# EDGAR Filing Document

**Accession Number:** 0001699360
**File Stem:** 0002066578-25-001988
**Filing Date:** 2025-12
**Character Count:** 1126406
**Document Hash:** d73b0129bffcee294902c1be517dc9b8
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002066578-25-001988.hdr.sgml**: 20251216

**ACCESSION NUMBER**: 0002066578-25-001988

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251216

**DATE AS OF CHANGE**: 20251216

**PERIOD START**: 20260430

**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:** 251574350

**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:** 2026-04-30

- **b. Date as of which information is reported:** 2025-10-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $282710048.34

**Total Liabilities:** $49631032.18

**Net Assets:** $233079016.16

**Delayed Delivery Securities:** $10784208.35

**Cash Not Reported:** $39873249.55

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 80.867990871466 | **1-Year:** 2272.470309197550 | **5-Year:** 13297.213649391956 | **10-Year:** 14038.032566203598 | **30-Year:** 209.253418177133

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

- **3-Month:** 204.672753546182 | **1-Year:** 4246.717144780582 | **5-Year:** 8155.723840678290 | **10-Year:** 565.588736248822 | **30-Year:** 82.587848380192

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000186146 | 0.75%                | 0.28%                | 0.28%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $767201.47               | $325999.26                                 |
| Month 2  | $777811.41               | $-31254.68                                 |
| Month 3  | $939320.86               | $-500991.53                                |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Autozone, Inc.                                                                         | AZO 5.4 07/15/34                                                                                                                                       | CUSIP: 053332BK7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20671.38     | 0.01%             | 2034-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Teledyne FLIR LLC                                                                      | TDY 2.5 08/01/30                                                                                                                                       | CUSIP: 302445AE1<br>LEI: 5493000HDPX16EHNN346 | Long             | DBT              | CORP              | US        |       40000 | PA      | $36922.86     | 0.02%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                                        | LYV 3.75 01/15/28 144A                                                                                                                                 | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |       16000 | PA      | $15611.88     | 0.01%             | 2028-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Greenfire Resources Ltd.                                                               | GFR 12 10/01/28 144A                                                                                                                                   | CUSIP: 39525UAA5<br>LEI: 254900MTS0G2VGMJW059 | Long             | DBT              | CORP              | CA        |       20000 | PA      | $21035.80     | 0.01%             | 2028-10-01      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| The Allstate Corporation                                                               | ALL 5.05 06/24/29                                                                                                                                      | CUSIP: 020002BL4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |       65000 | PA      | $66872.27     | 0.03%             | 2029-06-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Zegona Finance PLC                                                                     | ZEGLN 8.625 07/15/29 144A                                                                                                                              | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |       61000 | PA      | $64808.78     | 0.03%             | 2029-07-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                         | MS V5.32 07/19/35                                                                                                                                      | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       70000 | PA      | $71989.73     | 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      | $58941.80     | 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        |       17000 | PA      | $17816.02     | 0.01%             | 2029-08-01      | Fixed         | 9.12%                 | 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      | $82844.01     | 0.04%             | 2030-07-26      | Fixed         | 5.46%                 | 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      | $20193.27     | 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      | $61222.73     | 0.03%             | 2031-09-01      | Fixed         | 4.80%                 | No            |                  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      | $10100.85     | 0.00%             | 2034-08-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2 MA7136                                                                                                                                              | CUSIP: 36179V4V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       12806 | PA      | $11097.61     | 0.00%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Universal Health Services, Inc.                                                        | UHS 2.65 01/15/32                                                                                                                                      | CUSIP: 913903BA7<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |       68000 | PA      | $59595.31     | 0.03%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                      | PNC V5.401 07/23/35                                                                                                                                    | CUSIP: 693475BZ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       23000 | PA      | $23810.11     | 0.01%             | 2035-07-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc.                                                                     | POST 6.375 03/01/33 144A                                                                                                                               | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       34000 | PA      | $34435.00     | 0.01%             | 2033-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Karoon USA Finance Inc.                                                                | KARAU 10.5 05/14/29 144A                                                                                                                               | CUSIP: 48575AAA9<br>LEI: 254900I4IZ164TOMZH46 | Long             | DBT              | CORP              | US        |       18000 | PA      | $18536.22     | 0.01%             | 2029-05-14      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Waste Management, Inc.                                                                 | WM 4.95 07/03/31                                                                                                                                       | CUSIP: 94106LBY4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |      125000 | PA      | $129449.91    | 0.06%             | 2031-07-03      | Fixed         | 4.95%                 | 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      | $10468.98     | 0.00%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                         | MS V0.985 12/10/26                                                                                                                                     | CUSIP: 6174468V4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      170000 | PA      | $169458.23    | 0.07%             | 2026-12-10      | Fixed         | 0.98%                 | No            |                  2 | On Loan: No      |
| ams OSRAM AG                                                                           | AMSSW 12.25 03/30/29 144A                                                                                                                              | CUSIP: 03217CAB2<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |       17000 | PA      | $18293.22     | 0.01%             | 2029-03-30      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| Targa Resources Corp.                                                                  | TRGP 5.5 02/15/35                                                                                                                                      | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40724.74     | 0.02%             | 2035-02-15      | Fixed         | 5.50%                 | 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: 635400FSFRHBFVPTP424 | Long             | DBT              | CORP              | IE        |      125000 | PA      | $116538.76    | 0.05%             | 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      | $163155.21    | 0.07%             | 2026-03-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Wayfair LLC                                                                            | W 7.25 10/31/29 144A                                                                                                                                   | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |       73000 | PA      | $75487.11     | 0.03%             | 2029-10-31      | Fixed         | 7.25%                 | Yes           |                  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      | $26979.73     | 0.01%             | 2032-10-20      | Fixed         | 2.57%                 | 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      | $88481.47     | 0.04%             | 2031-11-19      | Fixed         | 1.76%                 | No            |                  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      | $522131.60    | 0.22%             | 2042-07-25      | Floating      | 10.18%                | Yes           |                  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      | $254523.03    | 0.11%             | 2030-10-21      | Fixed         | 8.31%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman Inc.                                                                 | WLSC 6.625 06/15/29 144A                                                                                                                               | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |        6000 | PA      | $6177.43      | 0.00%             | 2029-06-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| OneMain Financial Corporation                                                          | OMF 7.125 11/15/31                                                                                                                                     | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       12000 | PA      | $12434.69     | 0.01%             | 2031-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| The Kroger Co.                                                                         | KR 5 09/15/34                                                                                                                                          | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50409.31     | 0.02%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital Designated Activity Co. / AerCap Global Aviation Trust (AER)    | AER 4.95 09/10/34                                                                                                                                      | CUSIP: 00774MBM6<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |      300000 | PA      | $298656.86    | 0.13%             | 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      | $50009.20     | 0.02%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp.                                                                     | ARCC 2.15 07/15/26                                                                                                                                     | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |       48000 | PA      | $47259.86     | 0.02%             | 2026-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                                                   | LVS 6 08/15/29                                                                                                                                         | CUSIP: 517834AK3<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26040.77     | 0.01%             | 2029-08-15      | Fixed         | 6.00%                 | 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        |       31000 | PA      | $32456.32     | 0.01%             | 2030-11-15      | Fixed         | 7.12%                 | 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      | $20550.03     | 0.01%             | 2034-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Equifax Inc.                                                                           | EFX 4.8 09/15/29                                                                                                                                       | CUSIP: 294429AX3<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |       65000 | PA      | $65954.33     | 0.03%             | 2029-09-15      | Fixed         | 4.80%                 | 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      | $39667.10     | 0.02%             | 2034-09-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Corporation                                                          | OMF 7.5 05/15/31                                                                                                                                       | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       65000 | PA      | $67894.58     | 0.03%             | 2031-05-15      | Fixed         | 7.50%                 | 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        |       71000 | PA      | $74298.94     | 0.03%             | 2031-06-15      | Fixed         | 7.50%                 | Yes           |                  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      | $10197.83     | 0.00%             | 2030-03-01      | Fixed         | 5.10%                 | 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      | $183071.71    | 0.08%             | 2034-09-15      | Fixed         | 4.45%                 | 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      | $448525.39    | 0.19%             | 2026-12-09      | Fixed         | 1.09%                 | No            |                  2 | On Loan: No      |
| California Resources Corporation                                                       | CRC 8.25 06/15/29 144A                                                                                                                                 | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |       87000 | PA      | $90502.79     | 0.04%             | 2029-06-15      | Fixed         | 8.25%                 | 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      | $59218.94     | 0.03%             | 2029-09-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | CAS 2022-R06 1B1                                                                                                                                       | CUSIP: 20754NAQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      290000 | PA      | $312264.08    | 0.13%             | 2042-05-25      | Floating      | 10.53%                | Yes           |                  2 | On Loan: No      |
| Pacira Biosciences Inc                                                                 | Pacira Biosciences Inc COM USD0.001                                                                                                                    | CUSIP: 695127100<br>LEI: 549300P56LERYBDHCF69 | Short            | EC               | CORP              | US        |       -4250 | NS      | $-90865.00    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Mirum Pharmaceuticals Inc.                                                             | Mirum Pharmaceuticals Inc. COM USD0.0001                                                                                                               | CUSIP: 604749101<br>LEI: 254900YZKR40F7F27K81 | Short            | EC               | CORP              | US        |       -4579 | NS      | $-332664.35   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Shift4 Payments Inc                                                                    | Shift4 Payments Inc CL A                                                                                                                               | CUSIP: 82452J109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -4248 | NS      | $-293536.80   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Astria Therapeutics Inc                                                                | Astria Therapeutics Inc COM                                                                                                                            | CUSIP: 04635X102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       35414 | NS      | $447278.82    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Abiomed Inc                                                                            | Abiomed Inc USD0.01 SUBS RTS                                                                                                                           | CUSIP: 003CVR016<br>LEI: 5493001EZN4ZTB4Z5887 | Long             | EC               | CORP              | US        |        8954 | NS      | $14326.40     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| CONTRA ALBIREO PHARMA                                                                  | CONTRA ALBIREO PHARMA                                                                                                                                  | CUSIP: 013CVR022<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       21904 | NS      | $60689.41     | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| Pebblebrook Hotel Trust                                                                | Pebblebrook Hotel Trust COM USD0.01 SBI                                                                                                                | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Short            | EC               | CORP              | US        |      -14610 | NS      | $-152820.60   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Zscaler Inc                                                                            | Zscaler Inc COM USD0.001                                                                                                                               | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Short            | EC               | CORP              | US        |        -134 | NS      | $-44372.76    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| OSI System Inc.                                                                        | OSI System Inc. COM NPV                                                                                                                                | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Short            | EC               | CORP              | US        |       -2217 | NS      | $-617345.82   | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| Exact Sciences Corporation                                                             | Exact Sciences Corporation COM USD0.01                                                                                                                 | CUSIP: 30063P105<br>LEI: 549300VM3X1FYD4N9Z14 | Short            | EC               | CORP              | US        |       -6316 | NS      | $-408582.04   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| TXNM Energy Inc.                                                                       | TXNM Energy Inc. COM NPV                                                                                                                               | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |       43296 | NS      | $2459212.80   | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Sunrun Inc.                                                                            | Sunrun Inc. COM USD0.0001                                                                                                                              | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Short            | EC               | CORP              | US        |      -16532 | NS      | $-343204.32   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| KKR & Co Inc.                                                                          | KKR & Co Inc. COM USD0.01                                                                                                                              | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Short            | EC               | CORP              | US        |       -3915 | NS      | $-463261.95   | -0.20%            |  |  |  | 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        |       -1147 | NS      | $-61800.36    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Unity Software Inc                                                                     | Unity Software Inc COM                                                                                                                                 | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Short            | EC               | CORP              | US        |       -7062 | NS      | $-267649.80   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Array Technologies Inc                                                                 | Array Technologies Inc COM SHS                                                                                                                         | CUSIP: 04271T100<br>LEI: 549300JM5FECYJQ85V37 | Short            | EC               | CORP              | US        |      -12473 | NS      | $-108016.18   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Jazz Pharmaceuticals PLC                                                               | Jazz Pharmaceuticals PLC COM USD0.0001                                                                                                                 | CUSIP: G50871105<br>LEI: 635400GAUMJCLEZRRV50 | Short            | EC               | CORP              | IE        |       -3202 | NS      | $-440723.28   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Qfin Holdings Inc.                                                                     | Qfin Holdings Inc. SPON ADS EA REP 2 ORD SHS                                                                                                           | CUSIP: 88557W101<br>LEI: 836800R59NKEPDR6I240 | Short            | EC               | CORP              | KY        |       -1239 | NS      | $-29921.85    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Sphere Entertainment Co.                                                               | Sphere Entertainment Co. CL A                                                                                                                          | CUSIP: 55826T102<br>LEI: 254900ZW4JWKYRZZ9A91 | Short            | EC               | CORP              | US        |      -14837 | NS      | $-1016037.76  | -0.44%            |  |  |  | No            |                  1 | On Loan: No      |
| Oscar Health Inc                                                                       | Oscar Health Inc CL A                                                                                                                                  | CUSIP: 687793109<br>LEI: 254900AE8KDLFDOPKZ19 | Short            | EC               | CORP              | US        |       -4655 | NS      | $-83790.00    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Vimeo Inc                                                                              | Vimeo Inc COMMON STOCK                                                                                                                                 | CUSIP: 92719V100<br>LEI: 25490061AWYWC90UIJ68 | Long             | EC               | CORP              | US        |      212359 | NS      | $1656400.20   | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Oddity Tech Ltd.                                                                       | Oddity Tech Ltd. SHS CL A                                                                                                                              | CUSIP: M7518J104<br>LEI: 254900QH12XZS53G0V57 | Short            | EC               | CORP              | IL        |       -1410 | NS      | $-63802.50    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Aspen Insurance Holdings Ltd.                                                          | Aspen Insurance Holdings Ltd. ORD SHS CL A                                                                                                             | CUSIP: G05384501<br>LEI: 549300YX6HECG9XQCQ75 | Long             | EC               | CORP              | BM        |       57810 | NS      | $2124517.50   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| IREN Ltd.                                                                              | IREN Ltd. ORDINARY SHARES                                                                                                                              | CUSIP: Q4982L109<br>LEI: 254900FZF02RB3NNGB71 | Short            | EC               | CORP              | AU        |       -7626 | NS      | $-463279.50   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| Terawulf Inc                                                                           | Terawulf Inc COM                                                                                                                                       | CUSIP: 88080T104<br>LEI: 254900CVMW1SX2T78A64 | Short            | EC               | CORP              | US        |      -55804 | NS      | $-864962.00   | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| Equinox Gold Corp                                                                      | Equinox Gold Corp COM NPV(POST REV SPLIT)                                                                                                              | CUSIP: 29446Y502<br>LEI: 5493005IN4V1SNP9PN75 | Short            | EC               | CORP              | CA        |      -71076 | NS      | $-779703.72   | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| BILL Holdings Inc                                                                      | BILL Holdings Inc COM                                                                                                                                  | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Short            | EC               | CORP              | US        |       -1379 | NS      | $-68481.14    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services, Inc.                                                                | RSG 5.2 11/15/34                                                                                                                                       | CUSIP: 760759BK5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |       85000 | PA      | $88242.93     | 0.04%             | 2034-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Parkland Corporation                                                                   | PKICN 6.625 08/15/32 144A                                                                                                                              | CUSIP: 70137WAN8<br>LEI: 549300UY5C6HUV0XLS53 | Long             | DBT              | CORP              | CA        |       18000 | PA      | $18376.33     | 0.01%             | 2032-08-15      | Fixed         | 6.62%                 | 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      | $25281.84     | 0.01%             | 2030-09-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Davita Inc                                                                             | DVA 6.875 09/01/32 144A                                                                                                                                | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |       38000 | PA      | $39365.34     | 0.02%             | 2032-09-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Baldwin Insurance Group Holdings LLC / Baldwin Insurance Group Holdings Finance Inc.   | BWIN 7.125 05/15/31 144A                                                                                                                               | CUSIP: 05825XAA7<br>LEI: 5493004GCDREAQPPYG20 | Long             | DBT              | CORP              | US        |       45000 | PA      | $46177.38     | 0.02%             | 2031-05-15      | Fixed         | 7.12%                 | 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        |       76000 | PA      | $74699.99     | 0.03%             | 2031-09-20      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| MasterCard Incorporated                                                                | MA 4.55 01/15/35                                                                                                                                       | CUSIP: 57636QBC7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49929.90     | 0.02%             | 2035-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN FM4808                                                                                                                                              | CUSIP: 3140X8KW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       60553 | PA      | $51793.16     | 0.02%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CNX Resources Corporation                                                              | CNX 6 01/15/29 144A                                                                                                                                    | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |        2000 | PA      | $2008.04      | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST 2                                                    | AFFRM 2024-A 1D                                                                                                                                        | CUSIP: 00834BAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      300000 | PA      | $301328.85    | 0.13%             | 2029-02-15      | Fixed         | 6.89%                 | 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      | $60523.46     | 0.03%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc.                                                                | Berkshire Hathaway Inc. COM USD0.0033 CLASS'B'                                                                                                         | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |          28 | NS      | $13371.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                               | G2-30YR-Multi                                                                                                                                          | CUSIP: 21H0306B5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      425000 | PA      | $381835.94    | 0.16%             | 2049-12-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pentair PLC                                                                            | Pentair PLC COM USD0.01                                                                                                                                | CUSIP: G7S00T104<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |           7 | NS      | $744.45       | 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        |          37 | NS      | $915.01       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DoorDash Inc                                                                           | DoorDash Inc CL A                                                                                                                                      | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |           8 | NS      | $2034.96      | 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        |          13 | NS      | $813.41       | 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        |          14 | NS      | $919.66       | 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        |          20 | NS      | $1336.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Institutional Funds                                                           | Northern Institutional Funds TREAS PRT PRMR                                                                                                            | CUSIP: 665279873<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |     5832846 | NS      | $5832845.72   | 2.50%             |  |  |  | No            |                  1 | On Loan: No      |
| SPX Technologies, Inc.                                                                 | SPX Technologies, Inc. COM                                                                                                                             | CUSIP: 78473E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |           4 | NS      | $895.56       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Idex Corporation                                                                       | Idex Corporation COM USD0.01                                                                                                                           | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |           4 | NS      | $685.84       | 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        |        1383 | NS      | $88000.29     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp.                                                                       | McDonald's Corp. COM USD0.01                                                                                                                           | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |          11 | NS      | $3282.73      | 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        |           7 | NS      | $594.37       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corporation                                                                      | Masco Corporation COM USD1.00                                                                                                                          | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |          11 | NS      | $712.36       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NiSource Inc.                                                                          | NiSource Inc. COM USD0.01                                                                                                                              | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |          20 | NS      | $842.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Agnico Eagle Mines Ltd                                                                 | Agnico Eagle Mines Ltd COM NPV                                                                                                                         | CUSIP: 008474108<br>LEI: YGE0EUBRF7IJOB3QRX76 | Long             | EC               | CORP              | CA        |          10 | NS      | $1608.10      | 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        |         819 | NS      | $36150.66     | 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        |        1557 | NS      | $61439.22     | 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        |           2 | NS      | $1545.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corporation                                                           | Costco Wholesale Corporation COM USD0.01                                                                                                               | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |           6 | NS      | $5468.70      | 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        |         633 | NS      | $95184.21     | 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        |           7 | NS      | $839.09       | 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        |           4 | NS      | $699.16       | 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        |           6 | NS      | $655.68       | 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        |           5 | NS      | $1724.70      | 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        |          22 | NS      | $841.28       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Snap-On Incorporated                                                                   | Snap-On Incorporated COM USD1                                                                                                                          | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |           2 | NS      | $671.10       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stryker Corporation                                                                    | Stryker Corporation COM USD0.10                                                                                                                        | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |           6 | NS      | $2137.44      | 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        |        2684 | NS      | $74709.14     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corporation                                                                      | Sysco Corporation COM USD1                                                                                                                             | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |         543 | NS      | $40334.04     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                           | Thermo Fisher Scientific Inc COM USD1                                                                                                                  | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |           6 | NS      | $3404.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co                                                                      | Tractor Supply Co COM USD0.008                                                                                                                         | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |          17 | NS      | $919.87       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc                                                                            | Trimble Inc COM NPV                                                                                                                                    | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |          10 | NS      | $797.50       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Stride Inc                                                                             | Stride Inc COM                                                                                                                                         | CUSIP: 86333M108<br>LEI: 254900BRWS3AFONWU277 | Long             | EC               | CORP              | US        |           4 | NS      | $272.16       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                                                              | Linde PLC COM EUR0.001                                                                                                                                 | CUSIP: G54950103<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |           7 | NS      | $2928.10      | 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        |          19 | NS      | $1367.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Thomson Reuters Corp                                                                   | Thomson Reuters Corp COM                                                                                                                               | CUSIP: 884903808<br>LEI: 549300561UZND4C7B569 | Long             | EC               | CORP              | CA        |           9 | NS      | $1377.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortis Inc                                                                             | Fortis Inc COM NPV                                                                                                                                     | CUSIP: 349553107<br>LEI: 549300MQYQ9Y065XPR71 | Long             | EC               | CORP              | CA        |          18 | NS      | $904.14       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                               | G2-30YR-Multi                                                                                                                                          | CUSIP: 21H0326B1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      250000 | PA      | $228805.06    | 0.10%             | 2049-12-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Medtronic PLC                                                                          | Medtronic PLC USD0.0001                                                                                                                                | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |         930 | NS      | $84351.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Madison Square Garden Sports Corp.                                                     | Madison Square Garden Sports Corp. COM USD0.01 CLASS A                                                                                                 | CUSIP: 55825T103<br>LEI: 529900BQELIZ5ZQYB788 | Long             | EC               | CORP              | US        |           3 | NS      | $643.17       | 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      | $682.11       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Palantir Technologies Inc                                                              | Palantir Technologies Inc CL A                                                                                                                         | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |          33 | NS      | $6615.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jacobs Solutions Inc.                                                                  | Jacobs Solutions Inc. COM                                                                                                                              | CUSIP: 46982L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |           5 | NS      | $779.05       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| West Fraser Timber Co Ltd.                                                             | West Fraser Timber Co Ltd. COM                                                                                                                         | CUSIP: 952845105<br>LEI: 5493005WD1ZK6WBVR988 | Long             | EC               | CORP              | CA        |          10 | NS      | $610.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                               | G2-30YR-Multi                                                                                                                                          | CUSIP: 21H0526B9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      375000 | PA      | $378092.50    | 0.16%             | 2049-12-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Allegion PLC                                                                           | Allegion PLC COM USD0.01                                                                                                                               | CUSIP: G0176J109<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |           4 | NS      | $663.08       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Co.                                                             | Performance Food Group Co. COM USD0.01                                                                                                                 | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |           7 | NS      | $677.18       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GE Aerospace                                                                           | GE Aerospace COM NEW                                                                                                                                   | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |          15 | NS      | $4634.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                               | G2-30YR-Multi                                                                                                                                          | CUSIP: 21H0426B0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      225000 | PA      | $219562.03    | 0.09%             | 2049-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2-30YR-Multi                                                                                                                                          | CUSIP: 21H0406B4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      150000 | PA      | $141844.93    | 0.06%             | 2049-12-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FNMA-15YR                                                                                                                                              | CUSIP: 01F0224B8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      450000 | PA      | $423235.99    | 0.18%             | 2049-12-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Leidos Holdings Inc                                                                    | Leidos Holdings Inc COM USD0.0001                                                                                                                      | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |           5 | NS      | $952.35       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DT Midstream Inc                                                                       | DT Midstream Inc COMMON STOCK                                                                                                                          | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          69 | NS      | $7554.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Doximity Inc                                                                           | Doximity Inc CL A                                                                                                                                      | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          10 | NS      | $660.00       | 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        |          19 | NS      | $12318.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corp.                                                                          | Glaukos Corp. COM USD0.001                                                                                                                             | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |           8 | NS      | $704.56       | 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        |           4 | NS      | $854.44       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc.                                                                  | WEC Energy Group Inc. COM USD0.01                                                                                                                      | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |         803 | NS      | $89719.19     | 0.04%             |  |  |  | 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        |           5 | NS      | $1284.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                               | G2-30YR-Multi                                                                                                                                          | CUSIP: 21H0206B6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      925000 | PA      | $769164.07    | 0.33%             | 2049-12-31      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp.                                                                    | Expand Energy Corp. COM                                                                                                                                | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |           8 | NS      | $826.48       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Block Inc                                                                              | Block Inc COM USD0.0000001 CL A                                                                                                                        | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Short            | EC               | CORP              | US        |         -64 | NS      | $-4860.16     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Zurn Elkay Water Solutions Corporation                                                 | Zurn Elkay Water Solutions Corporation COM                                                                                                             | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |          14 | NS      | $659.54       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc.                                                                            | AbbVie Inc. COM USD0.01                                                                                                                                | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |         393 | NS      | $85689.72     | 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        |          26 | NS      | $689.00       | 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        |           4 | NS      | $1164.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wayfair Inc                                                                            | W 3.5 11/15/28                                                                                                                                         | CUSIP: 94419LAR2<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |      306000 | PA      | $718335.00    | 0.31%             | 2028-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SiriusXM Holdings Inc                                                                  | SiriusXM Holdings Inc COMMON STOCK                                                                                                                     | CUSIP: 829933100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -10769 | NS      | $-233579.66   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| Shopify Inc                                                                            | Shopify Inc COM NPV CL A                                                                                                                               | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |          21 | NS      | $3651.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Roivant Sciences Ltd                                                                   | Roivant Sciences Ltd SHS                                                                                                                               | CUSIP: G76279101<br>LEI: 549300DL466NY5J6U724 | Long             | EC               | CORP              | BM        |          46 | NS      | $919.54       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Super Micro Computer Inc.                                                              | Super Micro Computer Inc. COM NEW                                                                                                                      | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Short            | EC               | CORP              | US        |       -5770 | NS      | $-299809.20   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Progress Software Corp.                                                                | PRGS 3.5 03/01/30                                                                                                                                      | CUSIP: 743312AD2<br>LEI: 549300R65B3JG6972S24 | Long             | DBT              | CORP              | US        |      702000 | PA      | $712881.00    | 0.31%             | 2030-03-01      | Fixed         | 3.50%                 | 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      | $32541.58     | 0.01%             | 2033-10-10      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC/Avis Budget Finance Inc.                                    | CAR 8 02/15/31 144A                                                                                                                                    | CUSIP: 053773BH9<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |       32000 | PA      | $32523.20     | 0.01%             | 2031-02-15      | Fixed         | 8.00%                 | Yes           |                  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        |       12253 | NC      | $341062.26    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WESTLAKE                                                               | CFD_EQS CHASUS33 B01ZP20                                                                                                                               | CUSIP: 960413102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3744 | NC      | $-257624.64   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                              | RTX 5.75 01/15/29                                                                                                                                      | CUSIP: 75513ECU3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       15000 | PA      | $15740.80     | 0.01%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  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        |       20000 | PA      | $20895.92     | 0.01%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GENERAL M                                                              | CFD_EQS GSILGB2X 2367026                                                                                                                               | CUSIP: 370334104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        7488 | NC      | $349015.68    | 0.15%             |  |  |  | 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        |        6274 | NC      | $399214.62    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| NCR Voyix Corporation                                                                  | NCR Voyix Corporation COM STK USD0.01                                                                                                                  | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Short            | EC               | CORP              | US        |      -16510 | NS      | $-188379.10   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| PG&E Corporation                                                                       | PG&E Corporation COM NPV                                                                                                                               | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Short            | EC               | CORP              | US        |      -11103 | NS      | $-177203.88   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Fortress Transportation & Infrastructure Investors LLC                                 | FTAI 7.875 12/01/30 144A                                                                                                                               | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10627.39     | 0.00%             | 2030-12-01      | Fixed         | 7.88%                 | Yes           |                  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      | $63971.43     | 0.03%             | 2028-12-15      | Fixed         | 9.25%                 | Yes           |                  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        |         970 | NC      | $161505.00    | 0.07%             |  |  |  | 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        |        1721 | NC      | $336902.96    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CVR Energy Inc.                                                                        | CVI 8.5 01/15/29 144A                                                                                                                                  | CUSIP: 12662PAF5<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |       59000 | PA      | $60465.44     | 0.03%             | 2029-01-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                                                    | CAS 2020-SBT1 1M2                                                                                                                                      | CUSIP: 20753VBE7<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |      925000 | PA      | $957609.21    | 0.41%             | 2040-02-25      | Floating      | 7.95%                 | Yes           |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FIRSTENER                                                              | CFD_EQS GSILGB2X 2100920                                                                                                                               | CUSIP: 337932107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -670 | NC      | $-30706.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CARNIVAL                                                               | CFD_EQS GSILGB2X 2523044                                                                                                                               | CUSIP: 143658300<br>LEI: N/A                  | N/A              | DE               | CORP              | PA        |       14346 | NC      | $413595.18    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Progress Software Corp.                                                                | Progress Software Corp. COM USD0.01                                                                                                                    | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Short            | EC               | CORP              | US        |       -4183 | NS      | $-178363.12   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Strategy Inc.                                                                          | Strategy Inc. COM USD0.001 CLASS A                                                                                                                     | CUSIP: 594972408<br>LEI: 549300WQTWEJUEHXQX21 | Short            | EC               | CORP              | US        |        -281 | NS      | $-75732.31    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                               | G2 BY0805                                                                                                                                              | CUSIP: 3617QG3N2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       24716 | PA      | $21020.10     | 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      | $102875.08    | 0.04%             | 2030-10-01      | Fixed         | 2.90%                 | 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        |        3347 | NC      | $376403.62    | 0.16%             |  |  |  | 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        |        1912 | NC      | $340622.80    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                     | MO 6.875 11/01/33                                                                                                                                      | CUSIP: 02209SBR3<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      110000 | PA      | $123718.08    | 0.05%             | 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      | $115977.86    | 0.05%             | 2028-11-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CARDINAL                                                               | CFD_EQS GSILGB2X 2175672                                                                                                                               | CUSIP: 14149Y108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -110 | NC      | $-20984.70    | -0.01%            |  |  |  | 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        |        2570 | NC      | $236285.80    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Ameriprise Financial, Inc.                                                             | AMP 5.7 12/15/28                                                                                                                                       | CUSIP: 03076CAN6<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104581.74    | 0.04%             | 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      | $174570.72    | 0.07%             | 2033-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HUMANA IN                                                              | CFD_EQS GSILGB2X 2445063                                                                                                                               | CUSIP: 444859102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -565 | NC      | $-157177.35   | -0.07%            |  |  |  | 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        |       -5524 | NC      | $-220904.76   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Gci Llc                                                                                | GCILLC 4.75 10/15/28 144A                                                                                                                              | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |       57000 | PA      | $55624.72     | 0.02%             | 2028-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| RTX Corp.                                                                              | RTX 6 03/15/31                                                                                                                                         | CUSIP: 75513ECV1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       30000 | PA      | $32376.54     | 0.01%             | 2031-03-15      | Fixed         | 6.00%                 | 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        |         229 | NC      | $13611.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AMGEN INC                                                              | CFD_EQS GSILGB2X 2023607                                                                                                                               | CUSIP: 031162100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1289 | NC      | $384676.27    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2 BW4741                                                                                                                                              | CUSIP: 3617NWHS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       13878 | PA      | $11802.96     | 0.01%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp.                                                                     | ATO 5.9 11/15/33                                                                                                                                       | CUSIP: 049560AZ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10826.67     | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MOSAIC CO                                                              | CFD_EQS GSILGB2X B3NPHP6                                                                                                                               | CUSIP: 61945C103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3932 | NC      | $107933.40    | 0.05%             |  |  |  | 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        |        -455 | NC      | $-108349.15   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Centerpoint Energy Inc                                                                 | Centerpoint Energy Inc COM STK USD0.01                                                                                                                 | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Short            | EC               | CORP              | US        |      -11789 | NS      | $-450811.36   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corp.                                                                  | Western Digital Corp. COM USD0.01                                                                                                                      | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Short            | EC               | CORP              | US        |       -9683 | NS      | $-1454483.43  | -0.62%            |  |  |  | No            |                  1 | On Loan: No      |
| Gallagher Aj &Co                                                                       | AJG 6.5 02/15/34                                                                                                                                       | CUSIP: 04316JAF6<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |      125000 | PA      | $138397.37    | 0.06%             | 2034-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GoEasy Limited                                                                         | GSYCN 9.25 12/01/28 144A                                                                                                                               | CUSIP: 380355AH0<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |       14000 | PA      | $14513.14     | 0.01%             | 2028-12-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FOX CORP                                                               | CFD_EQS CHASUS33 BJJMGL2                                                                                                                               | CUSIP: 35137L105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        7071 | NC      | $457140.15    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HOWMET AE                                                              | CFD_EQS GSILGB2X BKLJ8V2                                                                                                                               | CUSIP: 443201108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1899 | NC      | $391099.05    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Ionis Pharmaceuticals, Inc.                                                            | Ionis Pharmaceuticals, Inc. COM USD0.001                                                                                                               | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Short            | EC               | CORP              | US        |       -3385 | NS      | $-251505.50   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Integer Holdings Corp.                                                                 | Integer Holdings Corp. COM NPV                                                                                                                         | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Short            | EC               | CORP              | US        |       -1090 | NS      | $-70381.30    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Northern Institutional Funds                                                           | Northern Institutional Funds TREAS PRT PRMR                                                                                                            | CUSIP: 665279873<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |       50000 | NS      | $50000.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co.                                                                           | SO 5.2 06/15/33                                                                                                                                        | CUSIP: 842587DR5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51443.22     | 0.02%             | 2033-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ALLEGHENY                                                              | CFD_EQS GSILGB2X 2526117                                                                                                                               | CUSIP: 01741R102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2823 | NC      | $279392.31    | 0.12%             |  |  |  | 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        |         213 | NC      | $130590.30    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| ADTRAN Holdings Inc                                                                    | ADTRAN Holdings Inc COM                                                                                                                                | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Short            | EC               | CORP              | US        |       -9949 | NS      | $-103668.58   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Ascendis Pharma A/S                                                                    | ASND 2.25 04/01/28                                                                                                                                     | CUSIP: 04351PAD3<br>LEI: 549300B66JN3W3J8GH73 | Long             | DBT              | CORP              | DK        |      378000 | PA      | $518616.00    | 0.22%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                         | MS 3.95 04/23/27                                                                                                                                       | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       12000 | PA      | $11971.50     | 0.01%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc.                                                              | WTW 5.35 05/15/33                                                                                                                                      | CUSIP: 970648AM3<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |      140000 | PA      | $144702.55    | 0.06%             | 2033-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                                | AAL 8.5 05/15/29 144A                                                                                                                                  | CUSIP: 023771T40<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       20000 | PA      | $20865.64     | 0.01%             | 2029-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| OneMain Financial Corporation                                                          | OMF 7.875 03/15/30                                                                                                                                     | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       60000 | PA      | $63236.41     | 0.03%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SEAGATE T                                                              | CFD_EQS GSILGB2X B58JVZ5                                                                                                                               | CUSIP: G7997R103<br>LEI: N/A                  | N/A              | DE               | CORP              | IE        |        -477 | NC      | $-122054.76   | -0.05%            |  |  |  | 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        |         263 | NC      | $61576.19     | 0.03%             |  |  |  | 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      | $60510.96     | 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      | $50757.65     | 0.02%             | 2033-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ADVANCE A                                                              | CFD_EQS GSILGB2X 2822019                                                                                                                               | CUSIP: 00751Y106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -489 | NC      | $-23046.57    | -0.01%            |  |  |  | No            |                  2 | 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        |         394 | NC      | $191960.74    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                       | DUK 4.125 04/15/26                                                                                                                                     | CUSIP: 26441CBY0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      673000 | PA      | $724484.50    | 0.31%             | 2026-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Evolent Health, Inc.                                                                   | EVH 3.5 12/01/29                                                                                                                                       | CUSIP: 30050BAH4<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | DBT              | CORP              | US        |      739000 | PA      | $581593.00    | 0.25%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                         | MS V5.587 01/18/36                                                                                                                                     | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       35000 | PA      | $36655.05     | 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      | $305328.32    | 0.13%             | 2029-01-24      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ADVANCE A                                                              | CFD_EQS CHASUS33 2822019                                                                                                                               | CUSIP: 00751Y106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -7208 | NC      | $-339713.04   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CROWN CAS                                                              | CFD_EQS GSILGB2X BTGQCX1                                                                                                                               | CUSIP: 22822V101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        4354 | NC      | $392817.88    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Snap Inc                                                                               | Snap Inc COM USD0.00001 CL A                                                                                                                           | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Short            | EC               | CORP              | US        |      -10701 | NS      | $-83467.80    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Planet Labs Pbc                                                                        | Planet Labs Pbc COM CL A                                                                                                                               | CUSIP: 72703X106<br>LEI: 254900Q7PVI3HTQBRB44 | Short            | EC               | CORP              | US        |      -10600 | NS      | $-142570.00   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Inc.                                                                     | NXST 4.75 11/01/28 144A                                                                                                                                | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |       76000 | PA      | $74805.98     | 0.03%             | 2028-11-01      | Fixed         | 4.75%                 | Yes           |                  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      | $112995.24    | 0.05%             | 2027-10-29      | Fixed         | 7.15%                 | 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        |        3398 | NC      | $326853.62    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG INTERCONT                                                              | CFD_EQS CHASUS33 BFSSDS9                                                                                                                               | CUSIP: 45866F104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         613 | NC      | $89675.77     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BlackSky Technology Inc                                                                | BlackSky Technology Inc CL A NEW                                                                                                                       | CUSIP: 09263B207<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2714 | NS      | $-57319.68    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Sphere Entertainment Co.                                                               | SPHR 3.5 12/01/28                                                                                                                                      | CUSIP: 55826TAB8<br>LEI: 254900ZW4JWKYRZZ9A91 | Long             | DBT              | CORP              | US        |      592000 | PA      | $1217152.00   | 0.52%             | 2028-12-01      | Fixed         | 3.50%                 | 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      | $10751.73     | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  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      | $829866.44    | 0.36%             | 2042-03-25      | Floating      | 9.43%                 | Yes           |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                                                         | Hewlett Packard Enterprise Co. COM USD0.01                                                                                                             | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Short            | EC               | CORP              | US        |      -24306 | NS      | $-593552.52   | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| Hims & Hers Health Inc                                                                 | Hims & Hers Health Inc COM CL A                                                                                                                        | CUSIP: 433000106<br>LEI: 254900V041EIVTSB6D58 | Short            | EC               | CORP              | US        |       -1936 | NS      | $-88010.56    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| The Charles Schwab Corporation                                                         | SCHW V6.196 11/17/29                                                                                                                                   | CUSIP: 808513CJ2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |       38000 | PA      | $40241.74     | 0.02%             | 2029-11-17      | Fixed         | 6.20%                 | 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      | $71031.43     | 0.03%             | 2033-12-01      | Fixed         | 6.55%                 | 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      | $79338.19     | 0.03%             | 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      | $30527.91     | 0.01%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Cheesecake Factory Inc                                                                 | CAKE 2 03/15/30                                                                                                                                        | CUSIP: 163072AB7<br>LEI: 529900872XMLK10SY247 | Long             | DBT              | CORP              | US        |      834000 | PA      | $819822.00    | 0.35%             | 2030-03-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| ON Semiconductor Corp.                                                                 | ON 0.5 03/01/29                                                                                                                                        | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |      743000 | PA      | $689504.00    | 0.30%             | 2029-03-01      | Fixed         | 0.50%                 | 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      | $62653.06     | 0.03%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2 BY0776                                                                                                                                              | CUSIP: 3617QG2H6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       27612 | PA      | $23483.41     | 0.01%             | 2050-09-20      | Fixed         | 2.50%                 | 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        |         844 | NC      | $117084.46    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TENET HEA                                                              | CFD_EQS CHASUS33 B8DMK08                                                                                                                               | CUSIP: 88033G407<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         855 | NC      | $176548.95    | 0.08%             |  |  |  | No            |                  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      | $31010.29     | 0.01%             | 2028-12-01      | Fixed         | 5.35%                 | 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      | $107638.12    | 0.05%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NUTRIEN L                                                              | CFD_EQS CHASUS33 BDH3SB9                                                                                                                               | CUSIP: 67077M108<br>LEI: N/A                  | N/A              | DE               | CORP              | CA        |        6977 | NC      | $379897.65    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG VIATRIS I                                                              | CFD_EQS CHASUS33 BMWS3X9                                                                                                                               | CUSIP: 92556V106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -42342 | NC      | $-438663.12   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Media Corp Del                                                                 | SIRI 3.75 03/15/28                                                                                                                                     | CUSIP: 531229AP7<br>LEI: 549300ZKUTPIBZLWLL89 | Long             | DBT              | CORP              | US        |      863000 | PA      | $887164.00    | 0.38%             | 2028-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fubotv Inc.                                                                            | FUBO 3.25 02/15/26                                                                                                                                     | CUSIP: 35953DAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      332000 | PA      | $328680.00    | 0.14%             | 2026-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EQUITABLE                                                              | CFD_EQS GSILGB2X BKRMR96                                                                                                                               | CUSIP: 29452E101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         914 | NC      | $45151.60     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AMERICAN                                                               | CFD_EQS GSILGB2X BCF5RR9                                                                                                                               | CUSIP: 02665T306<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1819 | NC      | $57480.40     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Unity Software Inc                                                                     | U 0 03/15/30                                                                                                                                           | CUSIP: 91332UAG6<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |      317000 | PA      | $412496.25    | 0.18%             | 2030-03-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Five9 Inc.                                                                             | FIVN 1 03/15/29                                                                                                                                        | CUSIP: 338307AF8<br>LEI: 254900MXP6EWY0SFFR59 | Long             | DBT              | CORP              | US        |      409000 | PA      | $365032.50    | 0.16%             | 2029-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Qfin Holdings Inc.                                                                     | QIFTEC 0.5 04/01/30                                                                                                                                    | CUSIP: 88557WAA9<br>LEI: 836800R59NKEPDR6I240 | Long             | DBT              | CORP              | KY        |      221000 | PA      | $183430.00    | 0.08%             | 2030-04-01      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Peabody Energy Corp.                                                                   | Peabody Energy Corp. COM USD0.01                                                                                                                       | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Short            | EC               | CORP              | US        |       -6689 | NS      | $-183412.38   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG FLOWSERVE                                                              | CFD_EQS CHASUS33 2288406                                                                                                                               | CUSIP: 34354P105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         790 | NC      | $53917.50     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LITHIA MO                                                              | CFD_EQS CHASUS33 2515030                                                                                                                               | CUSIP: 536797103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          88 | NC      | $27639.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Applied Optoelectronics Inc                                                            | AAOI 2.75 01/15/30                                                                                                                                     | CUSIP: 03823UAE2<br>LEI: 529900I8U6Q5SYDNLT48 | Long             | DBT              | CORP              | US        |      367000 | PA      | $430739.70    | 0.18%             | 2030-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Integer Holdings Corp.                                                                 | ITGR 1.875 03/15/30                                                                                                                                    | CUSIP: 45826HAC3<br>LEI: 549300SUD2ED5XG6X569 | Long             | DBT              | CORP              | US        |      754000 | PA      | $653341.00    | 0.28%             | 2030-03-15      | Fixed         | 1.88%                 | Yes           |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FISERV IN                                                              | CFD_EQS BARCUS33 2342034                                                                                                                               | CUSIP: 337738108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         839 | NC      | $55952.91     | 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        |      -11805 | NC      | $-417542.85   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Parsons Corporation                                                                    | PSN 2.625 03/01/29                                                                                                                                     | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |      316000 | PA      | $360556.00    | 0.15%             | 2029-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| DraftKings Inc.                                                                        | DraftKings Inc. COM CL A                                                                                                                               | CUSIP: 26142V105<br>LEI: 2549006G33IUL6IVOD83 | Short            | EC               | CORP              | US        |        -961 | NS      | $-29396.99    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG WP CAREY                                                               | CFD_EQS BARCUS33 B826YT8                                                                                                                               | CUSIP: 92936U109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1520 | NC      | $100320.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FIDELITY                                                               | CFD_EQS BARCUS33 2769796                                                                                                                               | CUSIP: 31620M106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3773 | NC      | $235887.96    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| PG&E Corporation                                                                       | PCG 4.25 12/01/27                                                                                                                                      | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      979000 | PA      | $1004845.60   | 0.43%             | 2027-12-01      | Fixed         | 4.25%                 | 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      | $444199.00    | 0.19%             | 2030-02-01      | Fixed         | 2.50%                 | Yes           |                  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        |       -6565 | NC      | $-675866.75   | -0.29%            |  |  |  | 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        |        7421 | NC      | $440436.35    | 0.19%             |  |  |  | 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        |       20697 | NC      | $476031.00    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DAVITA IN                                                              | CFD_EQS BARCUS33 2898087                                                                                                                               | CUSIP: 23918K108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2819 | NC      | $-335517.38   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ROSS STOR                                                              | CFD_EQS BARCUS33 2746711                                                                                                                               | CUSIP: 778296103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -512 | NC      | $-81367.04    | -0.03%            |  |  |  | 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        |       -1738 | NC      | $-151484.08   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HERSHEY C                                                              | CFD_EQS BARCUS33 2422806                                                                                                                               | CUSIP: 427866108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         138 | NC      | $23408.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG VULCAN MA                                                              | CFD_EQS BARCUS33 2931205                                                                                                                               | CUSIP: 929160109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          63 | NC      | $18238.50     | 0.01%             |  |  |  | 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        |        1088 | NC      | $236106.88    | 0.10%             |  |  |  | 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        |        4563 | NC      | $309006.36    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MOLINA HE                                                              | CFD_EQS CHASUS33 2212706                                                                                                                               | CUSIP: 60855R100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2514 | NC      | $-384792.84   | -0.17%            |  |  |  | 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        |       14940 | NC      | $291180.60    | 0.12%             |  |  |  | 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      | $9990.14      | 0.00%             | 2026-01-01      | Fixed         | 5.38%                 | 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      | $30313.66     | 0.01%             | 2028-05-19      | Fixed         | 4.45%                 | 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        |        1504 | NC      | $307056.64    | 0.13%             |  |  |  | No            |                  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        |       -3004 | NC      | $-68671.44    | -0.03%            |  |  |  | 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        |       -2599 | NC      | $-330878.69   | -0.14%            |  |  |  | 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        |        4946 | NC      | $404038.74    | 0.17%             |  |  |  | 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      | $15301.43     | 0.01%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  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        |       30000 | PA      | $30575.69     | 0.01%             | 2031-06-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WILLIS TO                                                              | CFD_EQS CHASUS33 BDB6Q21                                                                                                                               | CUSIP: G96629103<br>LEI: N/A                  | N/A              | DE               | CORP              | IE        |         -50 | NC      | $-15655.00    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MEDTRONIC                                                              | CFD_EQS GSILGB2X BTN1Y11                                                                                                                               | CUSIP: G5960L103<br>LEI: N/A                  | N/A              | DE               | CORP              | IE        |       -1001 | NC      | $-90790.70    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                                            | FMCN 8.625 06/01/31 144A                                                                                                                               | CUSIP: 335934AU9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |       21000 | PA      | $21993.22     | 0.01%             | 2031-06-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| CFD_EQS FIN LEG STELLANTI                                                              | CFD_EQS BARCUS33 BM9RCN2                                                                                                                               | CUSIP: N82405106<br>LEI: N/A                  | N/A              | DE               | CORP              | NL        |       -8413 | NC      | $-85307.82    | -0.04%            |  |  |  | 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        |       -5153 | NC      | $-408839.02   | -0.18%            |  |  |  | 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      | $-134225.62   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FACTSET R                                                              | CFD_EQS BARCUS33 2329770                                                                                                                               | CUSIP: 303075105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1493 | NC      | $398332.40    | 0.17%             |  |  |  | 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        |        -180 | NC      | $-6757.20     | -0.00%            |  |  |  | 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        |        1055 | NC      | $156488.15    | 0.07%             |  |  |  | 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        |        -419 | NC      | $-65569.31    | -0.03%            |  |  |  | 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        |       -3252 | NC      | $-404256.12   | -0.17%            |  |  |  | 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        |        -209 | NC      | $-46283.05    | -0.02%            |  |  |  | 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        |      -22299 | NC      | $-355892.04   | -0.15%            |  |  |  | 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        |       14344 | NC      | $403783.60    | 0.17%             |  |  |  | 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        |       -2344 | NC      | $-241807.04   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CHENIERE                                                               | CFD_EQS BARCUS33 2654364                                                                                                                               | CUSIP: 16411R208<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1484 | NC      | $314608.00    | 0.13%             |  |  |  | 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        |       -4594 | NC      | $-99643.86    | -0.04%            |  |  |  | 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        |        4866 | NC      | $394632.60    | 0.17%             |  |  |  | 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        |        -973 | NC      | $-242753.77   | -0.10%            |  |  |  | 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        |        -447 | NC      | $-10576.02    | -0.00%            |  |  |  | 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        |       -5334 | NC      | $-121935.24   | -0.05%            |  |  |  | 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        |       10695 | NC      | $394859.40    | 0.17%             |  |  |  | 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        |        2866 | NC      | $403790.74    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Black Hills Corporation                                                                | BKH 3.15 01/15/27                                                                                                                                      | CUSIP: 092113AM1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19756.85     | 0.01%             | 2027-01-15      | Fixed         | 3.15%                 | 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      | $167837.46    | 0.07%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Commscope LLC                                                                          | COMM 7.125 07/01/28 144A                                                                                                                               | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50150.75     | 0.02%             | 2028-07-01      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Diversified Healthcare Trust                                                           | DHC 4.375 03/01/31                                                                                                                                     | CUSIP: 25525PAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       46000 | PA      | $40370.26     | 0.02%             | 2031-03-01      | Fixed         | 4.38%                 | 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      | $369350.73    | 0.16%             | 2026-03-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ARKO Corp.                                                                             | ARKO 5.125 11/15/29 144A                                                                                                                               | CUSIP: 041242AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       44000 | PA      | $36724.39     | 0.02%             | 2029-11-15      | Fixed         | 5.12%                 | 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      | $32320.00     | 0.01%             | 2032-10-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                                                  | LOW 2.625 04/01/31                                                                                                                                     | CUSIP: 548661EA1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9144.36      | 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      | $45692.54     | 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        |       75000 | PA      | $65024.71     | 0.03%             | 2033-06-01      | Fixed         | 4.50%                 | Yes           |                  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      | $3615.73      | 0.00%             | 2031-05-13      | Fixed         | 2.30%                 | 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      | $147406.69    | 0.06%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman Inc.                                                                 | WLSC 7.375 10/01/31 144A                                                                                                                               | CUSIP: 96949VAL7<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |       19000 | PA      | $19885.42     | 0.01%             | 2031-10-01      | Fixed         | 7.38%                 | 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      | $292293.21    | 0.13%             | 2029-10-30      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| Deluxe Corporation                                                                     | DLX 8.125 09/15/29 144A                                                                                                                                | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |       44000 | PA      | $46095.20     | 0.02%             | 2029-09-15      | Fixed         | 8.12%                 | 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      | $28064.86     | 0.01%             | 2040-01-17      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Commscope LLC                                                                          | COMM 9.5 12/15/31 144A                                                                                                                                 | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |       22000 | PA      | $22409.45     | 0.01%             | 2031-12-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Primo Water Holdings Inc / Triton Water Holdings Inc.                                  | PRMWCN 4.375 04/30/29 144a                                                                                                                             | CUSIP: 74168RAB9<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |       24000 | PA      | $23339.74     | 0.01%             | 2029-04-30      | Fixed         | 4.38%                 | 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      | $195211.57    | 0.08%             | 2035-04-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                           | ORCL 4.8 09/26/32                                                                                                                                      | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       45000 | PA      | $44536.70     | 0.02%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Getty Images Inc.                                                                      | ABEGET 10.5 11/15/30 144A                                                                                                                              | CUSIP: 374276AR4<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |       35000 | PA      | $35286.12     | 0.02%             | 2030-11-15      | Fixed         | 10.50%                | Yes           |                  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      | $872261.50    | 0.37%             | 2041-10-25      | Floating      | 7.28%                 | 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      | $4570.77      | 0.00%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Company Inc                                                   | GM 4.2 10/27/28                                                                                                                                        | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       55000 | PA      | $54866.28     | 0.02%             | 2028-10-27      | Fixed         | 4.20%                 | 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        |       40000 | PA      | $36954.56     | 0.02%             | 2030-02-15      | Fixed         | 4.88%                 | 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      | $255344.64    | 0.11%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | 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      | $58105.80     | 0.02%             | 2029-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | 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      | $20164.52     | 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      | $45569.82     | 0.02%             | 2031-06-15      | Fixed         | 2.62%                 | 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      | $12140.56     | 0.01%             | 2034-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Autozone, Inc.                                                                         | AZO 4.5 02/01/28                                                                                                                                       | CUSIP: 053332BC5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40343.54     | 0.02%             | 2028-02-01      | Fixed         | 4.50%                 | 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      | $66487.87     | 0.03%             | 2032-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC/Anywhere Co-Issuer Corp.                                | HOUS 7 04/15/30 144A                                                                                                                                   | CUSIP: 75606DAS0<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50362.00     | 0.02%             | 2030-04-15      | Fixed         | 7.00%                 | 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        |        9000 | PA      | $9686.37      | 0.00%             | 2029-02-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                                    | CSCO 5.05 02/26/34                                                                                                                                     | CUSIP: 17275RBT8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |       45000 | PA      | $46389.89     | 0.02%             | 2034-02-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Getty Images Inc.                                                                      | ABEGET 11.25 02/21/30 144A                                                                                                                             | CUSIP: 374276AM5<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |       11000 | PA      | $10918.46     | 0.00%             | 2030-02-21      | Fixed         | 11.25%                | Yes           |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                        | TDG 6.375 05/31/33 144A                                                                                                                                | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       27000 | PA      | $27521.96     | 0.01%             | 2033-05-31      | Fixed         | 6.38%                 | 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        |       57000 | PA      | $60312.90     | 0.03%             | 2029-03-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| System Energy Resources, Inc.                                                          | ETR 5.3 12/15/34                                                                                                                                       | CUSIP: 871911AV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      120000 | PA      | $121105.12    | 0.05%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc.                                                                      | LPLA 5.65 03/15/35                                                                                                                                     | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |       80000 | PA      | $81652.07     | 0.04%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co LLC                                                         | NSANY 5.625 09/29/28 144A                                                                                                                              | CUSIP: 65480CAK1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9992.61      | 0.00%             | 2028-09-29      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Sprint Capital Corporation                                                             | S 8.75 03/15/32                                                                                                                                        | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |       30000 | PA      | $36496.47     | 0.02%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Vici Properties Inc                                                                    | VICI 4.125 08/15/30 144A                                                                                                                               | CUSIP: 92564RAE5<br>LEI: 254900RKH6RY9KCJQH63 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48345.87     | 0.02%             | 2030-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| PG&E Corporation                                                                       | PCG 5 07/01/28                                                                                                                                         | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |        7000 | PA      | $6951.19      | 0.00%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                     | MO 2.45 02/04/32                                                                                                                                       | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      190000 | PA      | $166965.80    | 0.07%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                           | THC 4.625 06/15/28                                                                                                                                     | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |       19000 | PA      | $18923.86     | 0.01%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Enpro Inc                                                                              | NPO 6.125 06/01/33 144A                                                                                                                                | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |        5000 | PA      | $5114.83      | 0.00%             | 2033-06-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Teledyne Technologies Inc                                                              | TDY 2.75 04/01/31                                                                                                                                      | CUSIP: 879360AE5<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |       30000 | PA      | $27676.07     | 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      | $13905.22     | 0.01%             | 2028-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| LD Holdings Group LLC                                                                  | LNDPT 6.125 04/01/28 144A                                                                                                                              | CUSIP: 521088AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       65000 | PA      | $60480.18     | 0.03%             | 2028-04-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Jazz Securities Designated Activity Co.                                                | JAZZ 4.375 01/15/29 144A                                                                                                                               | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |       41000 | PA      | $40171.64     | 0.02%             | 2029-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| DISH DBS Corporation                                                                   | DISH 7.375 07/01/28                                                                                                                                    | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       10000 | PA      | $9344.20      | 0.00%             | 2028-07-01      | Fixed         | 7.38%                 | 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      | $299216.50    | 0.13%             | 2034-01-25      | Floating      | 9.68%                 | Yes           |                  2 | On Loan: No      |
| Arizona Public Service Company                                                         | PNW 2.2 12/15/31                                                                                                                                       | CUSIP: 040555DD3<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |       10000 | PA      | $8777.52      | 0.00%             | 2031-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Lowes Companies, Inc.                                                                  | LOW 3.35 04/01/27                                                                                                                                      | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24759.73     | 0.01%             | 2027-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc.                                                                 | TXN 1.9 09/15/31                                                                                                                                       | CUSIP: 882508BL7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |       54000 | PA      | $47747.54     | 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      | $8937.71      | 0.00%             | 2031-10-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Welltower Inc.                                                                         | WELL 3.85 06/15/32                                                                                                                                     | CUSIP: 95040QAR5<br>LEI: 254900F33BIAR82QTA19 | Long             | DBT              | CORP              | US        |       70000 | PA      | $67501.39     | 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        |       28000 | PA      | $27858.54     | 0.01%             | 2030-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Lockheed Martin Corporation                                                            | LMT 4.75 02/15/34                                                                                                                                      | CUSIP: 539830CA5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      130000 | PA      | $131628.90    | 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      | $84756.22     | 0.04%             | 2033-06-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PacifiCorp.                                                                            | BRKHEC 5.3 02/15/31                                                                                                                                    | CUSIP: 695114DC9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10384.25     | 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      | $91662.47     | 0.04%             | 2029-02-15      | Fixed         | 4.75%                 | 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      | $288144.53    | 0.12%             | 2032-09-09      | Fixed         | 4.60%                 | 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      | $274398.96    | 0.12%             | 2033-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Borrower LLC                                                    | HGVLLC 6.625 01/15/32 144A                                                                                                                             | CUSIP: 43283QAC4<br>LEI: 254900HF0EZ734FDVY79 | Long             | DBT              | CORP              | US        |        5000 | PA      | $5073.90      | 0.00%             | 2032-01-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                   | JPM V4.946 10/22/35                                                                                                                                    | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       35000 | PA      | $35391.71     | 0.02%             | 2035-10-22      | Fixed         | 4.95%                 | 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      | $46068.75     | 0.02%             | 2027-12-15      | Fixed         | 11.25%                | Yes           |                  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      | $7079.35      | 0.00%             | 2026-09-12      | Fixed         | 5.60%                 | 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      | $15843.72     | 0.01%             | 2032-04-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Omega Healthcare Investors, Inc.                                                       | OHI 5.2 07/01/30                                                                                                                                       | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101470.07    | 0.04%             | 2030-07-01      | 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      | $25670.76     | 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      | $25414.97     | 0.01%             | 2034-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Rithm Capital Corp.                                                                    | RITM 8 07/15/30 144A                                                                                                                                   | CUSIP: 64828TAC6<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |       15000 | PA      | $15205.16     | 0.01%             | 2030-07-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Under Armour, Inc.                                                                     | UA 7.25 07/15/30 144A                                                                                                                                  | CUSIP: 904311AD9<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |        6000 | PA      | $5922.43      | 0.00%             | 2030-07-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Fiserv Inc.                                                                            | FI 5.45 03/15/34                                                                                                                                       | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30448.30     | 0.01%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Diebold Nixdorf Incorporated                                                           | DBD 7.75 03/31/30 144A                                                                                                                                 | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |        8000 | PA      | $8471.62      | 0.00%             | 2030-03-31      | Fixed         | 7.75%                 | 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      | $4471.77      | 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      | $8935.46      | 0.00%             | 2031-03-15      | Fixed         | 2.20%                 | 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      | $150946.34    | 0.06%             | 2027-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ralph Lauren Corp.                                                                     | RL 5 06/15/32                                                                                                                                          | CUSIP: 751212AD3<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | DBT              | CORP              | US        |      200000 | PA      | $205616.15    | 0.09%             | 2032-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FMG Resources (August 2006) Pty Ltd.                                                   | FMGAU 4.375 04/01/31 144A                                                                                                                              | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |       12000 | PA      | $11614.46     | 0.00%             | 2031-04-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| The Gap Inc.                                                                           | GAP 3.875 10/01/31 144A                                                                                                                                | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |       38000 | PA      | $34607.89     | 0.01%             | 2031-10-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                                | TLN 6.5 02/01/36 144A                                                                                                                                  | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |       30000 | PA      | $31071.10     | 0.01%             | 2036-02-01      | Fixed         | 6.50%                 | 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      | $90073.78     | 0.04%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc.                                                                    | ADI 1.7 10/01/28                                                                                                                                       | CUSIP: 032654AU9<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |       40000 | PA      | $37544.12     | 0.02%             | 2028-10-01      | Fixed         | 1.70%                 | No            |                  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      | $584034.00    | 0.25%             | 2042-05-25      | Floating      | 9.43%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                   | JPM V1.04 02/04/27                                                                                                                                     | CUSIP: 46647PBW5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      205000 | PA      | $203337.52    | 0.09%             | 2027-02-04      | Fixed         | 1.04%                 | 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      | $9062.04      | 0.00%             | 2031-05-01      | Fixed         | 2.60%                 | 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      | $31007.25     | 0.01%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  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      | $43577.27     | 0.02%             | 2034-08-24      | Fixed         | 6.14%                 | 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      | $40772.04     | 0.02%             | 2032-01-15      | Fixed         | 8.25%                 | Yes           |                  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      | $68128.04     | 0.03%             | 2035-01-24      | Fixed         | 5.71%                 | 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      | $18480.68     | 0.01%             | 2028-10-12      | Fixed         | 3.12%                 | 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      | $199374.12    | 0.09%             | 2032-10-20      | Fixed         | 2.51%                 | 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      | $25150.00     | 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        |       56000 | PA      | $57578.02     | 0.02%             | 2029-02-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                                 | MSI 2.75 05/24/31                                                                                                                                      | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |       40000 | PA      | $36677.20     | 0.02%             | 2031-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | CAS 2022-R02 2B1                                                                                                                                       | CUSIP: 20754BAF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      786000 | PA      | $815450.01    | 0.35%             | 2042-01-25      | Floating      | 8.68%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | CAS 2021-R02 2B1                                                                                                                                       | CUSIP: 20754KAF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      750000 | PA      | $766371.60    | 0.33%             | 2041-11-25      | Floating      | 7.48%                 | Yes           |                  2 | On Loan: No      |
| Marriott International, Inc.                                                           | MAR 2.85 04/15/31 HH                                                                                                                                   | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      100000 | PA      | $92114.24     | 0.04%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Rakuten Group Inc.                                                                     | RAKUTN 11.25 02/15/27 144A                                                                                                                             | CUSIP: 75102WAG3<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |       13000 | PA      | $14038.32     | 0.01%             | 2027-02-15      | Fixed         | 11.25%                | 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      | $101413.41    | 0.04%             | 2030-03-14      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Waste Connections Inc.                                                                 | WCNCN 3.2 06/01/32                                                                                                                                     | CUSIP: 94106BAE1<br>LEI: 549300ZX1Z8QGWASPX54 | Long             | DBT              | CORP              | CA        |       55000 | PA      | $51095.79     | 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      | $27130.46     | 0.01%             | 2032-03-15      | Fixed         | 6.12%                 | 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      | $72413.81     | 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      | $40799.04     | 0.02%             | 2035-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners Lp                                                            | CQP 5.55 10/30/35 144A                                                                                                                                 | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30700.62     | 0.01%             | 2035-10-30      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST                                                                    | AFRMT 2025-2A C                                                                                                                                        | CUSIP: 00833BAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      875000 | PA      | $875421.93    | 0.38%             | 2033-07-15      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| MEG Energy Corporation                                                                 | MEGCN 5.875 02/01/29 144A                                                                                                                              | CUSIP: 552704AF5<br>LEI: 5493002WXPTG5ZC1T326 | Long             | DBT              | CORP              | CA        |       19000 | PA      | $19014.33     | 0.01%             | 2029-02-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Upbound Group Inc                                                                      | UPBD 6.375 02/15/29 144A                                                                                                                               | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |       40000 | PA      | $38765.76     | 0.02%             | 2029-02-15      | Fixed         | 6.38%                 | 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      | $20110.73     | 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      | $4976.75      | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Energean PLC                                                                           | ENOGLN 6.5 04/30/27 144A                                                                                                                               | CUSIP: 29280EAA7<br>LEI: 549300RVMKU0CYUZBB05 | Long             | DBT              | CORP              | GB        |       14000 | PA      | $13965.00     | 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      | $39782.22     | 0.02%             | 2031-11-15      | Fixed         | 2.30%                 | No            |                  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      | $158349.12    | 0.07%             | 2027-03-09      | Fixed         | 1.43%                 | No            |                  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      | $32107.02     | 0.01%             | 2029-09-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| CONN AVN SEC TR 2022-R07                                                               | CAS 2022-R07 1B1                                                                                                                                       | CUSIP: 20754MAF4<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |      500000 | PA      | $544353.05    | 0.23%             | 2042-06-25      | Floating      | 10.98%                | Yes           |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                           | THC 4.375 01/15/30                                                                                                                                     | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |       23000 | PA      | $22447.41     | 0.01%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Firstcash Inc                                                                          | FCFS 5.625 01/01/30 144A                                                                                                                               | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |       11000 | PA      | $11016.53     | 0.00%             | 2030-01-01      | Fixed         | 5.62%                 | 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      | $18215.63     | 0.01%             | 2032-02-01      | Fixed         | 3.10%                 | 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      | $73078.55     | 0.03%             | 2032-08-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG Inc.                                                                | VENLNG 8.375 06/01/31 144A                                                                                                                             | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       67000 | PA      | $68784.61     | 0.03%             | 2031-06-01      | Fixed         | 8.38%                 | 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      | $26614.55     | 0.01%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  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      | $5152.50      | 0.00%             | 2034-03-01      | Fixed         | 5.15%                 | No            |                  2 | 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        |       39000 | PA      | $40452.98     | 0.02%             | 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      | $139879.72    | 0.06%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                          | STWD 6 04/15/30 144A                                                                                                                                   | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10213.07     | 0.00%             | 2030-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Builders Firstsource, Inc.                                                             | BLDR 6.75 05/15/35 144A                                                                                                                                | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |       45000 | PA      | $47247.84     | 0.02%             | 2035-05-15      | Fixed         | 6.75%                 | Yes           |                  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      | $10634.07     | 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        |       43000 | PA      | $43975.63     | 0.02%             | 2031-02-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| GoEasy Limited                                                                         | GSYCN 6.875 05/15/30 144a                                                                                                                              | CUSIP: 380355AM9<br>LEI: 5493009DJVZG2P8YV435 | Long             | DBT              | CORP              | CA        |       20000 | PA      | $19656.25     | 0.01%             | 2030-05-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| StoneX Escrow Issuer LLC                                                               | SNEX 6.875 07/15/32 144A                                                                                                                               | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       35000 | PA      | $36211.14     | 0.02%             | 2032-07-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Anywhere Real Estate Group LLC/Anywhere Co-Issuer Corp.                                | HOUS 9.75 04/15/30 144A                                                                                                                                | CUSIP: 75606DAV3<br>LEI: LF6PBYTYG3BDVEF4FI12 | Long             | DBT              | CORP              | US        |       50000 | PA      | $54442.80     | 0.02%             | 2030-04-15      | Fixed         | 9.75%                 | Yes           |                  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      | $49099.52     | 0.02%             | 2029-09-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| SK Invictus Intermediate II S.a.r.l.                                                   | PRM 5 10/30/29 144A                                                                                                                                    | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |       70000 | PA      | $68832.98     | 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        |       27000 | PA      | $26565.69     | 0.01%             | 2026-12-01      | Fixed         | 5.25%                 | 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      | $26496.31     | 0.01%             | 2032-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | CAS 2021-R03 1B1                                                                                                                                       | CUSIP: 20754AAF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      900000 | PA      | $917011.89    | 0.39%             | 2041-12-25      | Floating      | 6.93%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | CAS 2022-R05 2M2                                                                                                                                       | CUSIP: 20754DAB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      540000 | PA      | $553332.60    | 0.24%             | 2042-04-25      | Floating      | 7.18%                 | Yes           |                  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      | $31204.86     | 0.01%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                          | STACR 2021-DNA7 B1                                                                                                                                     | CUSIP: 35564KND7<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |      860000 | PA      | $881938.60    | 0.38%             | 2041-11-25      | Floating      | 7.83%                 | Yes           |                  2 | On Loan: No      |
| Marriott International, Inc.                                                           | MAR 5.3 05/15/34                                                                                                                                       | CUSIP: 571903BQ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |       35000 | PA      | $35926.33     | 0.02%             | 2034-05-15      | Fixed         | 5.30%                 | 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      | $45951.37     | 0.02%             | 2034-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                    | KMI 5 02/01/29                                                                                                                                         | CUSIP: 494553AD2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      120000 | PA      | $122683.05    | 0.05%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NetApp Inc.                                                                            | NTAP 5.7 03/17/35                                                                                                                                      | CUSIP: 64110DAN4<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |       44000 | PA      | $46047.75     | 0.02%             | 2035-03-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Williams Scotsman Inc.                                                                 | WLSC 6.625 04/15/30 144A                                                                                                                               | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |        5000 | PA      | $5170.55      | 0.00%             | 2030-04-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| HCA Inc.                                                                               | HCA 5.6 04/01/34                                                                                                                                       | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      179000 | PA      | $186331.71    | 0.08%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                                     | BBVASM V7.75 PERP                                                                                                                                      | CUSIP: 05946KAS0<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |       61000 | PA      | $65082.85     | 0.03%             | 2049-12-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| QXO Building Products Inc.                                                             | BECN 6.75 04/30/32 144A                                                                                                                                | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |       66000 | PA      | $68326.70     | 0.03%             | 2032-04-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Alphabet Inc.                                                                          | GOOGL 4.5 05/15/35                                                                                                                                     | CUSIP: 02079KAL1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24931.16     | 0.01%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MasterCard Incorporated                                                                | MA 1.9 03/15/31                                                                                                                                        | CUSIP: 57636QAS3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |       22000 | PA      | $19665.66     | 0.01%             | 2031-03-15      | Fixed         | 1.90%                 | 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      | $31608.33     | 0.01%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                             | AMT 5.4 01/31/35                                                                                                                                       | CUSIP: 03027XCM0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10300.66     | 0.00%             | 2035-01-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                                        | WHR 6.125 06/15/30                                                                                                                                     | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |       15000 | PA      | $14852.65     | 0.01%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                | LVLT 6.875 06/30/33 144A                                                                                                                               | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |       45000 | PA      | $46092.92     | 0.02%             | 2033-06-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| AT&T Inc                                                                               | T 4.55 11/01/32                                                                                                                                        | CUSIP: 00206RNB4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      200000 | PA      | $198573.15    | 0.09%             | 2032-11-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                           | RCL 5.375 01/15/36                                                                                                                                     | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |       45000 | PA      | $45305.00     | 0.02%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                                                 | MINAU 7 04/01/31 144A                                                                                                                                  | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |       28000 | PA      | $28987.14     | 0.01%             | 2031-04-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Wolverine World Wide, Inc.                                                             | WWW 4 08/15/29 144A                                                                                                                                    | CUSIP: 978097AG8<br>LEI: 549300OVC7PK14LQ8D87 | Long             | DBT              | CORP              | US        |       50000 | PA      | $45778.21     | 0.02%             | 2029-08-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Davita Inc                                                                             | DVA 6.75 07/15/33 144A                                                                                                                                 | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |       15000 | PA      | $15552.56     | 0.01%             | 2033-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Fair Isaac Corporation                                                                 | FAIRIC 6 05/15/33 144A                                                                                                                                 | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |       15000 | PA      | $15268.44     | 0.01%             | 2033-05-15      | Fixed         | 6.00%                 | 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      | $20046.26     | 0.01%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| LSB Industries Inc                                                                     | LXU 6.25 10/15/28 144A                                                                                                                                 | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |       37000 | PA      | $36476.24     | 0.02%             | 2028-10-15      | Fixed         | 6.25%                 | 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      | $58619.95     | 0.03%             | 2026-11-15      | Fixed         | 1.75%                 | No            |                  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      | $23494.64     | 0.01%             | 2031-03-03      | Fixed         | 3.38%                 | 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      | $236622.38    | 0.10%             | 2033-12-25      | Floating      | 9.63%                 | Yes           |                  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      | $214042.92    | 0.09%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                                         | SCHW 5.875 08/24/26                                                                                                                                    | CUSIP: 808513CG8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |       75000 | PA      | $75986.61     | 0.03%             | 2026-08-24      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Amer Sports Co.                                                                        | AS 6.75 02/16/31 144A                                                                                                                                  | CUSIP: 02352NAA7<br>LEI: 549300NRKH9WF70VFC95 | Long             | DBT              | CORP              | US        |       46000 | PA      | $47883.79     | 0.02%             | 2031-02-16      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Wayfair LLC                                                                            | W 7.75 09/15/30 144A                                                                                                                                   | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |       44000 | PA      | $46414.81     | 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      | $20808.54     | 0.01%             | 2030-10-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| CoreWeave Inc.                                                                         | CRWV 9.25 06/01/30 144A                                                                                                                                | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |       86000 | PA      | $86836.44     | 0.04%             | 2030-06-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Ventas Realty Limited Partnership                                                      | VTR 5.1 07/15/32                                                                                                                                       | CUSIP: 92277GBB2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |       80000 | PA      | $82015.28     | 0.04%             | 2032-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc.                                                                  | DUK 5.3 06/15/35                                                                                                                                       | CUSIP: 26442EAM2<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |       40000 | PA      | $41301.94     | 0.02%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Diversified Healthcare Trust                                                           | DHC 7.25 10/15/30 144A                                                                                                                                 | CUSIP: 25525PAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        5000 | PA      | $5050.17      | 0.00%             | 2030-10-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Chord Energy Corp.                                                                     | CHRD 6 10/01/30 144A                                                                                                                                   | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10023.80     | 0.00%             | 2030-10-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                                                | MPLX 2.65 08/15/30                                                                                                                                     | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      120000 | PA      | $110524.24    | 0.05%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                                         | SCHW 1.95 12/01/31                                                                                                                                     | CUSIP: 808513BT1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |       34000 | PA      | $29605.31     | 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        |       15000 | PA      | $12949.15     | 0.01%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  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      | $107877.54    | 0.05%             | 2035-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| NETCREDIT COMBINED RECEIVABLES A LLC                                                   | ENVA 2025-A A                                                                                                                                          | CUSIP: 64112RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      136355 | PA      | $138899.02    | 0.06%             | 2031-10-20      | Fixed         | 7.67%                 | Yes           |                  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      | $48882.52     | 0.02%             | 2031-09-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Somnigroup International Inc.                                                          | SGI 3.875 10/15/31 144A                                                                                                                                | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |       19000 | PA      | $17555.42     | 0.01%             | 2031-10-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Analog Devices Inc.                                                                    | ADI 2.1 10/01/31                                                                                                                                       | CUSIP: 032654AV7<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |       30000 | PA      | $26490.94     | 0.01%             | 2031-10-01      | Fixed         | 2.10%                 | No            |                  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      | $49496.53     | 0.02%             | 2032-08-01      | Fixed         | 4.50%                 | 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      | $17557.77     | 0.01%             | 2033-05-15      | Fixed         | 8.00%                 | 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        |       13000 | PA      | $13764.52     | 0.01%             | 2032-03-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | CAS 2022-R08 1B1                                                                                                                                       | CUSIP: 20755DAF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      235000 | PA      | $252056.91    | 0.11%             | 2042-07-25      | Floating      | 9.78%                 | Yes           |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                                         | SCHW V5.643 05/19/29                                                                                                                                   | CUSIP: 808513CD5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |       30000 | PA      | $31124.25     | 0.01%             | 2029-05-19      | Fixed         | 5.64%                 | No            |                  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      | $72716.85     | 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        |       12000 | PA      | $11973.22     | 0.01%             | 2030-10-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Acrisure Llc / Acrisure Fin Inc                                                        | ACRISU 6.75 07/01/32 144A                                                                                                                              | CUSIP: 004961AA6<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10255.60     | 0.00%             | 2032-07-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                | LVLT 4.25 07/01/28 144A                                                                                                                                | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |       27000 | PA      | $25515.00     | 0.01%             | 2028-07-01      | Fixed         | 4.25%                 | 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      | $113545.18    | 0.05%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                           | ORCL 1.65 03/25/26                                                                                                                                     | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      180000 | PA      | $178243.14    | 0.08%             | 2026-03-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Coinbase Global Inc                                                                    | COIN 3.375 10/01/28 144A                                                                                                                               | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |       90000 | PA      | $85605.61     | 0.04%             | 2028-10-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Ecolab Inc.                                                                            | ECL 2.125 02/01/32                                                                                                                                     | CUSIP: 278865BM1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |       20000 | PA      | $17566.66     | 0.01%             | 2032-02-01      | Fixed         | 2.12%                 | 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      | $60943.29     | 0.03%             | 2028-09-15      | Fixed         | 6.12%                 | 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      | $51370.08     | 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      | $51318.67     | 0.02%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  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        |       81000 | PA      | $84924.77     | 0.04%             | 2029-10-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| First Quantum Minerals Ltd.                                                            | FMCN 8 03/01/33 144A                                                                                                                                   | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |       29000 | PA      | $30820.71     | 0.01%             | 2033-03-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| New Flyer Holdings Inc.                                                                | NFICN 9.25 07/01/30 144A                                                                                                                               | CUSIP: 64438WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       35000 | PA      | $37265.45     | 0.02%             | 2030-07-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Viridien SA                                                                            | VIRIFP 10 10/15/30 144a                                                                                                                                | CUSIP: 12531QAA3<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |       10000 | PA      | $10477.99     | 0.00%             | 2030-10-15      | Fixed         | 10.00%                | Yes           |                  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        |       18000 | PA      | $18777.06     | 0.01%             | 2033-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CACI International Inc.                                                                | CACI 6.375 06/15/33 144A                                                                                                                               | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |       36000 | PA      | $37429.92     | 0.02%             | 2033-06-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| B.A.T. Capital Corporation                                                             | BATSLN 4.625 03/22/33                                                                                                                                  | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      120000 | PA      | $118551.66    | 0.05%             | 2033-03-22      | Fixed         | 4.62%                 | 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      | $8805.13      | 0.00%             | 2030-08-15      | Fixed         | 1.60%                 | 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      | $4344.48      | 0.00%             | 2031-09-16      | Fixed         | 1.95%                 | 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      | $4786.01      | 0.00%             | 2030-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                   | JPM V1.47 09/22/27                                                                                                                                     | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       95000 | PA      | $92762.07     | 0.04%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc.                                                                 | TXN 4.85 02/08/34                                                                                                                                      | CUSIP: 882508CH5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |       60000 | PA      | $61505.33     | 0.03%             | 2034-02-08      | Fixed         | 4.85%                 | 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      | $96085.46     | 0.04%             | 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      | $92055.92     | 0.04%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                                 | MSI 5.55 08/15/35                                                                                                                                      | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |       60000 | PA      | $62475.47     | 0.03%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC/Avis Budget Finance Inc.                                    | CAR 8.375 06/15/32 144A                                                                                                                                | CUSIP: 053773BK2<br>LEI: 529900E95812SYWMCE44 | Long             | DBT              | CORP              | US        |       42000 | PA      | $43024.76     | 0.02%             | 2032-06-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| StoneX Group Inc                                                                       | SNEX 7.875 03/01/31 144A                                                                                                                               | CUSIP: 861896AA6<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |       59000 | PA      | $62486.72     | 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        |       65000 | PA      | $65470.86     | 0.03%             | 2029-07-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Welltower OP LLC                                                                       | WELL 4.5 07/01/30                                                                                                                                      | CUSIP: 95041AAF5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |       70000 | PA      | $70760.98     | 0.03%             | 2030-07-01      | Fixed         | 4.50%                 | 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        |       -2879 | NC      | $-345105.73   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG O REILLY                                                               | CFD_EQS BARCUS33 B65LWX6                                                                                                                               | CUSIP: 67103H107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1156 | NC      | $109172.64    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG KEYSIGHT                                                               | CFD_EQS BARCUS33 BQZJ0Q9                                                                                                                               | CUSIP: 49338L103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2404 | NC      | $439835.84    | 0.19%             |  |  |  | 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        |       -1343 | NC      | $-18855.72    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Keysight Technologies, Inc.                                                            | KEYS 4.95 10/15/34                                                                                                                                     | CUSIP: 49338LAG8<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25210.53     | 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      | $9859.93      | 0.00%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Life Time Fitness                                                                      | LTH 6 11/15/31 144A                                                                                                                                    | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |       19000 | PA      | $19266.95     | 0.01%             | 2031-11-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FS KKR Capital Corp                                                                    | FSK 6.125 01/15/30                                                                                                                                     | CUSIP: 302635AP2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29658.88     | 0.01%             | 2030-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FNMA-30YR                                                                                                                                              | CUSIP: 01F0526B3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      625000 | PA      | $631435.41    | 0.27%             | 2049-12-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Verisign, Inc.                                                                         | VRSN 5.25 06/01/32                                                                                                                                     | CUSIP: 92343EAQ5<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30725.79     | 0.01%             | 2032-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                         | C 4.45 09/29/27                                                                                                                                        | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100317.41    | 0.04%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Qorvo Inc                                                                              | Qorvo Inc COM USD0.0001                                                                                                                                | CUSIP: 74736K101<br>LEI: 254900YAUJV2EUEVBR11 | Long             | EC               | CORP              | US        |        5925 | NS      | $562401.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Tegna Inc                                                                              | Tegna Inc COM USD1                                                                                                                                     | CUSIP: 87901J105<br>LEI: 549300YC5EDBGX85AO10 | Long             | EC               | CORP              | US        |      117216 | NS      | $2305638.72   | 0.99%             |  |  |  | No            |                  1 | 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      | $46044.29     | 0.02%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eaton Corp.                                                                            | ETN 4.15 03/15/33                                                                                                                                      | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19728.58     | 0.01%             | 2033-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Ritchie Bros. Holdings Inc                                                             | RBACN 6.75 03/15/28 144A                                                                                                                               | CUSIP: 76774LAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       20000 | PA      | $20421.14     | 0.01%             | 2028-03-15      | Fixed         | 6.75%                 | Yes           |                  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      | $10437.07     | 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      | $20825.86     | 0.01%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2-30YR-Multi                                                                                                                                          | CUSIP: 21H0626B8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       75000 | PA      | $77323.69     | 0.03%             | 2049-12-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FNMA-30YR                                                                                                                                              | CUSIP: 01F0426B4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      325000 | PA      | $316751.98    | 0.14%             | 2049-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                          | ICE 1.85 09/15/32                                                                                                                                      | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      125000 | PA      | $106274.06    | 0.05%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Klabin Austria GmbH                                                                    | KLAB 3.2 01/12/31 144A                                                                                                                                 | CUSIP: 49836AAC8<br>LEI: 984500578YEA8DD41B09 | Long             | DBT              | CORP              | AT        |       37000 | PA      | $33384.50     | 0.01%             | 2031-01-12      | Fixed         | 3.20%                 | Yes           |                  2 | On Loan: No      |
| Nissan Motor Co Ltd.                                                                   | NSANY 8.125 07/17/35 144A                                                                                                                              | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |       10000 | PA      | $10635.52     | 0.00%             | 2035-07-17      | Fixed         | 8.12%                 | 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      | $49746.31     | 0.02%             | 2028-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Steelcase Inc                                                                          | SCS 5.125 01/18/29                                                                                                                                     | CUSIP: 858155AE4<br>LEI: GIE4CCPBJDI8SMV1OX95 | Long             | DBT              | CORP              | US        |       22000 | PA      | $21505.00     | 0.01%             | 2029-01-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FN BN3960                                                                                                                                              | CUSIP: 3140JLMJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6672 | PA      | $6611.98      | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | 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      | $52259.66     | 0.02%             | 2033-05-04      | Fixed         | 4.50%                 | 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      | $40974.87     | 0.02%             | 2033-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                   | JPM V5.576 07/23/36                                                                                                                                    | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       60000 | PA      | $62211.90     | 0.03%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Pagaya US Holding Co. LLC                                                              | PGY 8.875 08/01/30                                                                                                                                     | CUSIP: 69549FAC3<br>LEI: 254900M9VGE3HM0OYH17 | Long             | DBT              | CORP              | US        |       45000 | PA      | $40740.34     | 0.02%             | 2030-08-01      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FNMA-30YR                                                                                                                                              | CUSIP: 01F0406B8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      625000 | PA      | $592942.18    | 0.25%             | 2049-12-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FNMA-30YR                                                                                                                                              | CUSIP: 01F0306B9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      725000 | PA      | $642304.69    | 0.28%             | 2049-12-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc.                                                                | BNCN 5.33 01/15/36                                                                                                                                     | CUSIP: 11271LAQ5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |       70000 | PA      | $70499.46     | 0.03%             | 2036-01-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| The Campbells Co.                                                                      | The Campbells Co. CAP USD0.0375                                                                                                                        | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |        1332 | NS      | $40133.16     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Descartes Systems Group Inc.                                                           | Descartes Systems Group Inc. COM NPV                                                                                                                   | CUSIP: 249906108<br>LEI: 875500NEPA7JI5EOMN45 | Long             | EC               | CORP              | CA        |           7 | NS      | $617.47       | 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      | $1053.64      | 0.00%             |  |  |  | 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        |          62 | NS      | $4271.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Moodys Corp.                                                                           | Moodys Corp. COM USD0.01                                                                                                                               | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |           3 | NS      | $1440.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                               | G2-30YR-Multi                                                                                                                                          | CUSIP: 21H0226B2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      300000 | PA      | $259628.69    | 0.11%             | 2049-12-31      | Fixed         | 2.50%                 | 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        |        2191 | NC      | $451236.45    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Whirlpool Corp.                                                                        | WHR 4.5 06/01/46                                                                                                                                       | CUSIP: 963320AV8<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |        6000 | PA      | $4545.74      | 0.00%             | 2046-06-01      | 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      | $50147.22     | 0.02%             | 2027-04-01      | Fixed         | 4.30%                 | 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      | $20436.32     | 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      | $41217.06     | 0.02%             | 2028-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Exelixis, Inc.                                                                         | Exelixis, Inc. COM USD0.001                                                                                                                            | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |          17 | NS      | $657.39       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Idacorp Inc                                                                            | Idacorp Inc COM NPV                                                                                                                                    | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |         115 | NS      | $14837.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rain Carbon Inc                                                                        | RCOLIN 12.25 09/01/29 144A                                                                                                                             | CUSIP: 75079LAB7<br>LEI: 25490038N6JQH7QXUK52 | Long             | DBT              | CORP              | US        |       36000 | PA      | $38336.80     | 0.02%             | 2029-09-01      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| HCA Inc.                                                                               | HCA 3.625 03/15/32                                                                                                                                     | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       91000 | PA      | $85641.55     | 0.04%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems, Inc.                                                           | Cadence Design Systems, Inc. COM USD0.01                                                                                                               | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |           5 | NS      | $1693.45      | 0.00%             |  |  |  | No            |                  1 | 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        |           6 | NS      | $731.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Signal Corp.                                                                   | Federal Signal Corp. COM USD1                                                                                                                          | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |           5 | NS      | $590.15       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirby Corp                                                                             | Kirby Corp COM USD0.10                                                                                                                                 | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |           7 | NS      | $724.36       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co.                                                                        | Eli Lilly & Co. COM NPV                                                                                                                                | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |          13 | NS      | $11217.18     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowes Companies, Inc.                                                                  | Lowes Companies, Inc. COM USD0.50                                                                                                                      | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |           9 | NS      | $2143.17      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp.                                                                          | Chevron Corp. COM USD0.75                                                                                                                              | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         619 | NS      | $97628.68     | 0.04%             |  |  |  | No            |                  1 | 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        |         481 | NS      | $61678.63     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mueller Industries Inc.                                                                | Mueller Industries Inc. COM USD0.01                                                                                                                    | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |           7 | NS      | $741.09       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Merus NV                                                                               | Merus NV EUR0.09                                                                                                                                       | CUSIP: N5749R100<br>LEI: 549300W8GPUWU8QNU293 | Long             | EC               | CORP              | NL        |        8871 | NS      | $841503.06    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST                                                    | CAS 2020-R01 1B1                                                                                                                                       | CUSIP: 20754CAF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      100870 | PA      | $103388.18    | 0.04%             | 2040-01-25      | Floating      | 7.55%                 | Yes           |                  2 | On Loan: No      |
| Sirius Xm Radio Inc                                                                    | SIRI 4.125 07/01/30 144A                                                                                                                               | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |       73000 | PA      | $68708.88     | 0.03%             | 2030-07-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                                 | MSI 4.6 05/23/29                                                                                                                                       | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |      180000 | PA      | $181991.01    | 0.08%             | 2029-05-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Apple Inc.                                                                             | AAPL 3.35 08/08/32                                                                                                                                     | CUSIP: 037833EP1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23859.14     | 0.01%             | 2032-08-08      | Fixed         | 3.35%                 | 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        |        1897 | NC      | $155819.58    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SCHLUMBER                                                              | CFD_EQS GSILGB2X 2779201                                                                                                                               | CUSIP: 806857108<br>LEI: N/A                  | N/A              | DE               | CORP              | CW        |       -1229 | NC      | $-44317.74    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                      | HSBC V6.161 03/09/29                                                                                                                                   | CUSIP: 404280DU0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $208367.56    | 0.09%             | 2029-03-09      | Fixed         | 6.16%                 | 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      | $42174.13     | 0.02%             | 2033-03-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings Inc.                                                              | WBD 4.279 03/15/32 *                                                                                                                                   | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       30000 | PA      | $27478.13     | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Venture Global Plaquemines Lng LLC                                                     | VEGLPL 6.75 01/15/36 144A                                                                                                                              | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26477.78     | 0.01%             | 2036-01-15      | Fixed         | 6.75%                 | Yes           |                  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        |        -797 | NC      | $-366364.96   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CARLISLE                                                               | CFD_EQS GSILGB2X 2176318                                                                                                                               | CUSIP: 142339100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         371 | NC      | $120593.55    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Discovery Communications, LLC                                                          | WBD 5 09/20/37 *                                                                                                                                       | CUSIP: 25470DBY4<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |       65000 | PA      | $54990.00     | 0.02%             | 2037-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Osaic Holdings Inc.                                                                    | ADVGRO 6.75 08/01/32 144A                                                                                                                              | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |        5000 | PA      | $5165.48      | 0.00%             | 2032-08-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Osaic Holdings Inc.                                                                    | ADVGRO 8 08/01/33 144A                                                                                                                                 | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |        5000 | PA      | $5129.71      | 0.00%             | 2033-08-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Ares Capital Corp.                                                                     | ARCC 5.1 01/15/31                                                                                                                                      | CUSIP: 04010LBL6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98602.45     | 0.04%             | 2031-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Paramount Group Inc.                                                                   | Paramount Group Inc. COM USD0.01                                                                                                                       | CUSIP: 69924R108<br>LEI: 5493006GJU1CFI7Z5J17 | Long             | EC               | CORP              | US        |       63824 | NS      | $417408.96    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Klabin Austria GmbH                                                                    | KLAB 7 04/03/49 144A                                                                                                                                   | CUSIP: 49836AAB0<br>LEI: 984500578YEA8DD41B09 | Long             | DBT              | CORP              | AT        |       44000 | PA      | $46516.80     | 0.02%             | 2049-04-03      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| JDE Peets N.V                                                                          | JDE Peets N.V EUR0.01                                                                                                                                  | CUSIP: N44664105<br>LEI: 724500EHG519SE5ZRT89 | Long             | EC               | CORP              | NL        |       20021 | NS      | $728646.94    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Avidity Biosciences Inc.                                                               | Avidity Biosciences Inc. COM                                                                                                                           | CUSIP: 05370A108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       14613 | NS      | $1020718.05   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                                                         | SPGI 2.9 03/01/32                                                                                                                                      | CUSIP: 78409VBK9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |       90000 | PA      | $82741.55     | 0.04%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CoreWeave Inc.                                                                         | CRWV 9 02/01/31 144A                                                                                                                                   | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |       38000 | PA      | $38111.15     | 0.02%             | 2031-02-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| SUNBIT ASSET SECURITIZATION TRUST 2025-1                                               | SUNBT 2025-1 A                                                                                                                                         | CUSIP: 86709SAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      330000 | PA      | $331338.65    | 0.14%             | 2030-07-15      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| Plymouth Industrial REIT Inc.                                                          | Plymouth Industrial REIT Inc. COM USD0.01                                                                                                              | CUSIP: 729640102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       30548 | NS      | $672056.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| ITC Holdings Corporation                                                               | ITC 3.35 11/15/27                                                                                                                                      | CUSIP: 465685AP0<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9849.98      | 0.00%             | 2027-11-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Sapiens International Corporation N.V.                                                 | Sapiens International Corporation N.V. COM EUR0.01                                                                                                     | CUSIP: G7T16G103<br>LEI: 2549009P4ZS02GC5QV68 | Long             | EC               | CORP              | KY        |       39434 | NS      | $1697633.70   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Somnigroup International Inc.                                                          | SGI 4 04/15/29 144A                                                                                                                                    | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |       29000 | PA      | $27928.53     | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Deluxe Corporation                                                                     | DLX 8 06/01/29 144A                                                                                                                                    | CUSIP: 248019AU5<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |       48000 | PA      | $47557.33     | 0.02%             | 2029-06-01      | Fixed         | 8.00%                 | Yes           |                  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        |       17000 | PA      | $16951.70     | 0.01%             | 2026-05-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Unum Group                                                                             | UNM 4 06/15/29                                                                                                                                         | CUSIP: 91529YAN6<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |      135000 | PA      | $132996.51    | 0.06%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                        | TDG 6.375 03/01/29 144A                                                                                                                                | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       51000 | PA      | $52386.44     | 0.02%             | 2029-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| EchoStar Corp.                                                                         | SATS 10.75 11/30/29 .                                                                                                                                  | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |       50000 | PA      | $55043.72     | 0.02%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC/ CCO Holdings Capital Corp.                                          | CHTR 6.375 09/01/29 144A                                                                                                                               | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       12000 | PA      | $12094.44     | 0.01%             | 2029-09-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Ameriprise Financial, Inc.                                                             | AMP 5.15 05/15/33                                                                                                                                      | CUSIP: 03076CAM8<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |       85000 | PA      | $88251.27     | 0.04%             | 2033-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd.                                                                    | HNDA 4.688 07/08/30                                                                                                                                    | CUSIP: 438127AE2<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |      110000 | PA      | $111095.29    | 0.05%             | 2030-07-08      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc.                                                      | PNC V5.373 07/21/36                                                                                                                                    | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       40000 | PA      | $41090.21     | 0.02%             | 2036-07-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| PROS Holdings Inc.                                                                     | PROS Holdings Inc. COM STK USD0.001                                                                                                                    | CUSIP: 74346Y103<br>LEI: 549300LPE1KNL5RWKQ48 | Long             | EC               | CORP              | US        |       45643 | NS      | $1052071.15   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Just Group PLC                                                                         | Just Group PLC ORD GBP0.10                                                                                                                             | CUSIP: G9331B109<br>LEI: 5493006456YEZEELRR90 | Long             | EC               | CORP              | GB        |      391804 | NS      | $1093752.84   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Synovus Financial Corp.                                                                | Synovus Financial Corp. COM USD1.00                                                                                                                    | CUSIP: 87161C501<br>LEI: 549300EIUS8UN5JTLE54 | Long             | EC               | CORP              | US        |       13900 | NS      | $620496.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Cyberark Software Ltd.                                                                 | Cyberark Software Ltd. COM ILS0.01                                                                                                                     | CUSIP: M2682V108<br>LEI: 529900YEXNDM894PWS93 | Long             | EC               | CORP              | IL        |        8472 | NS      | $4412048.16   | 1.89%             |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG HALLIBURT                                                              | CFD_EQS CHASUS33 2405302                                                                                                                               | CUSIP: 406216101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -13981 | NC      | $-375250.04   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG INTERNATI                                                              | CFD_EQS CHASUS33 2465254                                                                                                                               | CUSIP: 460146103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -6751 | NC      | $-260858.64   | -0.11%            |  |  |  | No            |                  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      | $932.32       | 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      | $1829.20      | 0.00%             | 2032-03-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Forestar Group Inc.                                                                    | FOR 6.5 03/15/33 144A                                                                                                                                  | CUSIP: 346232AG6<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |       16000 | PA      | $16390.72     | 0.01%             | 2033-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc.                                                                         | C V4.643 05/07/28                                                                                                                                      | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       80000 | PA      | $80519.53     | 0.03%             | 2028-05-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp                                                                     | SWX 4.05 03/15/32                                                                                                                                      | CUSIP: 845011AE5<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24085.05     | 0.01%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FMG Resources (August 2006) Pty Ltd.                                                   | FMGAU 6.125 04/15/32 144A                                                                                                                              | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |       42000 | PA      | $43826.12     | 0.02%             | 2032-04-15      | Fixed         | 6.12%                 | Yes           |                  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        |        1580 | NC      | $397796.60    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EQT CORP                                                               | CFD_EQS GSILGB2X 2319414                                                                                                                               | CUSIP: 26884L109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        6351 | NC      | $340286.58    | 0.15%             |  |  |  | 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      | $263624.53    | 0.11%             | 2042-03-25      | Floating      | 9.43%                 | Yes           |                  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      | $29913.56     | 0.01%             | 2032-10-01      | Fixed         | 4.45%                 | 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      | $30514.97     | 0.01%             | 2027-01-30      | 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      | $31540.78     | 0.01%             | 2029-07-27      | Fixed         | 6.34%                 | 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        |       81000 | PA      | $81527.63     | 0.03%             | 2027-03-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Texas Instruments Inc.                                                                 | TXN 4.9 03/14/33                                                                                                                                       | CUSIP: 882508CB8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25786.42     | 0.01%             | 2033-03-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Marriott International, Inc.                                                           | MAR 5 10/15/27                                                                                                                                         | CUSIP: 571903BJ1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |       35000 | PA      | $35567.22     | 0.02%             | 2027-10-15      | Fixed         | 5.00%                 | 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      | $95208.76     | 0.04%             | 2033-09-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WarnerMedia Holdings Inc.                                                              | WBD 5.05 03/15/42 *                                                                                                                                    | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      135000 | PA      | $108368.55    | 0.05%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Discovery Communications, LLC                                                          | WBD 6.35 06/01/40 *                                                                                                                                    | CUSIP: 25470DBZ1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |       35000 | PA      | $31398.50     | 0.01%             | 2040-06-01      | Fixed         | 6.35%                 | 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        |       64000 | PA      | $68361.73     | 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      | $184055.64    | 0.08%             | 2027-10-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Park-Ohio Industries, Inc.                                                             | PKOH 8.5 08/01/30 144A                                                                                                                                 | CUSIP: 700677AS6<br>LEI: 5493006LQUO5SLMNYM18 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10207.20     | 0.00%             | 2030-08-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Macys Retail Holdings LLC                                                              | M 7.375 08/01/33 144A                                                                                                                                  | CUSIP: 55617LAS1<br>LEI: 549300JMONK27O4SQQ19 | Long             | DBT              | CORP              | US        |       35000 | PA      | $36881.67     | 0.02%             | 2033-08-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| American Express Company                                                               | AXP V4.918 07/20/33                                                                                                                                    | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |       55000 | PA      | $56035.99     | 0.02%             | 2033-07-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Hillenbrand, Inc.                                                                      | Hillenbrand, Inc. COM STK NPV                                                                                                                          | CUSIP: 431571108<br>LEI: U246OE781574J2BUD366 | Long             | EC               | CORP              | US        |       39066 | NS      | $1234485.60   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Palo Alto Networks Inc                                                                 | Palo Alto Networks Inc COM USD0.0001                                                                                                                   | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Short            | EC               | CORP              | US        |      -18642 | NS      | $-4105714.08  | -1.76%            |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                                                               | T 4.35 03/01/29                                                                                                                                        | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |        2000 | PA      | $2006.34      | 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      | $14590.53     | 0.01%             | 2029-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Akero Therapeutics Inc                                                                 | Akero Therapeutics Inc COM USD0.0001                                                                                                                   | CUSIP: 00973Y108<br>LEI: 549300SI3KG74LBE2955 | Long             | EC               | CORP              | US        |       22077 | NS      | $1196573.40   | 0.51%             |  |  |  | No            |                  1 | 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      | $20759.59     | 0.01%             | 2033-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc.                                                                            | FI 5.375 08/21/28                                                                                                                                      | CUSIP: 337738BG2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30626.72     | 0.01%             | 2028-08-21      | Fixed         | 5.38%                 | 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        |       18000 | PA      | $13140.00     | 0.01%             | 2032-12-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                                     | ET 5.2 04/01/30                                                                                                                                        | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30932.31     | 0.01%             | 2030-04-01      | Fixed         | 5.20%                 | 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      | $57880.08     | 0.02%             | 2032-08-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc.                                                            | MIZUHO V4.711 07/08/31                                                                                                                                 | CUSIP: 60687YDL0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $202395.76    | 0.09%             | 2031-07-08      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| GLP Capital L.P. and GLP Financing II, Inc.                                            | GLPI 5.25 02/15/33                                                                                                                                     | CUSIP: 361841AV1<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99939.50     | 0.04%             | 2033-02-15      | Fixed         | 5.25%                 | 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      | $17741.08     | 0.01%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co.                                                              | NEE 2.45 02/03/32                                                                                                                                      | CUSIP: 341081GG6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |       30000 | PA      | $27027.47     | 0.01%             | 2032-02-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises, L.P. / Icahn Enterprises Finance Corporation                        | IEP 9 06/15/30                                                                                                                                         | CUSIP: 451102CJ4<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |       28000 | PA      | $26950.17     | 0.01%             | 2030-06-15      | Fixed         | 9.00%                 | No            |                  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      | $72639.09     | 0.03%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc.                                                         | PFG 5.375 03/15/33                                                                                                                                     | CUSIP: 74251VAT9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |       18000 | PA      | $18741.79     | 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      | $40414.95     | 0.02%             | 2033-06-15      | Fixed         | 4.75%                 | 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        |        1841 | NC      | $335908.86    | 0.14%             |  |  |  | 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        |      -25592 | NC      | $-336022.96   | -0.14%            |  |  |  | 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      | $9602.09      | 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      | $256266.53    | 0.11%             | 2042-01-25      | Floating      | 7.58%                 | Yes           |                  2 | On Loan: No      |
| Welltower OP LLC                                                                       | WELL 5.125 07/01/35                                                                                                                                    | CUSIP: 95041AAG3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |       80000 | PA      | $81561.07     | 0.03%             | 2035-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Amneal Pharmaceuticals Inc                                                             | AMNPHA 6.875 08/01/32 144A                                                                                                                             | CUSIP: 03168LAA3<br>LEI: 549300VV176ZO5WQHZ61 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10484.41     | 0.00%             | 2032-08-01      | Fixed         | 6.88%                 | 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      | $100616.79    | 0.04%             | 2034-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| American International Group Inc.                                                      | AIG 4.85 05/07/30                                                                                                                                      | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |       60000 | PA      | $61377.74     | 0.03%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                                  | IBM 2.2 02/09/27                                                                                                                                       | CUSIP: 459200KM2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97792.36     | 0.04%             | 2027-02-09      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Stillwater Mining Co.                                                                  | SGLSJ 4.5 11/16/29 144A                                                                                                                                | CUSIP: 86074QAQ5<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |       54000 | PA      | $50487.18     | 0.02%             | 2029-11-16      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Affirm Asset Securitization Trust 2025-X1                                              | AFFRM 2025-X1 B                                                                                                                                        | CUSIP: 00834MAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      125000 | PA      | $125348.84    | 0.05%             | 2030-04-15      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| Firstcash Inc                                                                          | FCFS 6.875 03/01/32 144A                                                                                                                               | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |       30000 | PA      | $31128.83     | 0.01%             | 2032-03-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Marriott International, Inc.                                                           | MAR 5.1 04/15/32                                                                                                                                       | CUSIP: 571903BT9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30807.70     | 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        |       13000 | PA      | $13580.16     | 0.01%             | 2033-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Nickel Industries Ltd.                                                                 | NICAU 9 09/30/30 144A                                                                                                                                  | CUSIP: 653890AB9<br>LEI: 54930007K0WX53TSIK16 | Long             | DBT              | CORP              | AU        |       50000 | PA      | $51791.00     | 0.02%             | 2030-09-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                                | TLN 6.25 02/01/34 144A                                                                                                                                 | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25636.23     | 0.01%             | 2034-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Belron U.K Finance PLC                                                                 | BELRON 5.75 10/15/29 144a                                                                                                                              | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |       23000 | PA      | $23302.86     | 0.01%             | 2029-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Biocon Biologics Global PLC                                                            | BIOLIN 6.67 10/09/29 144A                                                                                                                              | CUSIP: 090978AA5<br>LEI: 254900PMQN51VACG2D55 | Long             | DBT              | CORP              | US        |       74000 | PA      | $73171.88     | 0.03%             | 2029-10-09      | Fixed         | 6.67%                 | Yes           |                  2 | On Loan: No      |
| CFD_EQS FIN LEG UNITED AI                                                              | CFD_EQS CHASUS33 B4QG225                                                                                                                               | CUSIP: 910047109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2526 | NC      | $237545.04    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DIGITAL R                                                              | CFD_EQS GSILGB2X B03GQS4                                                                                                                               | CUSIP: 253868103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -106 | NC      | $-18063.46    | -0.01%            |  |  |  | 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        |       -4983 | NC      | $-742865.64   | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HARTFORD                                                               | CFD_EQS CHASUS33 2476193                                                                                                                               | CUSIP: 416515104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -152 | NC      | $-18875.36    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CONAGRA B                                                              | CFD_EQS CHASUS33 2215460                                                                                                                               | CUSIP: 205887102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -18376 | NC      | $-315883.44   | -0.14%            |  |  |  | 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      | $-408025.80   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SERVICE C                                                              | CFD_EQS CHASUS33 2797560                                                                                                                               | CUSIP: 817565104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1320 | NC      | $110233.20    | 0.05%             |  |  |  | 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        |       -4454 | NC      | $-721592.54   | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| WULF Compute LLC                                                                       | WULF 7.75 10/15/30 144A                                                                                                                                | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       68000 | PA      | $70643.50     | 0.03%             | 2030-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Waste Connections Inc.                                                                 | WCNCN 2.6 02/01/30                                                                                                                                     | CUSIP: 94106BAA9<br>LEI: 549300ZX1Z8QGWASPX54 | Long             | DBT              | CORP              | CA        |        5000 | PA      | $4703.34      | 0.00%             | 2030-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG YUM BRAN                                                               | CFD_EQS CHASUS33 2098876                                                                                                                               | CUSIP: 988498101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2827 | NC      | $390719.67    | 0.17%             |  |  |  | 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        |       12984 | NC      | $296684.40    | 0.13%             |  |  |  | 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        |        -741 | NC      | $-338310.96   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GOODYEAR                                                               | CFD_EQS CHASUS33 2378200                                                                                                                               | CUSIP: 382550101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |     -111333 | NC      | $-767084.37   | -0.33%            |  |  |  | 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        |       -2607 | NC      | $-263776.26   | -0.11%            |  |  |  | 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        |      -12592 | NC      | $-174651.04   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Novartis Capital Corporation                                                           | NOVNVX 2.2 08/14/30                                                                                                                                    | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9219.89      | 0.00%             | 2030-08-14      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                                                            | MTCHII 4.125 08/01/30 144A                                                                                                                             | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |       18000 | PA      | $16941.77     | 0.01%             | 2030-08-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Fairfax Financial Holdings Limited                                                     | FFHCN 6 12/07/33                                                                                                                                       | CUSIP: 303901BN1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      181000 | PA      | $192567.34    | 0.08%             | 2033-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises, L.P. / Icahn Enterprises Finance Corporation                        | IEP 9.75 01/15/29                                                                                                                                      | CUSIP: 451102CF2<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |       33000 | PA      | $33117.15     | 0.01%             | 2029-01-15      | Fixed         | 9.75%                 | 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        |       -2175 | NC      | $-742893.00   | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MACY S IN                                                              | CFD_EQS GSILGB2X 2345022                                                                                                                               | CUSIP: 55616P104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       18798 | NC      | $366373.02    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Aris Mining Corp.                                                                      | ARISCN 8 10/31/29 144A                                                                                                                                 | CUSIP: 04040YAB5<br>LEI: 5493001GJ5TILX6L1F82 | Long             | DBT              | CORP              | CA        |       31000 | PA      | $32243.10     | 0.01%             | 2029-10-31      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Angi Group Llc                                                                         | ANGI 3.875 08/15/28 144A                                                                                                                               | CUSIP: 001846AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       43000 | PA      | $39543.94     | 0.02%             | 2028-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EBAY INC                                                               | CFD_EQS GSILGB2X 2293819                                                                                                                               | CUSIP: 278642103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        4418 | NC      | $359227.58    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG RYDER SYS                                                              | CFD_EQS GSILGB2X 2760669                                                                                                                               | CUSIP: 783549108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2027 | NC      | $343029.21    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2 BW4651                                                                                                                                              | CUSIP: 3617NWEY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       12364 | PA      | $10461.60     | 0.00%             | 2050-08-20      | Fixed         | 2.50%                 | 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      | $70143.43     | 0.03%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| The Charles Schwab Corporation                                                         | SCHW 1.15 05/13/26                                                                                                                                     | CUSIP: 808513BR5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49240.51     | 0.02%             | 2026-05-13      | Fixed         | 1.15%                 | 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      | $18872.51     | 0.01%             | 2032-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DISH Network Corporation                                                               | DISH 11.75 11/15/27 144A                                                                                                                               | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |       43000 | PA      | $45269.67     | 0.02%             | 2027-11-15      | Fixed         | 11.75%                | 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      | $10213.82     | 0.00%             | 2033-04-01      | Fixed         | 5.30%                 | 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        |       -3137 | NC      | $-630599.74   | -0.27%            |  |  |  | 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        |        5077 | NC      | $291318.26    | 0.12%             |  |  |  | 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      | $91461.93     | 0.04%             | 2031-02-15      | Fixed         | 2.88%                 | 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      | $683446.24    | 0.29%             | 2033-08-25      | Floating      | 7.18%                 | 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      | $545318.51    | 0.23%             | 2042-04-25      | Floating      | 8.53%                 | 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      | $41123.74     | 0.02%             | 2030-05-15      | Fixed         | 4.80%                 | 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      | $16812.50     | 0.01%             | 2028-02-15      | Fixed         | 3.80%                 | 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      | $30450.71     | 0.01%             | 2028-05-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                                 | SRE 5.5 08/01/33                                                                                                                                       | CUSIP: 816851BR9<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10455.76     | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc.                                                                             | AMGN 5.25 03/02/30                                                                                                                                     | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      108000 | PA      | $112090.74    | 0.05%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corporation                                                              | CNA 5.2 08/15/35                                                                                                                                       | CUSIP: 126117AZ3<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100146.42    | 0.04%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Patrick Industries Inc.                                                                | PATK 6.375 11/01/32 144A                                                                                                                               | CUSIP: 703343AH6<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |       32000 | PA      | $32627.10     | 0.01%             | 2032-11-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Chord Energy Corp.                                                                     | CHRD 6.75 03/15/33 144A                                                                                                                                | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |       37000 | PA      | $37783.66     | 0.02%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  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      | $82774.67     | 0.04%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc.                                                                            | ABBV 5.05 03/15/34                                                                                                                                     | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      105000 | PA      | $108016.49    | 0.05%             | 2034-03-15      | Fixed         | 5.05%                 | 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      | $8632.42      | 0.00%             | 2028-07-15      | Fixed         | 7.12%                 | No            |                  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      | $768517.50    | 0.33%             | 2041-12-25      | Floating      | 7.93%                 | 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      | $165892.52    | 0.07%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | CAS 2022-R02 2M2                                                                                                                                       | CUSIP: 20754BAB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      701348 | PA      | $716940.37    | 0.31%             | 2042-01-25      | Floating      | 7.18%                 | Yes           |                  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        |       -1447 | NC      | $-338366.48   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NRG ENERG                                                              | CFD_EQS GSILGB2X 2212922                                                                                                                               | CUSIP: 629377508<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         507 | NC      | $87133.02     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlisle Companies Inc.                                                                | CSL 5.25 09/15/35                                                                                                                                      | CUSIP: 142339AN0<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25433.65     | 0.01%             | 2035-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| USA Compression Partners LP / USA Compression Finance Corp                             | USAC 6.25 10/01/33 144A                                                                                                                                | CUSIP: 91740PAH1<br>LEI: 5493000B1PEOKXRZEO65 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10038.39     | 0.00%             | 2033-10-01      | Fixed         | 6.25%                 | Yes           |                  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      | $60180.08     | 0.03%             | 2028-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                          | STACR 2021-DNA1 B2                                                                                                                                     | CUSIP: 35564KBE8<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |      740000 | PA      | $820335.14    | 0.35%             | 2051-01-25      | Floating      | 8.93%                 | 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        |      183000 | PA      | $185752.32    | 0.08%             | 2031-03-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Tidewater Inc New                                                                      | TDW 9.125 07/15/30 144A                                                                                                                                | CUSIP: 88642RAE9<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |       60000 | PA      | $64039.98     | 0.03%             | 2030-07-15      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| Tapestry Inc                                                                           | TPR 5.1 03/11/30                                                                                                                                       | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |       80000 | PA      | $81945.07     | 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        |       33000 | PA      | $34776.29     | 0.01%             | 2029-12-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Autozone, Inc.                                                                         | AZO 5.05 07/15/26                                                                                                                                      | CUSIP: 053332BE1<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |      120000 | PA      | $120764.18    | 0.05%             | 2026-07-15      | Fixed         | 5.05%                 | No            |                  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      | $46043.52     | 0.02%             | 2028-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Novelis Corporation                                                                    | HNDLIN 6.875 01/30/30 144A                                                                                                                             | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |       58000 | PA      | $60206.44     | 0.03%             | 2030-01-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Snap Inc                                                                               | SNAP 6.875 03/01/33 144A                                                                                                                               | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |       23000 | PA      | $23520.84     | 0.01%             | 2033-03-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Extra Space Storage LP                                                                 | EXR 4.95 01/15/33                                                                                                                                      | CUSIP: 30225VAV9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30164.43     | 0.01%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UWN Holdings LLC                                                                       | UWMC 6.25 03/15/31 144A                                                                                                                                | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       15000 | PA      | $14973.02     | 0.01%             | 2031-03-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| MasterCard Incorporated                                                                | MA 4.95 03/15/32                                                                                                                                       | CUSIP: 57636QBG8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |       90000 | PA      | $93342.68     | 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      | $24988.00     | 0.01%             | 2030-03-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Amphenol Corporation                                                                   | APH 4.125 11/15/30                                                                                                                                     | CUSIP: 032095AY7<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |       95000 | PA      | $94247.22     | 0.04%             | 2030-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ADT Security Corp.                                                                     | ADT 4.875 07/15/32 144A                                                                                                                                | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29051.34     | 0.01%             | 2032-07-15      | Fixed         | 4.88%                 | Yes           |                  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      | $62102.10     | 0.03%             | 2036-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HCA Inc.                                                                               | HCA 3.5 09/01/30                                                                                                                                       | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48039.33     | 0.02%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                            | COR 2.7 03/15/31                                                                                                                                       | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |       90000 | PA      | $82729.95     | 0.04%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Jabil Inc                                                                              | JBL 1.7 04/15/26                                                                                                                                       | CUSIP: 466313AL7<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |       65000 | PA      | $64265.78     | 0.03%             | 2026-04-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings Inc.                                                    | CCO 7.5 06/01/29 144A                                                                                                                                  | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |       83000 | PA      | $81443.57     | 0.03%             | 2029-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Mondelez International, Inc.                                                           | MDLZ 2.625 03/17/27                                                                                                                                    | CUSIP: 609207BA2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39230.99     | 0.02%             | 2027-03-17      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CROWN HOL                                                              | CFD_EQS CHASUS33 2427986                                                                                                                               | CUSIP: 228368106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        4431 | NC      | $430604.58    | 0.18%             |  |  |  | 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        |        2191 | NC      | $394533.37    | 0.17%             |  |  |  | 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      | $68584.71     | 0.03%             | 2027-03-10      | Fixed         | 2.53%                 | 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      | $40454.63     | 0.02%             | 2027-09-15      | Fixed         | 4.69%                 | 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      | $50535.85     | 0.02%             | 2029-02-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                | LVLT 7 03/31/34 144A                                                                                                                                   | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20548.06     | 0.01%             | 2034-03-31      | Fixed         | 7.00%                 | Yes           |                  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      | $52071.52     | 0.02%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd.                                                                    | HNDA 5.337 07/08/35                                                                                                                                    | CUSIP: 438127AF9<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |      120000 | PA      | $123004.03    | 0.05%             | 2035-07-08      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Millrose Properties Inc.                                                               | MRP 6.375 08/01/30 144A                                                                                                                                | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       62000 | PA      | $62808.52     | 0.03%             | 2030-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corp                                                                        | CVS 5.45 09/15/35                                                                                                                                      | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102109.57    | 0.04%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Pennymac Financial Services Inc                                                        | PFSI 6.75 02/15/34 144A                                                                                                                                | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |        5000 | PA      | $5124.93      | 0.00%             | 2034-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Light & Wonder International Inc.                                                      | LNW 6.25 10/01/33 144A                                                                                                                                 | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9955.80      | 0.00%             | 2033-10-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| CNX Resources Corporation                                                              | CNX 7.25 03/01/32 144A                                                                                                                                 | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |       22000 | PA      | $22938.19     | 0.01%             | 2032-03-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                                    | LNG 5.65 04/15/34                                                                                                                                      | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |       30000 | PA      | $31028.89     | 0.01%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FNMA-30YR                                                                                                                                              | CUSIP: 01F0206B0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1475000 | PA      | $1195852.52   | 0.51%             | 2049-12-31      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FNMA-30YR                                                                                                                                              | CUSIP: 01F0606B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      575000 | PA      | $587970.26    | 0.25%             | 2049-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AMERICAN                                                               | CFD_EQS GSILGB2X 2026082                                                                                                                               | CUSIP: 025816109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          51 | NC      | $18397.23     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG THERMO FI                                                              | CFD_EQS CHASUS33 2886907                                                                                                                               | CUSIP: 883556102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -774 | NC      | $-439159.86   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Solaredge Technologies Inc                                                             | Solaredge Technologies Inc USD0.0001                                                                                                                   | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Short            | EC               | CORP              | US        |       -4714 | NS      | $-165414.26   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                  | FNMA-30YR                                                                                                                                              | CUSIP: 01F0506B7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      450000 | PA      | $447699.14    | 0.19%             | 2049-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kratos Defense & Security Solutions, Inc.                                              | Kratos Defense & Security Solutions, Inc. COM USD0.001                                                                                                 | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |           8 | NS      | $724.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics, Inc.                                                                 | Verisk Analytics, Inc. COM USD0.001                                                                                                                    | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |           4 | NS      | $875.04       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Stacr Remic Trust                                                          | STACR 2023-HQA3 M2                                                                                                                                     | CUSIP: 35564NAA1<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |      500000 | PA      | $526815.10    | 0.23%             | 2043-11-25      | Floating      | 7.53%                 | Yes           |                  2 | On Loan: No      |
| Delek Logistics Partners LP/ Delek Logistics Finance Corp.                             | DKL 7.375 06/30/33 144A                                                                                                                                | CUSIP: 24665FAE2<br>LEI: 549300UVYITDIU51P724 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10145.13     | 0.00%             | 2033-06-30      | Fixed         | 7.38%                 | Yes           |                  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        |       -1234 | NC      | $-317088.64   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG RAYMOND J                                                              | CFD_EQS GSILGB2X 2718992                                                                                                                               | CUSIP: 754730109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2535 | NC      | $-402228.45   | -0.17%            |  |  |  | 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        |        4925 | NC      | $247038.00    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG OVINTIV I                                                              | CFD_EQS BARCUS33 BJ01KB6                                                                                                                               | CUSIP: 69047Q102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        9468 | NC      | $355144.68    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CONOCOPHI                                                              | CFD_EQS BARCUS33 2685717                                                                                                                               | CUSIP: 20825C104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3514 | NC      | $-312254.04   | -0.13%            |  |  |  | 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        |      -11322 | NC      | $-362530.44   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                                   | CLF 7.375 05/01/33 144A                                                                                                                                | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |       45000 | PA      | $46556.10     | 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      | $412528.36    | 0.18%             | 2030-11-19      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FNMA-15YR                                                                                                                                              | CUSIP: 01F0404B0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       75000 | PA      | $73803.27     | 0.03%             | 2049-12-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2-30YR-Multi                                                                                                                                          | CUSIP: 21H0506B3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      275000 | PA      | $274131.88    | 0.12%             | 2049-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dollar General Corporation                                                             | Dollar General Corporation COM USD0.875                                                                                                                | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |         463 | NS      | $45679.58     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Healthcare Inc                                                                     | HCA Healthcare Inc COM USD0.01                                                                                                                         | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |           4 | NS      | $1838.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Icahn Enterprises, L.P. / Icahn Enterprises Finance Corporation                        | IEP 10 11/15/29 144A                                                                                                                                   | CUSIP: 451102CK1<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |       29000 | PA      | $29106.23     | 0.01%             | 2029-11-15      | Fixed         | 10.00%                | 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      | $5228.75      | 0.00%             | 2032-04-01      | Fixed         | 6.88%                 | Yes           |                  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        |        5678 | NC      | $320125.64    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AUTOZONE                                                               | CFD_EQS BARCUS33 2065955                                                                                                                               | CUSIP: 053332102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          91 | NC      | $334373.13    | 0.14%             |  |  |  | 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      | $113528.41    | 0.05%             | 2034-04-21      | Fixed         | 5.25%                 | 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      | $20241.99     | 0.01%             | 2035-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts Inc.                                                                | AAP 7.375 08/01/33 144A                                                                                                                                | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25312.50     | 0.01%             | 2033-08-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Altria Group, Inc.                                                                     | MO 5.25 08/06/35                                                                                                                                       | CUSIP: 02209SBV4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |       45000 | PA      | $45384.91     | 0.02%             | 2035-08-06      | Fixed         | 5.25%                 | No            |                  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      | $269070.53    | 0.12%             | 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      | $24512.85     | 0.01%             | 2028-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                        | TDG 6.75 01/31/34 144a                                                                                                                                 | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10362.83     | 0.00%             | 2034-01-31      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Century Communities Inc                                                                | CCS 6.625 09/15/33 144A                                                                                                                                | CUSIP: 156504AN2<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9970.35      | 0.00%             | 2033-09-15      | Fixed         | 6.62%                 | Yes           |                  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      | $208827.38    | 0.09%             | 2035-01-09      | Fixed         | 5.50%                 | 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      | $76588.99     | 0.03%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Advance Auto Parts Inc.                                                                | AAP 7 08/01/30 144A                                                                                                                                    | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |       80000 | PA      | $80718.67     | 0.03%             | 2030-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Lindblad Expeditions LLC                                                               | LIND 7 09/15/30 144A                                                                                                                                   | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25461.81     | 0.01%             | 2030-09-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Guidewire Software Inc                                                                 | Guidewire Software Inc COM USD0.0001                                                                                                                   | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |           4 | NS      | $934.56       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Globus Med Inc                                                                         | Globus Med Inc COM USD0.001 CL 'A'                                                                                                                     | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |          12 | NS      | $724.68       | 0.00%             |  |  |  | No            |                  1 | 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      | $45595.04     | 0.02%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | 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      | $46612.17     | 0.02%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  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      | $214437.77    | 0.09%             | 2031-12-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | CAS 2022-R01 1B1                                                                                                                                       | CUSIP: 20754LAF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      802000 | PA      | $820030.56    | 0.35%             | 2041-12-25      | Floating      | 7.33%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FNMA-15YR                                                                                                                                              | CUSIP: 01F0324B7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       25000 | PA      | $24213.48     | 0.01%             | 2049-12-31      | Fixed         | 3.50%                 | 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      | $200033.21    | 0.09%             | 2025-12-10      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2 MA4125                                                                                                                                              | CUSIP: 36179SSN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       22396 | PA      | $19777.81     | 0.01%             | 2046-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                                 | ROP 5.1 09/15/35                                                                                                                                       | CUSIP: 776696AM8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20129.61     | 0.01%             | 2035-09-15      | Fixed         | 5.10%                 | 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      | $49517.62     | 0.02%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  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        |       -4285 | NC      | $-414316.65   | -0.18%            |  |  |  | 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        |        -761 | NC      | $-152101.07   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                   | JPM V2.963 01/25/33                                                                                                                                    | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       45000 | PA      | $41232.29     | 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      | $813248.00    | 0.35%             | 2041-09-25      | Floating      | 7.53%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FNMA-30YR                                                                                                                                              | CUSIP: 01F0326B5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      600000 | PA      | $553116.67    | 0.24%             | 2049-12-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wayfair Inc                                                                            | Wayfair Inc COM USD0.001 A                                                                                                                             | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Short            | EC               | CORP              | US        |       -6213 | NS      | $-643107.63   | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG H&R BLOCK                                                              | CFD_EQS BARCUS33 2105505                                                                                                                               | CUSIP: 093671105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        6166 | NC      | $306696.84    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CAMPBELL                                                               | CFD_EQS BARCUS33 2162845                                                                                                                               | CUSIP: 134429109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4221 | NC      | $-127178.73   | -0.05%            |  |  |  | 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      | $24757.00     | 0.01%             | 2032-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Champion Iron Canada Inc.                                                              | CIACN 7.875 07/15/32 144A                                                                                                                              | CUSIP: 15853BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       45000 | PA      | $47179.13     | 0.02%             | 2032-07-15      | Fixed         | 7.88%                 | 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      | $365010.20    | 0.16%             | 2031-12-15      | Fixed         | 2.38%                 | 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        |       -1655 | NS      | $-333648.00   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Evolent Health, Inc.                                                                   | Evolent Health, Inc. COM USD0.01 CLASS A                                                                                                               | CUSIP: 30050B101<br>LEI: 549300CZOCFHQ2BBTR11 | Short            | EC               | CORP              | US        |       -6140 | NS      | $-40953.80    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG NORTHROP                                                               | CFD_EQS CHASUS33 2648806                                                                                                                               | CUSIP: 666807102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -198 | NC      | $-115523.10   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AMERICAN                                                               | CFD_EQS CHASUS33 2027342                                                                                                                               | CUSIP: 026874784<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        4396 | NC      | $347108.16    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Novelis Corporation                                                                    | HNDLIN 6.375 08/15/33 144A                                                                                                                             | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |       15000 | PA      | $15197.63     | 0.01%             | 2033-08-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Millrose Properties Inc.                                                               | MRP 6.25 09/15/32 144A                                                                                                                                 | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       28000 | PA      | $28133.84     | 0.01%             | 2032-09-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Grubhub Holdings Inc                                                                   | GRUB 13 07/31/30 144A                                                                                                                                  | CUSIP: 40010PAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       56000 | PA      | $47185.04     | 0.02%             | 2030-07-31      | Fixed         | 13.00%                | Yes           |                  2 | On Loan: No      |
| American Express Company                                                               | AXP V4.804 10/24/36                                                                                                                                    | CUSIP: 025816EM7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      135000 | PA      | $133453.32    | 0.06%             | 2036-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                                   | CLF 7.625 01/15/34 144A                                                                                                                                | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |       72000 | PA      | $74855.65     | 0.03%             | 2034-01-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                        | TDG 6.25 01/31/34 144A                                                                                                                                 | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |        5000 | PA      | $5167.50      | 0.00%             | 2034-01-31      | Fixed         | 6.25%                 | Yes           |                  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        |      -12832 | NC      | $-363145.60   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LUMEN                                                                  | CFD_EQS CHASUS33 BMDH249                                                                                                                               | CUSIP: 550241103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        5878 | NC      | $60425.84     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SEALED AI                                                              | CFD_EQS CHASUS33 2232793                                                                                                                               | CUSIP: 81211K100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2293 | NC      | $-76838.43    | -0.03%            |  |  |  | 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        |      -18021 | NC      | $-236615.73   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Pennymac Financial Services Inc                                                        | PFSI 6.875 05/15/32 144A                                                                                                                               | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |       15000 | PA      | $15646.34     | 0.01%             | 2032-05-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Howard Hughes Holdings Inc.                                                            | HHH 4.375 02/01/31 144A                                                                                                                                | CUSIP: 44267DAF4<br>LEI: 254900TY494BHXIU6M60 | Long             | DBT              | CORP              | US        |       32000 | PA      | $30169.80     | 0.01%             | 2031-02-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                                                | MPLX 4.125 03/01/27                                                                                                                                    | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      180000 | PA      | $179702.24    | 0.08%             | 2027-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                                                   | Howmet Aerospace Inc COM                                                                                                                               | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |           8 | NS      | $1647.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                                                                  | BBWI 6.875 11/01/35                                                                                                                                    | CUSIP: 501797AL8<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DBT              | CORP              | US        |       66000 | PA      | $69002.54     | 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      | $19875.35     | 0.01%             | 2026-05-15      | Fixed         | 3.10%                 | 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        |         796 | NC      | $323741.16    | 0.14%             |  |  |  | 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      | $243220.45    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Lennar Corp.                                                                           | LEN 5 06/15/27                                                                                                                                         | CUSIP: 526057CV4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |       35000 | PA      | $35251.75     | 0.02%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PROCTER &                                                              | CFD_EQS CHASUS33 2704407                                                                                                                               | CUSIP: 742718109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         146 | NC      | $21954.02     | 0.01%             |  |  |  | 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        |        2648 | NC      | $80234.40     | 0.03%             |  |  |  | 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      | $75440.00     | 0.03%             | 2026-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Asgn Incorporated                                                                      | ASGN 4.625 05/15/28 144A                                                                                                                               | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |       18000 | PA      | $17678.32     | 0.01%             | 2028-05-15      | Fixed         | 4.62%                 | Yes           |                  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      | $552970.00    | 0.24%             | 2052-03-25      | Floating      | 11.18%                | Yes           |                  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      | $81752.69     | 0.04%             | 2029-06-08      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GENERAL E                                                              | CFD_EQS BARCUS33 BL59CR9                                                                                                                               | CUSIP: 369604301<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         783 | NC      | $241907.85    | 0.10%             |  |  |  | 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        |         254 | NC      | $72854.82     | 0.03%             |  |  |  | No            |                  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      | $103454.45    | 0.04%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co.                                                                     | COP 5.05 09/15/33                                                                                                                                      | CUSIP: 20826FBF2<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20620.53     | 0.01%             | 2033-09-15      | Fixed         | 5.05%                 | 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      | $98795.27     | 0.04%             | 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      | $27836.53     | 0.01%             | 2027-04-15      | Fixed         | 5.50%                 | 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      | $8167.06      | 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      | $274051.41    | 0.12%             | 2028-02-28      | Fixed         | 4.75%                 | 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        |       -2190 | NC      | $-211860.60   | -0.09%            |  |  |  | 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        |       -3405 | NC      | $-353881.65   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG VISTRA CO                                                              | CFD_EQS BARCUS33 BZ8VJQ8                                                                                                                               | CUSIP: 92840M102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1827 | NC      | $-344024.10   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CVS HEALT                                                              | CFD_EQS BARCUS33 2577609                                                                                                                               | CUSIP: 126650100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3594 | NC      | $280871.10    | 0.12%             |  |  |  | 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        |       17398 | NC      | $801525.86    | 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        |       -7521 | NC      | $-309865.20   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AT&T INC                                                               | CFD_EQS BARCUS33 2831811                                                                                                                               | CUSIP: 00206R102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -12960 | NC      | $-320760.00   | -0.14%            |  |  |  | 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        |       16246 | NC      | $397702.08    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                        | TDG 6.875 12/15/30 144A                                                                                                                                | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       49000 | PA      | $50872.44     | 0.02%             | 2030-12-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| QVC, Inc.                                                                              | QVCN 6.875 04/15/29 144A                                                                                                                               | CUSIP: 747262BA0<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |       80000 | PA      | $36800.00     | 0.02%             | 2029-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CAMPBELL                                                               | CFD_EQS GSILGB2X 2162845                                                                                                                               | CUSIP: 134429109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4926 | NC      | $-148420.38   | -0.06%            |  |  |  | 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        |        1974 | NC      | $153715.38    | 0.07%             |  |  |  | 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        |        4293 | NC      | $167298.21    | 0.07%             |  |  |  | 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        |        4062 | NC      | $731769.30    | 0.31%             |  |  |  | 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        |        3664 | NC      | $369038.08    | 0.16%             |  |  |  | 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        |        8910 | NC      | $410929.20    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MONDELEZ                                                               | CFD_EQS CHASUS33 B8CKK03                                                                                                                               | CUSIP: 609207105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1797 | NC      | $-103255.62   | -0.04%            |  |  |  | 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        |       10729 | NC      | $309317.07    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HUNT (JB)                                                              | CFD_EQS BARCUS33 2445416                                                                                                                               | CUSIP: 445658107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2547 | NC      | $430086.42    | 0.18%             |  |  |  | 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        |      -21499 | NC      | $-254118.18   | -0.11%            |  |  |  | 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        |       -5005 | NC      | $-160310.15   | -0.07%            |  |  |  | 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        |       -3601 | NC      | $-485954.95   | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                         | S&P Global Inc COM USD1                                                                                                                                | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |           5 | NS      | $2436.05      | 0.00%             |  |  |  | No            |                  1 | 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      | $81119.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Companies Inc.                                                              | Albertsons Companies Inc. COMMON STOCK                                                                                                                 | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |         209 | NS      | $3697.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RESOLUTE FOREST PRODUCTS INC                                                           | RESOLUTE FOREST PRODUCTS INC SHS                                                                                                                       | CUSIP: 761CVR042<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       44100 | NS      | $69969.06     | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| Bruker Corporation                                                                     | Bruker Corporation 6.375% MANDATORY CONVERTIBLE PREFERRED STOCK, SERIES A                                                                              | CUSIP: 116794207<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EP               | CORP              | US        |         937 | PA      | $296326.25    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Labs Pbc                                                                        | PL 0.5 10/15/30                                                                                                                                        | CUSIP: 72703XAA4<br>LEI: 254900Q7PVI3HTQBRB44 | Long             | DBT              | CORP              | US        |      157000 | PA      | $219015.00    | 0.09%             | 2030-10-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ENBRIDGE                                                               | CFD_EQS CHASUS33 2478906                                                                                                                               | CUSIP: 29250N105<br>LEI: N/A                  | N/A              | DE               | CORP              | CA        |       -7360 | NC      | $-343123.20   | -0.15%            |  |  |  | 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        |         156 | NC      | $32622.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Terawulf Inc                                                                           | WULF 0 05/01/32                                                                                                                                        | CUSIP: 88080TAE4<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |      136000 | PA      | $140624.00    | 0.06%             | 2032-05-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Alamos Gold Inc.                                                                       | Alamos Gold Inc. COM NPV CL A                                                                                                                          | CUSIP: 011532108<br>LEI: 549300TDOX73YGYXE959 | Long             | EC               | CORP              | CA        |          22 | NS      | $677.38       | 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        |          10 | NS      | $726.20       | 0.00%             |  |  |  | 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      | $579586.04    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG CHARTER C                                                              | CFD_EQS BARCUS33 BZ6VT82                                                                                                                               | CUSIP: 16119P108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1675 | NC      | $-391682.00   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AMAZON.CO                                                              | CFD_EQS BARCUS33 2000019                                                                                                                               | CUSIP: 023135106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         459 | NC      | $112096.98    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Institutional Funds                                                           | Northern Institutional Funds TREAS PRT PRMR                                                                                                            | CUSIP: 665279873<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |     8130231 | NS      | $8130230.55   | 3.49%             |  |  |  | No            |                  1 | On Loan: No      |
| DraftKings Inc.                                                                        | DKNG 0 03/15/28                                                                                                                                        | CUSIP: 26142RAB0<br>LEI: 2549006G33IUL6IVOD83 | Long             | DBT              | CORP              | US        |      769000 | PA      | $684025.50    | 0.29%             | 2028-03-15      | None          | 0.00%                 | 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        |        -663 | NC      | $-49738.26    | -0.02%            |  |  |  | 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        |       -7241 | NC      | $-235260.09   | -0.10%            |  |  |  | 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        |        -879 | NC      | $-384720.72   | -0.17%            |  |  |  | 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        |        2383 | NC      | $268373.46    | 0.12%             |  |  |  | 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        |      -26685 | NC      | $-331694.55   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TC ENERGY                                                              | CFD_EQS BARCUS33 BJMY6F9                                                                                                                               | CUSIP: 87807B107<br>LEI: N/A                  | N/A              | DE               | CORP              | CA        |       -3586 | NC      | $-179873.76   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Chart Industries Inc                                                                   | GTLS 7.5 01/01/30 144A                                                                                                                                 | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |      335000 | PA      | $349371.84    | 0.15%             | 2030-01-01      | Fixed         | 7.50%                 | Yes           |                  2 | 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      | $904895.24    | 0.39%             | 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        |       15778 | PA      | $746141.62    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Arista Networks Inc                                                                    | Arista Networks Inc COM SHS                                                                                                                            | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |          21 | NS      | $3311.49      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wix.com Limited                                                                        | WIX 0 09/15/30                                                                                                                                         | CUSIP: 92940WAE9<br>LEI: 5493008P6N29Q1AG9464 | Long             | DBT              | CORP              | IL        |      196000 | PA      | $195020.00    | 0.08%             | 2030-09-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| AST SpaceMobile Inc.                                                                   | ASTS 2 01/15/36                                                                                                                                        | CUSIP: 00217DAE0<br>LEI: 254900MBSC9P2UCI6623 | Long             | DBT              | CORP              | US        |      121000 | PA      | $128562.50    | 0.06%             | 2036-01-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LINCOLN N                                                              | CFD_EQS CHASUS33 2516378                                                                                                                               | CUSIP: 534187109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        9183 | NC      | $385686.00    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MATTEL IN                                                              | CFD_EQS GSILGB2X 2572303                                                                                                                               | CUSIP: 577081102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       19556 | NC      | $359439.28    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| NVR Inc                                                                                | NVR 3 05/15/30                                                                                                                                         | CUSIP: 62944TAF2<br>LEI: 529900RWXR4JI3JYTV70 | Long             | DBT              | CORP              | US        |      135000 | PA      | $128019.12    | 0.05%             | 2030-05-15      | Fixed         | 3.00%                 | No            |                  2 | 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      | $772191.00    | 0.33%             | 2033-08-25      | Floating      | 7.58%                 | Yes           |                  2 | On Loan: No      |
| International Business Machines Corp.                                                  | International Business Machines Corp. COM USD0.20                                                                                                      | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |         298 | NS      | $91608.18     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services, Inc.                                                                  | Quanta Services, Inc. COM USD0.00001                                                                                                                   | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |           3 | NS      | $1347.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG OVINTIV I                                                              | CFD_EQS GSILGB2X BJ01KB6                                                                                                                               | CUSIP: 69047Q102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        5232 | NC      | $196252.32    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PROLOGIS                                                               | CFD_EQS GSILGB2X B44WZD7                                                                                                                               | CUSIP: 74340W103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -548 | NC      | $-68001.32    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Cintas Corporation No. 2                                                               | CTAS 4 05/01/32                                                                                                                                        | CUSIP: 17252MAQ3<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |       60000 | PA      | $58927.68     | 0.03%             | 2032-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ivanhoe Mines Ltd.                                                                     | IVN 7.875 01/23/30 144A                                                                                                                                | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $51535.55     | 0.02%             | 2030-01-23      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| NVIDIA Corp.                                                                           | NVIDIA Corp. COM USD0.001                                                                                                                              | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |          76 | NS      | $15389.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Limited                                                                         | Amdocs Limited ORD GBP0.01                                                                                                                             | CUSIP: G02602103<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               | CORP              | GG        |        1118 | NS      | $94202.68     | 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        |         319 | NS      | $83035.70     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Block(H&R)Inc                                                                          | Block(H&R)Inc COM NPV                                                                                                                                  | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |        1566 | NS      | $77892.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG OMEGA HEA                                                              | CFD_EQS GSILGB2X 2043274                                                                                                                               | CUSIP: 681936100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -404 | NC      | $-16980.12    | -0.01%            |  |  |  | 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        |        2917 | NC      | $213261.87    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| United Therapeutics Corporation                                                        | United Therapeutics Corporation COM USD0.01                                                                                                            | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |           2 | NS      | $890.86       | 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      | $696.41       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IHO Verwaltungs GmbH                                                                   | IHOVER 7.75 11/15/30 144A                                                                                                                              | CUSIP: 44963BAF5<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |       35000 | PA      | $36259.16     | 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      | $43791.34     | 0.02%             | 2032-11-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EQUIFAX I                                                              | CFD_EQS BARCUS33 2319146                                                                                                                               | CUSIP: 294429105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         -76 | NC      | $-16043.60    | -0.01%            |  |  |  | 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        |       -1261 | NC      | $-331151.21   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FNMA-30YR                                                                                                                                              | CUSIP: 01F0626B2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      325000 | PA      | $336532.54    | 0.14%             | 2049-12-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Lennox International Inc.                                                              | Lennox International Inc. COM USD0.01                                                                                                                  | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |           2 | NS      | $1010.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG OTIS WORL                                                              | CFD_EQS BARCUS33 BK531S8                                                                                                                               | CUSIP: 68902V107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        4572 | NC      | $424098.72    | 0.18%             |  |  |  | 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        |         -68 | NC      | $-55171.12    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                                  | FCX 4.125 03/01/28                                                                                                                                     | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |       35000 | PA      | $34830.73     | 0.01%             | 2028-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PG&E Corporation                                                                       | PCG 5.25 07/01/30                                                                                                                                      | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |       98000 | PA      | $96981.31     | 0.04%             | 2030-07-01      | Fixed         | 5.25%                 | 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        |        -661 | NC      | $-169295.32   | -0.07%            |  |  |  | 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      | $361186.43    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Carpenter Technology Corporation                                                       | Carpenter Technology Corporation COM USD5                                                                                                              | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |           3 | NS      | $947.70       | 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        |           8 | NS      | $1170.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG GILEAD SC                                                              | CFD_EQS GSILGB2X 2369174                                                                                                                               | CUSIP: 375558103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3237 | NC      | $387760.23    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BARRICK G                                                              | CFD_EQS GSILGB2X BNKB6Z0                                                                                                                               | CUSIP: 06849F108<br>LEI: N/A                  | N/A              | DE               | CORP              | CA        |       11097 | NC      | $363981.60    | 0.16%             |  |  |  | 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        |        3038 | NC      | $365349.88    | 0.16%             |  |  |  | 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        |        5297 | NC      | $337048.11    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| The Clorox Company                                                                     | The Clorox Company COM USD1.00                                                                                                                         | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |           6 | NS      | $674.76       | 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        |         665 | NS      | $51238.25     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc                                                          | MLM 5.15 12/01/34                                                                                                                                      | CUSIP: 573284BA3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25571.87     | 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      | $42584.01     | 0.02%             | 2032-12-01      | Fixed         | 6.88%                 | 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        |        5000 | PA      | $5238.42      | 0.00%             | 2032-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Post Holdings Inc.                                                                     | Post Holdings Inc. COM USD0.01                                                                                                                         | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |           6 | NS      | $623.58       | 0.00%             |  |  |  | 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        |           6 | NS      | $1563.48      | 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        |          14 | NS      | $1342.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Electric Co.                                                                       | DTE 5.2 04/01/33                                                                                                                                       | CUSIP: 23338VAS5<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |       50000 | PA      | $52026.17     | 0.02%             | 2033-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Nexstar Media Inc.                                                                     | NXST 5.625 07/15/27 144A                                                                                                                               | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |       13000 | PA      | $12994.66     | 0.01%             | 2027-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Charles River Laboratories International, Inc.                                         | CRL 4.25 05/01/28 144A                                                                                                                                 | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |       28000 | PA      | $27682.19     | 0.01%             | 2028-05-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                             | Constellation Brands, Inc. COM USD0.01 CLASS A                                                                                                         | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |           6 | NS      | $788.28       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kohl's Corp.                                                                           | KSS 3.375 05/01/31                                                                                                                                     | CUSIP: 500255AX2<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |       29000 | PA      | $22472.24     | 0.01%             | 2031-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Dycom Industries, Inc.                                                                 | DY 4.5 04/15/29 144A                                                                                                                                   | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |       16000 | PA      | $15676.61     | 0.01%             | 2029-04-15      | Fixed         | 4.50%                 | Yes           |                  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      | $26340.00     | 0.01%             | 2033-02-15      | Fixed         | 9.75%                 | 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      | $91367.89     | 0.04%             | 2035-03-01      | Fixed         | 5.15%                 | 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        |       -8443 | NC      | $-335524.82   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG UNITED RE                                                              | CFD_EQS BARCUS33 2134781                                                                                                                               | CUSIP: 911363109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -122 | NC      | $-106283.96   | -0.05%            |  |  |  | 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        |         584 | NC      | $113827.44    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BOSTON PR                                                              | CFD_EQS BARCUS33 2019479                                                                                                                               | CUSIP: 101121101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -301 | NC      | $-21428.19    | -0.01%            |  |  |  | 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        |        4290 | NC      | $286100.10    | 0.12%             |  |  |  | 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        |        1225 | NC      | $70890.75     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Allison Transmission Holdings Inc                                                      | Allison Transmission Holdings Inc COM USD0.01                                                                                                          | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |           8 | NS      | $660.40       | 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      | $473.76       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG HUMANA IN                                                              | CFD_EQS BARCUS33 2445063                                                                                                                               | CUSIP: 444859102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -450 | NC      | $-125185.50   | -0.05%            |  |  |  | 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        |        6194 | NC      | $363525.86    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG UBER TECH                                                              | CFD_EQS BARCUS33 BK6N347                                                                                                                               | CUSIP: 90353T100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        4368 | NC      | $421512.00    | 0.18%             |  |  |  | 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        |         313 | NC      | $350203.18    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Graco Inc                                                                              | Graco Inc COM USD1                                                                                                                                     | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |           9 | NS      | $735.93       | 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        |        3838 | NS      | $82862.42     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG CENOVUS E                                                              | CFD_EQS BARCUS33 B5BQMT4                                                                                                                               | CUSIP: 15135U109<br>LEI: N/A                  | N/A              | DE               | CORP              | CA        |      -10036 | NC      | $-169809.12   | -0.07%            |  |  |  | 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        |         382 | NC      | $39728.00     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ABBVIE IN                                                              | CFD_EQS BARCUS33 B92SR70                                                                                                                               | CUSIP: 00287Y109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -599 | NC      | $-130605.96   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BLOCK INC                                                              | CFD_EQS GSILGB2X BYNZGK1                                                                                                                               | CUSIP: 852234103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -5420 | NC      | $-411594.80   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DOLLAR GE                                                              | CFD_EQS GSILGB2X B5B1S13                                                                                                                               | CUSIP: 256677105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3395 | NC      | $334950.70    | 0.14%             |  |  |  | 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        |        -993 | NC      | $-258755.94   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MARVELL T                                                              | CFD_EQS BARCUS33 BNKJSM5                                                                                                                               | CUSIP: 573874104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4800 | NC      | $-449952.00   | -0.19%            |  |  |  | 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        |        7296 | NC      | $129066.24    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG UNITED PA                                                              | CFD_EQS GSILGB2X 2517382                                                                                                                               | CUSIP: 911312106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1488 | NC      | $-143472.96   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LUMEN                                                                  | CFD_EQS BARCUS33 BMDH249                                                                                                                               | CUSIP: 550241103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       17423 | NC      | $179108.44    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG UDR INC                                                                | CFD_EQS BARCUS33 2727910                                                                                                                               | CUSIP: 902653104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       12059 | NC      | $406267.71    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CHORD ENE                                                              | CFD_EQS GSILGB2X BLDDYB1                                                                                                                               | CUSIP: 674215207<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2021 | NC      | $183345.12    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| GFL Environmental Inc.                                                                 | GFL Environmental Inc. SUB VTG SHS                                                                                                                     | CUSIP: 36168Q104<br>LEI: 549300FYK4MBXWIVZU26 | Long             | EC               | CORP              | CA        |          17 | NS      | $742.73       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                                                                 | Trane Technologies PLC COM USD1                                                                                                                        | CUSIP: G8994E103<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |           4 | NS      | $1794.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG ROGERS CO                                                              | CFD_EQS BARCUS33 2125268                                                                                                                               | CUSIP: 775109200<br>LEI: N/A                  | N/A              | DE               | CORP              | CA        |      -10798 | NC      | $-422633.72   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ROCKET CO                                                              | CFD_EQS GSILGB2X BMD6Y84                                                                                                                               | CUSIP: 77311W101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       18170 | NC      | $302712.20    | 0.13%             |  |  |  | No            |                  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      | $85904.02     | 0.04%             | 2031-07-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Darden Restaurants, Inc.                                                               | DRI 4.55 10/15/29                                                                                                                                      | CUSIP: 237194AQ8<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40211.39     | 0.02%             | 2029-10-15      | Fixed         | 4.55%                 | 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        |       -8902 | NC      | $-637650.26   | -0.27%            |  |  |  | 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        |        3869 | NC      | $373048.98    | 0.16%             |  |  |  | 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      | $54763.41     | 0.02%             | 2030-05-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Equinix, Inc.                                                                          | EQIX 1.45 05/15/26                                                                                                                                     | CUSIP: 29444UBQ8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |       70000 | PA      | $68945.10     | 0.03%             | 2026-05-15      | Fixed         | 1.45%                 | 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        |       -2650 | NC      | $-814636.50   | -0.35%            |  |  |  | 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      | $-283718.68   | -0.12%            |  |  |  | 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      | $33939.32     | 0.01%             | 2029-06-07      | Fixed         | 1.89%                 | No            |                  2 | 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      | $441252.00    | 0.19%             | 2033-12-25      | Floating      | 7.33%                 | Yes           |                  2 | On Loan: No      |
| Intuit Inc                                                                             | Intuit Inc COM USD0.01                                                                                                                                 | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |           4 | NS      | $2670.20      | 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        |           1 | NS      | $675.78       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health, Inc.                                                                  | CAH 4.7 11/15/26                                                                                                                                       | CUSIP: 14149YBQ0<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |       70000 | PA      | $70452.58     | 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      | $51469.58     | 0.02%             | 2034-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EXPEDIA G                                                              | CFD_EQS BARCUS33 B748CK2                                                                                                                               | CUSIP: 30212P303<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -775 | NC      | $-170500.00   | -0.07%            |  |  |  | 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        |       -2832 | NC      | $-163887.84   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                                | SPG 1.375 01/15/27                                                                                                                                     | CUSIP: 828807DP9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9682.00      | 0.00%             | 2027-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                      | BRO 4.2 03/17/32                                                                                                                                       | CUSIP: 115236AE1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |       75000 | PA      | $72484.60     | 0.03%             | 2032-03-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BARRICK G                                                              | CFD_EQS BARCUS33 BNKB6Z0                                                                                                                               | CUSIP: 06849F108<br>LEI: N/A                  | N/A              | DE               | CORP              | CA        |       12523 | NC      | $410754.40    | 0.18%             |  |  |  | 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        |      -10012 | NC      | $-325289.88   | -0.14%            |  |  |  | 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        |       -1287 | NC      | $-335366.46   | -0.14%            |  |  |  | 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        |       -7632 | NC      | $-211177.44   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                      | Johnson & Johnson COM USD1.00                                                                                                                          | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |         518 | NS      | $97834.66     | 0.04%             |  |  |  | No            |                  1 | 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        |       55000 | PA      | $44968.64     | 0.02%             | 2029-08-01      | Fixed         | 4.62%                 | 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        |        5229 | NC      | $412881.84    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ALLSTATE                                                               | CFD_EQS BARCUS33 2019952                                                                                                                               | CUSIP: 020002101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1923 | NC      | $368292.96    | 0.16%             |  |  |  | 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      | $20400.90     | 0.01%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc                                                                    | Axon Enterprise Inc COM USD0.00001                                                                                                                     | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |           2 | NS      | $1464.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Institutional Funds                                                           | Northern Institutional Funds TREAS PRT PRMR                                                                                                            | CUSIP: 665279873<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |         500 | NS      | $500.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corporation                                                       | Edwards Lifesciences Corporation COM USD1                                                                                                              | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |          15 | NS      | $1236.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corporation                                                                    | Danaher Corporation COM USD0.01                                                                                                                        | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |          13 | NS      | $2799.94      | 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        |           6 | NS      | $1249.44      | 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        |          28 | NS      | $3153.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal National Mortgage Association                                                  | FNMA-15YR                                                                                                                                              | CUSIP: 01F0204B2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      400000 | PA      | $368086.85    | 0.16%             | 2049-12-31      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bills                                                           | B 0 11/25/25                                                                                                                                           | CUSIP: 912797RQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    19162000 | PA      | $19116576.48  | 8.20%             | 2025-11-25      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DEERE & C                                                              | CFD_EQS CHASUS33 2261203                                                                                                                               | CUSIP: 244199105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         762 | NC      | $351762.06    | 0.15%             |  |  |  | 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        |       -6054 | NC      | $-75251.22    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc.                                                                   | Gilead Sciences Inc. COM USD0.001                                                                                                                      | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |         803 | NS      | $96191.37     | 0.04%             |  |  |  | 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        |           1 | NS      | $979.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG GENERAL M                                                              | CFD_EQS BARCUS33 B665KZ5                                                                                                                               | CUSIP: 37045V100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1323 | NC      | $-91406.07    | -0.04%            |  |  |  | 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        |        2526 | NC      | $349118.46    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Hershey Co. (The)                                                                      | Hershey Co. (The) COM USD1.00                                                                                                                          | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |         233 | NS      | $39523.79     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                                                                            | Hologic Inc COM USD0.01                                                                                                                                | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |          11 | NS      | $813.01       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Moog Inc.                                                                              | MOGA 4.25 12/15/27 144A                                                                                                                                | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |        2000 | PA      | $1977.73      | 0.00%             | 2027-12-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Novelis Corporation                                                                    | HNDLIN 4.75 01/30/30 144A                                                                                                                              | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |       21000 | PA      | $20298.15     | 0.01%             | 2030-01-30      | Fixed         | 4.75%                 | Yes           |                  2 | 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      | $168641.20    | 0.07%             | 2030-01-22      | Fixed         | 2.55%                 | 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      | $54149.59     | 0.02%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ILLUMINA                                                               | CFD_EQS CHASUS33 2613990                                                                                                                               | CUSIP: 452327109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1784 | NC      | $220395.36    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MURPHY US                                                              | CFD_EQS BARCUS33 BCZWJ63                                                                                                                               | CUSIP: 626755102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         156 | NC      | $55879.20     | 0.02%             |  |  |  | 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        |       -6818 | NC      | $-69134.52    | -0.03%            |  |  |  | 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        |       -2190 | NC      | $-177762.30   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MERITAGE                                                               | CFD_EQS BARCUS33 2601326                                                                                                                               | CUSIP: 59001A102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3162 | NC      | $-213624.72   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TAPESTRY                                                               | CFD_EQS BARCUS33 BF09HX3                                                                                                                               | CUSIP: 876030107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3094 | NC      | $339783.08    | 0.15%             |  |  |  | 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        |        4445 | NC      | $359911.65    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BIOGEN IN                                                              | CFD_EQS BARCUS33 2455965                                                                                                                               | CUSIP: 09062X103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1587 | NC      | $-244826.49   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                                 | MSI 5.6 06/01/32                                                                                                                                       | CUSIP: 620076BW8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |       50000 | PA      | $52598.95     | 0.02%             | 2032-06-01      | Fixed         | 5.60%                 | 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      | $27034.80     | 0.01%             | 2028-10-01      | Fixed         | 6.12%                 | 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        |        5344 | NC      | $411755.20    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CGI INC                                                                | CFD_EQS BARCUS33 BJ2L553                                                                                                                               | CUSIP: 12532H104<br>LEI: N/A                  | N/A              | DE               | CORP              | CA        |        1600 | NC      | $139200.00    | 0.06%             |  |  |  | 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        |       13000 | PA      | $13701.18     | 0.01%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                           | ORCL 5.2 09/26/35                                                                                                                                      | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      110000 | PA      | $108328.49    | 0.05%             | 2035-09-26      | Fixed         | 5.20%                 | 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      | $3000.17      | 0.00%             | 2027-09-15      | Fixed         | 6.25%                 | Yes           |                  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      | $10069.01     | 0.00%             | 2033-03-15      | Fixed         | 4.65%                 | 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      | $60329.64     | 0.03%             | 2029-07-01      | Fixed         | 4.50%                 | 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      | $156443.45    | 0.07%             | 2030-10-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Versant Media Group Inc.                                                               | VSNT 7.25 01/30/31 144A                                                                                                                                | CUSIP: 925283AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        5000 | PA      | $5096.64      | 0.00%             | 2031-01-30      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                     | META 4.6 11/15/32                                                                                                                                      | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |       35000 | PA      | $35175.93     | 0.02%             | 2032-11-15      | Fixed         | 4.60%                 | 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      | $677468.80    | 0.29%             | 2042-03-25      | Floating      | 10.43%                | Yes           |                  2 | On Loan: No      |
| CNX Resources Corporation                                                              | CNX 7.375 01/15/31 144A                                                                                                                                | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |       15000 | PA      | $15526.52     | 0.01%             | 2031-01-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Honeywell International Inc.                                                           | Honeywell International Inc. COM USD1                                                                                                                  | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |          11 | NS      | $2214.63      | 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        |         209 | NS      | $18500.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG SHIFT4 PA                                                              | CFD_EQS GSILGB2X BLF0L75                                                                                                                               | CUSIP: 82452J109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -293 | NC      | $-20246.30    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG OPEN TEXT                                                              | CFD_EQS BARCUS33 2655657                                                                                                                               | CUSIP: 683715106<br>LEI: N/A                  | N/A              | DE               | CORP              | CA        |      -11346 | NC      | $-435119.10   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SNAP INC                                                               | CFD_EQS GSILGB2X BD8DJ71                                                                                                                               | CUSIP: 83304A106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -30363 | NC      | $-236831.40   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SNAP INC                                                               | CFD_EQS BARCUS33 BD8DJ71                                                                                                                               | CUSIP: 83304A106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -21874 | NC      | $-170617.20   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MANULIFE                                                               | CFD_EQS GSILGB2X 2492520                                                                                                                               | CUSIP: 56501R106<br>LEI: N/A                  | N/A              | DE               | CORP              | CA        |        9823 | NC      | $317970.51    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AMDOCS LT                                                              | CFD_EQS GSILGB2X 2256908                                                                                                                               | CUSIP: G02602103<br>LEI: N/A                  | N/A              | DE               | CORP              | GG        |        2318 | NC      | $195314.68    | 0.08%             |  |  |  | No            |                  2 | 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      | $744.70       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corporation                                                             | Avery Dennison Corporation COM USD1                                                                                                                    | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |           5 | NS      | $874.45       | 0.00%             |  |  |  | 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        |           6 | NS      | $1463.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Heico Corp                                                                             | Heico Corp COM USD0.01                                                                                                                                 | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |           3 | NS      | $953.31       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Companies, Inc.                                                       | MMC 5.75 11/01/32                                                                                                                                      | CUSIP: 571748BR2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |       50000 | PA      | $53633.88     | 0.02%             | 2032-11-01      | Fixed         | 5.75%                 | 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      | $30708.41     | 0.01%             | 2028-05-15      | Fixed         | 11.25%                | Yes           |                  2 | On Loan: No      |
| Sinclair Television Group, Inc.                                                        | SBGI 5.5 03/01/30 144A                                                                                                                                 | CUSIP: 829259AY6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |       31000 | PA      | $26350.00     | 0.01%             | 2030-03-01      | Fixed         | 5.50%                 | 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      | $34635.13     | 0.01%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corporation                                                       | EW 4.3 06/15/28                                                                                                                                        | CUSIP: 28176EAD0<br>LEI: YA13X31F3V31L8TMPR58 | Long             | DBT              | CORP              | US        |       70000 | PA      | $70126.98     | 0.03%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  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      | $14250.00     | 0.01%             | 2027-08-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ECOLAB IN                                                              | CFD_EQS BARCUS33 2304227                                                                                                                               | CUSIP: 278865100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         -58 | NC      | $-14871.20    | -0.01%            |  |  |  | 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        |        -925 | NC      | $-142487.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Fiserv Inc.                                                                            | FI 5.6 03/02/33                                                                                                                                        | CUSIP: 337738BE7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      150000 | PA      | $154368.32    | 0.07%             | 2033-03-02      | Fixed         | 5.60%                 | 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      | $40640.48     | 0.02%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Incyte Corporation.                                                                    | Incyte Corporation. COM USD0.001                                                                                                                       | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |           9 | NS      | $841.32       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Air Lease Corporation                                                                  | Air Lease Corporation COM USD0.01                                                                                                                      | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |       21991 | NS      | $1404345.26   | 0.60%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL Electric Utilities Corporation                                                     | PPL 5 05/15/33                                                                                                                                         | CUSIP: 69351UBA0<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10284.24     | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Assurant Inc.                                                                          | AIZ 4.9 03/27/28                                                                                                                                       | CUSIP: 04621XAJ7<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |       65000 | PA      | $65757.16     | 0.03%             | 2028-03-27      | Fixed         | 4.90%                 | 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        |        3111 | NC      | $789634.02    | 0.34%             |  |  |  | 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        |       12772 | NC      | $315851.56    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LOCKHEED                                                               | CFD_EQS BARCUS33 2522096                                                                                                                               | CUSIP: 539830109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -851 | NC      | $-418589.88   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DOLLAR TR                                                              | CFD_EQS BARCUS33 2272476                                                                                                                               | CUSIP: 256746108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3126 | NC      | $309849.12    | 0.13%             |  |  |  | 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        |      -27057 | NC      | $-355258.41   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CF INDUST                                                              | CFD_EQS CHASUS33 B0G4K50                                                                                                                               | CUSIP: 125269100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        4884 | NC      | $406788.36    | 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        |       -2634 | NC      | $-367021.56   | -0.16%            |  |  |  | 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        |        -192 | NC      | $-41352.96    | -0.02%            |  |  |  | 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        |       87000 | PA      | $92863.28     | 0.04%             | 2029-03-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Hyatt Hotels Corporation                                                               | H 5.375 12/15/31                                                                                                                                       | CUSIP: 448579AT9<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |       90000 | PA      | $92176.72     | 0.04%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TENET HEA                                                              | CFD_EQS BARCUS33 B8DMK08                                                                                                                               | CUSIP: 88033G407<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -433 | NC      | $-89410.17    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BROADRIDG                                                              | CFD_EQS BARCUS33 B1VP7R6                                                                                                                               | CUSIP: 11133T103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1762 | NC      | $388344.80    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Verint Systems Inc                                                                     | Verint Systems Inc COM USD0.001                                                                                                                        | CUSIP: 92343X100<br>LEI: 549300KEQJS5FRVUCO94 | Long             | EC               | CORP              | US        |       80627 | NS      | $1635115.56   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Natera Inc.                                                                            | Natera Inc. COM USD0.0001                                                                                                                              | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |           5 | NS      | $994.65       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chart Industries Inc                                                                   | Chart Industries Inc COM USD0.01                                                                                                                       | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |       11371 | NS      | $2269879.02   | 0.97%             |  |  |  | No            |                  1 | On Loan: No      |
| Hanesbrands Inc.                                                                       | Hanesbrands Inc. COM USD0.01                                                                                                                           | CUSIP: 410345102<br>LEI: GX5LWVWZLL5S4W1L2F20 | Long             | EC               | CORP              | US        |      253031 | NS      | $1672534.91   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Encompass Health Corporation                                                           | Encompass Health Corporation COM USD0.01                                                                                                               | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |           6 | NS      | $683.10       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSW Industrials Inc.                                                                   | CSW Industrials Inc. COM USD0.01                                                                                                                       | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |           3 | NS      | $751.26       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corporation                                                           | GD 3.75 05/15/28                                                                                                                                       | CUSIP: 369550BC1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |       70000 | PA      | $69900.94     | 0.03%             | 2028-05-15      | Fixed         | 3.75%                 | 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      | $49016.46     | 0.02%             | 2029-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Reliance Inc                                                                           | RS 2.15 08/15/30                                                                                                                                       | CUSIP: 759509AG7<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |       40000 | PA      | $36104.27     | 0.02%             | 2030-08-15      | Fixed         | 2.15%                 | 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        |        -706 | NC      | $-227346.12   | -0.10%            |  |  |  | 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        |        -694 | NC      | $-101573.84   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Costar Group Inc                                                                       | Costar Group Inc COM USD0.01                                                                                                                           | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Long             | EC               | CORP              | US        |          12 | NS      | $825.72       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies Inc.                                                   | Applied Industrial Technologies Inc. COM NPV                                                                                                           | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |           3 | NS      | $771.27       | 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        |         115 | NS      | $20551.65     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Verizon Communications Inc.                                                            | Verizon Communications Inc. COM USD0.10                                                                                                                | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |          67 | NS      | $2662.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison, Inc.                                                              | Consolidated Edison, Inc. COM USD0.10                                                                                                                  | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |         924 | NS      | $90006.84     | 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        |           3 | NS      | $546.21       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UWN Holdings LLC                                                                       | UWMC 6.625 02/01/30 144A                                                                                                                               | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       67000 | PA      | $68258.60     | 0.03%             | 2030-02-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                                    | CSCO 4.95 02/24/32                                                                                                                                     | CUSIP: 17275RBY7<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |       60000 | PA      | $61919.05     | 0.03%             | 2032-02-24      | Fixed         | 4.95%                 | 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        |        -508 | NC      | $-48056.80    | -0.02%            |  |  |  | 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        |          27 | NC      | $4640.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cummins Inc.                                                                           | Cummins Inc. COM USD2.50                                                                                                                               | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |           3 | NS      | $1313.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp.                                                                   | Curtiss-Wright Corp. COM USD1                                                                                                                          | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |           2 | NS      | $1191.46      | 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        |           8 | NS      | $1192.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Donaldson Co Inc                                                                       | Donaldson Co Inc COM USD5                                                                                                                              | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |           8 | NS      | $674.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corporation                                                                      | Dover Corporation COM USD1.00                                                                                                                          | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |           5 | NS      | $907.30       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants, Inc.                                                               | Darden Restaurants, Inc. COM NPV                                                                                                                       | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |         387 | NS      | $69718.05     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Cintas Corporation                                                                     | Cintas Corporation COM NPV                                                                                                                             | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |           8 | NS      | $1466.16      | 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        |        1385 | NS      | $101257.35    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Copart Inc                                                                             | Copart Inc COM USD0.0001                                                                                                                               | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |          24 | NS      | $1032.24      | 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        |           4 | NS      | $783.04       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc.                                                                            | Ecolab Inc. COM USD1                                                                                                                                   | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |           6 | NS      | $1538.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corp.                                                                     | Atmos Energy Corp. COM NPV                                                                                                                             | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |           5 | NS      | $858.60       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corporation                                                                 | CMS Energy Corporation COM USD0.01                                                                                                                     | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |        1071 | NS      | $78772.05     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Incorporated                                                                   | Corning Incorporated COM USD0.50                                                                                                                       | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |          18 | NS      | $1603.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG DISCOVERY                                                              | CFD_EQS BM8JYX3                                                                                                                                        | CUSIP: 934423104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -11283 | NC      | $-253303.35   | -0.11%            |  |  |  | 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        |        3522 | NC      | $475047.36    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Home Depot Inc.                                                                        | Home Depot Inc. COM USD0.05                                                                                                                            | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |          14 | NS      | $5314.26      | 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        |           2 | NS      | $1259.02      | 0.00%             |  |  |  | No            |                  1 | 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        |       16964 | NC      | $387627.40    | 0.17%             |  |  |  | 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        |       -1726 | NC      | $-379702.74   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                          | Enbridge Inc. COM NPV                                                                                                                                  | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |          39 | NS      | $1818.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kimberly-Clark Corporation                                                             | Kimberly-Clark Corporation COM USD1.25                                                                                                                 | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |         757 | NS      | $90620.47     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG ALLIANT E                                                              | CFD_EQS BARCUS33 2973821                                                                                                                               | CUSIP: 018802108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -548 | NC      | $-36617.36    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TELUS COR                                                              | CFD_EQS CHASUS33 B06MH64                                                                                                                               | CUSIP: 87971M103<br>LEI: N/A                  | N/A              | DE               | CORP              | CA        |        5429 | NC      | $79589.14     | 0.03%             |  |  |  | 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        |       -3783 | NC      | $-183135.03   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CAESARS E                                                              | CFD_EQS BARCUS33 BMWWGB0                                                                                                                               | CUSIP: 12769G100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -32953 | NC      | $-662355.30   | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LABCORP H                                                              | CFD_EQS CHASUS33 BSBK800                                                                                                                               | CUSIP: 504922105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         377 | NC      | $95742.92     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MICROCHIP                                                              | CFD_EQS CHASUS33 2592174                                                                                                                               | CUSIP: 595017104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1018 | NC      | $63543.56     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HEICO COR                                                              | CFD_EQS CHASUS33 2419217                                                                                                                               | CUSIP: 422806109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          59 | NC      | $18748.43     | 0.01%             |  |  |  | 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        |        5876 | NC      | $433707.56    | 0.19%             |  |  |  | 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        |          33 | NC      | $2285.91      | 0.00%             |  |  |  | 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        |       -6829 | NC      | $-218254.84   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| ADT Security Corp.                                                                     | ADT 5.875 10/15/33 144A                                                                                                                                | CUSIP: 00109LAB9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20288.94     | 0.01%             | 2033-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| California Resources Corporation                                                       | CRC 7 01/15/34 144A                                                                                                                                    | CUSIP: 13057QAL1<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9955.49      | 0.00%             | 2034-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Entergy Corporation                                                                    | Entergy Corporation COM USD0.01                                                                                                                        | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |          12 | NS      | $1153.08      | 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        |          12 | NS      | $1270.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Woodward Inc.                                                                          | Woodward Inc. COM USD0.00875                                                                                                                           | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |           3 | NS      | $786.33       | 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      | $533.60       | 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        |          14 | NS      | $1136.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fastenal Co.                                                                           | Fastenal Co. COM USD0.01                                                                                                                               | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |          26 | NS      | $1069.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ResMed Inc.                                                                            | ResMed Inc. COM USD0.004                                                                                                                               | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |           4 | NS      | $987.52       | 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        |           5 | NS      | $1724.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Companies Inc                                                                   | RKT 6.5 08/01/29 144A                                                                                                                                  | CUSIP: 77311WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       32000 | PA      | $33191.50     | 0.01%             | 2029-08-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Gentex Corp                                                                            | Gentex Corp COM USD0.06                                                                                                                                | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |          22 | NS      | $515.90       | 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        |        1814 | NS      | $84550.54     | 0.04%             |  |  |  | No            |                  1 | 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      | $-335400.00   | -0.14%            |  |  |  | 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      | $-17040.30    | -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      | $379651.48    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Genuine Parts Co                                                                       | Genuine Parts Co COM USD1.00                                                                                                                           | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |         398 | NS      | $50669.38     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Exelon Corp.                                                                           | Exelon Corp. COM NPV                                                                                                                                   | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |        1954 | NS      | $90118.48     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Lincoln Electric Holdings Inc.                                                         | Lincoln Electric Holdings Inc. COM NPV                                                                                                                 | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |           3 | NS      | $703.35       | 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        |         183 | NS      | $90014.04     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Norfolk Southern Corporation                                                           | Norfolk Southern Corporation COM USD1                                                                                                                  | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |        7402 | NS      | $2097578.76   | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions, Inc.                                                               | Skyworks Solutions, Inc. COM USD0.25                                                                                                                   | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Short            | EC               | CORP              | US        |       -5689 | NS      | $-442149.08   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association                                               | G2-30YR-Multi                                                                                                                                          | CUSIP: 21H0606B2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      325000 | PA      | $330753.04    | 0.14%             | 2049-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corporation                                                              | Union Pacific Corporation COM USD2.50                                                                                                                  | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Short            | EC               | CORP              | US        |       -7402 | NS      | $-1631178.74  | -0.70%            |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Company, Incorporated                                                      | McCormick & Company, Incorporated COM NPV                                                                                                              | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |          12 | NS      | $769.92       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins Inc                                                                            | Rollins Inc COM USD1                                                                                                                                   | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |          16 | NS      | $921.76       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials Inc                                                          | Martin Marietta Materials Inc COM USD0.01                                                                                                              | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |           2 | NS      | $1226.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Valmont Industries, Inc.                                                               | Valmont Industries, Inc. COM USD1                                                                                                                      | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |           2 | NS      | $826.86       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH PLC                                                                                | CRH PLC ORD EUR 0.32                                                                                                                                   | CUSIP: G25508105<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |          14 | NS      | $1667.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT Inc                                                                                | ITT Inc COM USD1.00                                                                                                                                    | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |           4 | NS      | $740.28       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp.                                                                        | Microsoft Corp. COM USD0.00000625                                                                                                                      | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |          27 | NS      | $13980.87     | 0.01%             |  |  |  | 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      | $700.32       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Spotify Technology S.A.                                                                | Spotify Technology S.A. COM EUR0.000625                                                                                                                | CUSIP: L8681T102<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |           3 | NS      | $1965.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                                                                             | Evergy Inc COM NPV                                                                                                                                     | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |         345 | NS      | $26499.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Jamf Holding Corp                                                                      | Jamf Holding Corp COM                                                                                                                                  | CUSIP: 47074L105<br>LEI: 254900IHLXZU4Z5ANA12 | Long             | EC               | CORP              | US        |       63809 | NS      | $819945.65    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Peloton Interactive Inc                                                                | PTON 0 02/15/26                                                                                                                                        | CUSIP: 70614WAB6<br>LEI: 5493002YS021166W0339 | Long             | DBT              | CORP              | US        |      126000 | PA      | $123165.00    | 0.05%             | 2026-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Neurocrine Biosciences Inc                                                             | Neurocrine Biosciences Inc COM USD0.001                                                                                                                | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |           5 | NS      | $716.05       | 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        |           7 | NS      | $552.37       | 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        |          12 | NS      | $683.88       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corporation                                                           | Northrop Grumman Corporation COM USD1                                                                                                                  | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |           3 | NS      | $1750.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Greenbrier Companies, Inc.                                                         | GBX 2.875 04/15/28                                                                                                                                     | CUSIP: 393657AM3<br>LEI: 5493001GAGGFR30BP390 | Long             | DBT              | CORP              | US        |      690000 | PA      | $716220.00    | 0.31%             | 2028-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Jazz Investments I LTD                                                                 | JAZZ 3.125 09/15/30                                                                                                                                    | CUSIP: 472145AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |      752000 | PA      | $918192.00    | 0.39%             | 2030-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                                        | LYV 2.875 10/15/31                                                                                                                                     | CUSIP: 538034BD0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      113000 | PA      | $111903.90    | 0.05%             | 2031-10-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Emera Inc                                                                              | Emera Inc COM                                                                                                                                          | CUSIP: 290876101<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | EC               | CORP              | CA        |          16 | NS      | $761.76       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Paychex Inc                                                                            | Paychex Inc COM USD0.01                                                                                                                                | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |           9 | NS      | $1053.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores Inc                                                                        | Ross Stores Inc COM USD0.01                                                                                                                            | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |           8 | NS      | $1271.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Group                                                                  | Royal Caribbean Group COM USD0.01                                                                                                                      | CUSIP: V7780T103<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | EC               | CORP              | LR        |           5 | NS      | $1434.15      | 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        |           3 | NS      | $631.53       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NVent Electric PLC                                                                     | NVent Electric PLC COM USD0.01                                                                                                                         | CUSIP: G6700G107<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |           8 | NS      | $914.80       | 0.00%             |  |  |  | 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      | $693115.98    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Masco Corporation                                                                      | MAS 3.5 11/15/27                                                                                                                                       | CUSIP: 574599BN5<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |       45000 | PA      | $44360.16     | 0.02%             | 2027-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RTX Corp.                                                                              | RTX Corp. COM                                                                                                                                          | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |          21 | NS      | $3748.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Adamas Trust Inc.                                                                      | Adamas 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      | $481774.04    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferguson Enterprises Inc                                                               | Ferguson Enterprises Inc COMMON STOCK NEW                                                                                                              | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |           5 | NS      | $1242.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Metsera Inc.                                                                           | Metsera Inc. COM                                                                                                                                       | CUSIP: 59267L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       16077 | NS      | $1013494.08   | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| NCL Corporation Ltd.                                                                   | NCLH 0.75 09/15/30                                                                                                                                     | CUSIP: 62886HBW0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |       78000 | PA      | $74782.50     | 0.03%             | 2030-09-15      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Pebblebrook Hotel Trust                                                                | PEB 1.625 01/15/30                                                                                                                                     | CUSIP: 70509VAB6<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | DBT              | CORP              | US        |      389000 | PA      | $367021.50    | 0.16%             | 2030-01-15      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| Waste Connections Inc.                                                                 | Waste Connections Inc. COM NPV                                                                                                                         | CUSIP: 94106B101<br>LEI: 549300ZX1Z8QGWASPX54 | Long             | EC               | CORP              | CA        |           7 | NS      | $1173.76      | 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        |        2859 | NS      | $85741.41     | 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      | $5077.74      | 0.00%             |  |  |  | No            |                  1 | 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      | $133588.40    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Dayforce Inc                                                                           | DAY 0.25 03/15/26                                                                                                                                      | CUSIP: 15677JAD0<br>LEI: 549300T64GVCHFJ8L449 | Long             | DBT              | CORP              | US        |      331000 | PA      | $324711.00    | 0.14%             | 2026-03-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Loar Holdings Inc                                                                      | Loar Holdings Inc COM SHS                                                                                                                              | CUSIP: 53947R105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |           9 | NS      | $712.17       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Bank                                                                           | Cadence Bank COM                                                                                                                                       | CUSIP: 12740C103<br>LEI: Q7C315HKI8VX0SSKBS64 | Long             | EC               | CORP              | US        |       21553 | NS      | $813410.22    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Pennymac Corporation                                                                   | PMT 5.5 03/15/26                                                                                                                                       | CUSIP: 70932AAF0<br>LEI: EWN0I878407TKQNXZ933 | Long             | DBT              | CORP              | US        |      741000 | PA      | $736554.00    | 0.32%             | 2026-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bentley Systems Incorporated                                                           | BSY 0.375 07/01/27                                                                                                                                     | CUSIP: 08265TAD1<br>LEI: 549300WVEHPGE0Z56F71 | Long             | DBT              | CORP              | US        |      657000 | PA      | $623493.00    | 0.27%             | 2027-07-01      | Fixed         | 0.38%                 | No            |                  2 | 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      | $721092.24    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Veralto Corp.                                                                          | Veralto Corp. COM SHS                                                                                                                                  | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |           9 | NS      | $888.12       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                                                                     | MO 3.4 05/06/30                                                                                                                                        | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |       30000 | PA      | $28825.81     | 0.01%             | 2030-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Davita Inc                                                                             | DVA 4.625 06/01/30 144A                                                                                                                                | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |       59000 | PA      | $56973.71     | 0.02%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| TKO Group Holdings Inc.                                                                | TKO Group Holdings Inc. CL A                                                                                                                           | CUSIP: 87256C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |           5 | NS      | $942.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Viking Holdings Ltd.                                                                   | Viking Holdings Ltd. ORD SHS                                                                                                                           | CUSIP: G93A5A101<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |          15 | NS      | $912.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ViaSat, Inc.                                                                           | VSAT 6.5 07/15/28 144A                                                                                                                                 | CUSIP: 92552VAN0<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |       19000 | PA      | $18441.42     | 0.01%             | 2028-07-15      | Fixed         | 6.50%                 | 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      | $71604.39     | 0.03%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Lam Research Corporation                                                               | Lam Research Corporation COM NEW                                                                                                                       | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |          22 | NS      | $3464.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fubotv Inc.                                                                            | FUBO 3.25 02/15/26                                                                                                                                     | CUSIP: 35953DAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      363000 | PA      | $359370.00    | 0.15%             | 2026-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Shift4 Payments Inc                                                                    | Shift4 Payments Inc 6.00% SERIES A MANDATORY CONVERTIBLE PREFERRED STOCK                                                                               | CUSIP: 82452J307<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        4839 | PA      | $413540.94    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| JBT Marel Corp.                                                                        | JBTM 0.375 09/15/30                                                                                                                                    | CUSIP: 477839AD6<br>LEI: 5493007CT6ATBZ2L6826 | Long             | DBT              | CORP              | US        |       16000 | PA      | $14920.00     | 0.01%             | 2030-09-15      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage Association                                               | G2 BW6206                                                                                                                                              | CUSIP: 3617NX3P3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       25063 | PA      | $21315.90     | 0.01%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Verisign, Inc.                                                                         | VRSN 2.7 06/15/31                                                                                                                                      | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |      150000 | PA      | $135929.58    | 0.06%             | 2031-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ADTRAN Holdings Inc                                                                    | ADTN 3.75 09/15/30                                                                                                                                     | CUSIP: 00486HAA3<br>LEI: 549300VV36J86CRRWF77 | Long             | DBT              | CORP              | US        |      156000 | PA      | $185172.00    | 0.08%             | 2030-09-15      | Fixed         | 3.75%                 | Yes           |                  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      | $957742.60    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Strathcona Resources Ltd.                                                              | STRCNA 6.875 08/01/26 144A                                                                                                                             | CUSIP: 86304TAA6<br>LEI: 549300YNIUISTSZMLF56 | Long             | DBT              | CORP              | CA        |       43000 | PA      | $43055.24     | 0.02%             | 2026-08-01      | Fixed         | 6.88%                 | 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      | $541252.64    | 0.23%             | 2041-10-25      | Floating      | 7.58%                 | 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      | $310235.28    | 0.13%             | 2042-02-25      | Floating      | 7.93%                 | Yes           |                  2 | On Loan: No      |
| Constellation Brands, Inc.                                                             | STZ 4.35 05/09/27                                                                                                                                      | CUSIP: 21036PBK3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |       65000 | PA      | $65193.53     | 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      | $29971.57     | 0.01%             | 2032-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                           | AVGO 5.05 04/15/30                                                                                                                                     | CUSIP: 11135FCF6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       26000 | PA      | $26877.99     | 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      | $61082.47     | 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      | $96083.78     | 0.04%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Clue Opco LLC                                                                          | FWRD 9.5 10/15/31 144A                                                                                                                                 | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       60000 | PA      | $61162.86     | 0.03%             | 2031-10-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Delek Logistics Partners LP/ Delek Logistics Finance Corp.                             | DKL 8.625 03/15/29 144A                                                                                                                                | CUSIP: 24665FAD4<br>LEI: 549300UVYITDIU51P724 | Long             | DBT              | CORP              | US        |      104000 | PA      | $108547.71    | 0.05%             | 2029-03-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Automatic Data Processing, Inc.                                                        | ADP 4.75 05/08/32                                                                                                                                      | CUSIP: 053015AJ2<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40999.92     | 0.02%             | 2032-05-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc.                                                                            | ZTS 3 09/12/27                                                                                                                                         | CUSIP: 98978VAL7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |      140000 | PA      | $137705.68    | 0.06%             | 2027-09-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FNMA-15YR                                                                                                                                              | CUSIP: 01F0304B1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      125000 | PA      | $119764.22    | 0.05%             | 2049-12-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | FNMA-30YR                                                                                                                                              | CUSIP: 01F0226B6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1565000 | PA      | $1328476.01   | 0.57%             | 2049-12-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                        | XEL 4.6 06/01/32                                                                                                                                       | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9930.52      | 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      | $130004.72    | 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        |       22000 | PA      | $19966.32     | 0.01%             | 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      | $20610.01     | 0.01%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc.                                                                          | Alphabet Inc. CAP STK USD0.001 CL A                                                                                                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |          58 | NS      | $16309.02     | 0.01%             |  |  |  | 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      | $746652.50    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Informatica Inc                                                                        | Informatica Inc COM CL A                                                                                                                               | CUSIP: 45674M101<br>LEI: 984500E0DEFFE6DE9588 | Long             | EC               | CORP              | US        |       35077 | NS      | $872364.99    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Boost Newco Borrower LLC                                                               | WRLDPY 7.5 01/15/31 144A                                                                                                                               | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |     1120000 | PA      | $1189854.40   | 0.51%             | 2031-01-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Reddit Inc                                                                             | Reddit Inc CL A                                                                                                                                        | CUSIP: 75734B100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |           5 | NS      | $1044.75      | 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        |           3 | NS      | $761.88       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Wabtec Corp                                                                            | WAB 5.611 03/11/34                                                                                                                                     | CUSIP: 960386AR1<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |       60000 | PA      | $63026.16     | 0.03%             | 2034-03-11      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Enova International Inc.                                                               | ENVA 11.25 12/15/28 144A                                                                                                                               | CUSIP: 29357KAH6<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |       44000 | PA      | $46695.44     | 0.02%             | 2028-12-15      | Fixed         | 11.25%                | Yes           |                  2 | On Loan: No      |
| U.S. Bancorp.                                                                          | USB V5.424 02/12/36                                                                                                                                    | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      155000 | PA      | $160813.12    | 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      | $30875.17     | 0.01%             | 2030-02-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Jaguar Land Rover Automotive PLC                                                       | TTMTIN 4.5 10/01/27 144A                                                                                                                               | CUSIP: 47010BAF1<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |       16000 | PA      | $15775.30     | 0.01%             | 2027-10-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| PacifiCorp.                                                                            | BRKHEC 2.7 09/15/30                                                                                                                                    | CUSIP: 695114CW6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |       20000 | PA      | $18489.09     | 0.01%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Ferrovial SE                                                                           | Ferrovial SE EUR0.01                                                                                                                                   | CUSIP: N3168P101<br>LEI: 72450022R2ZFL41Y6I04 | Long             | EC               | CORP              | NL        |          19 | NS      | $1172.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Nebius Group N.V.                                                                      | NBIS 2.75 09/15/32                                                                                                                                     | CUSIP: 63954QAF3<br>LEI: 549300GGZHJ5Q1B18P93 | Long             | DBT              | CORP              | NL        |      226000 | PA      | $287698.00    | 0.12%             | 2032-09-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Tegna Inc                                                                              | TGNA 5 09/15/29                                                                                                                                        | CUSIP: 87901JAH8<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |      305000 | PA      | $302718.20    | 0.13%             | 2029-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Terawulf Inc                                                                           | WULF 1 09/01/31                                                                                                                                        | CUSIP: 88080TAC8<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |      266000 | PA      | $395010.00    | 0.17%             | 2031-09-01      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Oscar Health Inc                                                                       | OSCR 2.25 09/01/30                                                                                                                                     | CUSIP: 687793AD1<br>LEI: 254900AE8KDLFDOPKZ19 | Long             | DBT              | CORP              | US        |      156000 | PA      | $168448.80    | 0.07%             | 2030-09-01      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Solstice Advanced Materials Inc.                                                       | Solstice Advanced Materials Inc. COM SHS                                                                                                               | CUSIP: 83443Q103<br>LEI: 2138004GZ4H9TW6HK435 | Long             | EC               | CORP              | US        |           3 | NS      | $123.94       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HCA Inc.                                                                               | HCA 5.45 04/01/31                                                                                                                                      | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      111000 | PA      | $115528.17    | 0.05%             | 2031-04-01      | Fixed         | 5.45%                 | 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        |       40000 | PA      | $42128.56     | 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      | $83545.44     | 0.04%             | 2032-04-02      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Intuit Inc                                                                             | INTU 5.2 09/15/33                                                                                                                                      | CUSIP: 46124HAG1<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104542.90    | 0.04%             | 2033-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Hubbell Incorporated                                                                   | Hubbell Incorporated COM USD0.001                                                                                                                      | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |           2 | NS      | $940.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NCR Voyix Corporation                                                                  | NCR Voyix Corporation 5.5% PFD CONV SER A                                                                                                              | CUSIP: 62886E207<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EP               | CORP              | US        |         571 | PA      | $596420.92    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                                               | CRK 6.75 03/01/29 144a                                                                                                                                 | CUSIP: 205768AU8<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |       24000 | PA      | $23764.43     | 0.01%             | 2029-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ViaSat, Inc.                                                                           | VSAT 7.5 05/30/31 144A                                                                                                                                 | CUSIP: 92552VAR1<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |       61000 | PA      | $57238.73     | 0.02%             | 2031-05-30      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Adamas Trust Inc.                                                                      | Adamas 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      | $52890.45     | 0.02%             |  |  |  | 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      | $588720.00    | 0.25%             |  |  |  | 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      | $14788.27     | 0.01%             | 2033-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                       | BMO 5.717 09/25/28                                                                                                                                     | CUSIP: 06368LWU6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $52189.37     | 0.02%             | 2028-09-25      | Fixed         | 5.72%                 | 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        |       49000 | PA      | $52020.41     | 0.02%             | 2030-10-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| NCR Atleos Corp.                                                                       | NCRATL 9.5 04/01/29 144A                                                                                                                               | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |       72000 | PA      | $77754.60     | 0.03%             | 2029-04-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Integral Ad Science Holding Corp.                                                      | Integral Ad Science Holding Corp. COM                                                                                                                  | CUSIP: 45828L108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       82227 | NS      | $839537.67    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp                                                                       | HAE 0 03/01/26                                                                                                                                         | CUSIP: 405024AB6<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | DBT              | CORP              | US        |      390000 | PA      | $383682.00    | 0.16%             | 2026-03-01      | None          | 0.00%                 | 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      | $820088.50    | 0.35%             | 2027-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mitek Systems Inc.                                                                     | MITK 0.75 02/01/26                                                                                                                                     | CUSIP: 606710AA9<br>LEI: 549300ABZAQ3R25XG118 | Long             | DBT              | CORP              | US        |      141000 | PA      | $138885.00    | 0.06%             | 2026-02-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Applied Optoelectronics Inc                                                            | Applied Optoelectronics Inc COM USD0.001                                                                                                               | CUSIP: 03823U102<br>LEI: 529900I8U6Q5SYDNLT48 | Short            | EC               | CORP              | US        |       -4995 | NS      | $-177622.20   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| Fortuna Mining Corp.                                                                   | FVICN 3.75 06/30/29                                                                                                                                    | CUSIP: 349915AE8<br>LEI: 5493003Q88RVK7CW4735 | Long             | DBT              | CORP              | CA        |      434000 | PA      | $661850.00    | 0.28%             | 2029-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AST SpaceMobile Inc.                                                                   | ASTS 2.375 10/15/32                                                                                                                                    | CUSIP: 00217DAC4<br>LEI: 254900MBSC9P2UCI6623 | Long             | DBT              | CORP              | US        |      193000 | PA      | $272033.50    | 0.12%             | 2032-10-15      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Evolent Health, Inc.                                                                   | EVH 4.5 08/15/31                                                                                                                                       | CUSIP: 30050BAJ0<br>LEI: 549300CZOCFHQ2BBTR11 | Long             | DBT              | CORP              | US        |       79000 | PA      | $72331.02     | 0.03%             | 2031-08-15      | Fixed         | 4.50%                 | Yes           |                  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        |       35000 | PA      | $36149.40     | 0.02%             | 2029-03-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| Rithm Capital Corp.                                                                    | RITM 8 04/01/29 144A                                                                                                                                   | CUSIP: 64828TAB8<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |       64000 | PA      | $65298.05     | 0.03%             | 2029-04-01      | Fixed         | 8.00%                 | Yes           |                  2 | 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      | $-558254.16   | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| Proassurance Corp                                                                      | Proassurance Corp COM USD0.01                                                                                                                          | CUSIP: 74267C106<br>LEI: 54930015E5J57R675E89 | Long             | EC               | CORP              | US        |       76053 | NS      | $1821469.35   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Gildan Activewear Inc.                                                                 | Gildan Activewear Inc. COM NPV                                                                                                                         | CUSIP: 375916103<br>LEI: 549300SB3IBI34M00Z45 | Short            | EC               | CORP              | CA        |      -25808 | NS      | $-1504348.32  | -0.65%            |  |  |  | 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      | $-3932.40     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Peabody Energy Corp.                                                                   | BTU 3.25 03/01/28                                                                                                                                      | CUSIP: 704551AD2<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | DBT              | CORP              | US        |      159000 | PA      | $246211.50    | 0.11%             | 2028-03-01      | Fixed         | 3.25%                 | No            |                  2 | 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      | $723781.80    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP Inc.                                                                            | EZCORP Inc. CL'A'COM NON VTG USD0.01                                                                                                                   | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Short            | EC               | CORP              | US        |      -32679 | NS      | $-596391.75   | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corporation                                                                     | Bruker Corporation COM USD0.01                                                                                                                         | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Short            | EC               | CORP              | US        |       -5840 | NS      | $-227409.60   | -0.10%            |  |  |  | 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        |       -5756 | NS      | $-240428.12   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| WisdomTree, Inc.                                                                       | WisdomTree, Inc. COM USD0.01                                                                                                                           | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Short            | EC               | CORP              | US        |      -16957 | NS      | $-202805.72   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| Gamestop Corp                                                                          | Gamestop Corp COM USD0.001 CLASS A                                                                                                                     | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Short            | EC               | CORP              | US        |       -9752 | NS      | $-217372.08   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| DexCom Inc                                                                             | DexCom Inc COM USD0.001                                                                                                                                | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Short            | EC               | CORP              | US        |        -388 | NS      | $-22589.36    | -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        |       -5952 | NS      | $-890002.56   | -0.38%            |  |  |  | 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      |
| Redwood Trust Inc                                                                      | RWT 7.75 06/15/27                                                                                                                                      | CUSIP: 758075AF2<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | DBT              | CORP              | US        |     1428000 | PA      | $1423002.00   | 0.61%             | 2027-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Sunrun Inc.                                                                            | RUN 4 03/01/30                                                                                                                                         | CUSIP: 86771WAD7<br>LEI: 54930007SJ77CI66U531 | Long             | DBT              | CORP              | US        |      317000 | PA      | $489131.00    | 0.21%             | 2030-03-01      | Fixed         | 4.00%                 | 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      | $175115.15    | 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        |       25957 | PA      | $1148078.11   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Hims & Hers Health Inc                                                                 | HIMHER 0 05/15/30                                                                                                                                      | CUSIP: 433000AA4<br>LEI: 254900V041EIVTSB6D58 | Long             | DBT              | CORP              | US        |      192000 | PA      | $193056.00    | 0.08%             | 2030-05-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| BlackSky Technology Inc                                                                | BKSY 8.25 08/01/33                                                                                                                                     | CUSIP: 09263BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      148000 | PA      | $168720.00    | 0.07%             | 2033-08-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Wix.com Limited                                                                        | Wix.com Limited COM ILS0.01                                                                                                                            | CUSIP: M98068105<br>LEI: 5493008P6N29Q1AG9464 | Short            | EC               | CORP              | IL        |        -571 | NS      | $-83103.34    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Five9 Inc.                                                                             | Five9 Inc. COM USD0.001                                                                                                                                | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Short            | EC               | CORP              | US        |       -1109 | NS      | $-26926.52    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Collegium Pharmaceutical Inc.                                                          | Collegium Pharmaceutical Inc. COM USD0.001                                                                                                             | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Short            | EC               | CORP              | US        |      -11463 | NS      | $-412668.00   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Bridgebio Pharma Inc                                                                   | Bridgebio Pharma Inc COM USD0.001                                                                                                                      | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Short            | EC               | CORP              | US        |       -4823 | NS      | $-302112.72   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Indie Semiconductor Inc.                                                               | Indie Semiconductor Inc. CLASS A COM                                                                                                                   | CUSIP: 45569U101<br>LEI: 254900L1MFXFYGB1PV53 | Short            | EC               | CORP              | US        |      -27571 | NS      | $-148331.98   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| AST SpaceMobile Inc.                                                                   | AST SpaceMobile Inc. COM CL A                                                                                                                          | CUSIP: 00217D100<br>LEI: 254900MBSC9P2UCI6623 | Short            | EC               | CORP              | US        |       -3293 | NS      | $-264263.25   | -0.11%            |  |  |  | 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      |
| MKS Inc.                                                                               | MKSI 1.25 06/01/30                                                                                                                                     | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |      598000 | PA      | $717600.00    | 0.31%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| QIAGEN NV                                                                              | QIAGEN NV COM SHS                                                                                                                                      | CUSIP: N72482206<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |          15 | NS      | $702.75       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KKR & Co Inc.                                                                          | KKR & Co Inc. 6.25% SERIES D MANDATORY CONVERTIBLE PREFERRED STOCK                                                                                     | CUSIP: 48251W500<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |       11336 | PA      | $555690.72    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| IREN Ltd.                                                                              | IREN 3.5 12/15/29 IREN                                                                                                                                 | CUSIP: 46270CAC3<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |      106000 | PA      | $485480.00    | 0.21%             | 2029-12-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Zscaler Inc                                                                            | ZS 0 07/15/28                                                                                                                                          | CUSIP: 98980GAC6<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | DBT              | CORP              | US        |      114000 | PA      | $117591.00    | 0.05%             | 2028-07-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| OR Royalties Inc.                                                                      | OR Royalties Inc. COM SHS                                                                                                                              | CUSIP: 68390D106<br>LEI: 549300TJZTXZMPQ6K004 | Long             | EC               | CORP              | CA        |          16 | NS      | $511.68       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Solaredge Technologies Inc                                                             | SEDG 2.25 07/01/29                                                                                                                                     | CUSIP: 83417MAE4<br>LEI: 5493000K6Y58XXPDF853 | Long             | DBT              | CORP              | US        |      236000 | PA      | $310458.00    | 0.13%             | 2029-07-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Lemaitre Vascular Inc.                                                                 | Lemaitre Vascular Inc. COM STK USD0.01                                                                                                                 | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Short            | EC               | CORP              | US        |       -2078 | NS      | $-179975.58   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| DigitalOcean Holdings Inc                                                              | DigitalOcean Holdings Inc COM                                                                                                                          | CUSIP: 25402D102<br>LEI: 549300EPISPY3RE3DL21 | Short            | EC               | CORP              | US        |       -6312 | NS      | $-256645.92   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| Cohu Inc                                                                               | COHU 1.5 01/15/31                                                                                                                                      | CUSIP: 192576AA4<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | DBT              | CORP              | US        |       77000 | PA      | $86933.00     | 0.04%             | 2031-01-15      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| Pagaya US Holding Co. LLC                                                              | PGY 6.125 10/01/29                                                                                                                                     | CUSIP: 69549FAB5<br>LEI: 254900M9VGE3HM0OYH17 | Long             | DBT              | CORP              | US        |      318000 | PA      | $702716.40    | 0.30%             | 2029-10-01      | Fixed         | 6.12%                 | No            |                  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      | $1378769.03   | 0.59%             | 2030-05-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Snap Inc                                                                               | SNAP 0.5 05/01/30                                                                                                                                      | CUSIP: 83304AAK2<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |      544000 | PA      | $470560.00    | 0.20%             | 2030-05-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Oddity Finance LLC                                                                     | ODD 0 06/15/30                                                                                                                                         | CUSIP: 67579RAA8<br>LEI: 254900FTSJH2TRDJ3905 | Long             | DBT              | CORP              | US        |      250000 | PA      | $220625.00    | 0.09%             | 2030-06-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Gamestop Corp                                                                          | GME 0 06/15/32                                                                                                                                         | CUSIP: 36467WAF6<br>LEI: 549300505KLOET039L77 | Long             | DBT              | CORP              | US        |      408000 | PA      | $416364.00    | 0.18%             | 2032-06-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Celcuity Inc.                                                                          | CELC 2.75 08/01/31                                                                                                                                     | CUSIP: 15102KAA8<br>LEI: 25490070W7UU7W2SEY87 | Long             | DBT              | CORP              | US        |       72000 | PA      | $129391.20    | 0.06%             | 2031-08-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Alarm.com Holdings Inc.                                                                | Alarm.com Holdings Inc. COM USD0.01                                                                                                                    | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Short            | EC               | CORP              | US        |       -2289 | NS      | $-112664.58   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG MCDONALD                                                               | CFD_EQS CHASUS33 2550707                                                                                                                               | CUSIP: 580135101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         401 | NC      | $119670.43    | 0.05%             |  |  |  | No            |                  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        |         562 | NC      | $137358.42    | 0.06%             |  |  |  | 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        |        -958 | NC      | $-76467.56    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ARCHER-DA                                                              | CFD_EQS CHASUS33 2047317                                                                                                                               | CUSIP: 039483102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1818 | NC      | $110043.54    | 0.05%             |  |  |  | No            |                  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      | $9823.46      | 0.00%             | 2026-08-24      | Fixed         | 2.50%                 | 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      | $279845.00    | 0.12%             | 2033-10-25      | Floating      | 7.68%                 | 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      | $72487.95     | 0.03%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                | LVLT 3.875 10/15/30 144A                                                                                                                               | CUSIP: 527298CF8<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |       30000 | PA      | $26878.13     | 0.01%             | 2030-10-15      | Fixed         | 3.88%                 | Yes           |                  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        |       13548 | NC      | $331655.04    | 0.14%             |  |  |  | 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        |       -6069 | NC      | $-378826.98   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Parsons Corporation                                                                    | Parsons Corporation COM USD1.00                                                                                                                        | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Short            | EC               | CORP              | US        |       -1886 | NS      | $-156802.04   | -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        |       -1437 | NS      | $-73042.71    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Auto Receivables Trust 2019-3                                                  | CRVNA 2021-N2 B                                                                                                                                        | CUSIP: 14686KAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       15381 | PA      | $15011.51     | 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        |       46000 | PA      | $42949.20     | 0.02%             | 2029-06-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Jamf Holding Corp                                                                      | JAMF 0.125 09/01/26                                                                                                                                    | CUSIP: 47074LAB1<br>LEI: 254900IHLXZU4Z5ANA12 | Long             | DBT              | CORP              | US        |       79000 | PA      | $76867.00     | 0.03%             | 2026-09-01      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| Spectrum Brands, Inc.                                                                  | SPB 3.375 06/01/29                                                                                                                                     | CUSIP: 84762LAZ8<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |      737000 | PA      | $685041.50    | 0.29%             | 2029-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Alarm.com Holdings Inc.                                                                | ALRM 2.25 06/01/29                                                                                                                                     | CUSIP: 011642AD7<br>LEI: 549300HIH92U1EKIHZ32 | Long             | DBT              | CORP              | US        |      581000 | PA      | $546721.00    | 0.23%             | 2029-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Pacira Biosciences Inc                                                                 | PCRX 2.125 05/15/29                                                                                                                                    | CUSIP: 695127AJ9<br>LEI: 549300P56LERYBDHCF69 | Long             | DBT              | CORP              | US        |      348000 | PA      | $332166.00    | 0.14%             | 2029-05-15      | Fixed         | 2.12%                 | 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      | $127865.80    | 0.05%             | 2029-04-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                                                              | SUN 7 05/01/29 144A                                                                                                                                    | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       28000 | PA      | $29105.50     | 0.01%             | 2029-05-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BUILDERS                                                               | CFD_EQS CHASUS33 B0BV2M7                                                                                                                               | CUSIP: 12008R107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         206 | NC      | $23931.02     | 0.01%             |  |  |  | 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        |         500 | NC      | $29720.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Millicom International Cellular SA                                                     | TIGO 4.5 04/27/31 144A                                                                                                                                 | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |       55000 | PA      | $51374.37     | 0.02%             | 2031-04-27      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | CAS 2024-R02 1B1                                                                                                                                       | CUSIP: 20754GAF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      345000 | PA      | $352931.86    | 0.15%             | 2044-02-25      | Floating      | 6.68%                 | Yes           |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WALMART I                                                              | CFD_EQS GSILGB2X 2936921                                                                                                                               | CUSIP: 931142103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3403 | NC      | $-344315.54   | -0.15%            |  |  |  | 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        |       -4054 | NC      | $-375886.88   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| Aston Martin Capital Holdings Ltd.                                                     | ASTONM 10 03/31/29 144A                                                                                                                                | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |       72000 | PA      | $64033.55     | 0.03%             | 2029-03-31      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Phinia Inc.                                                                            | PHIN 6.75 04/15/29 144A                                                                                                                                | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |       18000 | PA      | $18569.03     | 0.01%             | 2029-04-15      | Fixed         | 6.75%                 | 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      | $30991.51     | 0.01%             | 2034-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Taseko Mines Limited                                                                   | TKOCN 8.25 05/01/30 144A                                                                                                                               | CUSIP: 876511AG1<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |       46000 | PA      | $48634.05     | 0.02%             | 2030-05-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Haemonetics Corp                                                                       | HAE 2.5 06/01/29                                                                                                                                       | CUSIP: 405024AD2<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | DBT              | CORP              | US        |      454000 | PA      | $424807.80    | 0.18%             | 2029-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Super Micro Computer Inc.                                                              | SMCI 0 06/15/30                                                                                                                                        | CUSIP: 86800UAE4<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |      487000 | PA      | $574141.92    | 0.25%             | 2030-06-15      | None          | 0.00%                 | Yes           |                  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      | $10586.40     | 0.00%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  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      | $263.49       | 0.00%             | 2030-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| DigitalOcean Holdings Inc                                                              | DOCN 0 08/15/30                                                                                                                                        | CUSIP: 25402DAC6<br>LEI: 549300EPISPY3RE3DL21 | Long             | DBT              | CORP              | US        |      320000 | PA      | $400960.00    | 0.17%             | 2030-08-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| JBT Marel Corp.                                                                        | JBT Marel Corp. COM USD0.01                                                                                                                            | CUSIP: 477839104<br>LEI: 5493007CT6ATBZ2L6826 | Short            | EC               | CORP              | US        |         -37 | NS      | $-4665.70     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG CVS HEALT                                                              | CFD_EQS GSILGB2X 2577609                                                                                                                               | CUSIP: 126650100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1466 | NC      | $-114567.90   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CENTERPOI                                                              | CFD_EQS GSILGB2X 2440637                                                                                                                               | CUSIP: 15189T107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -9310 | NC      | $-356014.40   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ALTRIA GR                                                              | CFD_EQS GSILGB2X 2692632                                                                                                                               | CUSIP: 02209S103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        6410 | NC      | $361395.80    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SIMON PRO                                                              | CFD_EQS GSILGB2X 2812452                                                                                                                               | CUSIP: 828806109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1215 | NC      | $-213548.40   | -0.09%            |  |  |  | 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        |       15341 | NC      | $721027.00    | 0.31%             |  |  |  | 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        |       10830 | NC      | $173496.60    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Nebius Group N.V.                                                                      | Nebius Group N.V. COM USD0.01 CL 'A'                                                                                                                   | CUSIP: N97284108<br>LEI: 549300GGZHJ5Q1B18P93 | Short            | EC               | CORP              | NL        |       -1120 | NS      | $-146518.40   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Enphase Energy Inc                                                                     | ENPH 0 03/01/26                                                                                                                                        | CUSIP: 29355AAH0<br>LEI: 5493008U7KIGMI59Z314 | Long             | DBT              | CORP              | US        |      252000 | PA      | $246657.60    | 0.11%             | 2026-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fortuna Mining Corp.                                                                   | Fortuna Mining Corp. COM NEW                                                                                                                           | CUSIP: 349942102<br>LEI: 5493003Q88RVK7CW4735 | Short            | EC               | CORP              | CA        |      -52665 | NS      | $-435539.55   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| Pennymac Corporation                                                                   | PMT 8.5 06/01/29                                                                                                                                       | CUSIP: 70932AAH6<br>LEI: EWN0I878407TKQNXZ933 | Long             | DBT              | CORP              | US        |      298000 | PA      | $307834.00    | 0.13%             | 2029-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CHEVRON C                                                              | CFD_EQS GSILGB2X 2838555                                                                                                                               | CUSIP: 166764100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         753 | NC      | $118763.16    | 0.05%             |  |  |  | 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        |        1168 | NC      | $360853.60    | 0.15%             |  |  |  | No            |                  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      | $24007.42     | 0.01%             | 2028-10-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co LLC                                                         | NSANY 6.95 09/15/26 144A                                                                                                                               | CUSIP: 65480CAE5<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |        9000 | PA      | $9117.73      | 0.00%             | 2026-09-15      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Eagle Materials Inc.                                                                   | EXP 2.5 07/01/31                                                                                                                                       | CUSIP: 26969PAB4<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |       88000 | PA      | $79557.67     | 0.03%             | 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        |       42000 | PA      | $38830.81     | 0.02%             | 2031-07-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Marriott International, Inc.                                                           | MAR 5.55 10/15/28                                                                                                                                      | CUSIP: 571903BN2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |       30000 | PA      | $31180.48     | 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        |       54000 | PA      | $56430.00     | 0.02%             | 2028-10-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Leidos Inc                                                                             | LDOS 2.3 02/15/31                                                                                                                                      | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |       60000 | PA      | $53721.89     | 0.02%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  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      | $834926.03    | 0.36%             | 2034-01-25      | Floating      | 7.23%                 | Yes           |                  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      | $182680.76    | 0.08%             | 2032-07-21      | Fixed         | 2.38%                 | 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      | $357552.45    | 0.15%             | 2041-09-25      | Floating      | 6.28%                 | 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      | $254303.50    | 0.11%             | 2042-01-25      | Floating      | 6.68%                 | 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      | $177958.80    | 0.08%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp.                                                  | IBM 4.15 07/27/27                                                                                                                                      | CUSIP: 459200KT7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      285000 | PA      | $286351.03    | 0.12%             | 2027-07-27      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                                    | SYF 7.25 02/02/33                                                                                                                                      | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |       69000 | PA      | $73142.32     | 0.03%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                                 | FANG 5.4 04/18/34                                                                                                                                      | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      105000 | PA      | $107041.95    | 0.05%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                | LVLT 4.5 04/01/30 144A                                                                                                                                 | CUSIP: 527298CD3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |       60000 | PA      | $55425.00     | 0.02%             | 2030-04-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Enbridge Inc.                                                                          | ENBCN 5.625 04/05/34                                                                                                                                   | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       35000 | PA      | $36529.06     | 0.02%             | 2034-04-05      | Fixed         | 5.62%                 | 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      | $26055.19     | 0.01%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cliffs Inc                                                                   | CLF 7.5 09/15/31 144A                                                                                                                                  | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |        5000 | PA      | $5234.15      | 0.00%             | 2031-09-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Autodesk Inc                                                                           | ADSK 5.3 06/15/35                                                                                                                                      | CUSIP: 052769AJ5<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51304.39     | 0.02%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Northern Oil And Gas, Inc.                                                             | NOG 7.875 10/15/33 144A                                                                                                                                | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |       15000 | PA      | $14610.04     | 0.01%             | 2033-10-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp.                                                                           | ORCL 4.45 09/26/30                                                                                                                                     | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       55000 | PA      | $54545.74     | 0.02%             | 2030-09-26      | Fixed         | 4.45%                 | 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      | $29721.81     | 0.01%             | 2027-03-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GENERAL M                                                              | CFD_EQS GSILGB2X B665KZ5                                                                                                                               | CUSIP: 37045V100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        6198 | NC      | $428219.82    | 0.18%             |  |  |  | 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        |       -2498 | NC      | $-310201.64   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DEERE & C                                                              | CFD_EQS GSILGB2X 2261203                                                                                                                               | CUSIP: 244199105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         907 | NC      | $418698.41    | 0.18%             |  |  |  | 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        |       -2643 | NC      | $-386115.87   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG VALERO EN                                                              | CFD_EQS CHASUS33 2041364                                                                                                                               | CUSIP: 91913Y100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2163 | NC      | $366758.28    | 0.16%             |  |  |  | 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      | $-32344.00    | -0.01%            |  |  |  | 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        |        1589 | NC      | $333769.45    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CONOCOPHI                                                              | CFD_EQS CHASUS33 2685717                                                                                                                               | CUSIP: 20825C104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        4036 | NC      | $358638.96    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PFIZER IN                                                              | CFD_EQS CHASUS33 2684703                                                                                                                               | CUSIP: 717081103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       14331 | NC      | $353259.15    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LAMB WEST                                                              | CFD_EQS CHASUS33 BDQZFJ3                                                                                                                               | CUSIP: 513272104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2850 | NC      | $175930.50    | 0.08%             |  |  |  | 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        |        3264 | NC      | $373368.96    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BERKSHIRE                                                              | CFD_EQS CHASUS33 2073390                                                                                                                               | CUSIP: 084670702<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         -56 | NC      | $-26742.24    | -0.01%            |  |  |  | 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        |       -4593 | NC      | $-422280.42   | -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        |        -776 | NC      | $-72975.04    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG KINDER MO                                                              | CFD_EQS CHASUS33 B3NQ4P8                                                                                                                               | CUSIP: 49456B101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       12894 | NC      | $337693.86    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WHIRLPOOL                                                              | CFD_EQS CHASUS33 2960384                                                                                                                               | CUSIP: 963320106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -582 | NC      | $-41688.66    | -0.02%            |  |  |  | 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        |       -8514 | NC      | $-392092.73   | -0.17%            |  |  |  | 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        |        3087 | NC      | $367414.74    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG QUEST DIA                                                              | CFD_EQS CHASUS33 2702791                                                                                                                               | CUSIP: 74834L100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2300 | NC      | $404685.00    | 0.17%             |  |  |  | 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        |       -8913 | NC      | $-371672.10   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MID-AMERI                                                              | CFD_EQS GSILGB2X 2589132                                                                                                                               | CUSIP: 59522J103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3205 | NC      | $410977.15    | 0.18%             |  |  |  | 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        |        7245 | NC      | $189746.55    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ARROW ELE                                                              | CFD_EQS GSILGB2X 2051404                                                                                                                               | CUSIP: 042735100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2866 | NC      | $-319702.30   | -0.14%            |  |  |  | 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        |         282 | NC      | $368999.82    | 0.16%             |  |  |  | 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        |        -817 | NC      | $-179740.00   | -0.08%            |  |  |  | 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        |        3759 | NC      | $429992.01    | 0.18%             |  |  |  | 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        |        2952 | NC      | $175703.04    | 0.08%             |  |  |  | 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        |       -8918 | NC      | $-347534.46   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AUTONATIO                                                              | CFD_EQS GSILGB2X 2732635                                                                                                                               | CUSIP: 05329W102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -550 | NC      | $-109928.50   | -0.05%            |  |  |  | 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        |         806 | NC      | $257645.96    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ALLISON T                                                              | CFD_EQS GSILGB2X B4PZ892                                                                                                                               | CUSIP: 01973R101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1895 | NC      | $156432.25    | 0.07%             |  |  |  | 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        |        2179 | NC      | $243459.67    | 0.10%             |  |  |  | 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        |       -1460 | NC      | $-383410.60   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MERITAGE                                                               | CFD_EQS GSILGB2X 2601326                                                                                                                               | CUSIP: 59001A102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2799 | NC      | $-189100.44   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NEXTERA E                                                              | CFD_EQS CHASUS33 2328915                                                                                                                               | CUSIP: 65339F101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1722 | NC      | $-140170.80   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NIKE INC                                                               | CFD_EQS GSILGB2X 2640147                                                                                                                               | CUSIP: 654106103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         331 | NC      | $21379.29     | 0.01%             |  |  |  | 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        |       22000 | PA      | $21166.74     | 0.01%             | 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      | $16991.15     | 0.01%             | 2028-03-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MATCH GRO                                                              | CFD_EQS CHASUS33 BK80XH9                                                                                                                               | CUSIP: 57667L107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       10838 | NC      | $350500.92    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DOW INC                                                                | CFD_EQS GSILGB2X BHXCF84                                                                                                                               | CUSIP: 260557103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -16312 | NC      | $-389041.20   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG RAYTHEON                                                               | CFD_EQS GSILGB2X BM5M5Y3                                                                                                                               | CUSIP: 75513E101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1121 | NC      | $200098.50    | 0.09%             |  |  |  | No            |                  2 | 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        |        6923 | NC      | $344350.02    | 0.15%             |  |  |  | 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        |       44000 | PA      | $45553.24     | 0.02%             | 2029-10-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Tempus AI Inc.                                                                         | TEM 0.75 07/15/30                                                                                                                                      | CUSIP: 88023BAD5<br>LEI: 2549009LA0KWRAGQBX50 | Long             | DBT              | CORP              | US        |      179000 | PA      | $243440.00    | 0.10%             | 2030-07-15      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| OSI System Inc.                                                                        | OSIS 2.25 08/01/29                                                                                                                                     | CUSIP: 671044AF2<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | DBT              | CORP              | US        |      524000 | PA      | $825300.00    | 0.35%             | 2029-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DUPONT DE                                                              | CFD_EQS CHASUS33 BK0VN47                                                                                                                               | CUSIP: 26614N102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         242 | NC      | $19759.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DOW INC                                                                | CFD_EQS CHASUS33 BHXCF84                                                                                                                               | CUSIP: 260557103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -12139 | NC      | $-289515.15   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| PPL Corporation                                                                        | PPL Corporation COM USD0.01                                                                                                                            | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |          24 | NS      | $876.48       | 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        |          13 | NS      | $1047.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG ALCOA COR                                                              | CFD_EQS CHASUS33 BYNF418                                                                                                                               | CUSIP: 013872106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       11082 | NC      | $407706.78    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG KIMBERLY-                                                              | CFD_EQS GSILGB2X 2491839                                                                                                                               | CUSIP: 494368103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3338 | NC      | $399591.98    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| WisdomTree, Inc.                                                                       | WT 4.625 08/15/30                                                                                                                                      | CUSIP: 97717PAJ3<br>LEI: 549300WIU8IS7UFO7871 | Long             | DBT              | CORP              | US        |      639000 | PA      | $653058.00    | 0.28%             | 2030-08-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| CFD_EQS FIN LEG RELIANCE                                                               | CFD_EQS GSILGB2X 2729068                                                                                                                               | CUSIP: 759509102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         778 | NC      | $219730.54    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MERCK & C                                                              | CFD_EQS CHASUS33 2778844                                                                                                                               | CUSIP: 58933Y105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -4790 | NC      | $-411844.20   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                                                   | Otis Worldwide Corp. COM                                                                                                                               | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |          11 | NS      | $1020.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| API Group Corp                                                                         | API Group Corp COM STK                                                                                                                                 | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |          21 | NS      | $773.22       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                                                                                | MPLX 4.25 12/01/27                                                                                                                                     | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |       90000 | PA      | $90142.68     | 0.04%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  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      | $66936.65     | 0.03%             | 2028-06-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                                                        | Regeneron Pharmaceuticals, Inc. COM USD0.001                                                                                                           | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |           2 | NS      | $1303.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands Inc.                                                                       | Yum! Brands Inc. COM NPV                                                                                                                               | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |           7 | NS      | $967.47       | 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        |           2 | NS      | $892.30       | 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        |           4 | NS      | $706.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG EQUINIX I                                                              | CFD_EQS BARCUS33 BVLZX12                                                                                                                               | CUSIP: 29444U700<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         147 | NC      | $124363.47    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HILTON WO                                                              | CFD_EQS BARCUS33 BYVMW06                                                                                                                               | CUSIP: 43300A203<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          90 | NC      | $23126.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp                                                                    | FSK 2.625 01/15/27                                                                                                                                     | CUSIP: 302635AH0<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |      235000 | PA      | $227015.51    | 0.10%             | 2027-01-15      | Fixed         | 2.62%                 | 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      | $24551.49     | 0.01%             | 2032-06-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CARRIER G                                                              | CFD_EQS BARCUS33 BK4N0D7                                                                                                                               | CUSIP: 14448C104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         395 | NC      | $23498.55     | 0.01%             |  |  |  | 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        |       -9012 | NC      | $-418337.04   | -0.18%            |  |  |  | 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        |        5686 | NC      | $349347.84    | 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        |       -1521 | NC      | $-206962.47   | -0.09%            |  |  |  | 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        |      -27431 | NC      | $-105335.04   | -0.05%            |  |  |  | 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        |        -851 | NC      | $-19275.15    | -0.01%            |  |  |  | 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        |       -3093 | NC      | $-70056.45    | -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        |        -700 | NC      | $-222040.00   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Southern Co.                                                                           | Southern Co. COM USD5                                                                                                                                  | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |         968 | NS      | $91030.72     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                                                                         | Public Storage COM USD0.10                                                                                                                             | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |         289 | NS      | $80503.84     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG CELANESE                                                               | CFD_EQS BARCUS33 B05MZT4                                                                                                                               | CUSIP: 150870103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -6029 | NC      | $-231754.76   | -0.10%            |  |  |  | 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        |        2808 | NC      | $404604.72    | 0.17%             |  |  |  | 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        |         617 | NC      | $148030.64    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BIO-RAD L                                                              | CFD_EQS GSILGB2X 2098508                                                                                                                               | CUSIP: 090572207<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -376 | NC      | $-120150.80   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BROWN-FOR                                                              | CFD_EQS CHASUS33 2146838                                                                                                                               | CUSIP: 115637209<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -5589 | NC      | $-152188.47   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AFLAC INC                                                              | CFD_EQS BARCUS33 2026361                                                                                                                               | CUSIP: 001055102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3793 | NC      | $-406571.67   | -0.17%            |  |  |  | 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      | $366114.68    | 0.16%             |  |  |  | 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        |       -2330 | NC      | $-228875.90   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG IQVIA HOL                                                              | CFD_EQS GSILGB2X BDR73G1                                                                                                                               | CUSIP: 46266C105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1067 | NC      | $-230962.82   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FIDELITY                                                               | CFD_EQS BARCUS33 BNBRDD4                                                                                                                               | CUSIP: 31620R303<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -794 | NC      | $-43860.56    | -0.02%            |  |  |  | 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        |       -3435 | NC      | $-406463.55   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TEXAS INS                                                              | CFD_EQS GSILGB2X 2885409                                                                                                                               | CUSIP: 882508104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         120 | NC      | $19375.20     | 0.01%             |  |  |  | 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        |        3383 | NC      | $428287.80    | 0.18%             |  |  |  | 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        |         937 | NC      | $391947.10    | 0.17%             |  |  |  | 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        |        7533 | NC      | $163390.77    | 0.07%             |  |  |  | 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        |        1112 | NC      | $132439.20    | 0.06%             |  |  |  | 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        |       -1380 | NC      | $-215956.20   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NVENT ELE                                                              | CFD_EQS CHASUS33 BDVJJQ5                                                                                                                               | CUSIP: G6700G107<br>LEI: N/A                  | N/A              | DE               | CORP              | IE        |       -4062 | NC      | $-464489.70   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GEN DIGIT                                                              | CFD_EQS CHASUS33 BJN4XN5                                                                                                                               | CUSIP: 668771108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3091 | NC      | $81478.76     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ALCON INC                                                              | CFD_EQS GSILGB2X BJXBP41                                                                                                                               | CUSIP: H01301128<br>LEI: N/A                  | N/A              | DE               | CORP              | CH        |        5527 | NC      | $408390.03    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BROWN-FOR                                                              | CFD_EQS GSILGB2X 2146838                                                                                                                               | CUSIP: 115637209<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -9085 | NC      | $-247384.55   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG COCA-COLA                                                              | CFD_EQS BARCUS33 2206721                                                                                                                               | CUSIP: 191098102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2192 | NC      | $285792.96    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Teradyne Inc.                                                                          | Teradyne Inc. COM USD0.125                                                                                                                             | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |           7 | NS      | $1272.32      | 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      | $721.80       | 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        |         796 | NS      | $40922.36     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Altria Group, Inc.                                                                     | Altria Group, Inc. COM USD0.333333                                                                                                                     | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |          29 | NS      | $1635.02      | 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        |          10 | NS      | $2203.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensient Technologies Corp                                                             | Sensient Technologies Corp COM USD0.10                                                                                                                 | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |           7 | NS      | $660.03       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vertex Pharmaceuticals Incorporated                                                    | Vertex Pharmaceuticals Incorporated COM USD0.01                                                                                                        | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |           5 | NS      | $2127.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Company                                                               | Vulcan Materials Company COM STK USD1                                                                                                                  | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |           4 | NS      | $1158.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Targa Resources Corp.                                                                  | TRGP 5.2 07/01/27                                                                                                                                      | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      160000 | PA      | $162438.36    | 0.07%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                                                | AAL 7.25 02/15/28 144A                                                                                                                                 | CUSIP: 023771T32<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       76000 | PA      | $77763.01     | 0.03%             | 2028-02-15      | Fixed         | 7.25%                 | 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      | $81341.20     | 0.03%             | 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        |       18000 | PA      | $18619.88     | 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      | $93673.65     | 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      | $46947.64     | 0.02%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                            | Walmart Inc COM USD0.10                                                                                                                                | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |         106 | NS      | $10725.08     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Waste Management, Inc.                                                                 | Waste Management, Inc. COM USD0.01                                                                                                                     | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |           8 | NS      | $1598.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cameco Corporation                                                                     | Cameco Corporation COM NPV                                                                                                                             | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |          12 | NS      | $1226.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco Inc                                                                             | Watsco Inc COM USD0.50                                                                                                                                 | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |           2 | NS      | $736.02       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Companies Inc                                                                   | RKT 6.375 08/01/33 144A                                                                                                                                | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       15000 | PA      | $15625.95     | 0.01%             | 2033-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Hexcel Corporation                                                                     | HXL 3.95 02/15/27                                                                                                                                      | CUSIP: 428291AN8<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |       60000 | PA      | $59627.07     | 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      | $44381.64     | 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      | $991.40       | 0.00%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Aon Corp.                                                                              | AON 2.8 05/15/30                                                                                                                                       | CUSIP: 037389BE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |       20000 | PA      | $18803.67     | 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      | $113618.44    | 0.05%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Wabtec Corp                                                                            | Wabtec Corp COM USD0.01                                                                                                                                | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |           5 | NS      | $1022.20      | 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        |        1297 | NS      | $75057.39     | 0.03%             |  |  |  | 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      | $733250.00    | 0.31%             | 2051-01-25      | Floating      | 6.83%                 | Yes           |                  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        |       29000 | PA      | $27912.49     | 0.01%             | 2029-06-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| The TJX Companies Inc.                                                                 | The TJX Companies Inc. COM USD1                                                                                                                        | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |          18 | NS      | $2522.52      | 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        |         641 | NS      | $82323.63     | 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        |          10 | NS      | $1440.90      | 0.00%             |  |  |  | No            |                  1 | 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        |           6 | NS      | $923.94       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                                                               | AT&T Inc COM USD1                                                                                                                                      | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |        3606 | NS      | $89248.50     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill Inc                                                             | Chipotle Mexican Grill Inc COM USD0.01                                                                                                                 | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          31 | NS      | $982.39       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart (Maryland)                                                                   | CubeSmart (Maryland) COM USD0.01                                                                                                                       | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         570 | NS      | $21471.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                                                         | SPGI 1.25 08/15/30                                                                                                                                     | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |      110000 | PA      | $96153.18     | 0.04%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Talen Energy Supply LLC                                                                | TLN 8.625 06/01/30 144A                                                                                                                                | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |       20000 | PA      | $21222.66     | 0.01%             | 2030-06-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC/Avis Budget Finance Inc.                                    | CAR 8.25 01/15/30 144A                                                                                                                                 | CUSIP: 053773BJ5<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |       26000 | PA      | $26535.47     | 0.01%             | 2030-01-15      | Fixed         | 8.25%                 | Yes           |                  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        |       35000 | PA      | $37061.99     | 0.02%             | 2029-09-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Phinia Inc.                                                                            | PHIN 6.625 10/15/32 144A                                                                                                                               | CUSIP: 71880KAB7<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |       40000 | PA      | $41145.84     | 0.02%             | 2032-10-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Garmin Ltd                                                                             | Garmin Ltd COM CHF10.00                                                                                                                                | CUSIP: H2906T109<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |           5 | NS      | $1069.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Incorporated                                                                 | Ingredion Incorporated COM USD0.01                                                                                                                     | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |          44 | NS      | $5078.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group LP                                                                | SPG 4.75 09/26/34                                                                                                                                      | CUSIP: 828807DY0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49684.94     | 0.02%             | 2034-09-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Franco Nevada Corp                                                                     | Franco Nevada Corp COM NPV                                                                                                                             | CUSIP: 351858105<br>LEI: 98450064C1B5D3E94864 | Long             | EC               | CORP              | CA        |           5 | NS      | $933.15       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| W. P. Carey Inc                                                                        | W. P. Carey Inc COM USD0.001                                                                                                                           | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |        1341 | NS      | $88506.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG TYSON FOO                                                              | CFD_EQS CHASUS33 2909730                                                                                                                               | CUSIP: 902494103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        2785 | NC      | $143176.85    | 0.06%             |  |  |  | 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        |       -4095 | NC      | $-157411.80   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HYATT HOT                                                              | CFD_EQS CHASUS33 B5B82X4                                                                                                                               | CUSIP: 448579102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1757 | NC      | $-241429.37   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia                                                                    | BNS 1.35 06/24/26                                                                                                                                      | CUSIP: 0641594A1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       44000 | PA      | $43262.75     | 0.02%             | 2026-06-24      | Fixed         | 1.35%                 | 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      | $20275.32     | 0.01%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HASBRO IN                                                              | CFD_EQS CHASUS33 2414580                                                                                                                               | CUSIP: 418056107<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        5194 | NC      | $396354.14    | 0.17%             |  |  |  | No            |                  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        |        1034 | NC      | $77570.68     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                   | JPM V4.912 07/25/33                                                                                                                                    | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       75000 | PA      | $76473.78     | 0.03%             | 2033-07-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| American Tower Corporation                                                             | AMT 5.8 11/15/28                                                                                                                                       | CUSIP: 03027XCE8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       55000 | PA      | $57341.60     | 0.02%             | 2028-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                  | CAS 2024-R06 1B1                                                                                                                                       | CUSIP: 20755RAG0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      250000 | PA      | $250940.68    | 0.11%             | 2044-09-25      | Variable      | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Rocket Companies Inc                                                                   | RKT 6.125 08/01/30 144A                                                                                                                                | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       15000 | PA      | $15472.55     | 0.01%             | 2030-08-01      | Fixed         | 6.12%                 | Yes           |                  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        |        -399 | NC      | $-347600.82   | -0.15%            |  |  |  | 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        |        2323 | NC      | $443158.71    | 0.19%             |  |  |  | No            |                  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      | $41151.21     | 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      | $79173.79     | 0.03%             | 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      | $1966.44      | 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      | $41419.67     | 0.02%             | 2027-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| V.F. Corp                                                                              | VFC 2.95 04/23/30                                                                                                                                      | CUSIP: 918204BC1<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |       55000 | PA      | $48353.24     | 0.02%             | 2030-04-23      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Oneok Inc.                                                                             | OKE 5.85 01/15/26                                                                                                                                      | CUSIP: 682680BD4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |       77000 | PA      | $77141.87     | 0.03%             | 2026-01-15      | Fixed         | 5.85%                 | 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      | $532400.00    | 0.23%             | 2027-11-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Whirlpool Corp.                                                                        | WHR 4.6 05/15/50                                                                                                                                       | CUSIP: 963320AX4<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |        9000 | PA      | $6703.71      | 0.00%             | 2050-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc.                                                                            | ZTS 2 05/15/30                                                                                                                                         | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |       20000 | PA      | $18216.44     | 0.01%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  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      |
| Live Nation Entertainment, Inc.                                                        | LYV 3.125 01/15/29                                                                                                                                     | CUSIP: 538034BA6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      722000 | PA      | $1089064.80   | 0.47%             | 2029-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Pagaya Technologies Ltd.                                                               | Pagaya Technologies Ltd. CL A NEW                                                                                                                      | CUSIP: M7S64L123<br>LEI: N/A                  | Short            | EC               | CORP              | IL        |      -20730 | NS      | $-557429.70   | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| DexCom Inc                                                                             | DXCM 0.375 05/15/28                                                                                                                                    | CUSIP: 252131AM9<br>LEI: 549300YSK3QDSFR5EU59 | Long             | DBT              | CORP              | US        |      327000 | PA      | $296425.50    | 0.13%             | 2028-05-15      | Fixed         | 0.38%                 | 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        |        8392 | NC      | $360520.32    | 0.15%             |  |  |  | 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        |        3960 | NC      | $385743.60    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MATADOR R                                                              | CFD_EQS CHASUS33 B7MSLL8                                                                                                                               | CUSIP: 576485205<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -335 | NC      | $-13219.10    | -0.01%            |  |  |  | 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        |        1619 | NC      | $182331.78    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Ziff Davis Inc                                                                         | ZD 3.625 03/01/28                                                                                                                                      | CUSIP: 48123VAH5<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |      224000 | PA      | $217280.00    | 0.09%             | 2028-03-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Rapid7 Inc.                                                                            | Rapid7 Inc. COM USD0.01                                                                                                                                | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Short            | EC               | CORP              | US        |       -1581 | NS      | $-29264.31    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Celcuity Inc.                                                                          | Celcuity Inc. COM USD0.001                                                                                                                             | CUSIP: 15102K100<br>LEI: 25490070W7UU7W2SEY87 | Short            | EC               | CORP              | US        |       -1046 | NS      | $-80709.36    | -0.03%            |  |  |  | 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        |       -4464 | NS      | $-663841.44   | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| Exact Sciences Corporation                                                             | EXAS 0.375 03/15/27                                                                                                                                    | CUSIP: 30063PAB1<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |      102000 | PA      | $100266.00    | 0.04%             | 2027-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Summit Hotel Properties, Inc.                                                          | INN 1.5 02/15/26                                                                                                                                       | CUSIP: 866082AA8<br>LEI: 254900OBQWJK6X20LS71 | Long             | DBT              | CORP              | US        |     1156000 | PA      | $1138660.00   | 0.49%             | 2026-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Northern Institutional Funds                                                           | Northern Institutional Funds TREAS PRT PRMR                                                                                                            | CUSIP: 665279873<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |     1452798 | NS      | $1452798.19   | 0.62%             |  |  |  | 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      | $-623663.27   | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| Affirm Holdings Inc                                                                    | AFRM 0 11/15/26                                                                                                                                        | CUSIP: 00827BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      325000 | PA      | $310212.50    | 0.13%             | 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      | $436976.00    | 0.19%             | 2029-12-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Tempus AI Inc.                                                                         | Tempus AI Inc. CL A                                                                                                                                    | CUSIP: 88023B103<br>LEI: 2549009LA0KWRAGQBX50 | Short            | EC               | CORP              | US        |       -1670 | NS      | $-150049.50   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Albemarle Corp                                                                         | Albemarle Corp COM USD0.01                                                                                                                             | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Short            | EC               | CORP              | US        |      -10037 | NS      | $-985934.51   | -0.42%            |  |  |  | No            |                  1 | On Loan: No      |
| Century Aluminum Company                                                               | Century Aluminum Company COM USD0.01                                                                                                                   | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Short            | EC               | CORP              | US        |      -19157 | NS      | $-567430.34   | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| Cheesecake Factory Inc                                                                 | Cheesecake Factory Inc COM USD0.01                                                                                                                     | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Short            | EC               | CORP              | US        |       -5872 | NS      | $-292425.60   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| Cohu Inc                                                                               | Cohu Inc COM USD1                                                                                                                                      | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Short            | EC               | CORP              | US        |       -2099 | NS      | $-49935.21    | -0.02%            |  |  |  | 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        |       -6997 | NS      | $-547655.19   | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| CSG Systems International Inc.                                                         | CSG Systems International Inc. COM USD0.01                                                                                                             | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Long             | EC               | CORP              | US        |       12999 | NS      | $1017431.73   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Incorporated                                                                  | Comerica Incorporated COM USD5                                                                                                                         | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |       27625 | NS      | $2113312.50   | 0.91%             |  |  |  | No            |                  1 | On Loan: No      |
| Conmed Corporation                                                                     | Conmed Corporation COM USD0.01                                                                                                                         | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Short            | EC               | CORP              | US        |        -329 | NS      | $-14476.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Electronic Arts Inc.                                                                   | Electronic Arts Inc. COM USD0.01                                                                                                                       | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |       13835 | NS      | $2767830.10   | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| ON Semiconductor Corp.                                                                 | ON Semiconductor Corp. COM USD0.01                                                                                                                     | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Short            | EC               | CORP              | US        |       -2722 | NS      | $-136317.76   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                                                    | Fifth Third Bancorp COM NPV                                                                                                                            | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Short            | EC               | CORP              | US        |      -51556 | NS      | $-2145760.72  | -0.92%            |  |  |  | No            |                  1 | On Loan: No      |
| MKS Inc.                                                                               | MKS Inc. COM NPV                                                                                                                                       | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Short            | EC               | CORP              | US        |       -2642 | NS      | $-379681.82   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| Haemonetics Corp                                                                       | Haemonetics Corp COM USD0.01                                                                                                                           | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Short            | EC               | CORP              | US        |        -962 | NS      | $-48109.62    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                                                                            | Hologic Inc COM USD0.01                                                                                                                                | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |       27730 | NS      | $2049524.30   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Incorporated                                                     | Huntington Bancshares Incorporated COM USD0.01                                                                                                         | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Short            | EC               | CORP              | US        |      -53343 | NS      | $-823615.15   | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| Kellanova                                                                              | Kellanova COM USD0.25                                                                                                                                  | CUSIP: 487836108<br>LEI: LONOZNOJYIBXOHXWDB86 | Short            | EC               | CORP              | US        |       -1000 | NS      | $-83060.00    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| Teck Resources Limited                                                                 | Teck Resources Limited CLASS'B'SUB-VTG COM NPV                                                                                                         | CUSIP: 878742204<br>LEI: T8KI5SQ2JRWHL7XY0E11 | Long             | EC               | CORP              | CA        |       18322 | NS      | $786380.24    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicell Inc                                                                           | Omnicell Inc COM USD0.001                                                                                                                              | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Short            | EC               | CORP              | US        |       -6759 | NS      | $-226899.63   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| McGrath RentCorp.                                                                      | McGrath RentCorp. COM NPV                                                                                                                              | CUSIP: 580589109<br>LEI: 254900EUH6IPWFQ83445 | Long             | EC               | CORP              | US        |        6540 | NS      | $702657.60    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| BioCryst Pharmaceuticals Inc.                                                          | BioCryst Pharmaceuticals Inc. COM USD0.01                                                                                                              | CUSIP: 09058V103<br>LEI: 549300Z0INP1Z5NP6J59 | Short            | EC               | CORP              | US        |      -20894 | NS      | $-152944.08   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Staar Surgical Co                                                                      | Staar Surgical Co COM USD0.01                                                                                                                          | CUSIP: 852312305<br>LEI: 5299006LRHI7OJ8BY308 | Long             | EC               | CORP              | US        |       23305 | NS      | $602900.35    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                                                       | Duke Energy Corp COM USD0.001                                                                                                                          | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Short            | EC               | CORP              | US        |       -4026 | NS      | $-500431.80   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc.                                                                 | Lumentum Holdings Inc. COM USD0.001                                                                                                                    | CUSIP: 55024U109<br>LEI: 549300JLWRRC38DWEF52 | Short            | EC               | CORP              | US        |       -1630 | NS      | $-328542.80   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Pebblebrook Hotel Trust                                                                | PEB 1.75 12/15/26                                                                                                                                      | CUSIP: 70509VAA8<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | DBT              | CORP              | US        |      238000 | PA      | $228340.84    | 0.10%             | 2026-12-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Bridgebio Pharma Inc                                                                   | BBIO 2.25 02/01/29                                                                                                                                     | CUSIP: 10806XAD4<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |      899000 | PA      | $943051.00    | 0.40%             | 2029-02-01      | Fixed         | 2.25%                 | 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        |        2509 | NC      | $149335.68    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ARAMARK                                                                | CFD_EQS GSILGB2X BH3XG17                                                                                                                               | CUSIP: 03852U106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        9331 | NC      | $353458.28    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Exact Sciences Corporation                                                             | EXAS 2 03/01/30                                                                                                                                        | CUSIP: 30063PAD7<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |      737000 | PA      | $825661.10    | 0.35%             | 2030-03-01      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Ziff Davis Inc                                                                         | ZD 1.75 11/01/26                                                                                                                                       | CUSIP: 48123VAE2<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |      417000 | PA      | $402405.00    | 0.17%             | 2026-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PROS Holdings Inc.                                                                     | PRO 2.25 09/15/27                                                                                                                                      | CUSIP: 74346YAG8<br>LEI: 549300LPE1KNL5RWKQ48 | Long             | DBT              | CORP              | US        |      506000 | PA      | $499422.00    | 0.21%             | 2027-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Avadel Pharmaceuticals PLC                                                             | Avadel Pharmaceuticals PLC COM SHS                                                                                                                     | CUSIP: G29687103<br>LEI: 549300E27PTSG2RHC762 | Long             | EC               | CORP              | IE        |       44192 | NS      | $834786.88    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Rubrik Inc.                                                                            | Rubrik Inc. CL A                                                                                                                                       | CUSIP: 781154109<br>LEI: 254900TRGK2WTBYMYU27 | Short            | EC               | CORP              | US        |        -194 | NS      | $-14602.38    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Terawulf Inc                                                                           | WULF 2.75 02/01/30                                                                                                                                     | CUSIP: 88080TAB0<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |      318000 | PA      | $651713.05    | 0.28%             | 2030-02-01      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MCKESSON                                                               | CFD_EQS GSILGB2X 2378534                                                                                                                               | CUSIP: 58155Q103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         -85 | NC      | $-68963.90    | -0.03%            |  |  |  | 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        |        2608 | NC      | $79022.40     | 0.03%             |  |  |  | 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        |        5147 | NC      | $416752.59    | 0.18%             |  |  |  | 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        |       -1416 | NC      | $-537499.44   | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                         | C V2.572 06/03/31                                                                                                                                      | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      375000 | PA      | $345816.69    | 0.15%             | 2031-06-03      | Fixed         | 2.57%                 | 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      | $5999.09      | 0.00%             | 2028-03-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HONEYWELL                                                              | CFD_EQS CHASUS33 2020459                                                                                                                               | CUSIP: 438516106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1740 | NC      | $350314.20    | 0.15%             |  |  |  | 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        |        -287 | NC      | $-103529.51   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NUCOR COR                                                              | CFD_EQS CHASUS33 2651086                                                                                                                               | CUSIP: 670346105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2702 | NC      | $-405435.10   | -0.17%            |  |  |  | No            |                  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        |        2827 | NC      | $336384.73    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Western Digital Corp.                                                                  | WDC 3 11/15/28                                                                                                                                         | CUSIP: 958102AT2<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |      377000 | PA      | $1509885.00   | 0.65%             | 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 | Long             | EC               | CORP              | US        |       13081 | NS      | $238728.25    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Comstock Resources, Inc.                                                               | CRK 6.75 03/01/29 144A                                                                                                                                 | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |       79000 | PA      | $78315.84     | 0.03%             | 2029-03-01      | Fixed         | 6.75%                 | Yes           |                  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      | $9458.57      | 0.00%             | 2028-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ALLSTATE                                                               | CFD_EQS GSILGB2X 2019952                                                                                                                               | CUSIP: 020002101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1832 | NC      | $350864.64    | 0.15%             |  |  |  | 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        |         721 | NC      | $424344.55    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                         | MS V2.239 07/21/32 GMTN                                                                                                                                | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       53000 | PA      | $46916.92     | 0.02%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Jabil Inc                                                                              | JBL 4.25 05/15/27                                                                                                                                      | CUSIP: 466313AM5<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |       70000 | PA      | $70010.59     | 0.03%             | 2027-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| XPLR Infrastructure LP                                                                 | XIFR 0 11/15/25                                                                                                                                        | CUSIP: 65341BAD8<br>LEI: 5493008F4ZOQFNG3WN54 | Long             | DBT              | CORP              | US        |      664000 | PA      | $662340.00    | 0.28%             | 2025-11-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Enovis Corporation                                                                     | Enovis Corporation COM                                                                                                                                 | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Short            | EC               | CORP              | US        |       -5577 | NS      | $-174225.48   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| Array Technologies Inc                                                                 | ARRY 1 12/01/28                                                                                                                                        | CUSIP: 04271TAB6<br>LEI: 549300JM5FECYJQ85V37 | Long             | DBT              | CORP              | US        |      785000 | PA      | $696923.00    | 0.30%             | 2028-12-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Conmed Corporation                                                                     | CNMD 2.25 06/15/27                                                                                                                                     | CUSIP: 207410AH4<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | DBT              | CORP              | US        |      905000 | PA      | $862917.50    | 0.37%             | 2027-06-15      | Fixed         | 2.25%                 | 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        |       -4481 | NC      | $-364753.40   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ELI LILLY                                                              | CFD_EQS GSILGB2X 2516152                                                                                                                               | CUSIP: 532457108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -494 | NC      | $-426252.84   | -0.18%            |  |  |  | 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      | $162034.35    | 0.07%             | 2028-07-25      | Fixed         | 4.85%                 | 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      | $86140.41     | 0.04%             | 2028-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WESTERN U                                                              | CFD_EQS CHASUS33 B1F76F9                                                                                                                               | CUSIP: 959802109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -42624 | NC      | $-397681.92   | -0.17%            |  |  |  | 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        |        2181 | NC      | $390355.38    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG JM SMUCKE                                                              | CFD_EQS CHASUS33 2951452                                                                                                                               | CUSIP: 832696405<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -3102 | NC      | $-321212.10   | -0.14%            |  |  |  | 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        |       -5941 | NC      | $-318318.78   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                                                        | TDG 6.75 08/15/28 144A                                                                                                                                 | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30591.81     | 0.01%             | 2028-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| SLM Corp.                                                                              | SLM 6.5 01/31/30                                                                                                                                       | CUSIP: 78442PGF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       27000 | PA      | $27994.22     | 0.01%             | 2030-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co LLC                                                         | NSANY 6.125 09/30/30 144A                                                                                                                              | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24784.10     | 0.01%             | 2030-09-30      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PILGRIM S                                                              | CFD_EQS CHASUS33 B5L3PZ2                                                                                                                               | CUSIP: 72147K108<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       10614 | NC      | $404393.40    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CAMDEN PR                                                              | CFD_EQS CHASUS33 2166320                                                                                                                               | CUSIP: 133131102<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        4147 | NC      | $412543.56    | 0.18%             |  |  |  | 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      | $644716.50    | 0.28%             | 2028-05-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BrightSpring Health Services Inc.                                                      | BrightSpring Health Services Inc. COM                                                                                                                  | CUSIP: 10950A106<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -25731 | NS      | $-850409.55   | -0.36%            |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG BAXTER IN                                                              | CFD_EQS GSILGB2X 2085102                                                                                                                               | CUSIP: 071813109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -1904 | NC      | $-35166.88    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WHIRLPOOL                                                              | CFD_EQS GSILGB2X 2960384                                                                                                                               | CUSIP: 963320106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -841 | NC      | $-60240.83    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LAMB WEST                                                              | CFD_EQS GSILGB2X BDQZFJ3                                                                                                                               | CUSIP: 513272104<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        3288 | NC      | $202968.24    | 0.09%             |  |  |  | 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        |        -738 | NC      | $-426017.88   | -0.18%            |  |  |  | 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        |        -548 | NC      | $-189027.12   | -0.08%            |  |  |  | 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        |       -2117 | NC      | $-383261.68   | -0.16%            |  |  |  | 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        |        -122 | NC      | $-12559.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MASCO COR                                                              | CFD_EQS GSILGB2X 2570200                                                                                                                               | CUSIP: 574599106<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         860 | NC      | $55693.60     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG JABIL INC                                                              | CFD_EQS CHASUS33 2471789                                                                                                                               | CUSIP: 466313103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1942 | NC      | $428968.38    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PROGRESSI                                                              | CFD_EQS GSILGB2X 2705024                                                                                                                               | CUSIP: 743315103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        1327 | NC      | $273362.00    | 0.12%             |  |  |  | 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        |       -5805 | NC      | $-333555.30   | -0.14%            |  |  |  | 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        |         287 | NC      | $106083.81    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CORNING I                                                              | CFD_EQS GSILGB2X 2224701                                                                                                                               | CUSIP: 219350105<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -276 | NC      | $-24586.08    | -0.01%            |  |  |  | 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        |       -3176 | NC      | $-175886.88   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG REPUBLIC                                                               | CFD_EQS CHASUS33 2262530                                                                                                                               | CUSIP: 760759100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         122 | NC      | $25405.28     | 0.01%             |  |  |  | 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        |        1684 | NC      | $403823.20    | 0.17%             |  |  |  | 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        |       -6188 | NC      | $-765888.76   | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CSX CORP                                                               | CFD_EQS BARCUS33 2160753                                                                                                                               | CUSIP: 126408103<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -11243 | NC      | $-404972.86   | -0.17%            |  |  |  | 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        |        -828 | NC      | $-371879.64   | -0.16%            |  |  |  | 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        |         239 | NC      | $30694.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mirum Pharmaceuticals Inc.                                                             | MIRM 4 05/01/29                                                                                                                                        | CUSIP: 604749AB7<br>LEI: 254900YZKR40F7F27K81 | Long             | DBT              | CORP              | US        |      155000 | PA      | $369597.50    | 0.16%             | 2029-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Equinox Gold Corp                                                                      | EQXCN 4.75 10/15/28                                                                                                                                    | CUSIP: 29446YAC0<br>LEI: 5493005IN4V1SNP9PN75 | Long             | DBT              | CORP              | CA        |      503000 | PA      | $955448.50    | 0.41%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Centrus Energy Corp.                                                                   | LEU 2.25 11/01/30                                                                                                                                      | CUSIP: 15643UAD6<br>LEI: 549300G6VDK9G8276661 | Long             | DBT              | CORP              | US        |      254000 | PA      | $977950.80    | 0.42%             | 2030-11-01      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Centrus Energy Corp.                                                                   | Centrus Energy Corp. CL A                                                                                                                              | CUSIP: 15643U104<br>LEI: 549300G6VDK9G8276661 | Short            | EC               | CORP              | US        |       -2571 | NS      | $-944739.66   | -0.41%            |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG AMKOR TEC                                                              | CFD_EQS CHASUS33 2242929                                                                                                                               | CUSIP: 031652100<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |       -2635 | NC      | $-85057.80    | -0.04%            |  |  |  | No            |                  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        |       -2822 | NC      | $-425698.70   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Two Harbors Investment Corp.                                                           | TWO 6.25 01/15/26                                                                                                                                      | CUSIP: 90187BAB7<br>LEI: 549300ZUIBT6KH4HU823 | Long             | DBT              | CORP              | US        |     1249000 | PA      | $1240881.50   | 0.53%             | 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      | $476580.00    | 0.20%             | 2027-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CANADIAN                                                               | CFD_EQS CHASUS33 BNVTFQ7                                                                                                                               | CUSIP: 13646K108<br>LEI: N/A                  | N/A              | DE               | CORP              | CA        |        3769 | NC      | $271179.55    | 0.12%             |  |  |  | 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        |       -4753 | NC      | $-379004.22   | -0.16%            |  |  |  | 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        |        1946 | NC      | $425706.96    | 0.18%             |  |  |  | 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        |       73740 | NC      | $283161.60    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HEWLETT P                                                              | CFD_EQS BARCUS33 BYVYWS0                                                                                                                               | CUSIP: 42824C109<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -17331 | NC      | $-423223.02   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG INTL FLAV                                                              | CFD_EQS CHASUS33 2464165                                                                                                                               | CUSIP: 459506101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        4088 | NC      | $257421.36    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Block Inc                                                                              | XYZ 0.25 11/01/27                                                                                                                                      | CUSIP: 852234AK9<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      400000 | PA      | $366465.76    | 0.16%             | 2027-11-01      | Fixed         | 0.25%                 | 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      | $813293.00    | 0.35%             | 2027-12-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GRAPHIC P                                                              | CFD_EQS GSILGB2X B2Q8249                                                                                                                               | CUSIP: 388689101<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |      -13173 | NC      | $-210636.27   | -0.09%            |  |  |  | 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        |        1240 | NC      | $108735.60    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BILL Holdings Inc                                                                      | BILL 0 04/01/30                                                                                                                                        | CUSIP: 090043AE0<br>LEI: 549300IBF9VZZIGOZW63 | Long             | DBT              | CORP              | US        |      369000 | PA      | $326749.50    | 0.14%             | 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        |      775000 | PA      | $738962.50    | 0.32%             | 2029-12-01      | Fixed         | 1.00%                 | Yes           |                  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        |       -1034 | NC      | $-178778.60   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| PROS Holdings Inc.                                                                     | PROS Holdings Inc. COM STK USD0.001                                                                                                                    | CUSIP: 74346Y103<br>LEI: 549300LPE1KNL5RWKQ48 | Short            | EC               | CORP              | US        |       -1436 | NS      | $-33099.80    | -0.01%            |  |  |  | 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        |        -190 | NS      | $-12536.20    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Dayforce Inc                                                                           | Dayforce Inc COM USD0.01                                                                                                                               | CUSIP: 15677J108<br>LEI: 549300T64GVCHFJ8L449 | Long             | EC               | CORP              | US        |       31573 | NS      | $2170328.02   | 0.93%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA CONCRT PHRMC                                                                    | CONTRA CONCRT PHRMC                                                                                                                                    | CUSIP: 206CVR011<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       97290 | NS      | $46358.69     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| Collegium Pharmaceutical Inc.                                                          | COLL 2.875 02/15/29                                                                                                                                    | CUSIP: 19459JAC8<br>LEI: 54930049FXZMTLW8D496 | Long             | DBT              | CORP              | US        |      594000 | PA      | $712800.00    | 0.31%             | 2029-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Rapid7 Inc.                                                                            | RPD 1.25 03/15/29                                                                                                                                      | CUSIP: 753422AH7<br>LEI: 549300GNVG5D60KEYN14 | Long             | DBT              | CORP              | US        |      606000 | PA      | $545339.40    | 0.23%             | 2029-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Enovis Corporation                                                                     | ENOV 3.875 10/15/28                                                                                                                                    | CUSIP: 194014AB2<br>LEI: 635400OP2DYYYMOIYL17 | Long             | DBT              | CORP              | US        |      950000 | PA      | $944775.00    | 0.41%             | 2028-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Rubrik Inc.                                                                            | RBRK 0 06/15/30                                                                                                                                        | CUSIP: 781154AC3<br>LEI: 254900TRGK2WTBYMYU27 | Long             | DBT              | CORP              | US        |       41000 | PA      | $39749.50     | 0.02%             | 2030-06-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ESCROW PIVOTAL SOFTWARE                                                                | ESCROW PIVOTAL SOFTWARE                                                                                                                                | CUSIP: 725ESC016<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       21925 | NS      | $0.00         | 0.00%             |  |  |  | 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        |       -1381 | NS      | $-30962.02    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Lumentum Holdings Inc.                                                                 | LITE 0.5 06/15/28                                                                                                                                      | CUSIP: 55024UAF6<br>LEI: 549300JLWRRC38DWEF52 | Long             | DBT              | CORP              | US        |      252000 | PA      | $412020.00    | 0.18%             | 2028-06-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Centerpoint Energy Inc                                                                 | CNP 4.25 08/15/26                                                                                                                                      | CUSIP: 15189TBD8<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |      623000 | PA      | $685300.00    | 0.29%             | 2026-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Strategy Inc.                                                                          | MSTR 0 12/01/29                                                                                                                                        | CUSIP: 594972AR2<br>LEI: 549300WQTWEJUEHXQX21 | Long             | DBT              | CORP              | US        |      413000 | PA      | $359310.00    | 0.15%             | 2029-12-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Liberty Broadband Corporation                                                          | LBRDA 3.125 03/31/53                                                                                                                                   | CUSIP: 530307AE7<br>LEI: 549300MIX43II8JLN536 | Long             | DBT              | CORP              | US        |      842000 | PA      | $832738.00    | 0.36%             | 2053-03-31      | Fixed         | 3.12%                 | 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      | $346993.20    | 0.15%             | 2028-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CSG Systems International Inc.                                                         | CSGS 3.875 09/15/28                                                                                                                                    | CUSIP: 126349AH2<br>LEI: 549300D7FJZUOHHXUA81 | Long             | DBT              | CORP              | US        |      799000 | PA      | $956003.50    | 0.41%             | 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      | $467302.50    | 0.20%             | 2029-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Alcon AG                                                                               | Alcon AG CHF0.04                                                                                                                                       | CUSIP: H01301128<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |          14 | NS      | $1034.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Essential Utilities Inc                                                                | Essential Utilities Inc COM                                                                                                                            | CUSIP: 29670G102<br>LEI: 549300ILTEOF3E3QY357 | Long             | EC               | CORP              | US        |         811 | NS      | $31653.33     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                                                                    | D 3.375 04/01/30 C                                                                                                                                     | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48067.91     | 0.02%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                                   | Keurig Dr Pepper Inc COM USD0.01                                                                                                                       | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |          38 | NS      | $1032.08      | 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        |          14 | NS      | $905.10       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dupont De Nemours Inc                                                                  | Dupont De Nemours Inc COM USD0.01                                                                                                                      | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Long             | EC               | CORP              | US        |          13 | NS      | $1061.45      | 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        |          62 | NS      | $15141.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Abbott Laboratories                                                                    | Abbott Laboratories COM NPV                                                                                                                            | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |         713 | NS      | $88141.06     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc.                                                                             | Amgen Inc. COM USD0.0001                                                                                                                               | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |         309 | NS      | $92214.87     | 0.04%             |  |  |  | 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        |         768 | NS      | $92359.68     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Aptargroup Inc.                                                                        | Aptargroup Inc. COM USD0.01                                                                                                                            | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |           5 | NS      | $580.05       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc.                                                                             | Apple Inc. COM USD0.00001                                                                                                                              | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |          54 | NS      | $14599.98     | 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        |          14 | NS      | $3263.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp.                                                                           | Ameren Corp. COM USD0.01                                                                                                                               | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |           9 | NS      | $918.18       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ametek, Inc.                                                                           | Ametek, Inc. COM USD0.01                                                                                                                               | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |           6 | NS      | $1212.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstEnergy Corp.                                                                      | FirstEnergy Corp. COM USD0.10                                                                                                                          | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |        1483 | NS      | $67965.89     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corporation                                                          | Boston Scientific Corporation COM USD0.01                                                                                                              | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |          25 | NS      | $2518.00      | 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        |          14 | NS      | $1020.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Casella Waste Systems, Inc.                                                            | Casella Waste Systems, Inc. COM USD0.01 CL'A'                                                                                                          | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |           7 | NS      | $619.99       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Communications Inc.                                                             | Rogers Communications Inc. CLASS'B'COM CAD1.62478                                                                                                      | CUSIP: 775109200<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | EC               | CORP              | CA        |          23 | NS      | $900.22       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Company                                                           | Bristol-Myers Squibb Company COM USD0.10                                                                                                               | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |        2048 | NS      | $94351.36     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordson Corp                                                                           | Nordson Corp COM NPV                                                                                                                                   | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |           3 | NS      | $695.85       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sempra                                                                                 | Sempra COM NPV                                                                                                                                         | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |          14 | NS      | $1287.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Verisign, Inc.                                                                         | Verisign, Inc. COM USD0.001                                                                                                                            | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |           3 | NS      | $719.40       | 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        |          20 | NS      | $2786.80      | 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      | $952.52       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corporation                                                                        | CSX Corporation COM USD1                                                                                                                               | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |          39 | NS      | $1404.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Companies Inc.                                                                | Carlisle Companies Inc. COM USD1                                                                                                                       | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |           2 | NS      | $650.10       | 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        |           1 | NS      | $513.19       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pepsico Inc                                                                            | Pepsico Inc CAP USD0.016666                                                                                                                            | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |         671 | NS      | $98026.39     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Incorporated                                                         | Quest Diagnostics Incorporated COM USD0.01                                                                                                             | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |         336 | NS      | $59119.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Inc                                                                           | Reliance Inc COM NPV                                                                                                                                   | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |           3 | NS      | $847.29       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix, Inc.                                                                          | Netflix, Inc. COM USD0.001                                                                                                                             | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |           6 | NS      | $6713.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Cigna Group                                                                        | The Cigna Group COM USD0.01                                                                                                                            | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |         288 | NS      | $70390.08     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TC Energy Corp                                                                         | TC Energy Corp COM NPV                                                                                                                                 | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |          24 | NS      | $1203.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                                                                  | Uber Technologies Inc COM USD0.00001                                                                                                                   | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |          32 | NS      | $3088.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gallagher Aj &Co                                                                       | AJG 5.5 03/02/33                                                                                                                                       | CUSIP: 04316JAD1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |       30000 | PA      | $31297.26     | 0.01%             | 2033-03-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Steris PLC                                                                             | Steris PLC ORD USD0.001                                                                                                                                | CUSIP: G8473T100<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |           4 | NS      | $942.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                                                                            | Corteva Inc COM USD0.01                                                                                                                                | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |          17 | NS      | $1044.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Electric Company                                                                 | AEE 2.95 03/15/30                                                                                                                                      | CUSIP: 906548CR1<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |       70000 | PA      | $66669.20     | 0.03%             | 2030-03-15      | Fixed         | 2.95%                 | No            |                  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      | $15268.66     | 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      | $49687.42     | 0.02%             | 2027-03-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| MGIC Investment Corp.                                                                  | MTG 5.25 08/15/28                                                                                                                                      | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |        7000 | PA      | $6999.69      | 0.00%             | 2028-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Matador Resources Company                                                              | MTDR 6.875 04/15/28 144A                                                                                                                               | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |       13000 | PA      | $13247.69     | 0.01%             | 2028-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Stantec Inc.                                                                           | Stantec Inc. COM                                                                                                                                       | CUSIP: 85472N109<br>LEI: 549300MZ7NGUZDCP2T16 | Long             | EC               | CORP              | CA        |           7 | NS      | $776.16       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AppFolio Inc.                                                                          | AppFolio Inc. COM USD0.0001 CL A                                                                                                                       | CUSIP: 03783C100<br>LEI: 529900OOUUGT6JFC0S15 | Long             | EC               | CORP              | US        |           2 | NS      | $508.86       | 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        |           8 | NS      | $706.08       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| The Progressive Corporation                                                            | PGR 3.2 03/26/30                                                                                                                                       | CUSIP: 743315AW3<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |       32000 | PA      | $30806.77     | 0.01%             | 2030-03-26      | Fixed         | 3.20%                 | 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        |       78000 | PA      | $80951.75     | 0.03%             | 2030-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Jabil Inc                                                                              | JBL 5.45 02/01/29                                                                                                                                      | CUSIP: 46656PAA2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30972.28     | 0.01%             | 2029-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CGI Inc                                                                                | CGI Inc COM NPV SUB VTG SHS CL A                                                                                                                       | CUSIP: 12532H104<br>LEI: 549300WSRCZY73ZG3090 | Long             | EC               | CORP              | CA        |           9 | NS      | $783.00       | 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        |        2394 | NS      | $41296.50     | 0.02%             |  |  |  | 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        |         307 | NS      | $88753.70     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingersoll Rand Inc                                                                     | Ingersoll Rand Inc COM                                                                                                                                 | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |          12 | NS      | $915.96       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Gallagher Aj &Co                                                                       | AJG 2.4 11/09/31                                                                                                                                       | CUSIP: 04316JAA7<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |       20000 | PA      | $17772.07     | 0.01%             | 2031-11-09      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Alliant Energy Corporation                                                             | Alliant Energy Corporation COM USD0.01                                                                                                                 | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |          12 | NS      | $801.84       | 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        |        1032 | NS      | $88731.36     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Pembina Pipeline Corporation                                                           | Pembina Pipeline Corporation COM NPV                                                                                                                   | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Long             | EC               | CORP              | CA        |          21 | NS      | $794.43       | 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        |         742 | NS      | $92230.60     | 0.04%             |  |  |  | No            |                  1 | 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        |           7 | NS      | $982.94       | 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        |           9 | NS      | $789.21       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies Inc.                                                          | Watts Water Technologies Inc. CLASS'A'COM USD0.10                                                                                                      | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |           2 | NS      | $545.20       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LKQ Corporation                                                                        | LKQ Corporation COM USD0.01                                                                                                                            | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |         466 | NS      | $14893.36     | 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        |           3 | NS      | $846.21       | 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        |           5 | NS      | $1060.00      | 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        |           6 | NS      | $3205.68      | 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        |           3 | NS      | $636.96       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chemed Corporation                                                                     | Chemed Corporation CAP USD1                                                                                                                            | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |           1 | NS      | $431.30       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Newmarket Corporation                                                                  | Newmarket Corporation COM NPV                                                                                                                          | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |           1 | NS      | $767.90       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alnylam Pharmaceuticals Inc.                                                           | Alnylam Pharmaceuticals Inc. COM USD0.01                                                                                                               | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |           3 | NS      | $1368.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Roadhouse Inc                                                                    | Texas Roadhouse Inc COM USD0.001                                                                                                                       | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |           4 | NS      | $654.32       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Telus Corp.                                                                            | Telus Corp. COM NPV                                                                                                                                    | CUSIP: 87971M103<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | EC               | CORP              | CA        |          54 | NS      | $791.64       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan, Inc.                                                                    | Kinder Morgan, Inc. COM USD0.01                                                                                                                        | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |        2919 | NS      | $76448.61     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Servicenow Inc                                                                         | Servicenow Inc COM USD0.001                                                                                                                            | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |           3 | NS      | $2757.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corporation PLC                                                                  | Eaton Corporation PLC COM USD0.01                                                                                                                      | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |           7 | NS      | $2670.92      | 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        |        1279 | NS      | $88187.05     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Corcept Therapeutics Inc.                                                              | Corcept Therapeutics Inc. COM STK USD0.00001                                                                                                           | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |           8 | NS      | $587.76       | 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        |           2 | NS      | $857.06       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education Inc                                                             | Grand Canyon Education Inc COM USD0.01                                                                                                                 | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |           3 | NS      | $564.90       | 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        |          16 | NS      | $1511.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Insmed Inc                                                                             | Insmed Inc COM USD0.01                                                                                                                                 | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |           6 | NS      | $1137.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC Inc                                                                                | PTC Inc COM USD0.01                                                                                                                                    | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |           4 | NS      | $794.16       | 0.00%             |  |  |  | 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        |          16 | NS      | $3360.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Transdigm Group Inc.                                                                   | Transdigm Group Inc. COM USD0.01                                                                                                                       | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |           1 | NS      | $1308.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MasterCard Incorporated                                                                | MasterCard Incorporated COM USD0.0001 CLASS A                                                                                                          | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |          12 | NS      | $6623.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings Inc.                                                               | ExlService Holdings Inc. COM STK USD0.001                                                                                                              | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |          14 | NS      | $547.40       | 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        |           3 | NS      | $571.29       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp.                                                                      | Exxon Mobil Corp. COM NPV                                                                                                                              | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |         858 | NS      | $98120.88     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                                                              | Tesla Inc COM USD0.001                                                                                                                                 | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |          33 | NS      | $15066.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Xylem, Inc.                                                                            | Xylem, Inc. COM USD0.01                                                                                                                                | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |           7 | NS      | $1055.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Uranium Energy Corp.                                                                   | Uranium Energy Corp. COM USD0.001                                                                                                                      | CUSIP: 916896103<br>LEI: 549300VD69WD2USLIP04 | Long             | EC               | CORP              | US        |          44 | NS      | $665.72       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc                                                                 | Motorola Solutions Inc COM USD0.01                                                                                                                     | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |           3 | NS      | $1220.13      | 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        |           4 | NS      | $720.40       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc.                                                                              | MSCI Inc. COM USD0.01                                                                                                                                  | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |           2 | NS      | $1177.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc.                                                       | Philip Morris International Inc. COM NPV                                                                                                               | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |          23 | NS      | $3319.59      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Visa Inc                                                                               | Visa Inc COM STK USD0.0001                                                                                                                             | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |          26 | NS      | $8859.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mondelez International, Inc.                                                           | Mondelez International, Inc. COM NPV                                                                                                                   | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |        1486 | NS      | $85385.56     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                         | MS V1.794 02/13/32 MTN                                                                                                                                 | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      414000 | PA      | $362077.01    | 0.16%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | 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      | $52090.38     | 0.02%             | 2034-05-15      | Fixed         | 5.38%                 | No            |                  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      | $42229.49     | 0.02%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co.                                                                   | JPM V1.045 11/19/26                                                                                                                                    | CUSIP: 46647PBT2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      180000 | PA      | $179746.40    | 0.08%             | 2026-11-19      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| Sisecam UK PLC                                                                         | SISETI 8.25 05/02/29 144A                                                                                                                              | CUSIP: 829688AA8<br>LEI: 789000T82YRLMLUOC889 | Long             | DBT              | CORP              | GB        |       25000 | PA      | $25593.47     | 0.01%             | 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        |       72000 | PA      | $75773.88     | 0.03%             | 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      | $52422.07     | 0.02%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TR 2024                                                    | AFFRM 2024-X1 B                                                                                                                                        | CUSIP: 00834XAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       35227 | PA      | $35246.77     | 0.02%             | 2029-05-15      | Fixed         | 6.34%                 | 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      | $5220.41      | 0.00%             | 2034-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Stillwater Mining Co.                                                                  | SGLSJ 4 11/16/26 144A                                                                                                                                  | CUSIP: 86074QAP7<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |       42000 | PA      | $41444.19     | 0.02%             | 2026-11-16      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TR 2024                                                    | AFFRM 2024-X1 C                                                                                                                                        | CUSIP: 00834XAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      417000 | PA      | $417965.90    | 0.18%             | 2029-05-15      | Fixed         | 6.57%                 | 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      | $93914.35     | 0.04%             | 2034-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tutor Perini Corporation                                                               | TPC 11.875 04/30/29 144A                                                                                                                               | CUSIP: 901109AG3<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | DBT              | CORP              | US        |       22000 | PA      | $24552.54     | 0.01%             | 2029-04-30      | Fixed         | 11.88%                | Yes           |                  2 | On Loan: No      |
| Vallourec SA                                                                           | VKFP 7.5 04/15/32 144A                                                                                                                                 | CUSIP: 92023RAA8<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | DBT              | CORP              | FR        |       25000 | PA      | $26571.85     | 0.01%             | 2032-04-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Sisecam UK PLC                                                                         | SISETI 8.625 05/02/32 144A                                                                                                                             | CUSIP: 829688AB6<br>LEI: 789000T82YRLMLUOC889 | Long             | DBT              | CORP              | GB        |       65000 | PA      | $66948.70     | 0.03%             | 2032-05-02      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                                  | ETR 1.6 12/15/30                                                                                                                                       | CUSIP: 29364WBE7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |       90000 | PA      | $79580.84     | 0.03%             | 2030-12-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                | CURRENCY CONTRACT - AUD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -74772 | NC      | $-1125.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                | CURRENCY CONTRACT - AUD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -110415 | NC      | $-1090.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                | CURRENCY CONTRACT - AUD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -104208 | NC      | $-775.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                | CURRENCY CONTRACT - AUD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -56434 | NC      | $-135.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                | CURRENCY CONTRACT - AUD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -87149 | NC      | $1227.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                | CURRENCY CONTRACT - AUD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -81745 | NC      | $1066.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                | CURRENCY CONTRACT - AUD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -116804 | NC      | $376.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                | CURRENCY CONTRACT - AUD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -143024 | NC      | $996.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                | CURRENCY CONTRACT - AUD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -46796 | NC      | $337.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                                | CURRENCY CONTRACT - AUD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -48858 | NC      | $239.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                                                                | CURRENCY CONTRACT - BRL                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -61890 | NC      | $1242.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                                                                | CURRENCY CONTRACT - BRL                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -90653 | NC      | $1242.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                                                                | CURRENCY CONTRACT - BRL                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -66255 | NC      | $-641.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                                                                | CURRENCY CONTRACT - BRL                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -91183 | NC      | $-22.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                                                                | CURRENCY CONTRACT - BRL                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -50021 | NC      | $-29.80       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                                                                | CURRENCY CONTRACT - BRL                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -68006 | NC      | $-187.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                | CURRENCY CONTRACT - CAD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -309082 | NC      | $-5151.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                | CURRENCY CONTRACT - CAD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -207564 | NC      | $-3197.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                | CURRENCY CONTRACT - CAD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -62314 | NC      | $-643.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                | CURRENCY CONTRACT - CAD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -199049 | NC      | $-1600.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                | CURRENCY CONTRACT - CAD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -22119 | NC      | $-184.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                | CURRENCY CONTRACT - CAD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -11238 | NC      | $-74.83       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                | CURRENCY CONTRACT - CAD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -202795 | NC      | $-1301.21     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                | CURRENCY CONTRACT - CAD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -126690 | NC      | $-789.54      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                | CURRENCY CONTRACT - CAD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -18937 | NC      | $-105.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                | CURRENCY CONTRACT - CAD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -120513 | NC      | $-151.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                | CURRENCY CONTRACT - CAD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -512968 | NC      | $-1061.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                | CURRENCY CONTRACT - CAD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -199789 | NC      | $-3225.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                | CURRENCY CONTRACT - CAD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -163958 | NC      | $-2418.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                | CURRENCY CONTRACT - CAD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -41979 | NC      | $-521.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                | CURRENCY CONTRACT - CAD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -39829 | NC      | $-516.15      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                | CURRENCY CONTRACT - CAD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -95729 | NC      | $-663.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                | CURRENCY CONTRACT - CAD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -51842 | NC      | $-378.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                | CURRENCY CONTRACT - CAD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -88546 | NC      | $-92.44       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                | CURRENCY CONTRACT - CAD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -54211 | NC      | $111.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                                | CURRENCY CONTRACT - CAD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -52095 | NC      | $83.26        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                | CURRENCY CONTRACT - CHF                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -38791 | NC      | $154.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                | CURRENCY CONTRACT - CHF                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -48392 | NC      | $305.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                | CURRENCY CONTRACT - CHF                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -228832 | NC      | $454.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                | CURRENCY CONTRACT - CHF                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -266797 | NC      | $1313.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                | CURRENCY CONTRACT - CHF                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -56064 | NC      | $185.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                                | CURRENCY CONTRACT - CHF                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -54241 | NC      | $-206.59      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CLP                                                                | CURRENCY CONTRACT - CLP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -75395 | NC      | $1332.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CLP                                                                | CURRENCY CONTRACT - CLP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -50845 | NC      | $577.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CLP                                                                | CURRENCY CONTRACT - CLP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -53106 | NC      | $408.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CLP                                                                | CURRENCY CONTRACT - CLP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -90041 | NC      | $1651.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - COP                                                                | CURRENCY CONTRACT - COP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -347787 | NC      | $6984.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - COP                                                                | CURRENCY CONTRACT - COP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -99595 | NC      | $-110.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - COP                                                                | CURRENCY CONTRACT - COP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -54041 | NC      | $677.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CZK                                                                | CURRENCY CONTRACT - CZK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -378360 | NC      | $187.38       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CZK                                                                | CURRENCY CONTRACT - CZK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -48236 | NC      | $210.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CZK                                                                | CURRENCY CONTRACT - CZK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -51512 | NC      | $122.94       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CZK                                                                | CURRENCY CONTRACT - CZK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -44403 | NC      | $39.85        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CZK                                                                | CURRENCY CONTRACT - CZK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -70944 | NC      | $-46.92       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1722686 | NC      | $-24776.10    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -576000 | NC      | $-2231.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -3600000 | NC      | $-2658.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -202022000 | NC      | $-11326.99    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -5355000 | NC      | $-2489.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -4007000 | NC      | $-2253.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -377000 | NC      | $-176.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -942686 | NC      | $-19198.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -653500 | NC      | $-44.82       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -42000 | NC      | $-175.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -184000 | NC      | $-197.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -17528000 | NC      | $-764.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -506000 | NC      | $210.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -190897 | NC      | $-3656.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -234137 | NC      | $-6443.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -59000 | NC      | $-409.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -340116 | NC      | $-7591.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -226000 | NC      | $-183.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1002320 | NC      | $71.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -61000 | NC      | $-446.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -805000 | NC      | $-237.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -997000 | NC      | $49.43        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1336000 | NC      | $-1154.94     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -43000 | NC      | $-268.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -5902 | NC      | $-123.26      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -81000 | NC      | $-782.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -678600 | NC      | $-260.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1014000 | NC      | $-11.28       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -137052 | NC      | $-1822.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -932500 | NC      | $-40.10       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -409176 | NC      | $-3489.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -152643 | NC      | $-1232.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -517000 | NC      | $5.23         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -69000 | NC      | $-8.59        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -57983000 | NC      | $-2624.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1335000 | NC      | $-182.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -19863000 | NC      | $-749.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -65500 | NC      | $-240.63      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1296000 | NC      | $-45.46       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -103000 | NC      | $-265.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -59000 | NC      | $291.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -414400 | NC      | $368.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -144284 | NC      | $-964.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -187000 | NC      | $254.98       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -927000 | NC      | $699.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -611000 | NC      | $150.60       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -130689 | NC      | $-1239.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                                | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -207000 | NC      | $277.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                | CURRENCY CONTRACT - GBP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -978342 | NC      | $-1554.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                | CURRENCY CONTRACT - GBP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -346649 | NC      | $-12952.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                | CURRENCY CONTRACT - GBP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -159603 | NC      | $-5892.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                | CURRENCY CONTRACT - GBP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -79674 | NC      | $-2161.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                | CURRENCY CONTRACT - GBP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -161835 | NC      | $-4183.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                | CURRENCY CONTRACT - GBP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -170989 | NC      | $-2827.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                | CURRENCY CONTRACT - GBP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -97279 | NC      | $-2215.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                | CURRENCY CONTRACT - GBP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -174179 | NC      | $-4703.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                | CURRENCY CONTRACT - GBP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -108833 | NC      | $-2417.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                | CURRENCY CONTRACT - GBP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -167931 | NC      | $-1739.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                | CURRENCY CONTRACT - GBP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -105308 | NC      | $-1699.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                | CURRENCY CONTRACT - GBP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -143025 | NC      | $-2273.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                | CURRENCY CONTRACT - GBP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -57412 | NC      | $-920.20      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                | CURRENCY CONTRACT - GBP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -436416 | NC      | $-6813.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                | CURRENCY CONTRACT - GBP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -269769 | NC      | $-1761.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                                | CURRENCY CONTRACT - GBP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -293708 | NC      | $-1105.96     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - HUF                                                                | CURRENCY CONTRACT - HUF                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -425082 | NC      | $9569.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - HUF                                                                | CURRENCY CONTRACT - HUF                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -69521 | NC      | $784.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - HUF                                                                | CURRENCY CONTRACT - HUF                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -153737 | NC      | $2172.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - HUF                                                                | CURRENCY CONTRACT - HUF                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -74243 | NC      | $656.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - HUF                                                                | CURRENCY CONTRACT - HUF                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -82770 | NC      | $1014.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - HUF                                                                | CURRENCY CONTRACT - HUF                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -152102 | NC      | $2388.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - HUF                                                                | CURRENCY CONTRACT - HUF                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -82990 | NC      | $1095.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - HUF                                                                | CURRENCY CONTRACT - HUF                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -105019 | NC      | $612.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - HUF                                                                | CURRENCY CONTRACT - HUF                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -84258 | NC      | $429.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - HUF                                                                | CURRENCY CONTRACT - HUF                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -54229 | NC      | $87.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - IDR                                                                | CURRENCY CONTRACT - IDR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -98204 | NC      | $-906.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - IDR                                                                | CURRENCY CONTRACT - IDR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -38739 | NC      | $44.02        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - IDR                                                                | CURRENCY CONTRACT - IDR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -81814 | NC      | $-60.37       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - IDR                                                                | CURRENCY CONTRACT - IDR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -58430 | NC      | $-65.58       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - IDR                                                                | CURRENCY CONTRACT - IDR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -66581 | NC      | $-182.33      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - IDR                                                                | CURRENCY CONTRACT - IDR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -60379 | NC      | $55.92        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                                | CURRENCY CONTRACT - INR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -498689 | NC      | $-1996.97     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                                | CURRENCY CONTRACT - INR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -34676 | NC      | $73.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                                | CURRENCY CONTRACT - INR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -50159 | NC      | $-365.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                | CURRENCY CONTRACT - JPY                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -438623 | NC      | $-22686.37    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                | CURRENCY CONTRACT - JPY                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -68947 | NC      | $-3290.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                | CURRENCY CONTRACT - JPY                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -48464 | NC      | $-2448.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                | CURRENCY CONTRACT - JPY                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -81074 | NC      | $-2513.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                | CURRENCY CONTRACT - JPY                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -78571 | NC      | $-3928.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                                | CURRENCY CONTRACT - JPY                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -51642 | NC      | $-1178.80     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                                                                | CURRENCY CONTRACT - KRW                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -309556 | NC      | $-9569.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                                                                | CURRENCY CONTRACT - KRW                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -47573 | NC      | $-1468.03     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                                                                | CURRENCY CONTRACT - KRW                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -76139 | NC      | $-2744.08     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                                                                | CURRENCY CONTRACT - KRW                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -101394 | NC      | $-2560.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                                                                | CURRENCY CONTRACT - KRW                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -138496 | NC      | $-1272.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                                                                | CURRENCY CONTRACT - KRW                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -92612 | NC      | $-672.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                                                                | CURRENCY CONTRACT - KRW                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -40528 | NC      | $281.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                | CURRENCY CONTRACT - MXN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -97912 | NC      | $736.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                | CURRENCY CONTRACT - MXN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -50136 | NC      | $-383.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                | CURRENCY CONTRACT - MXN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -49442 | NC      | $-492.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                | CURRENCY CONTRACT - MXN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -47203 | NC      | $-288.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                                | CURRENCY CONTRACT - MXN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -80310 | NC      | $-405.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                | CURRENCY CONTRACT - NOK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -221379 | NC      | $1484.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                | CURRENCY CONTRACT - NOK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -57507 | NC      | $364.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                | CURRENCY CONTRACT - NOK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -54799 | NC      | $-58.92       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                | CURRENCY CONTRACT - NOK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -59160 | NC      | $-262.75      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                | CURRENCY CONTRACT - NOK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -44526 | NC      | $67.19        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                                | CURRENCY CONTRACT - NOK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -45942 | NC      | $405.17       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                | CURRENCY CONTRACT - NZD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -471473 | NC      | $-18035.50    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                | CURRENCY CONTRACT - NZD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -27424 | NC      | $-759.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                | CURRENCY CONTRACT - NZD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -108843 | NC      | $-2758.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                | CURRENCY CONTRACT - NZD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -76474 | NC      | $-1641.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                | CURRENCY CONTRACT - NZD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -108887 | NC      | $-939.23      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                                | CURRENCY CONTRACT - NZD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -79285 | NC      | $-1299.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PHP                                                                | CURRENCY CONTRACT - PHP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -83639 | NC      | $-2076.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PHP                                                                | CURRENCY CONTRACT - PHP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -101532 | NC      | $-2894.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PHP                                                                | CURRENCY CONTRACT - PHP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -47153 | NC      | $-1207.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PHP                                                                | CURRENCY CONTRACT - PHP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -93020 | NC      | $-2230.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PHP                                                                | CURRENCY CONTRACT - PHP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -53145 | NC      | $-353.45      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                                                | CURRENCY CONTRACT - PLN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -308734 | NC      | $1248.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                                                | CURRENCY CONTRACT - PLN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -79129 | NC      | $431.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                                                | CURRENCY CONTRACT - PLN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -77695 | NC      | $59.73        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                                                | CURRENCY CONTRACT - PLN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -23645 | NC      | $7.78         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                                                | CURRENCY CONTRACT - PLN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -161497 | NC      | $97.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                | CURRENCY CONTRACT - SEK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -113676 | NC      | $-65.00       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                | CURRENCY CONTRACT - SEK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -70912 | NC      | $169.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                | CURRENCY CONTRACT - SEK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -92526 | NC      | $1156.27      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                | CURRENCY CONTRACT - SEK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -54286 | NC      | $-38.50       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                | CURRENCY CONTRACT - SEK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -60310 | NC      | $494.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                | CURRENCY CONTRACT - SEK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -93101 | NC      | $491.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                | CURRENCY CONTRACT - SEK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -44855 | NC      | $305.15       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                | CURRENCY CONTRACT - SEK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -53492 | NC      | $246.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                | CURRENCY CONTRACT - SEK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -58952 | NC      | $-48.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                                | CURRENCY CONTRACT - SEK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -105296 | NC      | $-618.09      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SGD                                                                | CURRENCY CONTRACT - SGD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -254626 | NC      | $-4756.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SGD                                                                | CURRENCY CONTRACT - SGD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -132687 | NC      | $-2373.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SGD                                                                | CURRENCY CONTRACT - SGD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -122384 | NC      | $-552.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SGD                                                                | CURRENCY CONTRACT - SGD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -109826 | NC      | $-331.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SGD                                                                | CURRENCY CONTRACT - SGD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -48001 | NC      | $-193.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - THB                                                                | CURRENCY CONTRACT - THB                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -469783 | NC      | $-10626.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                                | CURRENCY CONTRACT - TWD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -195289 | NC      | $-5762.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                                | CURRENCY CONTRACT - TWD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -61642 | NC      | $-1495.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                                | CURRENCY CONTRACT - TWD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -98456 | NC      | $-2235.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                                | CURRENCY CONTRACT - TWD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -104939 | NC      | $-1887.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1469210 | NC      | $34468.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1589000 | NC      | $67901.30     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2489190 | NC      | $25906.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -497270 | NC      | $11554.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -146410 | NC      | $2737.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -16500 | NC      | $329.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1975000 | NC      | $51964.60     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -364250 | NC      | $2177.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1271750 | NC      | $53186.83     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -4245490 | NC      | $2020.75      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -119453000 | NC      | $-3082.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1111000 | NC      | $-557.57      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -206000 | NC      | $4622.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        | -2085268470 | NC      | $753.96       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -63000 | NC      | $836.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -194000 | NC      | $2191.61      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        | -1282779500 | NC      | $939.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -194000 | NC      | $4611.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -30000 | NC      | $915.68       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -40000 | NC      | $1059.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -440000 | NC      | $1.10         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -11120000 | NC      | $3903.48      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -105000 | NC      | $1357.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        | -1010224000 | NC      | $717.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -30000 | NC      | $1548.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -20000 | NC      | $297.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -310000 | NC      | $10407.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        | -1035303313 | NC      | $186.57       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -180000 | NC      | $2493.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -96000 | NC      | $1486.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -6705000 | NC      | $367.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -129000 | NC      | $2290.82      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1501000 | NC      | $-420.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -142000 | NC      | $1802.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -172500 | NC      | $6390.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -90685000 | NC      | $-1451.33     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -17276000 | NC      | $-250.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -158500 | NC      | $1093.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1472000 | NC      | $722.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -197000 | NC      | $2155.73      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -173383 | NC      | $1109.68      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -167000 | NC      | $2187.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -90117 | NC      | $608.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -223000 | NC      | $5990.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -786048690 | NC      | $-428.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1692000 | NC      | $198.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -31647 | NC      | $-24.39       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -173853 | NC      | $-90.89       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -115000 | NC      | $1994.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -453590 | NC      | $3611.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -429135000 | NC      | $-1238.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -168000 | NC      | $1703.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -46408000 | NC      | $672.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -1000 | NC      | $24.41        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -149000 | NC      | $1799.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -89000 | NC      | $503.58       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1537000 | NC      | $183.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -1000 | NC      | $15.13        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -103000 | NC      | $530.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -288000 | NC      | $2506.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -3250000 | NC      | $-1007.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -66000 | NC      | $276.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -10230000 | NC      | $669.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -192000 | NC      | $757.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -130000 | NC      | $2787.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -133500 | NC      | $3612.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -14068000 | NC      | $753.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -5561000 | NC      | $780.45       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -170389000 | NC      | $265.24       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -126400 | NC      | $-499.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -4179000 | NC      | $69.64        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -104000 | NC      | $732.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -823000 | NC      | $215.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2404000 | NC      | $-971.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -72000 | NC      | $230.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -358943790 | NC      | $1777.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -565000 | NC      | $-2655.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -330092000 | NC      | $-2116.55     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -201000 | NC      | $-721.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -282000 | NC      | $-736.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2939000 | NC      | $124.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -993000 | NC      | $-385.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -165000 | NC      | $2207.62      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -50000 | NC      | $1449.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -114000 | NC      | $92.47        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -6328000 | NC      | $982.09       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -220290700 | NC      | $768.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -143000 | NC      | $1991.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -214000 | NC      | $-260.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -10000 | NC      | $-1.04        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -218000 | NC      | $593.46       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -942000 | NC      | $455.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -3865000 | NC      | $219.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1337000 | NC      | $-578.24      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -327000 | NC      | $265.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -916000 | NC      | $-350.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -108000 | NC      | $246.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -15000 | NC      | $107.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -92000 | NC      | $147.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -238000 | NC      | $355.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -3910000 | NC      | $-291.46      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -135000 | NC      | $589.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -5059000 | NC      | $379.29       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -260000 | NC      | $1615.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -7597000 | NC      | $594.41       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2442000 | NC      | $570.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -222000 | NC      | $1209.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -45000 | NC      | $543.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -110150000 | NC      | $471.81       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1172000 | NC      | $455.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -83000 | NC      | $299.90       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -102500 | NC      | $209.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -217000 | NC      | $596.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                                | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -39152000 | NC      | $-211.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ZAR                                                                | CURRENCY CONTRACT - ZAR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -652695 | NC      | $8358.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ZAR                                                                | CURRENCY CONTRACT - ZAR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -63298 | NC      | $1030.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD SOLSTICE ADV MATERIAL                                                              | CFD SOLSTICE ADV MATERIAL                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         435 | NC      | $19605.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Montreal Exchange                                                                      | Ten-Year Government of Canada Bond Futures,Dec-2025,Composite                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |          -4 | NC      | $-350105.17   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                 | US T-NOTE 10YR                                                                                                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -60 | NC      | $-6760312.50  | -2.90%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                 | US T-BOND 30YR                                                                                                                                         | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -16 | NC      | $-1877000.00  | -0.81%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                 | US T-NOTE ULTRA 10Y                                                                                                                                    | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          42 | NC      | $4850343.75   | 2.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                 | US T-BOND ULTRA                                                                                                                                        | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          -5 | NC      | $-606406.25   | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                 | US T-NOTE 5YR                                                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          53 | NC      | $5788179.69   | 2.48%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                                                     | Long Gilt Future - ICEU - Dec25                                                                                                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |           6 | NC      | $737931.66    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                                 | US T-NOTE 2YR                                                                                                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         162 | NC      | $33735234.36  | 14.47%            |  |  |  | No            |                  1 | On Loan: No      |
| Eurex                                                                                  | FGBL Dec 2025                                                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          -7 | NC      | $-1043989.73  | -0.45%            |  |  |  | No            |                  1 | On Loan: No      |
| Sydney Futures Exchange                                                                | ASX 10 Year Treasury Bond Futures                                                                                                                      | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | AU        |          23 | NC      | $1709743.13   | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| OPT. SUPER M C 49 16/1/26                                                              | OPT. SUPER M C 49 16/1/26                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         -18 | NC      | $-15804.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| OPT. AKERO P 47.5 20/2/26                                                              | OPT. AKERO P 47.5 20/2/26                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          68 | NC      | $1190.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPT. AKERO P 52.5 20/2/26                                                              | OPT. AKERO P 52.5 20/2/26                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          68 | NC      | $1700.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPT. AKERO T P 50 16/1/26                                                              | OPT. AKERO T P 50 16/1/26                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          60 | NC      | $1050.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPT. AVIDITY P 60 16/1/26                                                              | OPT. AVIDITY P 60 16/1/26                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          27 | NC      | $810.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPT. AVIDITY P 65 16/1/26                                                              | OPT. AVIDITY P 65 16/1/26                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          15 | NC      | $750.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPT. HILLENB P 25 16/1/26                                                              | OPT. HILLENB P 25 16/1/26                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |           1 | NC      | $12.50        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPT. HILLENB P 25 17/4/26                                                              | OPT. HILLENB P 25 17/4/26                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          54 | NC      | $1620.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPT. HILLENB P 30 16/1/26                                                              | OPT. HILLENB P 30 16/1/26                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          47 | NC      | $1175.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPT. HOLOG P 72.5 20/3/26                                                              | OPT. HOLOG P 72.5 20/3/26                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          50 | NC      | $2625.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPT. MERUS N P 65 20/3/26                                                              | OPT. MERUS N P 65 20/3/26                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          78 | NC      | $4485.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPT. METSER P 45 21/11/25                                                              | OPT. METSER P 45 21/11/25                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          15 | NC      | $75.00        | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPT. METSERA P 45 20/2/26                                                              | OPT. METSERA P 45 20/2/26                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          69 | NC      | $1035.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPT. METSERA P 50 20/2/26                                                              | OPT. METSERA P 50 20/2/26                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          69 | NC      | $4140.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPT. STAAR C 30 21/11/25                                                               | OPT. STAAR C 30 21/11/25                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          33 | NC      | $1320.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPT. STAAR P 25 21/11/25                                                               | OPT. STAAR P 25 21/11/25                                                                                                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          14 | NC      | $1750.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPT. SYNOVU P 50 21/11/25                                                              | OPT. SYNOVU P 50 21/11/25                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         139 | NC      | $83400.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| OPT. TECK RE C 47 16/1/26                                                              | OPT. TECK RE C 47 16/1/26                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -182 | NC      | $-27300.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| OPT. TECK RE P 35 16/1/26                                                              | OPT. TECK RE P 35 16/1/26                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         182 | NC      | $10010.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GAMESTOP CORP                                                                          | GAMESTOP CORP                                                                                                                                          | CUSIP: 000000000<br>LEI: 549300505KLOET039L77 | N/A              | DE               | CORP              | US        |        1410 | NC      | $4230.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GAMESTOP CORP                                                                          | GAMESTOP CORP                                                                                                                                          | CUSIP: 000000000<br>LEI: 549300505KLOET039L77 | N/A              | DE               | CORP              | US        |       -1027 | NC      | $-3081.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| OPT. APPLIE C 29 19/12/25                                                              | OPT. APPLIE C 29 19/12/25                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         -13 | NC      | $-11960.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| OPT. BIS N C 130 19/12/25                                                              | OPT. BIS N C 130 19/12/25                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          -2 | NC      | $-4180.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| OPT. SOLA C 37.5 19/12/25                                                              | OPT. SOLA C 37.5 19/12/25                                                                                                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         -10 | NC      | $-4360.00     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CDS_IX_CCP CDX.NA.HY.43 5% 20291220                                                    | CDS_IX_CCP CDX.NA.HY.43 5% 20291220                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | XX        |     1290000 | OU      | $94954.32     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CDS_IX_CCP CDX.NA.HY.45 5% 20301220                                                    | CDS_IX_CCP CDX.NA.HY.45 5% 20301220                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | XX        |     3827500 | OU      | $280408.77    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-11-28

**Name of Applicant:** Morningstar Funds Trust

**Signature:** D. Scott Schilling

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

**Title:** Chief Compliance Officer