inc CL A                                                                                                                                        | CUSIP: 75734B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |           9 | NS      | $1049.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Labcorp Holdings Inc                                                                   | Labcorp Holdings Inc COM SHS                                                                                                                           | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |           5 | NS      | $1205.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DexCom Inc                                                                             | DXCM 0.375 05/15/28                                                                                                                                    | CUSIP: 252131AM9<br>LEI: 549300YSK3QDSFR5EU59 | Long             | DBT              | CORP              | US        |      327000 | PA      | $295436.58    | 0.14%             | 2028-05-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| OSI System Inc.                                                                        | OSIS 2.25 08/01/29                                                                                                                                     | CUSIP: 671044AE5<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | DBT              | CORP              | US        |      524000 | PA      | $665481.93    | 0.32%             | 2029-08-01      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| The Cooper Companies, Inc.                                                             | The Cooper Companies, Inc. COM                                                                                                                         | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |          12 | NS      | $980.04       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| QIAGEN NV                                                                              | QIAGEN NV COM SHS                                                                                                                                      | CUSIP: N72482206<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |        1951 | NS      | $83405.25     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziff Davis Inc                                                                         | ZD 3.625 03/01/28                                                                                                                                      | CUSIP: 48123VAH5<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |      224000 | PA      | $206636.98    | 0.10%             | 2028-03-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Tetra Tech Inc                                                                         | TTEK 2.25 08/15/28                                                                                                                                     | CUSIP: 88162GAB9<br>LEI: 549300UJ1LP7JGJC5P32 | Long             | DBT              | CORP              | US        |      500000 | PA      | $530750.00    | 0.25%             | 2028-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| QXO Inc                                                                                | QXO Inc COM NEW                                                                                                                                        | CUSIP: 82846H405<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1964 | NS      | $10664.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Pacira Biosciences Inc                                                                 | PCRX 2.125 05/15/29                                                                                                                                    | CUSIP: 695127AG5<br>LEI: 549300P56LERYBDHCF69 | Long             | DBT              | CORP              | US        |      348000 | PA      | $352285.49    | 0.17%             | 2029-05-15      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Jazz Investments I LTD                                                                 | JAZZ 3.125 09/15/30                                                                                                                                    | CUSIP: 472145AG6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      664000 | PA      | $721081.46    | 0.35%             | 2030-09-15      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Pagaya US Holding Co. LLC                                                              | PGY 6.125 10/01/29                                                                                                                                     | CUSIP: 69549FAA7<br>LEI: 254900M9VGE3HM0OYH17 | Long             | DBT              | CORP              | US        |      318000 | PA      | $349990.80    | 0.17%             | 2029-10-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Albemarle Corp                                                                         | Albemarle Corp COM USD0.01                                                                                                                             | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Short            | EC               | CORP              | US        |       -4294 | NS      | $-251413.70   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| OSI System Inc.                                                                        | OSI System Inc. COM NPV                                                                                                                                | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Short            | EC               | CORP              | US        |       -2020 | NS      | $-413574.80   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Affiliated Managers Group, Inc.                                                        | Affiliated Managers Group, Inc. COM USD0.01                                                                                                            | CUSIP: 008252108<br>LEI: 2JE75BUE3T1BLCYYGK54 | Short            | EC               | CORP              | US        |       -2346 | NS      | $-388567.98   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| PROS Holdings Inc.                                                                     | PRO 2.25 09/15/27                                                                                                                                      | CUSIP: 74346YAG8<br>LEI: 549300LPE1KNL5RWKQ48 | Long             | DBT              | CORP              | US        |      506000 | PA      | $465823.60    | 0.22%             | 2027-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MKS Instruments Inc.                                                                   | MKSI 1.25 06/01/30                                                                                                                                     | CUSIP: 55306NAA2<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |      598000 | PA      | $514239.02    | 0.25%             | 2030-06-01      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| First Majestic Silver Corp.                                                            | AGCN 0.375 01/15/27                                                                                                                                    | CUSIP: 32076VAD5<br>LEI: 529900PWCU5DUH1DYR51 | Long             | DBT              | CORP              | CA        |      294000 | PA      | $273861.00    | 0.13%             | 2027-01-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Mirum Pharmaceuticals Inc.                                                             | MIRM 4 05/01/29                                                                                                                                        | CUSIP: 604749AB7<br>LEI: 254900YZKR40F7F27K81 | Long             | DBT              | CORP              | US        |      548000 | PA      | $867484.00    | 0.42%             | 2029-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Haemonetics Corp                                                                       | HAE 2.5 06/01/29                                                                                                                                       | CUSIP: 405024AC4<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | DBT              | CORP              | US        |      430000 | PA      | $408715.00    | 0.20%             | 2029-06-01      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Spectrum Brands, Inc.                                                                  | SPB 3.375 06/01/29                                                                                                                                     | CUSIP: 84762LAY1<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |      619000 | PA      | $573829.05    | 0.27%             | 2029-06-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Indie Semiconductor Inc.                                                               | Indie Semiconductor Inc. CLASS A COM                                                                                                                   | CUSIP: 45569U101<br>LEI: 254900L1MFXFYGB1PV53 | Short            | EC               | CORP              | US        |      -22385 | NS      | $-44546.15    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Air Transport Services Group Inc.                                                      | ATSG 3.875 08/15/29                                                                                                                                    | CUSIP: 00922RAD7<br>LEI: 5493000F3MSFGIXTQE27 | Long             | DBT              | CORP              | US        |      537000 | PA      | $533778.00    | 0.26%             | 2029-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Centerpoint Energy Inc                                                                 | CNP 4.25 08/15/26                                                                                                                                      | CUSIP: 15189TBD8<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |      449000 | PA      | $506472.00    | 0.24%             | 2026-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Liberty Broadband Corporation                                                          | LBRDA 3.125 03/31/53                                                                                                                                   | CUSIP: 530307AE7<br>LEI: 549300MIX43II8JLN536 | Long             | DBT              | CORP              | US        |      783000 | PA      | $791249.86    | 0.38%             | 2053-03-31      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Pennymac Corporation                                                                   | PMT 8.5 06/01/29                                                                                                                                       | CUSIP: 70932AAG8<br>LEI: EWN0I878407TKQNXZ933 | Long             | DBT              | CORP              | US        |      298000 | PA      | $294126.00    | 0.14%             | 2029-06-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Alarm.com Holdings Inc.                                                                | ALRM 2.25 06/01/29                                                                                                                                     | CUSIP: 011642AC9<br>LEI: 549300HIH92U1EKIHZ32 | Long             | DBT              | CORP              | US        |      581000 | PA      | $555436.00    | 0.27%             | 2029-06-01      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Ionis Pharmaceuticals, Inc.                                                            | IONS 1.75 06/15/28                                                                                                                                     | CUSIP: 462222AF7<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |      228000 | PA      | $222073.22    | 0.11%             | 2028-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Chemed Corporation                                                                     | Chemed Corporation CAP USD1                                                                                                                            | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |           1 | NS      | $581.51       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Deckers Outdoor Corp.                                                                  | Deckers Outdoor Corp. COM USD0.01                                                                                                                      | CUSIP: 243537107<br>LEI: 5493008LG4W3I6K8J118 | Long             | EC               | CORP              | US        |           9 | NS      | $997.47       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FS KKR Capital Corp                                                                    | FSK 2.625 01/15/27                                                                                                                                     | CUSIP: 302635AH0<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |      235000 | PA      | $222530.47    | 0.11%             | 2027-01-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc.                                                                    | ADI 2.1 10/01/31                                                                                                                                       | CUSIP: 032654AV7<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |       30000 | PA      | $25935.21     | 0.01%             | 2031-10-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG UNITED AI                                                              | CFD_EQS BARCUS33 B4QG225                                                                                                                               | CUSIP: 910047109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -5571 | NC      | $-383396.22   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HASBRO IN                                                              | CFD_EQS BARCUS33 2414580                                                                                                                               | CUSIP: 418056107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         279 | NC      | $17270.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Targa Resources Corp.                                                                  | TRGP 5.2 07/01/27                                                                                                                                      | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      160000 | PA      | $162095.60    | 0.08%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Apollo Commercial Real Estate Finance, Inc.                                            | ARI 4.625 06/15/29 144A                                                                                                                                | CUSIP: 03762UAD7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | DBT              | CORP              | US        |       40000 | PA      | $36943.42     | 0.02%             | 2029-06-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| CFD_EQS FIN LEG XYLEM INC                                                              | CFD_EQS GSILGB2X B3P2CN8                                                                                                                               | CUSIP: 98419M100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3376 | NC      | $-407044.32   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MASTEC IN                                                              | CFD_EQS BARCUS33 2155306                                                                                                                               | CUSIP: 576323109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3553 | NC      | $452367.96    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ASSURANT                                                               | CFD_EQS BARCUS33 2331430                                                                                                                               | CUSIP: 04621X108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         102 | NC      | $19659.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NETAPP IN                                                              | CFD_EQS BARCUS33 2630643                                                                                                                               | CUSIP: 64110D104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2846 | NC      | $255428.50    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Pacira Biosciences Inc                                                                 | Pacira Biosciences Inc COM USD0.001                                                                                                                    | CUSIP: 695127100<br>LEI: 549300P56LERYBDHCF69 | Short            | EC               | CORP              | US        |       -5552 | NS      | $-149348.80   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Mara Holdings Inc                                                                      | Mara Holdings Inc COM                                                                                                                                  | CUSIP: 565788106<br>LEI: 549300M8ISKPTX2W7F94 | Short            | EC               | CORP              | US        |       -8910 | NS      | $-119126.70   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Pagaya Technologies Ltd.                                                               | Pagaya Technologies Ltd. CL A NEW                                                                                                                      | CUSIP: M7S64L123<br>LEI: N/A                  | Short            | EC               | CORP              | IL        |      -15958 | NS      | $-174899.68   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust                                                                | Pebblebrook Hotel Trust COM USD0.01 SBI                                                                                                                | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Short            | EC               | CORP              | US        |       -1919 | NS      | $-17366.95    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corporation                                                            | Ares Management Corporation COM USD0.01 CLASS A                                                                                                        | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Short            | EC               | CORP              | US        |       -2835 | NS      | $-432422.55   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Agnc Investment Corp                                                                   | Agnc Investment Corp DEPOSITARY SHARES EACH REPRESENTING 1/1,000TH OF A SHARE OF 6.125% SERIES F FIXED-TO-FLOATING RATE CUMULATIVE REDEEMABLE PREFERRE | CUSIP: 00123Q872<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EP               | CORP              | US        |       23314 | PA      | $576088.94    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management Inc                                                           | Apollo Global Management Inc COM                                                                                                                       | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Short            | EC               | CORP              | US        |       -5017 | NS      | $-684720.16   | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries Inc                                                                   | Chart Industries Inc DEPOSITARY SHARES EACH REPRESENTING A 1/20TH INTEREST IN A SHARE OF 6.75% SERIES B MANDATORY CONVERTIBLE PREFERRED STOCK          | CUSIP: 16115Q407<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EP               | CORP              | US        |        8900 | PA      | $470988.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| BrightSpring Health Services Inc.                                                      | BTSG 6.75 02/01/27                                                                                                                                     | CUSIP: 10950A205<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        8198 | PA      | $514014.60    | 0.25%             | 2027-02-01      | Fixed         | 6.75%                 | No            |                  1 | On Loan: No      |
| Ares Management Corporation                                                            | Ares Management Corporation 6.75% SERIES B MANDATORY CONVERTIBLE PREFERRED STOCK                                                                       | CUSIP: 03990B309<br>LEI: 529900JUV61FH7B8VW38 | Long             | EP               | CORP              | US        |       11744 | PA      | $579801.28    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp.                                                                | Progress Software Corp. COM USD0.01                                                                                                                    | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Short            | EC               | CORP              | US        |       -6370 | NS      | $-381945.20   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| MicroStrategy Incorporated                                                             | MicroStrategy Incorporated COM USD0.001 CLASS A                                                                                                        | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Short            | EC               | CORP              | US        |        -385 | NS      | $-146342.35   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Tetra Tech Inc                                                                         | Tetra Tech Inc COM USD0.01                                                                                                                             | CUSIP: 88162G103<br>LEI: 549300UJ1LP7JGJC5P32 | Short            | EC               | CORP              | US        |       -6345 | NS      | $-197900.55   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp.                                                                  | Western Digital Corp. COM USD0.01                                                                                                                      | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Short            | EC               | CORP              | US        |       -7457 | NS      | $-327064.02   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                         | Hewlett Packard Enterprise Co. 7.625% SERIES C MANDATORY CONVERTIBLE PREFERRED STOCK                                                                   | CUSIP: 42824C208<br>LEI: 549300BX44RGX6ANDV88 | Long             | EP               | CORP              | US        |       10710 | PA      | $537642.00    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Rithm Capital Corp.                                                                    | Rithm Capital Corp. 6.375% SERIES C FIXED-TO-FLOATING RATE CUMULATIVE REDEEMABLE PREFERRED STOCK                                                       | CUSIP: 64828T508<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EP               | CORP              | US        |       28302 | PA      | $707266.98    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Enovis Corporation                                                                     | Enovis Corporation COM                                                                                                                                 | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Short            | EC               | CORP              | US        |       -6196 | NS      | $-214319.64   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Ligand Pharmaceuticals Incorporated                                                    | Ligand Pharmaceuticals Incorporated SHS                                                                                                                | CUSIP: 532CNT011<br>LEI: 5493008K7TB0IKP37H79 | Short            | EC               | CORP              | US        |         -52 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| BrightSpring Health Services Inc.                                                      | BrightSpring Health Services Inc. COM                                                                                                                  | CUSIP: 10950A106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -25731 | NS      | $-451064.43   | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals PLC                                                               | Jazz Pharmaceuticals PLC COM USD0.0001                                                                                                                 | CUSIP: G50871105<br>LEI: 635400GAUMJCLEZRRV50 | Short            | EC               | CORP              | IE        |       -2572 | NS      | $-300821.12   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Centrus Energy Corp.                                                                   | Centrus Energy Corp. CL A                                                                                                                              | CUSIP: 15643U104<br>LEI: 549300G6VDK9G8276661 | Short            | EC               | CORP              | US        |       -3064 | NS      | $-212304.56   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Bridgebio Pharma Inc                                                                   | Bridgebio Pharma Inc COM USD0.001                                                                                                                      | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Short            | EC               | CORP              | US        |       -2782 | NS      | $-106717.52   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| LIGAND PHARM CVR $15.00                                                                | LIGAND PHARM CVR $15.00                                                                                                                                | CUSIP: 532CNT029<br>LEI: N/A                  | Short            | EC               | CORP              | US        |         -52 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Lemaitre Vascular Inc.                                                                 | Lemaitre Vascular Inc. COM STK USD0.01                                                                                                                 | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Short            | EC               | CORP              | US        |       -2170 | NS      | $-196905.80   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| PROS Holdings Inc.                                                                     | PROS Holdings Inc. COM STK USD0.001                                                                                                                    | CUSIP: 74346Y103<br>LEI: 549300LPE1KNL5RWKQ48 | Short            | EC               | CORP              | US        |       -3036 | NS      | $-51854.88    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Marriott Vacations Worldwide Corp                                                      | Marriott Vacations Worldwide Corp COM USD0.01                                                                                                          | CUSIP: 57164Y107<br>LEI: 549300WA6BT5H4F7IO94 | Short            | EC               | CORP              | US        |        -458 | NS      | $-25102.98    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management Inc                                                           | Apollo Global Management Inc 6.75% SERIES A MANDATORY CONVERTIBLE PREFERRED STOCK                                                                      | CUSIP: 03769M304<br>LEI: 254900LMFT1CY9IYB476 | Long             | EP               | CORP              | US        |       11036 | PA      | $795916.32    | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Parsons Corporation                                                                    | Parsons Corporation COM USD1.00                                                                                                                        | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Short            | EC               | CORP              | US        |       -3235 | NS      | $-216292.10   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| MFA Financial Inc.                                                                     | MFA Financial Inc. 6.50% SERIES C FIXED-TO-FLOATING RATE CUMULATIVE REDEEMABLE PREFERRED STOCK                                                         | CUSIP: 55272X508<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EP               | CORP              | US        |       31438 | PA      | $778404.88    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| MicroStrategy Incorporated                                                             | MSTR 0 12/01/29                                                                                                                                        | CUSIP: 594972AR2<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |      413000 | PA      | $375582.20    | 0.18%             | 2029-12-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Equinox Gold Corp                                                                      | Equinox Gold Corp COM NPV(POST REV SPLIT)                                                                                                              | CUSIP: 29446Y502<br>LEI: 5493005IN4V1SNP9PN75 | Short            | EC               | CORP              | CA        |      -86163 | NS      | $-577292.10   | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| Lyondellbasell Advanced Polymers Inc                                                   | Lyondellbasell Advanced Polymers Inc CUM SPECIAL STK CONV 6%                                                                                           | CUSIP: 67054E202<br>LEI: 5493004OGK9A7CGV3B42 | Long             | EP               | CORP              | US        |         669 | PA      | $581361.00    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Redwood Trust Inc                                                                      | Redwood Trust Inc 10.00% SERIES A FIXED-RATE RESET CUMULATIVE REDEEMABLE PREFERRED STOCK                                                               | CUSIP: 758075808<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EP               | CORP              | US        |        7133 | PA      | $173046.58    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                                                                         | Albemarle Corp DEPOSITARY SHARES EACH REPRESENTING A 1/20TH INTEREST IN A SHARE OF 7.25% SERIES A MANDATORY CONVERTIBLE PREFERRED STOCK                | CUSIP: 012653200<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EP               | CORP              | US        |       11513 | PA      | $352643.19    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortuna Mining Corp.                                                                   | Fortuna Mining Corp. COM NEW                                                                                                                           | CUSIP: 349942102<br>LEI: 5493003Q88RVK7CW4735 | Short            | EC               | CORP              | CA        |      -48660 | NS      | $-304125.00   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Nova Scotia                                                                    | BNS 1.35 06/24/26                                                                                                                                      | CUSIP: 0641594A1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       44000 | PA      | $42555.54     | 0.02%             | 2026-06-24      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Cogent Communications Group LLC                                                        | CCOI 7 06/15/27 144A                                                                                                                                   | CUSIP: 19240CAE3<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |       37000 | PA      | $37181.08     | 0.02%             | 2027-06-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Texas Roadhouse Inc                                                                    | Texas Roadhouse Inc COM USD0.001                                                                                                                       | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |           5 | NS      | $829.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Telus Corp.                                                                            | Telus Corp. COM NPV                                                                                                                                    | CUSIP: 87971M103<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | EC               | CORP              | CA        |          77 | NS      | $1184.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG CARDINAL                                                               | CFD_EQS BARCUS33 2175672                                                                                                                               | CUSIP: 14149Y108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3123 | NC      | $-441248.67   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ROYAL CAR                                                              | CFD_EQS BARCUS33 2754907                                                                                                                               | CUSIP: V7780T103<br>LEI: N/A                  | N/A              | DE               | CORP              | LR        |        1996 | NC      | $428960.36    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Company                                                       | WEC 1.7 06/15/28                                                                                                                                       | CUSIP: 976656CM8<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9278.12      | 0.00%             | 2028-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| AHP Health Partners Inc.                                                               | ARDT 5.75 07/15/29 144A                                                                                                                                | CUSIP: 00150LAB7<br>LEI: 549300QMM8MQ6SM5KX05 | Long             | DBT              | CORP              | US        |       13000 | PA      | $11973.05     | 0.01%             | 2029-07-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| CFD_EQS FIN LEG US FOODS                                                               | CFD_EQS BARCUS33 BYVFC94                                                                                                                               | CUSIP: 912008109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4310 | NC      | $-282994.60   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG REALTY IN                                                              | CFD_EQS BARCUS33 2724193                                                                                                                               | CUSIP: 756109104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2127 | NC      | $-123068.22   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                    | Kinder Morgan, Inc. COM USD0.01                                                                                                                        | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |         189 | NS      | $4970.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp.                                                                  | Regency Centers Corp. COM USD0.01                                                                                                                      | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |        1149 | NS      | $82934.82     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG BROWN & B                                                              | CFD_EQS BARCUS33 2692687                                                                                                                               | CUSIP: 115236101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -259 | NC      | $-28645.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DOLLAR GE                                                              | CFD_EQS BARCUS33 B5B1S13                                                                                                                               | CUSIP: 256677105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4616 | NC      | $-432473.04   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG VERISK AN                                                              | CFD_EQS BARCUS33 B4P9W92                                                                                                                               | CUSIP: 92345Y106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         416 | NC      | $123314.88    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GODADDY I                                                              | CFD_EQS CHASUS33 BWFRFC6                                                                                                                               | CUSIP: 380237107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -374 | NC      | $-70435.42    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TRANSOCEA                                                              | CFD_EQS GSILGB2X B3KFWW1                                                                                                                               | CUSIP: H8817H100<br>LEI: N/A                  | N/A              | DE               | CORP              | CH        |       -9574 | NC      | $-20392.62    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MANULIFE                                                               | CFD_EQS BARCUS33 2492520                                                                                                                               | CUSIP: 56501R106<br>LEI: N/A                  | N/A              | DE               | CORP              | CA        |       10923 | NC      | $334462.26    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG QORVO INC                                                              | CFD_EQS BARCUS33 BR9YYP4                                                                                                                               | CUSIP: 74736K101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4630 | NC      | $-331832.10   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HUNTINGTO                                                              | CFD_EQS BARCUS33 B40SSC9                                                                                                                               | CUSIP: 446413106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1910 | NC      | $-439949.40   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SYSCO COR                                                              | CFD_EQS BARCUS33 2868165                                                                                                                               | CUSIP: 871829107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         576 | NC      | $41126.40     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Corcept Therapeutics Inc.                                                              | Corcept Therapeutics Inc. COM STK USD0.00001                                                                                                           | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |          16 | NS      | $1150.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RBC Bearings Inc                                                                       | RBC Bearings Inc COM STK USD0.01                                                                                                                       | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |           3 | NS      | $985.71       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                         | MS V2.239 07/21/32 GMTN                                                                                                                                | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       53000 | PA      | $45191.78     | 0.02%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Cnx Midstream Partners Lp                                                              | CNXMPF 4.75 04/15/30 144A                                                                                                                              | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        5000 | PA      | $4602.36      | 0.00%             | 2030-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Exact Sciences Corporation                                                             | EXAS 0.375 03/15/27                                                                                                                                    | CUSIP: 30063PAB1<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |      611000 | PA      | $568841.00    | 0.27%             | 2027-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Zillow Group Inc                                                                       | Z 2.75 05/15/25                                                                                                                                        | CUSIP: 98954MAH4<br>LEI: 2549002XEELQDIR6FU05 | Long             | DBT              | CORP              | US        |      305000 | PA      | $306760.67    | 0.15%             | 2025-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Veradigm Inc                                                                           | MDRX 0.875 01/01/27                                                                                                                                    | CUSIP: 01988PAF5<br>LEI: Y68YJHVB1GU4TAU3C223 | Long             | DBT              | CORP              | US        |      299000 | PA      | $322351.90    | 0.15%             | 2027-01-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Pebblebrook Hotel Trust                                                                | PEB 1.75 12/15/26                                                                                                                                      | CUSIP: 70509VAA8<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | DBT              | CORP              | US        |      926000 | PA      | $860068.80    | 0.41%             | 2026-12-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure LP                                                                 | XIFR 0 11/15/25                                                                                                                                        | CUSIP: 65341BAD8<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |      664000 | PA      | $637440.00    | 0.31%             | 2025-11-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BILL Holdings Inc                                                                      | BILL 0 04/01/30                                                                                                                                        | CUSIP: 090043AE0<br>LEI: 549300IBF9VZZIGOZW63 | Long             | DBT              | CORP              | US        |      369000 | PA      | $312912.00    | 0.15%             | 2030-04-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Omnicell Inc                                                                           | OMCL 1 12/01/29                                                                                                                                        | CUSIP: 68213NAE9<br>LEI: 5493008RH0GTKHHPZI77 | Long             | DBT              | CORP              | US        |      648000 | PA      | $579053.99    | 0.28%             | 2029-12-01      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Southwest Airlines Co.                                                                 | LUV 1.25 05/01/25                                                                                                                                      | CUSIP: 844741BG2<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |      738000 | PA      | $736893.00    | 0.35%             | 2025-05-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| EZCORP Inc.                                                                            | EZPW 2.375 05/01/25                                                                                                                                    | CUSIP: 302301AE6<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |      208000 | PA      | $214656.00    | 0.10%             | 2025-05-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PG&E Corporation                                                                       | PCG 4.25 12/01/27                                                                                                                                      | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      760000 | PA      | $789564.00    | 0.38%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ORACLE CO                                                              | CFD_EQS BARCUS33 2661568                                                                                                                               | CUSIP: 68389X105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1838 | NC      | $-258643.36   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SOUTHWEST                                                              | CFD_EQS BARCUS33 2831543                                                                                                                               | CUSIP: 844741108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -11351 | NC      | $-317373.96   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| C.H. Robinson Worldwide Inc                                                            | C.H. Robinson Worldwide Inc COM USD0.10                                                                                                                | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |          11 | NS      | $981.42       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                                                               | AT&T Inc COM USD1                                                                                                                                      | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |        3237 | NS      | $89664.90     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Upstart Holdings Inc                                                                   | UPST 0.25 08/15/26                                                                                                                                     | CUSIP: 91680MAB3<br>LEI: 549300WNB47JRNENIC75 | Long             | DBT              | CORP              | US        |      386000 | PA      | $355506.00    | 0.17%             | 2026-08-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                                        | LYV 3.125 01/15/29                                                                                                                                     | CUSIP: 538034BA6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      722000 | PA      | $1015493.00   | 0.49%             | 2029-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| DraftKings Inc.                                                                        | DKNG 0 03/15/28                                                                                                                                        | CUSIP: 26142RAB0<br>LEI: 2549006G33IUL6IVOD83 | Long             | DBT              | CORP              | US        |      469000 | PA      | $411472.60    | 0.20%             | 2028-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Affirm Holdings Inc                                                                    | AFRM 0 11/15/26                                                                                                                                        | CUSIP: 00827BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      325000 | PA      | $300231.08    | 0.14%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EZCORP Inc.                                                                            | EZPW 3.75 12/15/29                                                                                                                                     | CUSIP: 302301AG1<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |      248000 | PA      | $403744.00    | 0.19%             | 2029-12-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| The Greenbrier Companies, Inc.                                                         | GBX 2.875 04/15/28                                                                                                                                     | CUSIP: 393657AM3<br>LEI: 5493001GAGGFR30BP390 | Long             | DBT              | CORP              | US        |      690000 | PA      | $710286.00    | 0.34%             | 2028-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                   | NCLH 2.5 02/15/27                                                                                                                                      | CUSIP: 62886HBK6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      671000 | PA      | $647515.00    | 0.31%             | 2027-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ascendis Pharma A/S                                                                    | ASND 2.25 04/01/28                                                                                                                                     | CUSIP: 04351PAD3<br>LEI: 549300B66JN3W3J8GH73 | Long             | DBT              | CORP              | DK        |      484000 | PA      | $601567.99    | 0.29%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ziff Davis Inc                                                                         | ZD 1.75 11/01/26                                                                                                                                       | CUSIP: 48123VAE2<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |      417000 | PA      | $390413.61    | 0.19%             | 2026-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                       | DUK 4.125 04/15/26                                                                                                                                     | CUSIP: 26441CBY0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      573000 | PA      | $624570.00    | 0.30%             | 2026-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Conmed Corporation                                                                     | CNMD 2.25 06/15/27                                                                                                                                     | CUSIP: 207410AH4<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | DBT              | CORP              | US        |      905000 | PA      | $835767.50    | 0.40%             | 2027-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Century Aluminum Company                                                               | CENX 2.75 05/01/28                                                                                                                                     | CUSIP: 156431AQ1<br>LEI: 549300U5ODNGEYWKSW73 | Long             | DBT              | CORP              | US        |      393000 | PA      | $443697.00    | 0.21%             | 2028-05-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                   | CCL 5.75 12/01/27                                                                                                                                      | CUSIP: 143658BV3<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |      173000 | PA      | $276627.00    | 0.13%             | 2027-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Marriott Vacations Worldwide Corp                                                      | VAC 3.25 12/15/27                                                                                                                                      | CUSIP: 57164YAF4<br>LEI: 549300WA6BT5H4F7IO94 | Long             | DBT              | CORP              | US        |      857000 | PA      | $782441.00    | 0.37%             | 2027-12-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Bentley Systems Incorporated                                                           | BSY 0.375 07/01/27                                                                                                                                     | CUSIP: 08265TAD1<br>LEI: 549300WVEHPGE0Z56F71 | Long             | DBT              | CORP              | US        |      433000 | PA      | $395284.63    | 0.19%             | 2027-07-01      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Collegium Pharmaceutical Inc.                                                          | COLL 2.875 02/15/29                                                                                                                                    | CUSIP: 19459JAC8<br>LEI: 54930049FXZMTLW8D496 | Long             | DBT              | CORP              | US        |      594000 | PA      | $603207.00    | 0.29%             | 2029-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp.                                                                 | ON 0.5 03/01/29                                                                                                                                        | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |      743000 | PA      | $641209.00    | 0.31%             | 2029-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Liberty Media Corp Del                                                                 | SIRI 3.75 03/15/28                                                                                                                                     | CUSIP: 531229AP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      863000 | PA      | $884143.50    | 0.42%             | 2028-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HAT Holdings I LLC and HAT Holdings II LLC                                             | HASI 0 05/01/25                                                                                                                                        | CUSIP: 418751AG8<br>LEI: 254900YE1WH1XG7Y4E44 | Long             | DBT              | CORP              | US        |      989000 | PA      | $1087900.00   | 0.52%             | 2025-05-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Verint Systems Inc                                                                     | VRNT 0.25 04/15/26                                                                                                                                     | CUSIP: 92343XAC4<br>LEI: 549300KEQJS5FRVUCO94 | Long             | DBT              | CORP              | US        |      477000 | PA      | $451477.85    | 0.22%             | 2026-04-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Jamf Holding Corp                                                                      | JAMF 0.125 09/01/26                                                                                                                                    | CUSIP: 47074LAB1<br>LEI: 254900IHLXZU4Z5ANA12 | Long             | DBT              | CORP              | US        |      432000 | PA      | $402840.00    | 0.19%             | 2026-09-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Snap Inc                                                                               | SNAP 0.125 03/01/28                                                                                                                                    | CUSIP: 83304AAH9<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |      833000 | PA      | $705967.50    | 0.34%             | 2028-03-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Lumentum Holdings Inc.                                                                 | LITE 0.5 06/15/28                                                                                                                                      | CUSIP: 55024UAF6<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |      252000 | PA      | $232141.84    | 0.11%             | 2028-06-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Group                                                                  | RCL 6 08/15/25                                                                                                                                         | CUSIP: 780153BQ4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      122000 | PA      | $526430.00    | 0.25%             | 2025-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Arbor Realty Trust, Inc.                                                               | ABR 7.5 08/01/25                                                                                                                                       | CUSIP: 038923BA5<br>LEI: 549300ASFUWYQO0RW077 | Long             | DBT              | CORP              | US        |      778000 | PA      | $771776.00    | 0.37%             | 2025-08-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Blackstone Mortgage Trust, Inc                                                         | BXMT 5.5 03/15/27                                                                                                                                      | CUSIP: 09257WAE0<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |      833000 | PA      | $807177.00    | 0.39%             | 2027-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WisdomTree, Inc.                                                                       | WT 5.75 08/15/28                                                                                                                                       | CUSIP: 97717PAF1<br>LEI: 549300WIU8IS7UFO7871 | Long             | DBT              | CORP              | US        |      856000 | PA      | $959576.00    | 0.46%             | 2028-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG VALERO EN                                                              | CFD_EQS BARCUS33 2041364                                                                                                                               | CUSIP: 91913Y100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         770 | NC      | $89389.30     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EOG RESOU                                                              | CFD_EQS BARCUS33 2318024                                                                                                                               | CUSIP: 26875P101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         604 | NC      | $66639.32     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Chipotle Mexican Grill Inc                                                             | Chipotle Mexican Grill Inc COM USD0.01                                                                                                                 | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          39 | NS      | $1970.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc.                                                               | O'Reilly Automotive Inc. USD0.01                                                                                                                       | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |           2 | NS      | $2830.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG TENET HEA                                                              | CFD_EQS BARCUS33 B8DMK08                                                                                                                               | CUSIP: 88033G407<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2580 | NC      | $-368811.00   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BUNGE LTD                                                              | CFD_EQS BARCUS33 2788713                                                                                                                               | CUSIP: H11356104<br>LEI: N/A                  | N/A              | DE               | CORP              | CH        |         141 | NC      | $11099.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                   | JPM V4.851 07/25/28                                                                                                                                    | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      160000 | PA      | $161724.81    | 0.08%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PRUDENTIA                                                              | CFD_EQS BARCUS33 2819118                                                                                                                               | CUSIP: 744320102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         949 | NC      | $97471.79     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ENBRIDGE                                                               | CFD_EQS BARCUS33 2478906                                                                                                                               | CUSIP: 29250N105<br>LEI: N/A                  | N/A              | DE               | CORP              | CA        |       -2598 | NC      | $-121300.62   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WALMART I                                                              | CFD_EQS BARCUS33 2936921                                                                                                                               | CUSIP: 931142103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1852 | NC      | $180107.00    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WHIRLPOOL                                                              | CFD_EQS BARCUS33 2960384                                                                                                                               | CUSIP: 963320106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4539 | NC      | $-346234.92   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| CubeSmart (Maryland)                                                                   | CubeSmart (Maryland) COM USD0.01                                                                                                                       | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         621 | NS      | $25256.07     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                                                                        | T-Mobile US Inc COM USD0.00001                                                                                                                         | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |          29 | NS      | $7161.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirent Communications PLC                                                             | Spirent Communications PLC ORD GBP0.03333                                                                                                              | CUSIP: G83562101<br>LEI: 213800HKCUNWP1916L38 | Long             | EC               | CORP              | GB        |      374386 | NS      | $921051.06    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                          | STACR 2021-DNA2 B1                                                                                                                                     | CUSIP: 35564KDX4<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |      700000 | PA      | $768482.47    | 0.37%             | 2033-08-25      | Floating      | 7.74%                 | Yes           |                  2 | On Loan: No      |
| Accolade Inc                                                                           | ACCD 0.5 04/01/26                                                                                                                                      | CUSIP: 00437EAB8<br>LEI: 549300PHKG8J7A22NF08 | Long             | DBT              | CORP              | US        |      200000 | PA      | $199000.00    | 0.10%             | 2026-04-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG UNITED PA                                                              | CFD_EQS BARCUS33 2517382                                                                                                                               | CUSIP: 911312106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3658 | NC      | $348607.40    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG INTL BUSI                                                              | CFD_EQS BARCUS33 2005973                                                                                                                               | CUSIP: 459200101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -528 | NC      | $-127680.96   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DEVON ENE                                                              | CFD_EQS BARCUS33 2480677                                                                                                                               | CUSIP: 25179M103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -13837 | NC      | $-420783.17   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MARRIOTT                                                               | CFD_EQS BARCUS33 2210614                                                                                                                               | CUSIP: 571903202<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -709 | NC      | $-169153.22   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CONTRA ALBIREO PHARMA                                                                  | CONTRA ALBIREO PHARMA                                                                                                                                  | CUSIP: 013CVR022<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       21904 | NS      | $57863.80     | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| United States Steel Corporation                                                        | United States Steel Corporation COM USD1                                                                                                               | CUSIP: 912909108<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | EC               | CORP              | US        |        8703 | NS      | $380408.13    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture Global LNG Inc.                                                                | VENLNG 8.375 06/01/31 144A                                                                                                                             | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       69000 | PA      | $66537.80     | 0.03%             | 2031-06-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Frontier Communications Holdings Llc                                                   | FYBR 8.75 05/15/30 144A                                                                                                                                | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1318000 | PA      | $1379728.53   | 0.66%             | 2030-05-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Fubotv Inc.                                                                            | FUBO 3.25 02/15/26                                                                                                                                     | CUSIP: 35953DAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      363000 | PA      | $351892.20    | 0.17%             | 2026-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AMG Capital Tr Ii                                                                      | AMG Capital Tr Ii 5.15% CONV PRF 15/10/2037                                                                                                            | CUSIP: 00170F209<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       14751 | PA      | $767052.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| AssuredPartners Inc                                                                    | ASSPAR 5.625 01/15/29 144A                                                                                                                             | CUSIP: 04624VAB5<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |      259000 | PA      | $258105.31    | 0.12%             | 2029-01-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ALLSTATE                                                               | CFD_EQS BARCUS33 2019952                                                                                                                               | CUSIP: 020002101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         559 | NC      | $110900.01    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG KINDER MO                                                              | CFD_EQS BARCUS33 B3NQ4P8                                                                                                                               | CUSIP: 49456B101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -987 | NC      | $-25958.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance PLC / Ardagh Metal Packaging Finance USA LLC            | AMPBEV 4 09/01/29 144A                                                                                                                                 | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |      136000 | PA      | $118375.51    | 0.06%             | 2029-09-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| PPG Industries, Inc.                                                                   | PPG 1.2 03/15/26                                                                                                                                       | CUSIP: 693506BU0<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |      165000 | PA      | $160329.92    | 0.08%             | 2026-03-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Tegna Inc                                                                              | TGNA 4.625 03/15/28                                                                                                                                    | CUSIP: 87901JAJ4<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |      105000 | PA      | $100324.74    | 0.05%             | 2028-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                               | T 1.7 03/25/26                                                                                                                                         | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      373000 | PA      | $363795.36    | 0.17%             | 2026-03-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                                                  | LOW 2.625 04/01/31                                                                                                                                     | CUSIP: 548661EA1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       10000 | PA      | $8924.82      | 0.00%             | 2031-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                  | BAC V2.687 04/22/32                                                                                                                                    | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       50000 | PA      | $44223.63     | 0.02%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC/ CCO Holdings Capital Corp.                                          | CHTR 4.5 06/01/33 144A                                                                                                                                 | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       81000 | PA      | $70475.45     | 0.03%             | 2033-06-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CCO Holdings, LLC/ CCO Holdings Capital Corp.                                          | CHTR 4.5 05/01/32                                                                                                                                      | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $44423.93     | 0.02%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                                         | SCHW 2.3 05/13/31                                                                                                                                      | CUSIP: 808513BS3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |        4000 | PA      | $3522.13      | 0.00%             | 2031-05-13      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                                                    | CAS 2021-R02 2M1                                                                                                                                       | CUSIP: 20754KAA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |       34148 | PA      | $34126.65     | 0.02%             | 2041-11-25      | Floating      | 5.24%                 | Yes           |                  2 | On Loan: No      |
| Cintas Corporation No. 2                                                               | CTAS 4 05/01/32                                                                                                                                        | CUSIP: 17252MAQ3<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |       60000 | PA      | $57412.27     | 0.03%             | 2032-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corporation                                                            | LMT 4.75 02/15/34                                                                                                                                      | CUSIP: 539830CA5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      130000 | PA      | $128336.43    | 0.06%             | 2034-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Renaissancere Holdings Ltd.                                                            | RNR 5.75 06/05/33                                                                                                                                      | CUSIP: 75968NAE1<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |       81000 | PA      | $82667.19     | 0.04%             | 2033-06-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Calumet Specialty Products Partners LP / Calumet Finance Corp                          | CLMT 9.75 07/15/28 144A                                                                                                                                | CUSIP: 131477AW1<br>LEI: 529900QWK0FGLES9BA18 | Long             | DBT              | CORP              | US        |       32000 | PA      | $28533.44     | 0.01%             | 2028-07-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| PBF Holding Company LLC and PBF Finance Corp.                                          | PBFENE 7.875 09/15/30 144A                                                                                                                             | CUSIP: 69318FAL2<br>LEI: 549300TILVIIV9FLL461 | Long             | DBT              | CORP              | US        |       26000 | PA      | $21389.35     | 0.01%             | 2030-09-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Corp                                                                       | DUK 5.75 09/15/33                                                                                                                                      | CUSIP: 26441CBZ7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |       26000 | PA      | $27076.54     | 0.01%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Carvana Co                                                                             | CVNA 9 06/01/31 144A                                                                                                                                   | CUSIP: 146869AM4<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |       35310 | PA      | $39743.33     | 0.02%             | 2031-06-01      | Fixed         | 14.00%                | Yes           |                  2 | On Loan: No      |
| Carvana Co                                                                             | CVNA 9 06/01/30 144A                                                                                                                                   | CUSIP: 146869AN2<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |       59640 | PA      | $63149.48     | 0.03%             | 2030-06-01      | Fixed         | 13.00%                | Yes           |                  2 | On Loan: No      |
| Freedom Mortgage Corporation                                                           | FREMOR 12 10/01/28 144A                                                                                                                                | CUSIP: 35640YAK3<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10720.89     | 0.01%             | 2028-10-01      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| Genesis Energy LP & Genesis Energy Finance Corp.                                       | GEL 8.25 01/15/29                                                                                                                                      | CUSIP: 37185LAP7<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |       22000 | PA      | $22358.81     | 0.01%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Corporation of Michigan                                              | CACC 9.25 12/15/28                                                                                                                                     | CUSIP: 225310AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       61000 | PA      | $64465.35     | 0.03%             | 2028-12-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| CVR Energy Inc.                                                                        | CVI 8.5 01/15/29 144A                                                                                                                                  | CUSIP: 12662PAF5<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |       31000 | PA      | $28485.76     | 0.01%             | 2029-01-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| PacifiCorp.                                                                            | BRKHEC 5.3 02/15/31                                                                                                                                    | CUSIP: 695114DC9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10270.46     | 0.00%             | 2031-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Realty Income Corporation                                                              | O 4.75 02/15/29                                                                                                                                        | CUSIP: 756109CF9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |       90000 | PA      | $90887.85     | 0.04%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Autozone, Inc.                                                                         | AZO 5.4 07/15/34                                                                                                                                       | CUSIP: 053332BK7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20209.82     | 0.01%             | 2034-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                              | AER 4.95 09/10/34                                                                                                                                      | CUSIP: 00774MBM6<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |      300000 | PA      | $287506.26    | 0.14%             | 2034-09-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                                  | UBER 4.8 09/15/34                                                                                                                                      | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48440.09     | 0.02%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Genting New York LLC / Genny Cap Inc.                                                  | RWNYNY 7.25 10/01/29 144A                                                                                                                              | CUSIP: 37255JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       64000 | PA      | $63957.18     | 0.03%             | 2029-10-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Lumen Technologies Inc                                                                 | LUMN 10 10/15/32 144A                                                                                                                                  | CUSIP: 550241AK9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |       32000 | PA      | $31920.00     | 0.02%             | 2032-10-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Keysight Technologies, Inc.                                                            | KEYS 4.95 10/15/34                                                                                                                                     | CUSIP: 49338LAG8<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24304.50     | 0.01%             | 2034-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Accenture Capital Inc.                                                                 | ACN 4.5 10/04/34                                                                                                                                       | CUSIP: 00440KAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       10000 | PA      | $9638.32      | 0.00%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Northern Oil And Gas, Inc.                                                             | NOG 8.125 03/01/28 144A                                                                                                                                | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |       39000 | PA      | $38502.68     | 0.02%             | 2028-03-01      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| The Interpublic Group of Companies, Inc.                                               | IPG 2.4 03/01/31                                                                                                                                       | CUSIP: 460690BT6<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |        5000 | PA      | $4379.03      | 0.00%             | 2031-03-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fortinet Inc                                                                           | FTNT 2.2 03/15/31                                                                                                                                      | CUSIP: 34959EAB5<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |       10000 | PA      | $8723.59      | 0.00%             | 2031-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Northern Institutional Funds                                                           | Northern Institutional Funds TREAS PRT PRMR                                                                                                            | CUSIP: 665279873<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |    13963605 | NS      | $13963604.95  | 6.68%             |  |  |  | No            |                  1 | On Loan: No      |
| United Wholesale Mortgage LLC                                                          | UWMLLC 5.5 04/15/29 144A                                                                                                                               | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |       59000 | PA      | $57129.64     | 0.03%             | 2029-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp.                                                                           | ORCL 2.875 03/25/31                                                                                                                                    | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      220000 | PA      | $197940.85    | 0.09%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Organon & Co                                                                           | OGN 5.125 04/30/31 144A                                                                                                                                | CUSIP: 68622TAB7<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |       75000 | PA      | $62951.33     | 0.03%             | 2031-04-30      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Murphy USA Inc.                                                                        | Murphy USA Inc. COM USD0.01                                                                                                                            | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |           2 | NS      | $997.14       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                                                          | Medtronic PLC USD0.0001                                                                                                                                | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |         975 | NS      | $82641.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO Holdings, LLC/ CCO Holdings Capital Corp.                                          | CHTR 4.25 01/15/34 144A                                                                                                                                | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      115000 | PA      | $96874.64     | 0.05%             | 2034-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Directv Financing LLC/Directv Financing Co-Obligor Inc.                                | DTV 5.875 08/15/27 144A                                                                                                                                | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       25000 | PA      | $24161.84     | 0.01%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                                 | MSI 5.6 06/01/32                                                                                                                                       | CUSIP: 620076BW8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51711.59     | 0.02%             | 2032-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| The Toronto-Dominion Bank                                                              | TD 3.766 06/06/25                                                                                                                                      | CUSIP: 89115A2A9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       62000 | PA      | $61941.28     | 0.03%             | 2025-06-06      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                           | THC 6.125 10/01/28                                                                                                                                     | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |       27000 | PA      | $26935.42     | 0.01%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Genesis Energy LP & Genesis Energy Finance Corp.                                       | GEL 8.875 04/15/30                                                                                                                                     | CUSIP: 37185LAN2<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |        5000 | PA      | $5102.09      | 0.00%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co.                                                                        | EXC 4.9 06/15/33                                                                                                                                       | CUSIP: 693304BF3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40165.02     | 0.02%             | 2033-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                               | HCA 3.625 03/15/32                                                                                                                                     | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       91000 | PA      | $82541.19     | 0.04%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc.                                                                        | SABHLD 8.625 06/01/27 144A                                                                                                                             | CUSIP: 78573NAJ1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |       30000 | PA      | $28725.00     | 0.01%             | 2027-06-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                                         | SCHW V6.136 08/24/34                                                                                                                                   | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |       40000 | PA      | $42501.73     | 0.02%             | 2034-08-24      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST 2023-X1                                              | AFFRM 2023-X1 B                                                                                                                                        | CUSIP: 00834KAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       59982 | PA      | $60083.16     | 0.03%             | 2028-11-15      | Fixed         | 7.77%                 | Yes           |                  2 | On Loan: No      |
| Ameriprise Financial, Inc.                                                             | AMP 5.7 12/15/28                                                                                                                                       | CUSIP: 03076CAN6<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104722.27    | 0.05%             | 2028-12-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Packaging Corporation of America                                                       | PKG 5.7 12/01/33                                                                                                                                       | CUSIP: 695156AX7<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |      165000 | PA      | $169954.35    | 0.08%             | 2033-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Global Partners LP / GLP Finance Corp.                                                 | GLP 8.25 01/15/32 144A                                                                                                                                 | CUSIP: 37954FAK0<br>LEI: 549300PCHWTW9P4DU444 | Long             | DBT              | CORP              | US        |       39000 | PA      | $39702.78     | 0.02%             | 2032-01-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Plains All American Pipeline L.P.                                                      | PAA 5.7 09/15/34                                                                                                                                       | CUSIP: 72650RBP6<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19780.40     | 0.01%             | 2034-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| The Allstate Corporation                                                               | ALL 5.05 06/24/29                                                                                                                                      | CUSIP: 020002BL4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |       65000 | PA      | $66379.08     | 0.03%             | 2029-06-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ERP Operating Limited Partnership                                                      | EQR 4.65 09/15/34                                                                                                                                      | CUSIP: 26884ABP7<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |       40000 | PA      | $38422.11     | 0.02%             | 2034-09-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                                                     | POST 6.25 10/15/34 144A                                                                                                                                | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       12000 | PA      | $11900.39     | 0.01%             | 2034-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Descartes Systems Group Inc.                                                           | Descartes Systems Group Inc. COM NPV                                                                                                                   | CUSIP: 249906108<br>LEI: 875500NEPA7JI5EOMN45 | Long             | EC               | CORP              | CA        |           8 | NS      | $843.12       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies Inc                                                              | Teledyne Technologies Inc COM USD0.01                                                                                                                  | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |           2 | NS      | $932.06       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Andlauer Healthcare Group Incorporation                                                | Andlauer Healthcare Group Incorporation COM SUB VTG                                                                                                    | CUSIP: 034223107<br>LEI: 549300FEFF2VDKFOGG32 | Long             | EC               | CORP              | CA        |       21512 | NS      | $834826.64    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                                                                     | MO 2.45 02/04/32                                                                                                                                       | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      190000 | PA      | $161091.26    | 0.08%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Upbound Group Inc                                                                      | UPBD 6.375 02/15/29 144A                                                                                                                               | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |       48000 | PA      | $45285.24     | 0.02%             | 2029-02-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc.                                                              | GS V1.431 03/09/27                                                                                                                                     | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      160000 | PA      | $155717.96    | 0.07%             | 2027-03-09      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies Inc                                                              | TDY 2.75 04/01/31                                                                                                                                      | CUSIP: 879360AE5<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |       30000 | PA      | $26726.75     | 0.01%             | 2031-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Burford Capital Global Finance LLC                                                     | BURLN 6.25 04/15/28 144A                                                                                                                               | CUSIP: 12116LAA7<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |       14000 | PA      | $13880.56     | 0.01%             | 2028-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                          | STACR 2022-DNA2 M2                                                                                                                                     | CUSIP: 35564KRN1<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |      300000 | PA      | $311122.08    | 0.15%             | 2042-02-25      | Floating      | 8.09%                 | Yes           |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                                                  | LOW 3.35 04/01/27                                                                                                                                      | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24558.42     | 0.01%             | 2027-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                       | WELL 3.85 06/15/32                                                                                                                                     | CUSIP: 95040QAR5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |       70000 | PA      | $65658.25     | 0.03%             | 2032-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Burford Capital Global Finance LLC                                                     | BURLN 6.875 04/15/30 144A                                                                                                                              | CUSIP: 12116LAC3<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |       32000 | PA      | $31935.57     | 0.02%             | 2030-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                            | COF V5.268 05/10/33                                                                                                                                    | CUSIP: 14040HCT0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       88000 | PA      | $86489.96     | 0.04%             | 2033-05-10      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                             | STZ 4.35 05/09/27                                                                                                                                      | CUSIP: 21036PBK3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |       65000 | PA      | $64914.98     | 0.03%             | 2027-05-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                            | AWK 4.45 06/01/32                                                                                                                                      | CUSIP: 03040WBA2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29217.79     | 0.01%             | 2032-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                                     | DGELN 5.5 01/24/33                                                                                                                                     | CUSIP: 25243YBH1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |      260000 | PA      | $267527.47    | 0.13%             | 2033-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc.                                                                        | SABHLD 11.25 12/15/27 144A                                                                                                                             | CUSIP: 78573NAH5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |       45000 | PA      | $45225.00     | 0.02%             | 2027-12-15      | Fixed         | 11.25%                | Yes           |                  2 | On Loan: No      |
| Autozone, Inc.                                                                         | AZO 4.5 02/01/28                                                                                                                                       | CUSIP: 053332BC5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40273.54     | 0.02%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| The Bank of New York Mellon Corp.                                                      | BK V4.543 02/01/29                                                                                                                                     | CUSIP: 06406RBN6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50343.30     | 0.02%             | 2029-02-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Cincor Pharma Inc                                                                      | Cincor Pharma Inc USD0.00001                                                                                                                           | CUSIP: 172CVR011<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       24888 | NS      | $93800.38     | 0.04%             |  |  |  | No            |                  3 | On Loan: No      |
| Portland General Electric Company                                                      | Portland General Electric Company COM STK NPV                                                                                                          | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |          18 | NS      | $758.16       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NNN REIT Inc                                                                           | NNN REIT Inc COM USD0.01                                                                                                                               | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |         675 | NS      | $27749.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amerigas Partners, L.P./Amerigas Finance Corp.                                         | APU 9.375 06/01/28 144A                                                                                                                                | CUSIP: 030981AM6<br>LEI: H36E1IF6YS0OBMHM6168 | Long             | DBT              | CORP              | US        |       71000 | PA      | $70561.21     | 0.03%             | 2028-06-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                   | JPM V5.35 06/01/34                                                                                                                                     | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      134000 | PA      | $136077.63    | 0.07%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Centerpoint Energy Inc                                                                 | CNP 5.25 08/10/26                                                                                                                                      | CUSIP: 15189TBF3<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |       22000 | PA      | $22189.91     | 0.01%             | 2026-08-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc.                                                                            | FI 5.375 08/21/28                                                                                                                                      | CUSIP: 337738BG2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30785.10     | 0.01%             | 2028-08-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc.                                                                  | WEC 5.6 09/12/26                                                                                                                                       | CUSIP: 92939UAM8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |        7000 | PA      | $7095.23      | 0.00%             | 2026-09-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                                             | INTU 5.2 09/15/33                                                                                                                                      | CUSIP: 46124HAG1<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102800.11    | 0.05%             | 2033-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                                | WTRG 5.375 01/15/34                                                                                                                                    | CUSIP: 29670GAH5<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25090.21     | 0.01%             | 2034-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corporation                                                     | PPL 4.85 02/15/34                                                                                                                                      | CUSIP: 69351UBC6<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24789.93     | 0.01%             | 2034-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Grainger W W Inc                                                                       | GWW 4.45 09/15/34                                                                                                                                      | CUSIP: 384802AF1<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |      185000 | PA      | $179455.51    | 0.09%             | 2034-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                       | STACR 2018-HQA1 M2                                                                                                                                     | CUSIP: 3137G0UD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | USGSE             | US        |           0 | PA      | $0.02         | 0.00%             | 2030-09-25      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Broadridge Financial Solutions Inc.                                                    | BR 2.6 05/01/31                                                                                                                                        | CUSIP: 11133TAE3<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |       10000 | PA      | $8779.32      | 0.00%             | 2031-05-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                                 | MSI 2.75 05/24/31                                                                                                                                      | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |       40000 | PA      | $35528.15     | 0.02%             | 2031-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Boost Newco Borrower LLC                                                               | WRLDPY 7.5 01/15/31 144A                                                                                                                               | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |      747000 | PA      | $788276.23    | 0.38%             | 2031-01-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| NCR Voyix Corporation                                                                  | NCR Voyix Corporation 5.5% PFD CONV SER A                                                                                                              | CUSIP: 62886E207<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EP               | CORP              | US        |         556 | PA      | $537540.80    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| MasterCard Incorporated                                                                | MasterCard Incorporated COM USD0.0001 CLASS A                                                                                                          | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |          20 | NS      | $10961.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Water Products, Inc.                                                           | Mueller Water Products, Inc. COM STK USD0.01 SER 'A'                                                                                                   | CUSIP: 624758108<br>LEI: 549300F7ZU4P1F8V8L60 | Long             | EC               | CORP              | US        |          29 | NS      | $760.96       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stillwater Mining Co.                                                                  | SGLSJ 4.5 11/16/29 144A                                                                                                                                | CUSIP: 86074QAQ5<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |       64000 | PA      | $53743.10     | 0.03%             | 2029-11-16      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| B.A.T. International Finance PLC                                                       | BATSLN 4.448 03/16/28                                                                                                                                  | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |       20000 | PA      | $20023.02     | 0.01%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                           | AVGO 4 04/15/29 144A                                                                                                                                   | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |        5000 | PA      | $4896.17      | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                        | XEL 4.6 06/01/32                                                                                                                                       | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9632.01      | 0.00%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                  | BAC V6.204 11/10/28                                                                                                                                    | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      125000 | PA      | $130117.73    | 0.06%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                                                        | UHS 2.65 10/15/30                                                                                                                                      | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |      112000 | PA      | $98213.06     | 0.05%             | 2030-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                              | DUK 4.95 01/15/33                                                                                                                                      | CUSIP: 26442CBJ2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20115.66     | 0.01%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Company                                                       | PCG 6.4 06/15/33                                                                                                                                       | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       29000 | PA      | $29985.28     | 0.01%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Company, Inc.                                                     | DUK 5.4 06/15/33                                                                                                                                       | CUSIP: 720186AQ8<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10128.13     | 0.00%             | 2033-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Interstate Power & Light Company                                                       | LNT 5.7 10/15/33                                                                                                                                       | CUSIP: 461070AU8<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |       14000 | PA      | $14416.54     | 0.01%             | 2033-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Diamond Foreign Asset Co. / Diamond Finance LLC                                        | DO 8.5 10/01/30 144A                                                                                                                                   | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       60000 | PA      | $57360.60     | 0.03%             | 2030-10-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| GoEasy Limited                                                                         | GSYCN 9.25 12/01/28 144A                                                                                                                               | CUSIP: 380355AH0<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |       17000 | PA      | $17797.98     | 0.01%             | 2028-12-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Helix Energy Solutions Group, Inc.                                                     | HLX 9.75 03/01/29 144A                                                                                                                                 | CUSIP: 42330PAL1<br>LEI: 416AP2JOUTCWEGSOZW41 | Long             | DBT              | CORP              | US        |       19000 | PA      | $19231.80     | 0.01%             | 2029-03-01      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| American Airlines, Inc.                                                                | AAL 8.5 05/15/29 144A                                                                                                                                  | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20383.88     | 0.01%             | 2029-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| ExlService Holdings Inc.                                                               | ExlService Holdings Inc. COM STK USD0.001                                                                                                              | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |          18 | NS      | $872.64       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Armstrong World Industries, Inc.                                                       | Armstrong World Industries, Inc. COM STK USD0.01                                                                                                       | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |           6 | NS      | $870.12       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Financial Corporation                                                          | OMF 7.875 03/15/30                                                                                                                                     | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       60000 | PA      | $61982.40     | 0.03%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Limited                                                     | FFHCN 6 12/07/33                                                                                                                                       | CUSIP: 303901BN1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      181000 | PA      | $188061.81    | 0.09%             | 2033-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                          | STACR 2021-HQA1 B1                                                                                                                                     | CUSIP: 35564KCN7<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |      629000 | PA      | $671244.65    | 0.32%             | 2033-08-25      | Floating      | 7.34%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital BDC Inc.                                                                 | GBDC 2.5 08/24/26                                                                                                                                      | CUSIP: 38173MAB8<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9620.64      | 0.00%             | 2026-08-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                                                      | Exxon Mobil Corp. COM NPV                                                                                                                              | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |         851 | NS      | $89891.13     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pilgrims Pride Corporation                                                             | Pilgrims Pride Corporation COM USD0.01                                                                                                                 | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | EC               | CORP              | US        |          20 | NS      | $1091.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG AUTOZONE                                                               | CFD_EQS BARCUS33 2065955                                                                                                                               | CUSIP: 053332102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          97 | NC      | $364972.20    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GENERAL M                                                              | CFD_EQS BARCUS33 2367026                                                                                                                               | CUSIP: 370334104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -6165 | NC      | $-349802.10   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                          | STACR 2021-DNA3 B1                                                                                                                                     | CUSIP: 35564KFG9<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |      250000 | PA      | $275235.00    | 0.13%             | 2033-10-25      | Floating      | 7.84%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                          | STACR 2021-DNA5 B1                                                                                                                                     | CUSIP: 35564KJA8<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |      784414 | PA      | $833596.76    | 0.40%             | 2034-01-25      | Floating      | 7.39%                 | Yes           |                  2 | On Loan: No      |
| Tesla Inc                                                                              | Tesla Inc COM USD0.001                                                                                                                                 | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |          61 | NS      | $17211.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem, Inc.                                                                            | Xylem, Inc. COM USD0.01                                                                                                                                | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |          10 | NS      | $1205.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG AMERICAN                                                               | CFD_EQS BARCUS33 2026082                                                                                                                               | CUSIP: 025816109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         455 | NC      | $121216.55    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG KROGER CO                                                              | CFD_EQS BARCUS33 2497406                                                                                                                               | CUSIP: 501044101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3091 | NC      | $223201.11    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp                                                                    | FSK 3.125 10/12/28                                                                                                                                     | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |       20000 | PA      | $18054.12     | 0.01%             | 2028-10-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| LSB Industries Inc                                                                     | LXU 6.25 10/15/28 144A                                                                                                                                 | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |       52000 | PA      | $48666.25     | 0.02%             | 2028-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Southwest Gas Corp                                                                     | SWX 4.05 03/15/32                                                                                                                                      | CUSIP: 845011AE5<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23415.41     | 0.01%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R04                                           | CAS 2022-R04 1B1                                                                                                                                       | CUSIP: 20753YAF9<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |      250000 | PA      | $264687.50    | 0.13%             | 2042-03-25      | Floating      | 9.59%                 | Yes           |                  2 | On Loan: No      |
| Bank of Montreal                                                                       | BMO 3.7 06/07/25 MTN                                                                                                                                   | CUSIP: 06368D3S1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |      215000 | PA      | $214748.37    | 0.10%             | 2025-06-07      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                                     | EIX 5.95 11/01/32                                                                                                                                      | CUSIP: 842400HT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |       11000 | PA      | $11206.73     | 0.01%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                       | PM 5.625 11/17/29                                                                                                                                      | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      204000 | PA      | $213804.55    | 0.10%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                                                        | UHS 2.65 01/15/32                                                                                                                                      | CUSIP: 913903BA7<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |       98000 | PA      | $80970.51     | 0.04%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                                 | SRE 5.5 08/01/33                                                                                                                                       | CUSIP: 816851BR9<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10065.46     | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                                             | OKE 6.05 09/01/33                                                                                                                                      | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      110000 | PA      | $112853.07    | 0.05%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Allegion PLC                                                                           | Allegion PLC COM USD0.01                                                                                                                               | CUSIP: G0176J109<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |           7 | NS      | $974.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                                                                                | UDR Inc COM USD0.01                                                                                                                                    | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |         140 | NS      | $5863.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Charles Schwab Corporation                                                         | SCHW 5.875 08/24/26                                                                                                                                    | CUSIP: 808513CG8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |       75000 | PA      | $76456.59     | 0.04%             | 2026-08-24      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                       | PM 5.625 09/07/33                                                                                                                                      | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       90000 | PA      | $93367.06     | 0.04%             | 2033-09-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc.                                                             | EVRG 5.9 11/15/33                                                                                                                                      | CUSIP: 30036FAC5<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10531.57     | 0.01%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Hertz Corp.                                                                            | HTZ 12.625 07/15/29 144A                                                                                                                               | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |        5000 | PA      | $4863.15      | 0.00%             | 2029-07-15      | Fixed         | 12.62%                | Yes           |                  2 | On Loan: No      |
| Republic Services, Inc.                                                                | RSG 5.2 11/15/34                                                                                                                                       | CUSIP: 760759BK5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |       85000 | PA      | $86485.21     | 0.04%             | 2034-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Connect Finco SARL/Connect US Finco LLC                                                | ISATLN 9 09/15/29 144A                                                                                                                                 | CUSIP: 20752TAB0<br>LEI: 2594001KNYIQ456J2792 | Long             | DBT              | CORP              | LU        |       25000 | PA      | $23386.71     | 0.01%             | 2029-09-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                                     | CM V4.631 09/11/30                                                                                                                                     | CUSIP: 13607PHS6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $24920.00     | 0.01%             | 2030-09-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                                            | W 7.25 10/31/29 144A                                                                                                                                   | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |       75000 | PA      | $68504.72     | 0.03%             | 2029-10-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp.                                                                           | ORCL 4.7 09/27/34                                                                                                                                      | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       80000 | PA      | $76132.27     | 0.04%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc.                                                                      | CCI 2.1 04/01/31                                                                                                                                       | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |       80000 | PA      | $67990.76     | 0.03%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Lululemon Athletica Inc.                                                               | Lululemon Athletica Inc. COM USD0.005                                                                                                                  | CUSIP: 550021109<br>LEI: 549300D9GZ4BMLDW5T40 | Long             | EC               | CORP              | US        |           5 | NS      | $1353.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Ltd.                                                                           | Genpact Ltd. COM STK USD0.01                                                                                                                           | CUSIP: G3922B107<br>LEI: 529900OSEC6Q0L4L5B35 | Long             | EC               | CORP              | BM        |          17 | NS      | $854.42       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International, Inc.                                                           | MAR 2.85 04/15/31 HH                                                                                                                                   | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      100000 | PA      | $89404.86     | 0.04%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                           | AVGO 3.419 04/15/33 144A                                                                                                                               | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       29000 | PA      | $25862.30     | 0.01%             | 2033-04-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| Endeavour Mining PLC                                                                   | EDVLN 5 10/14/26 144A                                                                                                                                  | CUSIP: 29261HAA3<br>LEI: 529900NI5MXQ91GHXR07 | Long             | DBT              | CORP              | GB        |       53000 | PA      | $51921.40     | 0.02%             | 2026-10-14      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                             | CDW 3.569 12/01/31                                                                                                                                     | CUSIP: 12513GBJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      230000 | PA      | $207049.54    | 0.10%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                               | DUK 3.4 04/01/32                                                                                                                                       | CUSIP: 26442UAN4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |       20000 | PA      | $18262.45     | 0.01%             | 2032-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Public Service Company of Colorado                                                     | XEL 4.1 06/01/32 38                                                                                                                                    | CUSIP: 744448CW9<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23760.11     | 0.01%             | 2032-06-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R08                                           | CAS 2022-R08 1B1                                                                                                                                       | CUSIP: 20755DAF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      235000 | PA      | $252037.50    | 0.12%             | 2042-07-25      | Floating      | 9.94%                 | Yes           |                  2 | On Loan: No      |
| DISH Network Corporation                                                               | DISH 11.75 11/15/27 144A                                                                                                                               | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |       49000 | PA      | $51496.49     | 0.02%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                       | PM 5.75 11/17/32                                                                                                                                       | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26227.13     | 0.01%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CONTRA CONCRT PHRMC                                                                    | CONTRA CONCRT PHRMC                                                                                                                                    | CUSIP: 206CVR011<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       97290 | NS      | $44198.85     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| The Charles Schwab Corporation                                                         | SCHW V5.643 05/19/29                                                                                                                                   | CUSIP: 808513CD5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |       30000 | PA      | $31111.67     | 0.01%             | 2029-05-19      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Southern Company Gas Capital Corp.                                                     | SO 5.75 09/15/33                                                                                                                                       | CUSIP: 8426EPAG3<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10314.89     | 0.00%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corporation                                                           | FREMOR 12.25 10/01/30 144A                                                                                                                             | CUSIP: 35640YAL1<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |       13000 | PA      | $14303.59     | 0.01%             | 2030-10-01      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                                         | SCHW V6.196 11/17/29                                                                                                                                   | CUSIP: 808513CJ2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |       38000 | PA      | $40336.19     | 0.02%             | 2029-11-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Waste Management, Inc.                                                                 | WM 4.95 07/03/31                                                                                                                                       | CUSIP: 94106LBY4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |      125000 | PA      | $127961.41    | 0.06%             | 2031-07-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Phinia Inc.                                                                            | PHIN 6.625 10/15/32 144A                                                                                                                               | CUSIP: 71880KAB7<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39249.35     | 0.02%             | 2032-10-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| STAG Industrial, Inc.                                                                  | STAG Industrial, Inc. COM USD0.01                                                                                                                      | CUSIP: 85254J102<br>LEI: 549300QWYX2W6FASVQ07 | Long             | EC               | CORP              | US        |          71 | NS      | $2345.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International, Inc.                                                           | Mondelez International, Inc. COM NPV                                                                                                                   | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |        1287 | NS      | $87683.31     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                          | STACR 2021-DNA1 B1                                                                                                                                     | CUSIP: 35564KBD0<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |      700000 | PA      | $726250.00    | 0.35%             | 2051-01-25      | Floating      | 6.99%                 | Yes           |                  2 | On Loan: No      |
| Williams Companies Inc. (The)                                                          | WMB 2.6 03/15/31                                                                                                                                       | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      125000 | PA      | $110509.33    | 0.05%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                            | COR 2.7 03/15/31                                                                                                                                       | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |       90000 | PA      | $80527.86     | 0.04%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                           | ORCL 1.65 03/25/26                                                                                                                                     | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      180000 | PA      | $175417.03    | 0.08%             | 2026-03-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Jabil Inc                                                                              | JBL 1.7 04/15/26                                                                                                                                       | CUSIP: 466313AL7<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |       65000 | PA      | $63148.58     | 0.03%             | 2026-04-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Nucor Corporation                                                                      | NUE 3.125 04/01/32                                                                                                                                     | CUSIP: 670346AV7<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |       50000 | PA      | $44857.97     | 0.02%             | 2032-04-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Mondelez International, Inc.                                                           | MDLZ 2.625 03/17/27                                                                                                                                    | CUSIP: 609207BA2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |       40000 | PA      | $38771.76     | 0.02%             | 2027-03-17      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd.                                                                    | HNDA 2.534 03/10/27                                                                                                                                    | CUSIP: 438127AB8<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |       70000 | PA      | $67840.55     | 0.03%             | 2027-03-10      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Georgia Power Company                                                                  | SO 4.7 05/15/32                                                                                                                                        | CUSIP: 373334KQ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19870.49     | 0.01%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                                     | ET 5.75 02/15/33                                                                                                                                       | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10140.37     | 0.00%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                            | COF V6.312 06/08/29                                                                                                                                    | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       78000 | PA      | $81276.29     | 0.04%             | 2029-06-08      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| Assured Guaranty US Holdings Inc.                                                      | AGO 6.125 09/15/28                                                                                                                                     | CUSIP: 04621WAF7<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |       58000 | PA      | $60515.57     | 0.03%             | 2028-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                                     | COP 5.05 09/15/33                                                                                                                                      | CUSIP: 20826FBF2<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20014.86     | 0.01%             | 2033-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                        | TDG 6.875 12/15/30 144A                                                                                                                                | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       33000 | PA      | $34001.65     | 0.02%             | 2030-12-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| American Tower Corporation                                                             | AMT 5.8 11/15/28                                                                                                                                       | CUSIP: 03027XCE8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       55000 | PA      | $57276.85     | 0.03%             | 2028-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                           | MAR 5.55 10/15/28                                                                                                                                      | CUSIP: 571903BN2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30995.11     | 0.01%             | 2028-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Bausch Plus Lomb Corp.                                                                 | BLCOCN 8.375 10/01/28 144A                                                                                                                             | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |      101000 | PA      | $104918.80    | 0.05%             | 2028-10-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Simon Property Group LP                                                                | SPG 4.75 09/26/34                                                                                                                                      | CUSIP: 828807DY0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |       50000 | PA      | $47805.04     | 0.02%             | 2034-09-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Bristow Group Inc                                                                      | VTOL 6.875 03/01/28 144A                                                                                                                               | CUSIP: 11040GAA1<br>LEI: 5493005Q24EN3UC1PV68 | Long             | DBT              | CORP              | US        |        6000 | PA      | $5820.88      | 0.00%             | 2028-03-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                                               | CRK 6.75 03/01/29 144A                                                                                                                                 | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |       81000 | PA      | $77208.34     | 0.04%             | 2029-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| MasterCard Incorporated                                                                | MA 1.9 03/15/31                                                                                                                                        | CUSIP: 57636QAS3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |       22000 | PA      | $19362.50     | 0.01%             | 2031-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Kohl's Corp.                                                                           | KSS 4.625 05/01/31                                                                                                                                     | CUSIP: 500255AX2<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |       69000 | PA      | $43210.56     | 0.02%             | 2031-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Premier Entertainment Subordinated Llc / Premier Entertainment Finance Corporation     | BALY 5.875 09/01/31 144A                                                                                                                               | CUSIP: 74052HAB0<br>LEI: 549300KRDMIL2NJVZ267 | Long             | DBT              | CORP              | US        |       48000 | PA      | $24960.00     | 0.01%             | 2031-09-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Marsh & McLennan Companies, Inc.                                                       | MMC 2.375 12/15/31                                                                                                                                     | CUSIP: 571748BP6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      410000 | PA      | $354607.95    | 0.17%             | 2031-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                      | BRO 4.2 03/17/32                                                                                                                                       | CUSIP: 115236AE1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |      100000 | PA      | $93132.57     | 0.04%             | 2032-03-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R03                                           | CAS 2022-R03 1B1                                                                                                                                       | CUSIP: 20753XAF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      635000 | PA      | $684212.50    | 0.33%             | 2042-03-25      | Floating      | 10.59%                | Yes           |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc                                                       | COOP 5.5 08/15/28 144A                                                                                                                                 | CUSIP: 63861CAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      504000 | PA      | $500948.88    | 0.24%             | 2028-08-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Everi Holdings Inc                                                                     | EVRI 5 07/15/29 144A                                                                                                                                   | CUSIP: 30034TAA1<br>LEI: 5299006DK5S7BG10K532 | Long             | DBT              | CORP              | US        |      640000 | PA      | $642055.68    | 0.31%             | 2029-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Jabil Inc                                                                              | JBL 4.25 05/15/27                                                                                                                                      | CUSIP: 466313AM5<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |       70000 | PA      | $69709.08     | 0.03%             | 2027-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Companies, Inc.                                                       | MMC 5.75 11/01/32                                                                                                                                      | CUSIP: 571748BR2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |       50000 | PA      | $52980.46     | 0.03%             | 2032-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Carvana Co                                                                             | CVNA 9 12/01/28 144A                                                                                                                                   | CUSIP: 146869AL6<br>LEI: 5493003WEAK2PJ5WS063 | Long             | DBT              | CORP              | US        |       36803 | PA      | $37835.18     | 0.02%             | 2028-12-01      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                             | ZBH 5.35 12/01/28                                                                                                                                      | CUSIP: 98956PAX0<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30772.80     | 0.01%             | 2028-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Bread Financial Holdings Inc                                                           | BFH 9.75 03/15/29 144A                                                                                                                                 | CUSIP: 018581AP3<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |       97000 | PA      | $102046.30    | 0.05%             | 2029-03-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Algoma Steel Inc                                                                       | ALGSTE 9.125 04/15/29 144A                                                                                                                             | CUSIP: 01566MAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       43000 | PA      | $36245.56     | 0.02%             | 2029-04-15      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| T-Mobile USA, Inc.                                                                     | TMUS 4.7 01/15/35                                                                                                                                      | CUSIP: 87264ADM4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      110000 | PA      | $105513.05    | 0.05%             | 2035-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants, Inc.                                                               | DRI 4.55 10/15/29                                                                                                                                      | CUSIP: 237194AQ8<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39735.96     | 0.02%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ARROW ELE                                                              | CFD_EQS BARCUS33 2051404                                                                                                                               | CUSIP: 042735100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         327 | NC      | $36414.72     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NEWMONT C                                                              | CFD_EQS BARCUS33 2636607                                                                                                                               | CUSIP: 651639106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        6783 | NC      | $357328.44    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TARGA RES                                                              | CFD_EQS BARCUS33 B55PZY3                                                                                                                               | CUSIP: 87612G101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1084 | NC      | $185255.60    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FEDEX COR                                                              | CFD_EQS BARCUS33 2142784                                                                                                                               | CUSIP: 31428X106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1891 | NC      | $397734.03    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HARTFORD                                                               | CFD_EQS BARCUS33 2476193                                                                                                                               | CUSIP: 416515104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2324 | NC      | $285085.08    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CANADIAN                                                               | CFD_EQS BARCUS33 2125202                                                                                                                               | CUSIP: 136385101<br>LEI: N/A                  | N/A              | DE               | CORP              | CA        |      -12596 | NC      | $-361379.24   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DIGITAL R                                                              | CFD_EQS BARCUS33 B03GQS4                                                                                                                               | CUSIP: 253868103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         155 | NC      | $24883.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BERKSHIRE                                                              | CFD_EQS BARCUS33 2073390                                                                                                                               | CUSIP: 084670702<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -656 | NC      | $-349812.00   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                                 | Motorola Solutions Inc COM USD0.01                                                                                                                     | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |           5 | NS      | $2201.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Leidos Holdings Inc                                                                    | Leidos Holdings Inc COM USD0.0001                                                                                                                      | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |           8 | NS      | $1177.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG CVS HEALT                                                              | CFD_EQS BARCUS33 2577609                                                                                                                               | CUSIP: 126650100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        5174 | NC      | $345157.54    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ALLY FINA                                                              | CFD_EQS BARCUS33 B72XK05                                                                                                                               | CUSIP: 02005N100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3344 | NC      | $109215.04    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TRIMBLE I                                                              | CFD_EQS BARCUS33 2903958                                                                                                                               | CUSIP: 896239100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1521 | NC      | $-94514.94    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AVANTOR I                                                              | CFD_EQS BARCUS33 BJLT387                                                                                                                               | CUSIP: 05352A100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       17909 | NC      | $232637.91    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Cyberark Software Ltd.                                                                 | Cyberark Software Ltd. COM ILS0.01                                                                                                                     | CUSIP: M2682V108<br>LEI: 529900YEXNDM894PWS93 | Long             | EC               | CORP              | IL        |           3 | NS      | $1056.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ensign Group Inc                                                                       | Ensign Group Inc COM USD0.001                                                                                                                          | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |           6 | NS      | $773.94       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG UNITEDHEA                                                              | CFD_EQS BARCUS33 2917766                                                                                                                               | CUSIP: 91324P102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         818 | NC      | $336557.92    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WALT DISN                                                              | CFD_EQS BARCUS33 2270726                                                                                                                               | CUSIP: 254687106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        4185 | NC      | $380625.75    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Hershey Co. (The)                                                                      | HSY 4.5 05/04/33                                                                                                                                       | CUSIP: 427866BJ6<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |       52000 | PA      | $51203.49     | 0.02%             | 2033-05-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Express Company                                                               | AXP V5.043 05/01/34                                                                                                                                    | CUSIP: 025816DF3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      180000 | PA      | $179558.17    | 0.09%             | 2034-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co.                                                            | SRE 5.2 06/01/33                                                                                                                                       | CUSIP: 842434CZ3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29930.54     | 0.01%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MCKESSON                                                               | CFD_EQS BARCUS33 2378534                                                                                                                               | CUSIP: 58155Q103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1121 | NC      | $-799037.59   | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AMERICAN                                                               | CFD_EQS BARCUS33 2026242                                                                                                                               | CUSIP: 025537101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3195 | NC      | $346146.30    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ROPER TEC                                                              | CFD_EQS BARCUS33 2749602                                                                                                                               | CUSIP: 776696106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -135 | NC      | $-75610.80    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ARAMARK                                                                | CFD_EQS BARCUS33 BH3XG17                                                                                                                               | CUSIP: 03852U106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2239 | NC      | $74849.77     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Co.                                                                           | SO 5.2 06/15/33                                                                                                                                        | CUSIP: 842587DR5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50312.84     | 0.02%             | 2033-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Limited                                                     | FFHCN 5.625 08/16/32                                                                                                                                   | CUSIP: 303901BL5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |       70000 | PA      | $71138.46     | 0.03%             | 2032-08-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R02                                           | CAS 2022-R02 2B1                                                                                                                                       | CUSIP: 20754BAF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      786000 | PA      | $816457.50    | 0.39%             | 2042-01-27      | Floating      | 8.84%                 | Yes           |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                     | META 4.8 05/15/30                                                                                                                                      | CUSIP: 30303M8M7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |       40000 | PA      | $41229.31     | 0.02%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Georgia Power Company                                                                  | SO 4.65 05/16/28                                                                                                                                       | CUSIP: 373334KS9<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30351.03     | 0.01%             | 2028-05-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Company                                                     | EIX 5.875 12/01/53                                                                                                                                     | CUSIP: 842400HX4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9220.94      | 0.00%             | 2053-12-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                  | BAC V5.288 04/25/34                                                                                                                                    | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       80000 | PA      | $80217.40     | 0.04%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Merck & Co., Inc                                                                       | MRK 4.5 05/17/33                                                                                                                                       | CUSIP: 58933YBK0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |       60000 | PA      | $59448.00     | 0.03%             | 2033-05-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                      | ES 5.125 05/15/33                                                                                                                                      | CUSIP: 30040WAU2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49281.19     | 0.02%             | 2033-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc.                                                           | HON 4.5 01/15/34                                                                                                                                       | CUSIP: 438516CM6<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |       80000 | PA      | $77303.54     | 0.04%             | 2034-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AES Corp.                                                                              | AES 5.45 06/01/28                                                                                                                                      | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30460.09     | 0.01%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                         | MS V5.25 04/21/34 MTN                                                                                                                                  | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      110000 | PA      | $109999.75    | 0.05%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd.                                                 | PFE 4.45 05/19/28                                                                                                                                      | CUSIP: 716973AC6<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |       30000 | PA      | $30233.30     | 0.01%             | 2028-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                              | NEE 4.8 05/15/33                                                                                                                                       | CUSIP: 341081GQ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |       15000 | PA      | $14928.09     | 0.01%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                      | CSCHLD 11.25 05/15/28 144A                                                                                                                             | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |       35000 | PA      | $34213.03     | 0.02%             | 2028-05-15      | Fixed         | 11.25%                | Yes           |                  2 | On Loan: No      |
| Northern Oil And Gas, Inc.                                                             | NOG 8.75 06/15/31 144A                                                                                                                                 | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |       38000 | PA      | $36507.74     | 0.02%             | 2031-06-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BCE INC                                                                | CFD_EQS BARCUS33 B188TJ4                                                                                                                               | CUSIP: 05534B760<br>LEI: N/A                  | N/A              | DE               | CORP              | CA        |       -3968 | NC      | $-88288.00    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FIRSTENER                                                              | CFD_EQS BARCUS33 2100920                                                                                                                               | CUSIP: 337932107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        6785 | NC      | $290940.80    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NRG ENERG                                                              | CFD_EQS BARCUS33 2212922                                                                                                                               | CUSIP: 629377508<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         939 | NC      | $102895.62    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GAP INC/T                                                              | CFD_EQS BARCUS33 2360326                                                                                                                               | CUSIP: 364760108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        5711 | NC      | $125070.90    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CAPITAL O                                                              | CFD_EQS BARCUS33 2654461                                                                                                                               | CUSIP: 14040H105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2015 | NC      | $-363223.90   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FMC CORP                                                               | CFD_EQS BARCUS33 2328603                                                                                                                               | CUSIP: 302491303<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2385 | NC      | $-99979.20    | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BOOKING H                                                              | CFD_EQS BARCUS33 BDRXDB4                                                                                                                               | CUSIP: 09857L108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          91 | NC      | $464034.48    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BAKER HUG                                                              | CFD_EQS BARCUS33 BDHLTQ5                                                                                                                               | CUSIP: 05722G100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         624 | NC      | $22089.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                       | Philip Morris International Inc. COM NPV                                                                                                               | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |          36 | NS      | $6168.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                                                               | Visa Inc COM STK USD0.0001                                                                                                                             | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |          44 | NS      | $15202.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                                                                             | Garmin Ltd COM CHF10.00                                                                                                                                | CUSIP: H2906T109<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |           7 | NS      | $1308.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Incorporated                                                                 | Ingredion Incorporated COM USD0.01                                                                                                                     | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |           6 | NS      | $796.92       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                                                                     | Meta Platforms Inc COM USD0.000006 CL 'A'                                                                                                              | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |          30 | NS      | $16470.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Godaddy Inc                                                                            | Godaddy Inc COM USD0.001 CLASS A                                                                                                                       | CUSIP: 380237107<br>LEI: 549300J8H1TB0I2CB447 | Long             | EC               | CORP              | US        |           6 | NS      | $1129.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Florida Power & Light Co.                                                              | NEE 2.45 02/03/32                                                                                                                                      | CUSIP: 341081GG6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |       30000 | PA      | $26177.49     | 0.01%             | 2032-02-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp                                                                    | FSK 3.25 07/15/27                                                                                                                                      | CUSIP: 302635AL1<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9495.31      | 0.00%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                          | STACR 2022-DNA1 B1                                                                                                                                     | CUSIP: 35564KQY8<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |      250000 | PA      | $255295.03    | 0.12%             | 2042-01-27      | Floating      | 7.74%                 | Yes           |                  2 | On Loan: No      |
| International Business Machines Corporation                                            | IBM 2.2 02/09/27                                                                                                                                       | CUSIP: 459200KM2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96494.44     | 0.05%             | 2027-02-09      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| FactSet Research Systems Inc.                                                          | FDS 2.9 03/01/27                                                                                                                                       | CUSIP: 303075AA3<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |      150000 | PA      | $144952.17    | 0.07%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| The Kroger Co.                                                                         | KR 5 09/15/34                                                                                                                                          | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49005.98     | 0.02%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Northern Institutional Funds                                                           | Northern Institutional Funds TREAS PRT PRMR                                                                                                            | CUSIP: 665279873<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |       50541 | NS      | $50540.87     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Capital Corp.                                                                     | ARCC 2.875 06/15/27                                                                                                                                    | CUSIP: 04010LBD4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |       60000 | PA      | $57268.30     | 0.03%             | 2027-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FactSet Research Systems Inc.                                                          | FDS 3.45 03/01/32                                                                                                                                      | CUSIP: 303075AB1<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |       72000 | PA      | $64328.73     | 0.03%             | 2032-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Greenfire Resources Ltd.                                                               | GFR 12 10/01/28 144A                                                                                                                                   | CUSIP: 39525UAA5<br>LEI: 254900MTS0G2VGMJW059 | Long             | DBT              | CORP              | CA        |        8000 | PA      | $8411.06      | 0.00%             | 2028-10-01      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| Zegona Finance PLC                                                                     | ZEGLN 8.625 07/15/29 144A                                                                                                                              | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |       80000 | PA      | $85073.60     | 0.04%             | 2029-07-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Western Digital Corp.                                                                  | WDC 3.1 02/01/32                                                                                                                                       | CUSIP: 958102AR6<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |       20000 | PA      | $17075.51     | 0.01%             | 2032-02-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2021-R03                                           | CAS 2021-R03 1B1                                                                                                                                       | CUSIP: 20754AAF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      250000 | PA      | $253047.50    | 0.12%             | 2041-12-26      | Floating      | 7.09%                 | Yes           |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                   | GM 2.35 02/26/27                                                                                                                                       | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      170000 | PA      | $162313.51    | 0.08%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R02                                           | CAS 2022-R02 2M2                                                                                                                                       | CUSIP: 20754BAB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     1101348 | PA      | $1123374.96   | 0.54%             | 2042-01-27      | Floating      | 7.34%                 | Yes           |                  2 | On Loan: No      |
| Gulfport Energy Operating Corp.                                                        | GPOR 6.75 09/01/29 144A                                                                                                                                | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |       58000 | PA      | $57158.33     | 0.03%             | 2029-09-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc.                                                    | MUFG V2.341 01/19/28                                                                                                                                   | CUSIP: 606822CC6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      275000 | PA      | $265145.88    | 0.13%             | 2028-01-19      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                  | BAC V2.551 02/04/28 MTN                                                                                                                                | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24187.80     | 0.01%             | 2028-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                                                  | BAC V2.972 02/04/33 MTN                                                                                                                                | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       50000 | PA      | $43957.31     | 0.02%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R01                                           | CAS 2022-R01 1B1                                                                                                                                       | CUSIP: 20754LAF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      802000 | PA      | $817037.50    | 0.39%             | 2041-12-26      | Floating      | 7.49%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                   | JPM V2.963 01/25/33                                                                                                                                    | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       45000 | PA      | $39888.78     | 0.02%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                          | STACR 2021-HQA3 B1                                                                                                                                     | CUSIP: 35564KKK4<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |      800000 | PA      | $813752.00    | 0.39%             | 2041-09-25      | Floating      | 7.69%                 | Yes           |                  2 | On Loan: No      |
| Ecolab Inc.                                                                            | ECL 2.125 02/01/32                                                                                                                                     | CUSIP: 278865BM1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |       20000 | PA      | $17056.15     | 0.01%             | 2032-02-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| MasterCard Incorporated                                                                | MA 4.55 01/15/35                                                                                                                                       | CUSIP: 57636QBC7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48840.44     | 0.02%             | 2035-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC/ CCO Holdings Capital Corp.                                          | CHTR 4.75 02/01/32 144A                                                                                                                                | CUSIP: 1248EPCQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      135000 | PA      | $122169.61    | 0.06%             | 2032-02-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| ams OSRAM AG                                                                           | AMSSW 12.25 03/30/29 144A                                                                                                                              | CUSIP: 03217CAB2<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |       15000 | PA      | $15199.27     | 0.01%             | 2029-03-30      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| CPI CG Inc.                                                                            | CPICAR 10 07/15/29 144A                                                                                                                                | CUSIP: 12598FAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       53000 | PA      | $56832.96     | 0.03%             | 2029-07-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Roper Technologies Inc                                                                 | ROP 4.5 10/15/29                                                                                                                                       | CUSIP: 776696AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |       60000 | PA      | $59741.05     | 0.03%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Franco Nevada Corp                                                                     | Franco Nevada Corp COM NPV                                                                                                                             | CUSIP: 351858105<br>LEI: 98450064C1B5D3E94864 | Long             | EC               | CORP              | CA        |           8 | NS      | $1374.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc.                                                                            | AbbVie Inc. COM USD0.01                                                                                                                                | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |         441 | NS      | $86039.10     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corporation                                                                       | News Corporation COM USD0.01 CL'A'                                                                                                                     | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |          37 | NS      | $1003.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems Inc                                                                      | Veeva Systems Inc COM USD0.00001 CL 'A'                                                                                                                | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |           6 | NS      | $1402.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Shopify Inc                                                                            | Shopify Inc COM NPV CL A                                                                                                                               | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |          32 | NS      | $3040.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                               | G2-30YR-Multi                                                                                                                                          | CUSIP: 21H042653<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      150000 | PA      | $143566.25    | 0.07%             | 2055-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FNMA-30YR                                                                                                                                              | CUSIP: 01F030652<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      650000 | PA      | $564006.43    | 0.27%             | 2055-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FNMA-30YR                                                                                                                                              | CUSIP: 01F040651<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      600000 | PA      | $559106.37    | 0.27%             | 2055-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2-30YR-Multi                                                                                                                                          | CUSIP: 21H030658<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      425000 | PA      | $376210.94    | 0.18%             | 2055-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Northern Institutional Funds                                                           | Northern Institutional Funds TREAS PRT PRMR                                                                                                            | CUSIP: 665279873<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |      894683 | NS      | $894682.60    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                               | G2-30YR-Multi                                                                                                                                          | CUSIP: 21H060655<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      125000 | PA      | $126420.90    | 0.06%             | 2055-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ametek, Inc.                                                                           | Ametek, Inc. COM USD0.01                                                                                                                               | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |           9 | NS      | $1526.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                  | FNMA-30YR                                                                                                                                              | CUSIP: 01F062655<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      300000 | PA      | $308930.87    | 0.15%             | 2055-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FNMA-30YR                                                                                                                                              | CUSIP: 01F060659<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      475000 | PA      | $481845.31    | 0.23%             | 2055-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc.                                                                        | Home Depot Inc. COM USD0.05                                                                                                                            | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |         253 | NS      | $91203.97     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| J. B. Hunt Transport Services, Inc.                                                    | J. B. Hunt Transport Services, Inc. COM USD0.01                                                                                                        | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |           7 | NS      | $914.06       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Idex Corporation                                                                       | Idex Corporation COM USD0.01                                                                                                                           | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |           5 | NS      | $869.85       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX Laboratories Inc.                                                                | IDEXX Laboratories Inc. COM USD0.10                                                                                                                    | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |           3 | NS      | $1297.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Emcor Group Inc                                                                        | Emcor Group Inc COM STK USD0.01                                                                                                                        | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |           3 | NS      | $1202.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge Inc.                                                                          | Enbridge Inc. COM NPV                                                                                                                                  | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |          59 | NS      | $2754.71      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Kroger Co.                                                                         | The Kroger Co. COM USD1.00                                                                                                                             | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |         196 | NS      | $14153.16     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                             | Zimmer Biomet Holdings Inc COM USD0.01                                                                                                                 | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |          10 | NS      | $1030.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kadant Inc                                                                             | Kadant Inc COM USD0.01                                                                                                                                 | CUSIP: 48282T104<br>LEI: 549300K06LNJYBMPYP15 | Long             | EC               | CORP              | US        |           2 | NS      | $590.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings Inc.                                                         | Lincoln Electric Holdings Inc. COM NPV                                                                                                                 | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |           5 | NS      | $881.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corporation                                                            | Lockheed Martin Corporation COM USD1.00                                                                                                                | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |         178 | NS      | $85039.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Natural Resources Limited                                                     | Canadian Natural Resources Limited COM NPV                                                                                                             | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |          64 | NS      | $1836.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp.                                                                          | Chevron Corp. COM USD0.75                                                                                                                              | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         439 | NS      | $59730.34     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Company, Incorporated                                                      | McCormick & Company, Incorporated COM NPV                                                                                                              | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |          14 | NS      | $1073.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp.                                                                       | McDonald's Corp. COM USD0.01                                                                                                                           | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |          17 | NS      | $5434.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins Inc                                                                            | Rollins Inc COM USD1                                                                                                                                   | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |          22 | NS      | $1256.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ManpowerGroup Inc.                                                                     | ManpowerGroup Inc. COM USD0.01                                                                                                                         | CUSIP: 56418H100<br>LEI: ERO1WSFOSR0JJ6CRQ987 | Long             | EC               | CORP              | US        |          60 | NS      | $2584.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC Industrial Direct Co Inc.                                                          | MSC Industrial Direct Co Inc. CL A COM USD0.001                                                                                                        | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |          10 | NS      | $764.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corporation                                                                      | Masco Corporation COM USD1.00                                                                                                                          | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |          14 | NS      | $848.54       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp.                                                                        | Microsoft Corp. COM USD0.00000625                                                                                                                      | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |          47 | NS      | $18577.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Acuity Inc.                                                                            | Acuity Inc. COM STK USD0.01                                                                                                                            | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |           3 | NS      | $730.83       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Merit Medical Systems Inc.                                                             | Merit Medical Systems Inc. COM NPV                                                                                                                     | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |           8 | NS      | $755.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences Inc                                                             | Neurocrine Biosciences Inc COM USD0.001                                                                                                                | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |           8 | NS      | $861.52       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Company                                                              | National Fuel Gas Company COM USD1                                                                                                                     | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |          10 | NS      | $767.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The New York Times Company                                                             | The New York Times Company CLASS'A'COM USD0.10                                                                                                         | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |          17 | NS      | $885.02       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corporation                                                           | Norfolk Southern Corporation COM USD1                                                                                                                  | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |           8 | NS      | $1792.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc.                                                                          | NiSource Inc. COM USD0.01                                                                                                                              | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |          26 | NS      | $1016.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corporation                                                           | Northrop Grumman Corporation COM USD1                                                                                                                  | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |           4 | NS      | $1946.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE Energy Corporation                                                                 | OGE Energy Corporation COM USD0.01                                                                                                                     | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |        1051 | NS      | $47694.38     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corporation                                                 | Old Republic International Corporation COM USD1                                                                                                        | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |        1802 | NS      | $67755.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Parker-Hannifin Corp.                                                                  | Parker-Hannifin Corp. COM USD0.50                                                                                                                      | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |           4 | NS      | $2420.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                                                                            | Paychex Inc COM USD0.01                                                                                                                                | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |          12 | NS      | $1765.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pepsico Inc                                                                            | Pepsico Inc CAP USD0.016666                                                                                                                            | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |         648 | NS      | $87855.84     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corporation                                                           | Costco Wholesale Corporation COM USD0.01                                                                                                               | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |          10 | NS      | $9945.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Incorporated                                                         | Quest Diagnostics Incorporated COM USD0.01                                                                                                             | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |           6 | NS      | $1069.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Procter & Gamble Co.                                                               | The Procter & Gamble Co. COM NPV                                                                                                                       | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |         562 | NS      | $91364.34     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pulte Group Inc                                                                        | Pulte Group Inc COM USD0.01                                                                                                                            | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          11 | NS      | $1128.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Inc                                                                           | Reliance Inc COM NPV                                                                                                                                   | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |           3 | NS      | $864.69       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix, Inc.                                                                          | Netflix, Inc. COM USD0.001                                                                                                                             | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |           9 | NS      | $10185.48     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Gold, Inc.                                                                       | Royal Gold, Inc. COM USD0.01                                                                                                                           | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |           6 | NS      | $1096.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM International Inc.                                                                 | RPM International Inc. COM USD0.01                                                                                                                     | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |           9 | NS      | $960.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Sherwin-Williams Company                                                           | The Sherwin-Williams Company COM USD1                                                                                                                  | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |           7 | NS      | $2470.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Centerpoint Energy Inc                                                                 | Centerpoint Energy Inc COM STK USD0.01                                                                                                                 | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |          31 | NS      | $1202.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonoco Products Company                                                                | Sonoco Products Company COM NPV                                                                                                                        | CUSIP: 835495102<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | EC               | CORP              | US        |          89 | NS      | $3649.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Clean Harbors, Inc.                                                                    | Clean Harbors, Inc. COM USD0.01                                                                                                                        | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |           4 | NS      | $855.76       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corporation                                                                    | Stryker Corporation COM USD0.10                                                                                                                        | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |          10 | NS      | $3739.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corporation                                                                    | Comcast Corporation COM USD0.01 CL A                                                                                                                   | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |        2421 | NS      | $82798.20     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc                                                                           | Synopsys Inc COM USD0.01                                                                                                                               | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |           4 | NS      | $1836.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corporation                                                                      | Sysco Corporation COM USD1                                                                                                                             | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |          20 | NS      | $1428.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                           | Thermo Fisher Scientific Inc COM USD1                                                                                                                  | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |           9 | NS      | $3861.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Bills                                                           | B 0 08/19/25                                                                                                                                           | CUSIP: 912797QK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10100000 | PA      | $9970614.76   | 4.77%             | 2025-08-19      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Qifu Technology Inc.                                                                   | QIFTEC 0.5 04/01/30                                                                                                                                    | CUSIP: 88557WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |      221000 | PA      | $211828.50    | 0.10%             | 2030-04-01      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Glaukos Corp.                                                                          | Glaukos Corp. COM USD0.001                                                                                                                             | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |           7 | NS      | $659.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corp.                                                                 | ITGR 1.875 03/15/30                                                                                                                                    | CUSIP: 45826HAC3<br>LEI: 549300SUD2ED5XG6X569 | Long             | DBT              | CORP              | US        |      581000 | PA      | $613536.00    | 0.29%             | 2030-03-15      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ALLSTATE                                                               | CFD_EQS GSILGB2X 2019952                                                                                                                               | CUSIP: 020002101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1936 | NC      | $384083.04    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WELLTOWER                                                              | CFD_EQS GSILGB2X BYVYHH4                                                                                                                               | CUSIP: 95040Q104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1096 | NC      | $-167238.64   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MSCI INC                                                               | CFD_EQS GSILGB2X B2972D2                                                                                                                               | CUSIP: 55354G100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         798 | NC      | $434997.78    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NEXTERA E                                                              | CFD_EQS GSILGB2X 2328915                                                                                                                               | CUSIP: 65339F101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -5373 | NC      | $-359346.24   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CBRE GROU                                                              | CFD_EQS GSILGB2X B6WVMH3                                                                                                                               | CUSIP: 12504L109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -152 | NC      | $-18571.36    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DOLLAR TR                                                              | CFD_EQS GSILGB2X 2272476                                                                                                                               | CUSIP: 256746108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -926 | NC      | $-75719.02    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ESTEE LAU                                                              | CFD_EQS CHASUS33 2320524                                                                                                                               | CUSIP: 518439104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1185 | NC      | $-71052.60    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AMERICAN                                                               | CFD_EQS CHASUS33 B7FBFL2                                                                                                                               | CUSIP: 03027X100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1119 | NC      | $252233.79    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EQT CORP                                                               | CFD_EQS CHASUS33 2319414                                                                                                                               | CUSIP: 26884L109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -6656 | NC      | $-329072.64   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CONOCOPHI                                                              | CFD_EQS GSILGB2X 2685717                                                                                                                               | CUSIP: 20825C104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3065 | NC      | $273152.80    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CENTENE C                                                              | CFD_EQS GSILGB2X 2807061                                                                                                                               | CUSIP: 15135B101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -5838 | NC      | $-349404.30   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AON PLC-C                                                              | CFD_EQS CHASUS33 BLP1HW5                                                                                                                               | CUSIP: G0403H108<br>LEI: N/A                  | N/A              | DE               | CORP              | IE        |        -389 | NC      | $-138013.31   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WELLTOWER                                                              | CFD_EQS CHASUS33 BYVYHH4                                                                                                                               | CUSIP: 95040Q104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -127 | NC      | $-19378.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HILTON WO                                                              | CFD_EQS CHASUS33 BYVMW06                                                                                                                               | CUSIP: 43300A203<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1674 | NC      | $-377453.52   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG IRON MOUN                                                              | CFD_EQS GSILGB2X BVFTF03                                                                                                                               | CUSIP: 46284V101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -435 | NC      | $-39006.45    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TJX COMPA                                                              | CFD_EQS GSILGB2X 2989301                                                                                                                               | CUSIP: 872540109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3155 | NC      | $405985.40    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CARLISLE                                                               | CFD_EQS CHASUS33 2176318                                                                                                                               | CUSIP: 142339100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -127 | NC      | $-48193.96    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MONDELEZ                                                               | CFD_EQS GSILGB2X B8CKK03                                                                                                                               | CUSIP: 609207105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -5236 | NC      | $-356728.68   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BROADCOM                                                               | CFD_EQS GSILGB2X BDZ78H9                                                                                                                               | CUSIP: 11135F101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1079 | NC      | $-207675.13   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EDISON IN                                                              | CFD_EQS CHASUS33 2829515                                                                                                                               | CUSIP: 281020107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2842 | NC      | $-152075.42   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MAGNA INT                                                              | CFD_EQS CHASUS33 2554549                                                                                                                               | CUSIP: 559222401<br>LEI: N/A                  | N/A              | DE               | CORP              | CA        |         554 | NC      | $19257.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MOTOROLA                                                               | CFD_EQS BARCUS33 B5BKPQ4                                                                                                                               | CUSIP: 620076307<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         869 | NC      | $382698.91    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HOST HOTE                                                              | CFD_EQS BARCUS33 2567503                                                                                                                               | CUSIP: 44107P104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       27425 | NC      | $387241.00    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG KOHLS COR                                                              | CFD_EQS BARCUS33 2496113                                                                                                                               | CUSIP: 500255104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -9195 | NC      | $-61606.50    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NASDAQ IN                                                              | CFD_EQS BARCUS33 2965107                                                                                                                               | CUSIP: 631103108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -5037 | NC      | $-383869.77   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AMERICAN                                                               | CFD_EQS BARCUS33 2027342                                                                                                                               | CUSIP: 026874784<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -918 | NC      | $-74835.36    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BROWN & B                                                              | CFD_EQS GSILGB2X 2692687                                                                                                                               | CUSIP: 115236101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3261 | NC      | $-360666.60   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AMCOR PLC                                                              | CFD_EQS BARCUS33 BJ1F307                                                                                                                               | CUSIP: G0250X107<br>LEI: N/A                  | N/A              | DE               | CORP              | JE        |       -2157 | NC      | $-19844.40    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG COTERRA E                                                              | CFD_EQS BARCUS33 2162340                                                                                                                               | CUSIP: 127097103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2371 | NC      | $-58231.76    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ILLUMINA                                                               | CFD_EQS GSILGB2X 2613990                                                                                                                               | CUSIP: 452327109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        5759 | NC      | $446898.40    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ALBEMARLE                                                              | CFD_EQS BARCUS33 2046853                                                                                                                               | CUSIP: 012653101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3427 | NC      | $-200650.85   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ALBERTSON                                                              | CFD_EQS GSILGB2X BYNQ369                                                                                                                               | CUSIP: 013091103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       16743 | NC      | $368011.14    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BIO-RAD L                                                              | CFD_EQS CHASUS33 2098508                                                                                                                               | CUSIP: 090572207<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          71 | NC      | $17329.68     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WORKDAY I                                                              | CFD_EQS BARCUS33 B8K6ZD1                                                                                                                               | CUSIP: 98138H101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         414 | NC      | $101430.00    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG STELLANTI                                                              | CFD_EQS GSILGB2X BM9RCN2                                                                                                                               | CUSIP: N82405106<br>LEI: N/A                  | N/A              | DE               | CORP              | NL        |       -2569 | NC      | $-23840.32    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG XCEL ENER                                                              | CFD_EQS BARCUS33 2614807                                                                                                                               | CUSIP: 98389B100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1901 | NC      | $-134400.70   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG COLGATE-P                                                              | CFD_EQS BARCUS33 2209106                                                                                                                               | CUSIP: 194162103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3565 | NC      | $328657.35    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ALLEGION                                                               | CFD_EQS GSILGB2X BFRT3W7                                                                                                                               | CUSIP: G0176J109<br>LEI: N/A                  | N/A              | DE               | CORP              | IE        |         272 | NC      | $37862.40     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TAKE-TWO                                                               | CFD_EQS GSILGB2X 2122117                                                                                                                               | CUSIP: 874054109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1554 | NC      | $-362579.28   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MEDTRONIC                                                              | CFD_EQS BARCUS33 BTN1Y11                                                                                                                               | CUSIP: G5960L103<br>LEI: N/A                  | N/A              | DE               | CORP              | IE        |         -20 | NC      | $-1695.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EXTRA SPA                                                              | CFD_EQS BARCUS33 B02HWR9                                                                                                                               | CUSIP: 30225T102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         132 | NC      | $19340.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG STELLANTI                                                              | CFD_EQS BARCUS33 BM9RCN2                                                                                                                               | CUSIP: N82405106<br>LEI: N/A                  | N/A              | DE               | CORP              | NL        |      -13542 | NC      | $-125669.76   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TEMPUR SE                                                              | CFD_EQS BARCUS33 2216991                                                                                                                               | CUSIP: 88023U101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -6513 | NC      | $-397683.78   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PERFORMAN                                                              | CFD_EQS BARCUS33 BYVYD43                                                                                                                               | CUSIP: 71377A103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -260 | NC      | $-20971.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GODADDY I                                                              | CFD_EQS GSILGB2X BWFRFC6                                                                                                                               | CUSIP: 380237107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -414 | NC      | $-77968.62    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AMGEN INC                                                              | CFD_EQS BARCUS33 2023607                                                                                                                               | CUSIP: 031162100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         -75 | NC      | $-21819.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ROYALTY P                                                              | CFD_EQS BARCUS33 BMVP7Y0                                                                                                                               | CUSIP: G7709Q104<br>LEI: N/A                  | N/A              | DE               | CORP              | GB        |        -731 | NC      | $-23991.42    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ARTHUR J                                                               | CFD_EQS BARCUS33 2359506                                                                                                                               | CUSIP: 363576109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -538 | NC      | $-172531.22   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CHUBB LTD                                                              | CFD_EQS GSILGB2X B3BQMF6                                                                                                                               | CUSIP: H1467J104<br>LEI: N/A                  | N/A              | DE               | CORP              | CH        |        1322 | NC      | $378197.76    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CANADIAN                                                               | CFD_EQS CHASUS33 2210959                                                                                                                               | CUSIP: 136375102<br>LEI: N/A                  | N/A              | DE               | CORP              | CA        |        -611 | NC      | $-59157.02    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ALBEMARLE                                                              | CFD_EQS CHASUS33 2046853                                                                                                                               | CUSIP: 012653101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4068 | NC      | $-238181.40   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG XPO INC                                                                | CFD_EQS BARCUS33 B6Z1355                                                                                                                               | CUSIP: 983793100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2047 | NC      | $217227.64    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG KKR & CO                                                               | CFD_EQS BARCUS33 BG1FRR1                                                                                                                               | CUSIP: 48251W104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3812 | NC      | $-435597.24   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SUN COMMU                                                              | CFD_EQS GSILGB2X 2860257                                                                                                                               | CUSIP: 866674104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2538 | NC      | $315803.34    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ROYALTY P                                                              | CFD_EQS GSILGB2X BMVP7Y0                                                                                                                               | CUSIP: G7709Q104<br>LEI: N/A                  | N/A              | DE               | CORP              | GB        |      -12281 | NC      | $-403062.42   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EAGLE MAT                                                              | CFD_EQS BARCUS33 2191399                                                                                                                               | CUSIP: 26969P108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1368 | NC      | $309701.52    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HEICO COR                                                              | CFD_EQS BARCUS33 2419217                                                                                                                               | CUSIP: 422806109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         571 | NC      | $143183.96    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LABCORP H                                                              | CFD_EQS BARCUS33 BSBK800                                                                                                                               | CUSIP: 504922105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1148 | NC      | $276679.48    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG VAIL RESO                                                              | CFD_EQS GSILGB2X 2954194                                                                                                                               | CUSIP: 91879Q109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3031 | NC      | $421915.20    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TD SYNNEX                                                              | CFD_EQS GSILGB2X 2002554                                                                                                                               | CUSIP: 87162W100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1456 | NC      | $-161324.80   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG APOLLO GL                                                              | CFD_EQS CHASUS33 BN44JF6                                                                                                                               | CUSIP: 03769M106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2995 | NC      | $-408757.60   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG STELLANTI                                                              | CFD_EQS CHASUS33 BM9RCN2                                                                                                                               | CUSIP: N82405106<br>LEI: N/A                  | N/A              | DE               | CORP              | NL        |       -8180 | NC      | $-75910.40    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WESCO INT                                                              | CFD_EQS BARCUS33 2416973                                                                                                                               | CUSIP: 95082P105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         836 | NC      | $136234.56    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DICK S SP                                                              | CFD_EQS CHASUS33 2969637                                                                                                                               | CUSIP: 253393102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2273 | NC      | $-426733.02   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG P G & E C                                                              | CFD_EQS BARCUS33 2689560                                                                                                                               | CUSIP: 69331C108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -21793 | NC      | $-360020.36   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MICROCHIP                                                              | CFD_EQS BARCUS33 2592174                                                                                                                               | CUSIP: 595017104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2033 | NC      | $-93680.64    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LKQ CORP                                                               | CFD_EQS GSILGB2X 2971029                                                                                                                               | CUSIP: 501889208<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -10879 | NC      | $-415686.59   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CHURCH &                                                               | CFD_EQS CHASUS33 2195841                                                                                                                               | CUSIP: 171340102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          10 | NC      | $993.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FTAI AVIA                                                              | CFD_EQS BARCUS33 BLKFTK4                                                                                                                               | CUSIP: G3730V105<br>LEI: N/A                  | N/A              | DE               | CORP              | KY        |       -2120 | NC      | $-227073.20   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PRINCIPAL                                                              | CFD_EQS GSILGB2X 2803014                                                                                                                               | CUSIP: 74251V102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2927 | NC      | $217037.05    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG INVITATIO                                                              | CFD_EQS CHASUS33 BD81GW9                                                                                                                               | CUSIP: 46187W107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3148 | NC      | $107630.12    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AGCO CORP                                                              | CFD_EQS GSILGB2X 2010278                                                                                                                               | CUSIP: 001084102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -5173 | NC      | $-438825.59   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SHIFT4 PA                                                              | CFD_EQS BARCUS33 BLF0L75                                                                                                                               | CUSIP: 82452J109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -926 | NC      | $-75746.80    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SIRIUS XM                                                              | CFD_EQS GSILGB2X BQWS627                                                                                                                               | CUSIP: 829933100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -11240 | NC      | $-240760.80   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG APTIV HOL                                                              | CFD_EQS BARCUS33 BTDN8H1                                                                                                                               | CUSIP: G3265R107<br>LEI: N/A                  | N/A              | DE               | CORP              | JE        |       -2646 | NC      | $-150980.76   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG APTIV HOL                                                              | CFD_EQS GOLDUS33 BTDN8H1                                                                                                                               | CUSIP: G3265R107<br>LEI: N/A                  | N/A              | DE               | CORP              | JE        |       -1810 | NC      | $-103278.60   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SHIFT4 PA                                                              | CFD_EQS CHASUS33 BLF0L75                                                                                                                               | CUSIP: 82452J109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1802 | NC      | $-147403.60   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PERMIAN R                                                              | CFD_EQS CHASUS33 BQPCHB2                                                                                                                               | CUSIP: 71424F105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -941 | NC      | $-11103.80    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SIRIUS XM                                                              | CFD_EQS CHASUS33 BQWS627                                                                                                                               | CUSIP: 829933100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -12921 | NC      | $-276767.82   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ARTHUR J                                                               | CFD_EQS CHASUS33 2359506                                                                                                                               | CUSIP: 363576109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -730 | NC      | $-234103.70   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG REGAL REX                                                              | CFD_EQS BARCUS33 2730082                                                                                                                               | CUSIP: 758750103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3434 | NC      | $363454.56    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HF SINCLA                                                              | CFD_EQS CHASUS33 BMZQ9C1                                                                                                                               | CUSIP: 403949100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -6797 | NC      | $-204385.79   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LINDE PLC                                                              | CFD_EQS CHASUS33 BNZHB81                                                                                                                               | CUSIP: G54950103<br>LEI: N/A                  | N/A              | DE               | CORP              | IE        |          51 | NC      | $23114.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SIRIUS XM                                                              | CFD_EQS BARCUS33 BQWS627                                                                                                                               | CUSIP: 829933100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1061 | NC      | $-22726.62    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CRH PLC                                                                | CFD_EQS CHASUS33 B01ZKD6                                                                                                                               | CUSIP: G25508105<br>LEI: N/A                  | N/A              | DE               | CORP              | IE        |        4726 | NC      | $450954.92    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PACCAR IN                                                              | CFD_EQS BARCUS33 2665861                                                                                                                               | CUSIP: 693718108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         292 | NC      | $26341.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AGREE REA                                                              | CFD_EQS BARCUS33 2062161                                                                                                                               | CUSIP: 008492100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -246 | NC      | $-19092.06    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ADT INC                                                                | CFD_EQS BARCUS33 BFWCP81                                                                                                                               | CUSIP: 00090Q103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       42947 | NC      | $344434.94    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG APTIV PLC                                                              | CFD_EQS CHASUS33 BTDN8H1                                                                                                                               | CUSIP: G3265R107<br>LEI: N/A                  | N/A              | DE               | CORP              | JE        |       -1159 | NC      | $-66132.54    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TD SYNNEX                                                              | CFD_EQS CHASUS33 2002554                                                                                                                               | CUSIP: 87162W100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2212 | NC      | $-245089.60   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ALCON INC                                                              | CFD_EQS CHASUS33 BJXBP41                                                                                                                               | CUSIP: H01301128<br>LEI: N/A                  | N/A              | DE               | CORP              | CH        |        -566 | NC      | $-55247.26    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SS&C TECH                                                              | CFD_EQS CHASUS33 B58YSC6                                                                                                                               | CUSIP: 78467J100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         245 | NC      | $18522.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AST SpaceMobile Inc.                                                                   | ASTS 4.25 03/01/32                                                                                                                                     | CUSIP: 00217DAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      246000 | PA      | $288312.00    | 0.14%             | 2032-03-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Progress Software Corp.                                                                | PRGS 3.5 03/01/30                                                                                                                                      | CUSIP: 743312AD2<br>LEI: 549300R65B3JG6972S24 | Long             | DBT              | CORP              | US        |      702000 | PA      | $796127.17    | 0.38%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Evolent Health, Inc.                                                                   | EVH 3.5 12/01/29                                                                                                                                       | CUSIP: 30050BAH4<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | DBT              | CORP              | US        |      576000 | PA      | $465984.00    | 0.22%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sphere Entertainment Co.                                                               | SPHR 3.5 12/01/28                                                                                                                                      | CUSIP: 55826TAB8<br>LEI: 254900ZW4JWKYRZZ9A91 | Long             | DBT              | CORP              | US        |      704000 | PA      | $771584.00    | 0.37%             | 2028-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cheesecake Factory Inc                                                                 | CAKE 2 03/15/30                                                                                                                                        | CUSIP: 163072AB7<br>LEI: 529900872XMLK10SY247 | Long             | DBT              | CORP              | US        |      489000 | PA      | $479129.31    | 0.23%             | 2030-03-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Fortuna Mining Corp.                                                                   | FVICN 3.75 06/30/29 144A                                                                                                                               | CUSIP: 349915AD0<br>LEI: 5493003Q88RVK7CW4735 | Long             | DBT              | CORP              | CA        |      434000 | PA      | $531867.00    | 0.25%             | 2029-06-30      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Fubotv Inc.                                                                            | FUBO 3.25 02/15/26                                                                                                                                     | CUSIP: 35953DAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      332000 | PA      | $321840.80    | 0.15%             | 2026-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Five9 Inc.                                                                             | FIVN 1 03/15/29                                                                                                                                        | CUSIP: 338307AF8<br>LEI: 254900MXP6EWY0SFFR59 | Long             | DBT              | CORP              | US        |      409000 | PA      | $346109.81    | 0.17%             | 2029-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Applied Optoelectronics Inc                                                            | AAOI 2.75 01/15/30                                                                                                                                     | CUSIP: 03823UAE2<br>LEI: 529900I8U6Q5SYDNLT48 | Long             | DBT              | CORP              | US        |      355000 | PA      | $257439.23    | 0.12%             | 2030-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Parsons Corporation                                                                    | PSN 2.625 03/01/29                                                                                                                                     | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |      692000 | PA      | $729368.00    | 0.35%             | 2029-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Lemaitre Vascular Inc.                                                                 | LMAT 2.5 02/01/30                                                                                                                                      | CUSIP: 525558AA0<br>LEI: 549300FZUBUB7MHY8R17 | Long             | DBT              | CORP              | US        |      434000 | PA      | $446523.72    | 0.21%             | 2030-02-01      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                | CURRENCY CONTRACT - AUD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -997110 | NC      | $15516.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                | CURRENCY CONTRACT - AUD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -88643 | NC      | $1083.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                | CURRENCY CONTRACT - AUD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -132705 | NC      | $1885.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                | CURRENCY CONTRACT - AUD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -75610 | NC      | $1298.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                | CURRENCY CONTRACT - AUD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -48466 | NC      | $2806.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                | CURRENCY CONTRACT - AUD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -127088 | NC      | $7502.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                | CURRENCY CONTRACT - AUD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -12084 | NC      | $734.34       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                                                                | CURRENCY CONTRACT - BRL                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -200105 | NC      | $5314.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                                                                | CURRENCY CONTRACT - BRL                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -34358 | NC      | $458.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                                                                | CURRENCY CONTRACT - BRL                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -26607 | NC      | $375.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                                                                | CURRENCY CONTRACT - BRL                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -26632 | NC      | $351.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                                                                | CURRENCY CONTRACT - BRL                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -22154 | NC      | $476.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                                                                | CURRENCY CONTRACT - BRL                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -25838 | NC      | $274.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                                                                | CURRENCY CONTRACT - BRL                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -6693 | NC      | $269.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                                                                | CURRENCY CONTRACT - BRL                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -30114 | NC      | $1221.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                                                                | CURRENCY CONTRACT - BRL                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -26558 | NC      | $1295.31      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                                                                | CURRENCY CONTRACT - BRL                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -15136 | NC      | $531.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                                                                | CURRENCY CONTRACT - BRL                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -32995 | NC      | $81.37        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                | CURRENCY CONTRACT - CAD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -13972 | NC      | $572.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                | CURRENCY CONTRACT - CAD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -89373 | NC      | $3855.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                | CURRENCY CONTRACT - CAD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -1258 | NC      | $54.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                | CURRENCY CONTRACT - CAD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -55707 | NC      | $2472.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                | CURRENCY CONTRACT - CAD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -91352 | NC      | $3188.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                | CURRENCY CONTRACT - CAD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -111742 | NC      | $4616.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                | CURRENCY CONTRACT - CAD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -119014 | NC      | $4615.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                | CURRENCY CONTRACT - CAD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -56045 | NC      | $2133.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                | CURRENCY CONTRACT - CAD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -142120 | NC      | $3327.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                | CURRENCY CONTRACT - CAD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -28893 | NC      | $196.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                | CURRENCY CONTRACT - CAD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -72120 | NC      | $603.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                | CURRENCY CONTRACT - CAD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -72519 | NC      | $204.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                | CURRENCY CONTRACT - CAD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -130570 | NC      | $333.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                | CURRENCY CONTRACT - CAD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -94446 | NC      | $95.04        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                | CURRENCY CONTRACT - CAD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -14488 | NC      | $57.15        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                | CURRENCY CONTRACT - CAD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -123136 | NC      | $494.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                | CURRENCY CONTRACT - CHF                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -69182 | NC      | $3967.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                | CURRENCY CONTRACT - CHF                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -57332 | NC      | $3625.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                | CURRENCY CONTRACT - CHF                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -57356 | NC      | $3601.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                | CURRENCY CONTRACT - CHF                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -103052 | NC      | $6672.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                | CURRENCY CONTRACT - CHF                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -79978 | NC      | $5362.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                | CURRENCY CONTRACT - CHF                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -103065 | NC      | $6658.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                | CURRENCY CONTRACT - CHF                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -34304 | NC      | $2270.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                | CURRENCY CONTRACT - CHF                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -68507 | NC      | $4642.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                | CURRENCY CONTRACT - CHF                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -68576 | NC      | $4573.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                | CURRENCY CONTRACT - CHF                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -57183 | NC      | $3774.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                | CURRENCY CONTRACT - CHF                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -46746 | NC      | $2020.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                | CURRENCY CONTRACT - CHF                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -106948 | NC      | $2775.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                | CURRENCY CONTRACT - CHF                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -83960 | NC      | $1380.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CLP                                                                | CURRENCY CONTRACT - CLP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -447997 | NC      | $-7762.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CLP                                                                | CURRENCY CONTRACT - CLP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -6453 | NC      | $-118.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CLP                                                                | CURRENCY CONTRACT - CLP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -84898 | NC      | $615.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CLP                                                                | CURRENCY CONTRACT - CLP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -26729 | NC      | $-336.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CLP                                                                | CURRENCY CONTRACT - CLP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -37290 | NC      | $-339.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CLP                                                                | CURRENCY CONTRACT - CLP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -73181 | NC      | $-336.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - COP                                                                | CURRENCY CONTRACT - COP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -220465 | NC      | $-1967.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - COP                                                                | CURRENCY CONTRACT - COP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -23846 | NC      | $-351.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - COP                                                                | CURRENCY CONTRACT - COP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -50442 | NC      | $1245.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CZK                                                                | CURRENCY CONTRACT - CZK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -30624 | NC      | $1193.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CZK                                                                | CURRENCY CONTRACT - CZK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -17360 | NC      | $821.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CZK                                                                | CURRENCY CONTRACT - CZK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -21821 | NC      | $906.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CZK                                                                | CURRENCY CONTRACT - CZK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -60877 | NC      | $2758.85      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CZK                                                                | CURRENCY CONTRACT - CZK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -68134 | NC      | $47.20        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1988194 | NC      | $85802.98     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -76801 | NC      | $2749.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -218037 | NC      | $9250.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -32672 | NC      | $1420.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -86960 | NC      | $3955.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -55466 | NC      | $1355.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -55685 | NC      | $1137.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -10970 | NC      | $394.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -216618 | NC      | $-695.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                | CURRENCY CONTRACT - GBP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -14480 | NC      | $448.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                | CURRENCY CONTRACT - GBP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -70480 | NC      | $3365.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                | CURRENCY CONTRACT - GBP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -31552 | NC      | $1372.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                | CURRENCY CONTRACT - GBP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -24784 | NC      | $141.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                | CURRENCY CONTRACT - GBP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -116273 | NC      | $3692.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                | CURRENCY CONTRACT - GBP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -38854 | NC      | $1134.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                | CURRENCY CONTRACT - GBP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -25821 | NC      | $837.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                | CURRENCY CONTRACT - GBP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -90507 | NC      | $2799.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                | CURRENCY CONTRACT - GBP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -129223 | NC      | $4072.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                | CURRENCY CONTRACT - GBP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -103506 | NC      | $3130.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                | CURRENCY CONTRACT - GBP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -65785 | NC      | $862.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                | CURRENCY CONTRACT - GBP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -78120 | NC      | $1857.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                | CURRENCY CONTRACT - GBP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -77700 | NC      | $2276.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                | CURRENCY CONTRACT - GBP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -192601 | NC      | $7341.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                | CURRENCY CONTRACT - GBP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -152871 | NC      | $7083.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                | CURRENCY CONTRACT - GBP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -38674 | NC      | $1314.57      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                | CURRENCY CONTRACT - GBP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -360394 | NC      | $12833.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                | CURRENCY CONTRACT - GBP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -235725 | NC      | $4206.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                | CURRENCY CONTRACT - GBP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -65900 | NC      | $747.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                | CURRENCY CONTRACT - GBP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -66212 | NC      | $435.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                | CURRENCY CONTRACT - GBP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -26533 | NC      | $126.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                | CURRENCY CONTRACT - GBP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -119110 | NC      | $855.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                | CURRENCY CONTRACT - GBP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -93703 | NC      | $-396.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - HUF                                                                | CURRENCY CONTRACT - HUF                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -8118 | NC      | $263.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - HUF                                                                | CURRENCY CONTRACT - HUF                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -53715 | NC      | $2162.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - HUF                                                                | CURRENCY CONTRACT - HUF                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -16088 | NC      | $675.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - HUF                                                                | CURRENCY CONTRACT - HUF                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -136141 | NC      | $6346.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - HUF                                                                | CURRENCY CONTRACT - HUF                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -8303 | NC      | $79.08        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - HUF                                                                | CURRENCY CONTRACT - HUF                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -46912 | NC      | $584.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - HUF                                                                | CURRENCY CONTRACT - HUF                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -13903 | NC      | $66.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - HUF                                                                | CURRENCY CONTRACT - HUF                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -25072 | NC      | $72.71        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - HUF                                                                | CURRENCY CONTRACT - HUF                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -22243 | NC      | $108.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - IDR                                                                | CURRENCY CONTRACT - IDR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -37773 | NC      | $-386.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - IDR                                                                | CURRENCY CONTRACT - IDR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -440631 | NC      | $-4058.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - IDR                                                                | CURRENCY CONTRACT - IDR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -10307 | NC      | $-56.09       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - IDR                                                                | CURRENCY CONTRACT - IDR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -42315 | NC      | $-105.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - IDR                                                                | CURRENCY CONTRACT - IDR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -52603 | NC      | $1064.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - IDR                                                                | CURRENCY CONTRACT - IDR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -62898 | NC      | $1019.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - IDR                                                                | CURRENCY CONTRACT - IDR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -48028 | NC      | $814.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - IDR                                                                | CURRENCY CONTRACT - IDR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -26092 | NC      | $439.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - IDR                                                                | CURRENCY CONTRACT - IDR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -53232 | NC      | $1037.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - IDR                                                                | CURRENCY CONTRACT - IDR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -51521 | NC      | $939.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - IDR                                                                | CURRENCY CONTRACT - IDR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -46479 | NC      | $555.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                                | CURRENCY CONTRACT - INR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -83099 | NC      | $2856.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                                | CURRENCY CONTRACT - INR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -49145 | NC      | $1486.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                                | CURRENCY CONTRACT - INR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -14918 | NC      | $388.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                                | CURRENCY CONTRACT - INR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -11632 | NC      | $142.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                                | CURRENCY CONTRACT - INR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -3461 | NC      | $71.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                | CURRENCY CONTRACT - JPY                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -799326 | NC      | $16549.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                | CURRENCY CONTRACT - JPY                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -61733 | NC      | $1567.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                | CURRENCY CONTRACT - JPY                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -27202 | NC      | $931.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                | CURRENCY CONTRACT - JPY                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -26907 | NC      | $1227.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                | CURRENCY CONTRACT - JPY                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -26737 | NC      | $1396.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                | CURRENCY CONTRACT - JPY                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -20082 | NC      | $1018.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                | CURRENCY CONTRACT - JPY                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -110511 | NC      | $2023.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                | CURRENCY CONTRACT - JPY                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -13733 | NC      | $333.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                | CURRENCY CONTRACT - JPY                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -56632 | NC      | $-364.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                | CURRENCY CONTRACT - JPY                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -77740 | NC      | $-372.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                | CURRENCY CONTRACT - JPY                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -78860 | NC      | $-1492.02     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                                                                | CURRENCY CONTRACT - KRW                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -34304 | NC      | $908.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                                                                | CURRENCY CONTRACT - KRW                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -68693 | NC      | $1731.99      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                                                                | CURRENCY CONTRACT - KRW                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -55476 | NC      | $863.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                                                                | CURRENCY CONTRACT - KRW                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -54861 | NC      | $1479.43      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                                                                | CURRENCY CONTRACT - KRW                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -34295 | NC      | $917.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                                                                | CURRENCY CONTRACT - KRW                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -143115 | NC      | $4778.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                                                                | CURRENCY CONTRACT - KRW                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -132469 | NC      | $4859.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                                                                | CURRENCY CONTRACT - KRW                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -37800 | NC      | $933.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                                                                | CURRENCY CONTRACT - KRW                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -31578 | NC      | $113.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                                                                | CURRENCY CONTRACT - KRW                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -28220 | NC      | $-49.92       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                                                                | CURRENCY CONTRACT - KRW                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -17562 | NC      | $44.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                                                                | CURRENCY CONTRACT - KRW                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -66414 | NC      | $490.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                | CURRENCY CONTRACT - MXN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -9758 | NC      | $371.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                | CURRENCY CONTRACT - MXN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -34560 | NC      | $891.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                | CURRENCY CONTRACT - MXN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -39665 | NC      | $851.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                | CURRENCY CONTRACT - MXN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -19607 | NC      | $650.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                | CURRENCY CONTRACT - MXN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -39396 | NC      | $1120.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                | CURRENCY CONTRACT - MXN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -9755 | NC      | $374.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                | CURRENCY CONTRACT - MXN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -14495 | NC      | $698.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                | CURRENCY CONTRACT - MXN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -26376 | NC      | $719.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                | CURRENCY CONTRACT - MXN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -52584 | NC      | $1353.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                | CURRENCY CONTRACT - MXN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -38776 | NC      | $1739.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                | CURRENCY CONTRACT - MXN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -19470 | NC      | $788.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                | CURRENCY CONTRACT - MXN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -29462 | NC      | $924.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                | CURRENCY CONTRACT - MXN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -14946 | NC      | $247.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                | CURRENCY CONTRACT - MXN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -55598 | NC      | $111.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                | CURRENCY CONTRACT - MXN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -71017 | NC      | $-114.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                | CURRENCY CONTRACT - MXN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -70795 | NC      | $107.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                | CURRENCY CONTRACT - MXN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -80106 | NC      | $-143.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                | CURRENCY CONTRACT - MXN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -1072 | NC      | $-1.78        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                | CURRENCY CONTRACT - NOK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -158427 | NC      | $4983.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                | CURRENCY CONTRACT - NOK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -28384 | NC      | $453.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                | CURRENCY CONTRACT - NOK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -73364 | NC      | $3534.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                | CURRENCY CONTRACT - NOK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -27403 | NC      | $1434.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                | CURRENCY CONTRACT - NOK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -27339 | NC      | $1498.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                | CURRENCY CONTRACT - NOK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -206579 | NC      | $4893.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                | CURRENCY CONTRACT - NOK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -28075 | NC      | $762.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                | CURRENCY CONTRACT - NOK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -18922 | NC      | $302.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                | CURRENCY CONTRACT - NOK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -67654 | NC      | $-367.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                | CURRENCY CONTRACT - NOK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -38420 | NC      | $29.10        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                | CURRENCY CONTRACT - NZD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -17150 | NC      | $697.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                | CURRENCY CONTRACT - NZD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -75032 | NC      | $2306.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                | CURRENCY CONTRACT - NZD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -23035 | NC      | $761.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                | CURRENCY CONTRACT - NZD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -17185 | NC      | $662.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                | CURRENCY CONTRACT - NZD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -73945 | NC      | $3394.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                | CURRENCY CONTRACT - NZD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -46524 | NC      | $1068.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                | CURRENCY CONTRACT - NZD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -33608 | NC      | $2086.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                | CURRENCY CONTRACT - NZD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -50390 | NC      | $3152.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                | CURRENCY CONTRACT - NZD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -148244 | NC      | $6433.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                | CURRENCY CONTRACT - NZD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -92865 | NC      | $2321.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PHP                                                                | CURRENCY CONTRACT - PHP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -19189 | NC      | $509.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PHP                                                                | CURRENCY CONTRACT - PHP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -40119 | NC      | $1068.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PHP                                                                | CURRENCY CONTRACT - PHP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -61087 | NC      | $1588.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PHP                                                                | CURRENCY CONTRACT - PHP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -8719 | NC      | $234.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PHP                                                                | CURRENCY CONTRACT - PHP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -17497 | NC      | $410.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PHP                                                                | CURRENCY CONTRACT - PHP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -36556 | NC      | $1049.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PHP                                                                | CURRENCY CONTRACT - PHP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -10519 | NC      | $225.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PHP                                                                | CURRENCY CONTRACT - PHP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -8817 | NC      | $137.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PHP                                                                | CURRENCY CONTRACT - PHP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -56363 | NC      | $940.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PHP                                                                | CURRENCY CONTRACT - PHP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -79336 | NC      | $1246.98      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                                                | CURRENCY CONTRACT - PLN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -25871 | NC      | $549.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                                                | CURRENCY CONTRACT - PLN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -12956 | NC      | $254.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                                                | CURRENCY CONTRACT - PLN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -38219 | NC      | $1410.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                                                | CURRENCY CONTRACT - PLN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -12697 | NC      | $513.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                                                | CURRENCY CONTRACT - PLN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -92629 | NC      | $-158.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                                                | CURRENCY CONTRACT - PLN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -26524 | NC      | $-103.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                                                | CURRENCY CONTRACT - PLN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -13413 | NC      | $-202.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                                                | CURRENCY CONTRACT - PLN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -39809 | NC      | $-179.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                | CURRENCY CONTRACT - SEK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -9980 | NC      | $398.40       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                | CURRENCY CONTRACT - SEK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -69417 | NC      | $3231.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                | CURRENCY CONTRACT - SEK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -49706 | NC      | $2185.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                | CURRENCY CONTRACT - SEK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -61787 | NC      | $2416.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                | CURRENCY CONTRACT - SEK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -48090 | NC      | $1867.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                | CURRENCY CONTRACT - SEK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -119376 | NC      | $5164.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                | CURRENCY CONTRACT - SEK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -20005 | NC      | $751.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                | CURRENCY CONTRACT - SEK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -49942 | NC      | $1949.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                | CURRENCY CONTRACT - SEK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -40119 | NC      | $1394.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                | CURRENCY CONTRACT - SEK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -39800 | NC      | $1712.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                | CURRENCY CONTRACT - SEK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -60085 | NC      | $2185.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                | CURRENCY CONTRACT - SEK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -40178 | NC      | $1335.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                | CURRENCY CONTRACT - SEK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -60508 | NC      | $1762.30      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                | CURRENCY CONTRACT - SEK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -20567 | NC      | $189.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                | CURRENCY CONTRACT - SEK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -51282 | NC      | $609.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                | CURRENCY CONTRACT - SEK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -62281 | NC      | $-11.44       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SGD                                                                | CURRENCY CONTRACT - SGD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -226373 | NC      | $3975.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SGD                                                                | CURRENCY CONTRACT - SGD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -22637 | NC      | $398.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SGD                                                                | CURRENCY CONTRACT - SGD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -45868 | NC      | $201.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SGD                                                                | CURRENCY CONTRACT - SGD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -38283 | NC      | $108.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - THB                                                                | CURRENCY CONTRACT - THB                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -56412 | NC      | $678.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - THB                                                                | CURRENCY CONTRACT - THB                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -50979 | NC      | $102.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - THB                                                                | CURRENCY CONTRACT - THB                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -6001 | NC      | $8.36         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - THB                                                                | CURRENCY CONTRACT - THB                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -18116 | NC      | $-87.34       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - THB                                                                | CURRENCY CONTRACT - THB                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -51002 | NC      | $79.78        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - THB                                                                | CURRENCY CONTRACT - THB                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -48022 | NC      | $54.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                                | CURRENCY CONTRACT - TWD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -24523 | NC      | $659.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                                | CURRENCY CONTRACT - TWD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -42891 | NC      | $1178.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                                | CURRENCY CONTRACT - TWD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -42806 | NC      | $1263.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                                | CURRENCY CONTRACT - TWD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -12201 | NC      | $389.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                                | CURRENCY CONTRACT - TWD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -39311 | NC      | $1610.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                                | CURRENCY CONTRACT - TWD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -51833 | NC      | $1679.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                                | CURRENCY CONTRACT - TWD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -197604 | NC      | $7002.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                                | CURRENCY CONTRACT - TWD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -134733 | NC      | $622.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                                | CURRENCY CONTRACT - TWD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -134437 | NC      | $917.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                                | CURRENCY CONTRACT - TWD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -15607 | NC      | $132.02       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                                | CURRENCY CONTRACT - TWD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -21795 | NC      | $239.93       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                                | CURRENCY CONTRACT - TWD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -18785 | NC      | $101.54       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -32030 | NC      | $-1293.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -605680 | NC      | $-17990.59    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -424720 | NC      | $-17096.67    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -706100 | NC      | $-25394.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -3958530 | NC      | $-113987.82   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -369950 | NC      | $-18380.36    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -22400 | NC      | $-1231.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -26200 | NC      | $-981.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -7500 | NC      | $-71.59       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -9000 | NC      | $36.41        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -12700 | NC      | $-86.86       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1183160 | NC      | $-4583.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -12000 | NC      | $-4.14        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -5000000 | NC      | $-425.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1800000 | NC      | $-7709.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -120000 | NC      | $-975.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -110000 | NC      | $-3357.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -730000 | NC      | $-50221.84    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -790000 | NC      | $-16526.21    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -4780000 | NC      | $-9361.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -45000000 | NC      | $-4504.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1170000 | NC      | $-49810.20    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1100000 | NC      | $-5051.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        | -1314300000 | NC      | $-18833.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -50000000 | NC      | $136.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -7500000 | NC      | $-15011.70    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -750000 | NC      | $-5423.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -20800000 | NC      | $-18305.11    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1300000 | NC      | $-4238.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -37300000 | NC      | $-19617.34    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -340000 | NC      | $-2182.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -58000000 | NC      | $581.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -40000 | NC      | $-466.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -100000 | NC      | $-241.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1200000 | NC      | $-400.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -900000 | NC      | $-1894.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -200000 | NC      | $-381.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -13000000 | NC      | $-1104.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -10000000 | NC      | $-2410.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -10000 | NC      | $-151.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -100000 | NC      | $-236.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -150000 | NC      | $-1511.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -50000 | NC      | $-210.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1000000 | NC      | $-238.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -17000000 | NC      | $-1376.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -26000000 | NC      | $441.12       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -270000 | NC      | $-1240.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -80000 | NC      | $-422.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -9000000 | NC      | $-2061.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -80000 | NC      | $-1087.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -150000 | NC      | $-723.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -790000000 | NC      | $192.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |        -473 | NC      | $-0.54        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -15000000 | NC      | $478.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -699527 | NC      | $-753.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -80000 | NC      | $-1094.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -500000 | NC      | $-627.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -8000000 | NC      | $-2266.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -10000 | NC      | $-351.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -30000 | NC      | $-2088.51     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -11120000 | NC      | $-3100.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -30000 | NC      | $-725.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -40000 | NC      | $-515.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -440000 | NC      | $-63.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -30000 | NC      | $-1194.38     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -210000 | NC      | $-4219.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -120000 | NC      | $-1891.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -20000000 | NC      | $0.48         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -45000000 | NC      | $-881.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -3000000 | NC      | $83.39        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -250000 | NC      | $-1650.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -70000 | NC      | $-2728.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -800000 | NC      | $-840.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -40000 | NC      | $-2910.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -17000000 | NC      | $-1604.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -50000 | NC      | $-1949.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -50000 | NC      | $-770.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -300000 | NC      | $-368.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -25000000 | NC      | $-441.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -170000000 | NC      | $10.98        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -180000 | NC      | $-266.35      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -10000000 | NC      | $16.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -710000000 | NC      | $-203.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -20000000 | NC      | $647.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -180000000 | NC      | $764.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -100000 | NC      | $-1692.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -480000 | NC      | $-24703.98    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -300000 | NC      | $-279.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2100000 | NC      | $-841.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -30000 | NC      | $-546.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -120000000 | NC      | $-2229.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -250000 | NC      | $-2013.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -350000000 | NC      | $-67.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1400000 | NC      | $-253.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1400000 | NC      | $-2095.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -600000 | NC      | $721.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -120000 | NC      | $-6552.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -100000 | NC      | $-735.66      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -110000 | NC      | $-2944.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -20000000 | NC      | $112.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -10000 | NC      | $-371.11      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -40000000 | NC      | $64.82        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -500000 | NC      | $-375.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -10000000 | NC      | $-2852.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -20000 | NC      | $-401.61      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2300000 | NC      | $-1096.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -440000000 | NC      | $-352.43      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -20000000 | NC      | $-2408.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -42000000 | NC      | $-51.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -110000 | NC      | $-3219.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -800000 | NC      | $-537.01      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -250000 | NC      | $-1665.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -10000 | NC      | $-263.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -900000 | NC      | $-605.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -27000000 | NC      | $-55.45       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -140000 | NC      | $-1552.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -150000 | NC      | $-853.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        | -1240000000 | NC      | $-966.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1500000 | NC      | $-219.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -100000 | NC      | $-100.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -20000 | NC      | $-345.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        | -1790000000 | NC      | $-1143.37     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -22000000 | NC      | $-1120.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -3800000 | NC      | $-3220.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1200000 | NC      | $-1388.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -900000 | NC      | $-123.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -50000000 | NC      | $-73.84       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -250000 | NC      | $-606.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -500000 | NC      | $-557.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -200000 | NC      | $-1036.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -800000 | NC      | $-1975.31     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -41000000 | NC      | $-1230.18     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -50000 | NC      | $-1622.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -150000000 | NC      | $-623.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2000000 | NC      | $-2140.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -60000 | NC      | $-2118.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -150000 | NC      | $-5405.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1700000 | NC      | $-3630.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -150000 | NC      | $-3512.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -590000000 | NC      | $-1144.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1300000 | NC      | $-3758.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -170000 | NC      | $-3979.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -18326240 | NC      | $-144.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -33000000 | NC      | $-1483.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -241673760 | NC      | $-1892.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -60000 | NC      | $-381.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -124000000 | NC      | $-4965.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -40000000 | NC      | $-262.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        | -2360000000 | NC      | $-3606.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1400000 | NC      | $-707.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -70000 | NC      | $-1757.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -200000 | NC      | $-511.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -60000 | NC      | $-2764.89     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -4500000 | NC      | $-5733.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -230000 | NC      | $-4614.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1800000 | NC      | $-5580.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        | -1250000000 | NC      | $-1940.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -100000 | NC      | $-95.57       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -21000000 | NC      | $-1175.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -10000 | NC      | $-289.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -180000 | NC      | $-2072.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -64000000 | NC      | $-2639.07     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -4100000 | NC      | $-3381.34     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -120000 | NC      | $-3109.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -800000 | NC      | $-538.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -40000000 | NC      | $-6295.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -120000 | NC      | $-55.49       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -230000 | NC      | $-2848.93     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2100000 | NC      | $-2311.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -170000 | NC      | $-1437.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -180000 | NC      | $-1284.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -130000 | NC      | $-879.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -80000 | NC      | $1457.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -400000 | NC      | $-174.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -35000000 | NC      | $-1228.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -100000 | NC      | $62.55        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -80000 | NC      | $-366.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -400000 | NC      | $-805.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -400000 | NC      | $-155.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -130000000 | NC      | $-832.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -130000 | NC      | $-650.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -70000000 | NC      | $-121.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -140000 | NC      | $-1217.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -10000 | NC      | $64.11        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -10000 | NC      | $126.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -80000 | NC      | $-258.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -300000 | NC      | $50.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -180000 | NC      | $-900.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -160000000 | NC      | $-622.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -30000 | NC      | $-93.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -20000 | NC      | $337.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -700000 | NC      | $-818.98      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -4000000 | NC      | $53.00        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -90000 | NC      | $-498.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -170000 | NC      | $-552.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -80000 | NC      | $329.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -110000 | NC      | $-381.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -400000 | NC      | $-301.69      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -120000 | NC      | $470.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -20000 | NC      | $247.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -60000 | NC      | $-287.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -500000 | NC      | $-626.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -20000 | NC      | $-67.31       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -4000000 | NC      | $97.60        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -15000000 | NC      | $59.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -160000000 | NC      | $-532.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -230000 | NC      | $-555.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -110000 | NC      | $709.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -190000 | NC      | $-99.05       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1000000 | NC      | $-78.11       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -600000 | NC      | $-271.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -500000 | NC      | $489.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -120000 | NC      | $994.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -130000 | NC      | $-82.76       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -90000000 | NC      | $-282.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -400000 | NC      | $358.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -50000 | NC      | $263.01       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -80000 | NC      | $-243.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -20000000 | NC      | $-64.58       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -100000 | NC      | $114.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -10000 | NC      | $-10.85       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -300000 | NC      | $37.58        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -70000 | NC      | $386.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -50000 | NC      | $198.63       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -70000 | NC      | $-104.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -50000000 | NC      | $-327.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2400000 | NC      | $-235.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -4000000 | NC      | $-87.66       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -30000 | NC      | $62.61        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -60000 | NC      | $-152.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -100000 | NC      | $175.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -50000 | NC      | $216.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |        -217 | NC      | $0.24         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -80000 | NC      | $16.54        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -175000000 | NC      | $-952.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -1829 | NC      | $0.83         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -90000 | NC      | $84.56        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -59783 | NC      | $83.69        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1298171 | NC      | $174.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -140000000 | NC      | $227.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ZAR                                                                | CURRENCY CONTRACT - ZAR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -76070 | NC      | $-1106.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ZAR                                                                | CURRENCY CONTRACT - ZAR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -37882 | NC      | $-400.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ZAR                                                                | CURRENCY CONTRACT - ZAR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -59933 | NC      | $-1033.76     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ZAR                                                                | CURRENCY CONTRACT - ZAR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -43820 | NC      | $-983.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ZAR                                                                | CURRENCY CONTRACT - ZAR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -38482 | NC      | $-1000.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ZAR                                                                | CURRENCY CONTRACT - ZAR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -81802 | NC      | $-1484.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ZAR                                                                | CURRENCY CONTRACT - ZAR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -5039 | NC      | $315.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ZAR                                                                | CURRENCY CONTRACT - ZAR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -37655 | NC      | $-173.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ZAR                                                                | CURRENCY CONTRACT - ZAR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -26862 | NC      | $-89.25       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL                                             | JUN 25 ME 10Y CDN JUN 25                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |          -6 | NC      | $-538198.18   | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                 | FUT. YR T-NOTES JUN25                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -67 | NC      | $-7518656.25  | -3.60%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                 | FUT. U.S. T-BONDS JUN25                                                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -17 | NC      | $-1982625.00  | -0.95%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                 | JUN 25 CBT ULT JUN 25                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          33 | NC      | $3786234.38   | 1.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                 | JUN 25 CBT UL JUN 25                                                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          -2 | NC      | $-242062.50   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                 | FUT. CBT 5Y T-NOTE JUN25                                                                                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          37 | NC      | $4040226.56   | 1.93%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION                                       | JUN 25 LIF LONG JUN 25                                                                                                                                 | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |           9 | NC      | $1121706.96   | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                 | JUN 25 US 2YR JUN 25                                                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         155 | NC      | $32263007.80  | 15.44%            |  |  |  | No            |                  1 | On Loan: No      |
| ASX - TRADE24                                                                          | FUT JUN 25 SFE 10Y T-BOND                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |          18 | NC      | $1325615.60   | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                      | 06 JUN 25 EURX 06 JUN                                                                                                                                  | CUSIP: 000000000<br>LEI: 529900UT4DG0LG5R9O07 | N/A              | DIR              | CORP              | DE        |         -10 | NC      | $-1492869.90  | -0.71%            |  |  |  | No            |                  1 | On Loan: No      |
| OPT. JUNIPER P 33 16/5/25                                                              | OPT. JUNIPER P 33 16/5/25                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         744 | NC      | $7440.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPT. HERC H C 130 20/6/25                                                              | OPT. HERC H C 130 20/6/25                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          38 | NC      | $11590.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OPT. HERC H C 125 20/6/25                                                              | OPT. HERC H C 125 20/6/25                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |           5 | NC      | $2175.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPT. H&E EQU P 85 16/5/25                                                              | OPT. H&E EQU P 85 16/5/25                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         104 | NC      | $5460.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPT. CHEVRO C 165 19/9/25                                                              | OPT. CHEVRO C 165 19/9/25                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          93 | NC      | $11532.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OPT. CHEVRO C 170 19/9/25                                                              | OPT. CHEVRO C 170 19/9/25                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          93 | NC      | $5859.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPT. UNITED P 40 20/6/25                                                               | OPT. UNITED P 40 20/6/25                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          87 | NC      | $28710.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OPT. UNITED C 50 20/6/25                                                               | OPT. UNITED C 50 20/6/25                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         -87 | NC      | $-14790.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| OPT. PARAMOU C 12 20/6/25                                                              | OPT. PARAMOU C 12 20/6/25                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -164 | NC      | $-6396.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| OPT. PARAMOU C 12 18/7/25                                                              | OPT. PARAMOU C 12 18/7/25                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         -20 | NC      | $-800.00      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| OPT. PARAMOUN P 9 18/7/25                                                              | OPT. PARAMOUN P 9 18/7/25                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          92 | NC      | $4370.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OIS_CCP USD RCV 3.39952% PAY SOFR1D 02-MAY-2030                                        | OIS_CCP USD RCV 3.39952% PAY SOFR1D 02-MAY-2030                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |      125872 | OU      | $147.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS_IX_CCP CDX.NA.HY.44 5% 20300620                                                    | CDS_IX_CCP CDX.NA.HY.44 5% 20300620                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |     1440547 | OU      | $-49884.70    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-30

**Name of Applicant:** Morningstar Funds Trust

**Signature:** D. Scott Schilling

**Name of Signer:** D. Scott Schilling

**Title:** Chief Compliance Officer