# EDGAR Filing Document

**Accession Number:** 0001707770
**File Stem:** 0001707770-25-000022
**Filing Date:** 2025-6
**Character Count:** 753471
**Document Hash:** e13461070019929c2493df6ba1ed3780
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001707770-25-000022.hdr.sgml**: 20250625

**ACCESSION NUMBER**: 0001707770-25-000022

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250625

**DATE AS OF CHANGE**: 20250625

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** T. Rowe Price Multi-Strategy Total Return Fund, Inc.
- **CENTRAL INDEX KEY:** 0001707770

**ORGANIZATION NAME:**
- **EIN:** 821995650
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23261
- **FILM NUMBER:** 251072513

**BUSINESS ADDRESS:**
- **STREET 1:** 1307 POINT STREET
- **CITY:** BALTIMORE
- **STATE:** MD
- **ZIP:** 21231
- **BUSINESS PHONE:** 410-345-2000

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

## Series and Classes Contracts Data

### T. Rowe Price Multi-Strategy Total Return Fund (Series ID: S000058608)

| Class ID   | Class Name                                             | Ticker Symbol   |
|:---|:---|:---|
| C000192517 | T. Rowe Price Multi-Strategy Total Return Fund         | TMSRX           |
| C000192519 | T. Rowe Price Multi-Strategy Total Return Fund-I Class | TMSSX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND, INC.

- **b. Investment Company Act file number:** 811-23261

- **c. CIK number of Registrant:** 0001707770

- **d. LEI of Registrant:** 5493003IUKLD53D0ET20

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

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

  - **City:** Baltimore

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 21231

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

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

- **a. Name of Series:** T. Rowe Price Multi-Strategy Total Return Fund

- **b. EDGAR series identifier (if any):** S000058608

- **c. LEI of Series:** 549300KYJ7NTF2T39559

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

- **a. Date of fiscal year-end:** 2025-10-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $327942050.54

**Total Liabilities:** $21301795.18

**Net Assets:** $306640255.36

**Cash Not Reported:** $8563533.35

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -81.487464 | **1-Year:** -1072.728959 | **5-Year:** -4064.894525 | **10-Year:** -3040.979317 | **30-Year:** -1428.114741

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

- **3-Month:** -424.586732 | **1-Year:** -5440.081009 | **5-Year:** -3837.045236 | **10-Year:** -4154.059470 | **30-Year:** -925.277214

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000192517 | 0.11%                | -0.32%               | -0.87%               |
| Class ID C000192519 | 0.22%                | -0.33%               | -0.88%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $1166114.06              | $-1818672.44                               |
| Month 2  | $241284.97               | $-3227201.94                               |
| Month 3  | $-1174320.04             | $2060865.85                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| AES Andes SA                                                                    | AES ANDES SA                                                                    | CUSIP: 00111VAC1<br>LEI: 549300IF4IFG0FS0RM26 | Long             | DBT              | CORP              | CL        |     490000 | PA      | $500289.51    | 0.16%             | 2055-06-10      | Variable      | 8.15%                 | No            | 2                  | On Loan: No      |
| AMSR 2020-SFR2 Trust                                                            | AMSR 2020-SFR2 TRUST                                                            | CUSIP: 00178UAH2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     335000 | PA      | $332726.39    | 0.11%             | 2037-07-17      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| AMSR 2020-SFR2 Trust                                                            | AMSR 2020-SFR2 TRUST                                                            | CUSIP: 00178UAK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     145000 | PA      | $143871.91    | 0.05%             | 2037-07-17      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                       | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     150000 | PA      | $141509.25    | 0.05%             | 2028-10-29      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                       | AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST                       | CUSIP: 00774MBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     150000 | PA      | $158435.40    | 0.05%             | 2030-09-30      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| Advanced Micro Devices Inc                                                      | ADVANCED MICRO DEVICES INC                                                      | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |       1680 | NS      | $163548.00    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Africell Holding Ltd                                                            | AFRICELL HOLDING LTD                                                            | CUSIP: 00833NAA0<br>LEI: 984500JFB7AFK4B6C829 | Long             | DBT              | CORP              | JE        |     575000 | PA      | $541472.80    | 0.18%             | 2029-10-23      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| Airbnb Inc                                                                      | AIRBNB INC                                                                      | CUSIP: 009066AB7<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |    1505000 | PA      | $1442969.92   | 0.47%             | 2026-03-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                                                     | USD/COP FWD 20250606 ROYCGB2L                                                   | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |          1 | NC      | $5912.23      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Alen 2021-ACEN Mortgage Trust                                                   | ALEN 2021-ACEN MORTGAGE TRUST                                                   | CUSIP: 01449NAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      75000 | PA      | $71062.49     | 0.02%             | 2034-04-15      | Floating      | 5.59%                 | No            | 2                  | On Loan: No      |
| Alliant Holdings Intermediate LLC / Alliant Holdings Co-Issuer                  | ALLIANT HOLDINGS INTERMEDIATE LLC / ALLIANT HOLDINGS CO-ISSUER                  | CUSIP: 01883LAH6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      35000 | PA      | $35262.50     | 0.01%             | 2032-10-01      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Allied Universal Holdco LLC / Allied Universal Finance Corp                     | ALLIED UNIVERSAL HOLDCO LLC / ALLIED UNIVERSAL FINANCE CORP                     | CUSIP: 019576AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $401000.00    | 0.13%             | 2027-07-15      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| Ally Financial Inc                                                              | ALLY FINANCIAL INC                                                              | CUSIP: 02005NBU3<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      70000 | PA      | $72219.98     | 0.02%             | 2030-01-03      | Variable      | 6.85%                 | No            | 2                  | On Loan: No      |
| Alphabet Inc                                                                    | ALPHABET INC                                                                    | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       2604 | NS      | $413515.20    | 0.13%             |  |  |  | No            | 1                  | On Loan: No      |
| Amazon.com Inc                                                                  | AMAZON.COM INC                                                                  | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |       6070 | NS      | $1119429.40   | 0.37%             |  |  |  | No            | 1                  | On Loan: No      |
| American Airlines Group Inc                                                     | AMERICAN AIRLINES GROUP INC                                                     | CUSIP: 023771S66<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $202019.60    | 0.07%             | 2026-02-15      | Fixed         | 10.75%                | No            | 2                  | On Loan: No      |
| American Airlines Group Inc                                                     | AMERICAN AIRLINES GROUP INC                                                     | CUSIP: 023771S82<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1010098.00   | 0.33%             | 2026-02-15      | Fixed         | 10.75%                | No            | 2                  | On Loan: No      |
| American Electric Power Co Inc                                                  | AMERICAN ELECTRIC POWER CO INC                                                  | CUSIP: 02557TAD1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |      52000 | PA      | $52147.84     | 0.02%             | 2025-08-15      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| American Express Co                                                             | AMERICAN EXPRESS CO                                                             | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      80000 | PA      | $80985.60     | 0.03%             | 2028-02-16      | Variable      | 5.10%                 | No            | 2                  | On Loan: No      |
| Analog Devices Inc                                                              | ANALOG DEVICES INC                                                              | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |       1148 | NS      | $223768.16    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| ANSYS Inc                                                                       | ANSYS INC                                                                       | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Long             | EC               | CORP              | US        |       2010 | NS      | $646978.80    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| Apple Inc                                                                       | APPLE INC                                                                       | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |       3712 | NS      | $788800.00    | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Applebee s Funding LLC / IHOP Funding LLC                                       | APPLEBEE'S FUNDING LLC / IHOP FUNDING LLC                                       | CUSIP: 03789XAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      84150 | PA      | $82626.31     | 0.03%             | 2049-06-05      | Fixed         | 4.72%                 | No            | 2                  | On Loan: No      |
| Applebee s Funding LLC / IHOP Funding LLC                                       | APPLEBEE'S FUNDING LLC / IHOP FUNDING LLC                                       | CUSIP: 03789XAF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      60000 | PA      | $61751.39     | 0.02%             | 2053-03-05      | Fixed         | 7.82%                 | No            | 2                  | On Loan: No      |
| AppLovin Corp                                                                   | APPLOVIN CORP                                                                   | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |        146 | NS      | $39319.26     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Egypt Government International Bond                                             | EGYPT GOVERNMENT INTERNATIONAL BOND                                             | CUSIP: 03846JAG5<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     200000 | PA      | $183732.00    | 0.06%             | 2033-02-04      | Fixed         | 9.45%                 | No            | 2                  | On Loan: No      |
| Egypt Government International Bond                                             | EGYPT GOVERNMENT INTERNATIONAL BOND                                             | CUSIP: 03846JAH3<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     610000 | PA      | $582815.35    | 0.19%             | 2030-02-04      | Fixed         | 8.62%                 | No            | 2                  | On Loan: No      |
| Ares Management Corp                                                            | ARES MANAGEMENT CORP                                                            | CUSIP: 03990B309<br>LEI: 529900JUV61FH7B8VW38 | Long             | EP               | CORP              | US        |       1677 | NS      | $82793.49     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Argentine Republic Government International Bond                                | ARGENTINE REPUBLIC GOVERNMENT INTERNATIONAL BOND                                | CUSIP: 040114HT0<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     230000 | PA      | $153958.28    | 0.05%             | 2035-07-09      | Variable      | 4.12%                 | No            | 2                  | On Loan: No      |
| Argentine Republic Government International Bond                                | ARGENTINE REPUBLIC GOVERNMENT INTERNATIONAL BOND                                | CUSIP: 040114HU7<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     465000 | PA      | $324912.63    | 0.11%             | 2038-01-09      | Variable      | 5.00%                 | No            | 2                  | On Loan: No      |
| Argentine Republic Government International Bond                                | ARGENTINE REPUBLIC GOVERNMENT INTERNATIONAL BOND                                | CUSIP: 040114HV5<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |     550000 | PA      | $333308.05    | 0.11%             | 2041-07-09      | Variable      | 3.50%                 | No            | 2                  | On Loan: No      |
| Argentine Republic Government International Bond                                | ARGENTINE REPUBLIC GOVERNMENT INTERNATIONAL BOND                                | CUSIP: 040114HW3<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |      34205 | PA      | $22332.15     | 0.01%             | 2046-07-09      | Variable      | 4.12%                 | No            | 2                  | On Loan: No      |
| Standard Chartered PLC                                                          | STANDARD CHARTERED PLC                                                          | CUSIP: 000000000<br>LEI: U4LOSYZ7YG4W3S5F2G91 | Long             | EC               | CORP              | GB        |      20500 | NS      | $295266.68    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| AssuredPartners Inc                                                             | ASSUREDPARTNERS INC                                                             | CUSIP: 04624VAB5<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | DBT              | CORP              | US        |     800000 | PA      | $796000.00    | 0.26%             | 2029-01-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| At Home Group Inc                                                               | AT HOME GROUP INC                                                               | CUSIP: 04650YAA8<br>LEI: 549300LGPR0P05O30I24 | Long             | DBT              | CORP              | US        |     240000 | PA      | $62400.00     | 0.02%             | 2028-07-15      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Auxilior Term Funding 2023-1 LLC                                                | AUXILIOR TERM FUNDING 2023-1 LLC                                                | CUSIP: 05335JAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     230000 | PA      | $240818.35    | 0.08%             | 2032-12-15      | Fixed         | 10.97%                | No            | 2                  | On Loan: No      |
| AvalonBay Communities Inc                                                       | AVALONBAY COMMUNITIES INC                                                       | CUSIP: 053484101<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | EC               | CORP              | US        |        940 | NS      | $197381.20    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                        | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                                        | CUSIP: 05377RKG8<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $100279.13    | 0.03%             | 2027-10-20      | Fixed         | 7.26%                 | No            | 2                  | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                        | AVIS BUDGET RENTAL CAR FUNDING AESOP LLC                                        | CUSIP: 05377RKH6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |     100000 | PA      | $100416.87    | 0.03%             | 2028-02-20      | Fixed         | 7.32%                 | No            | 2                  | On Loan: No      |
| Avolon Holdings Funding Ltd                                                     | AVOLON HOLDINGS FUNDING LTD                                                     | CUSIP: 05401AAS0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |      90000 | PA      | $92693.88     | 0.03%             | 2028-05-04      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Axon Enterprise Inc                                                             | AXON ENTERPRISE INC                                                             | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |      55000 | PA      | $55893.75     | 0.02%             | 2030-03-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| Axon Enterprise Inc                                                             | AXON ENTERPRISE INC                                                             | CUSIP: 05464CAD3<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |      40000 | PA      | $40700.00     | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Axian Telecom                                                                   | AXIAN TELECOM                                                                   | CUSIP: 05466AAA1<br>LEI: 984500C6FIA50FZSE337 | Long             | DBT              | CORP              | MU        |     230000 | PA      | $228790.67    | 0.07%             | 2027-02-16      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| BBCMS 2019-BWAY Mortgage Trust                                                  | BBCMS 2019-BWAY MORTGAGE TRUST                                                  | CUSIP: 05492NAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     130000 | PA      | $646.06       | 0.00%             | 2034-11-15      | Floating      | 7.29%                 | No            | 2                  | On Loan: No      |
| Bicara Therapeutics Inc                                                         | BICARA THERAPEUTICS INC                                                         | CUSIP: 055477103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       2206 | NS      | $31700.22     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| BBCMS Trust 2015-SRCH                                                           | BBCMS TRUST 2015-SRCH                                                           | CUSIP: 05547HAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $92893.18     | 0.03%             | 2035-08-10      | Variable      | 5.12%                 | No            | 2                  | On Loan: No      |
| BSREP Commercial Mortgage Trust 2021-DC                                         | BSREP 2021-DC C                                                                 | CUSIP: 05591UAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      38345 | PA      | $31634.96     | 0.01%             | 2038-08-15      | Floating      | 5.99%                 | No            | 2                  | On Loan: No      |
| BRC Inc                                                                         | BRC INC                                                                         | CUSIP: 05601U105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        801 | NS      | $1826.28      | 0.00%             |  |  |  | No            | 1                  | On Loan: —       |
| BX Trust 2021-VIEW                                                              | BX TRUST 2021-VIEW                                                              | CUSIP: 05606GAQ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     160000 | PA      | $150715.94    | 0.05%             | 2036-06-15      | Floating      | 8.37%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | USD/JPY FWD 20250502 CHASGB2L                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $89252.72     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                              | ILS/USD FWD 20250506 CIBCCATT                                                   | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              | CORP              | IL        |          1 | NC      | $-19353.52    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Bank of America Corp                                                            | BANK OF AMERICA CORP                                                            | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |       4625 | NS      | $184445.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Bayview Opportunity Master Fund VII 2024-CAR1 LLC                               | BAYVIEW OPPORTUNITY MASTER FUND VII 2024-CAR1 LLC                               | CUSIP: 07336QAD4<br>LEI: 254900S53K9VTUR1UX42 | Long             | ABS-O            | CORP              | US        |     149050 | PA      | $149438.88    | 0.05%             | 2031-12-26      | Floating      | 6.40%                 | No            | 2                  | On Loan: No      |
| BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX    | BBVA MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO BBVA MEXICO/TX    | CUSIP: 07336UAB9<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |     455000 | PA      | $464041.31    | 0.15%             | 2039-01-08      | Variable      | 8.12%                 | No            | 2                  | On Loan: No      |
| N/A                                                                             | BAYVIEW FINANCING TRUST 2024-2F A                                               | CUSIP: 07336XAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      89540 | PA      | $89539.60     | 0.03%             | 2029-11-01      | Variable      | 7.08%                 | Yes           | 3                  | On Loan: No      |
| Benteler International AG                                                       | BENTELER INTERNATIONAL AG                                                       | CUSIP: 08263DAA4<br>LEI: 529900ZAFSOBVFCKF263 | Long             | DBT              | CORP              | AT        |     295000 | PA      | $301079.36    | 0.10%             | 2028-05-15      | Fixed         | 10.50%                | No            | 2                  | On Loan: No      |
| Blackbird Capital Aircraft Lease Securitization Ltd 2016-1                      | BLACKBIRD CAPITAL AIRCRAFT LEASE SECURITIZATION LTD 2016-1                      | CUSIP: 09228YAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |     151778 | PA      | $151518.38    | 0.05%             | 2041-12-16      | Variable      | 4.21%                 | No            | 2                  | On Loan: No      |
| BlackLine Inc                                                                   | BLACKLINE INC                                                                   | CUSIP: 09239BAD1<br>LEI: 529900P9N7PK9LV5EK56 | Long             | DBT              | CORP              | US        |     300000 | PA      | $289854.90    | 0.09%             | 2026-03-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Blue Owl Asset Leasing Trust 2024-1 LLC                                         | BLUE OWL ASSET LEASING TRUST 2024-1 LLC                                         | CUSIP: 095921AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     250000 | PA      | $254059.30    | 0.08%             | 2031-12-15      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO/THE                                                                   | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |       3010 | NS      | $551552.40    | 0.18%             |  |  |  | No            | 1                  | On Loan: No      |
| Boeing Co/The                                                                   | BOEING CO/THE                                                                   | CUSIP: 097023204<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EP               | CORP              | US        |       1855 | NS      | $113859.90    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                                                     | IDR/USD FWD 20250505 ROYCGB2L                                                   | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | ID        |          1 | NC      | $-24849.39    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | TRS/SE/ESSITYB/STIB1M/19000102/103289363CA_C/UBSWGB2LXXX                        | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | SE        |          1 | NC      | $5816.33      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                                          | TRS/JP/5233/TONACOMPOUND/19000102/103302279CA_C/UBSWGB2LXXX                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               | CORP              | JP        |          1 | NC      | $46663.63     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/IT/TEN/ESTRCOMPOUND/19000102/103382431CA_C/GSILGB2XXXX                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | LU        |          1 | NC      | $6252.23      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/GB/BARC/SONIACOMPOUND/19000102/103382435CA_C/GSILGB2XXXX                    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | GB        |          1 | NC      | $17769.77     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/FR/CS/ESTRCOMPOUND/19000102/103382455CA_C/GSILGB2XXXX                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | FR        |          1 | NC      | $20877.40     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/NL/HEIA/ESTRCOMPOUND/19000102/103382471CA_C/GSILGB2XXXX                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | NL        |          1 | NC      | $10244.45     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | TRS/BR/RENT3/SOFRCOMPOUND/19000102/103737445_C/BOFAXXXX                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | BR        |          1 | NC      | $18255.14     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/GB/DGE/SONIACOMPOUND/19000102/103767834CA_C/CITIUS33XXX                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-18566.58    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & CO LLC                                                         | TRS/JP/4091/TONACOMPOUND/19000102/103871379CA_C/MSLNGB2XXXX                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $1713.30      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/IT/UCG/ESTRCOMPOUND/19000102/103871381CA_C/MSLNGB2XXXX                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | IT        |          1 | NC      | $13239.40     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/PT/GALP/ESTRCOMPOUND/19000102/103871423CA_C/MSLNGB2XXXX                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | PT        |          1 | NC      | $8768.19      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/DE/FME/ESTRCOMPOUND/19000102/103871448CA_C/MSLNGB2XXXX                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | DE        |          1 | NC      | $276.54       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/JP/7202/TONACOMPOUND/19000102/103871462CA_C/MSLNGB2XXXX                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-26930.01    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/JP/7741/TONACOMPOUND/19000102/103871483CA_C/MSLNGB2XXXX                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-27693.89    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/JP/8058/TONACOMPOUND/19000102/103871532CA_C/MSLNGB2XXXX                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-29346.37    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                                          | TRS/JP/6861/TONACOMPOUND/19000102/104226356CA_C/UBSWGB2LXXX                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               | CORP              | JP        |          1 | NC      | $44338.76     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/CH/CFR/19000102/104368493CA_C/CHASGB2LXXX                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | CH        |          1 | NC      | $17885.65     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/JP/7974/TONACOMPOUND/19000102/104788007_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $53490.62     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                                          | TRS/CNSH1CNSH/600031/HICNH1M/19000102/105149833_C/UBSWGB2LXXX                   | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               | CORP              | CN        |          1 | NC      | $1626.77      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | TRS/NL/ASRNL/ESTRCOMPOUND/19000102/105212406CA_C/UBSWGB2LXXX                    | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | NL        |          1 | NC      | $34354.36     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/DE/DTE/ESTRCOMPOUND/19000102/105328119CA_C/GSILGB2XXXX                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | DE        |          1 | NC      | $-748.74      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/DE/SAP/ESTRCOMPOUND/19000102/105328194CA_C/MSLNGB2XXXX                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | DE        |          1 | NC      | $24357.30     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/FR/URW/ESTRCOMPOUND/19000102/105328197CA_C/MSLNGB2XXXX                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | N/A       |          1 | NC      | $-24144.53    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Brandywine Operating Partnership LP                                             | BRANDYWINE OPERATING PARTNERSHIP LP                                             | CUSIP: 105340AS2<br>LEI: IXBXSCONLDQ1ZI73YU71 | Long             | DBT              | CORP              | US        |     200000 | PA      | $210000.00    | 0.07%             | 2029-04-12      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/GB/STAN/SONIACOMPOUND/19000102/105555717_C/GSILGB2XXXX                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | GB        |          1 | NC      | $437.42       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/CH/ALC/19000102/105605357_C/GSILGB2XXXX                                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | CH        |          1 | NC      | $19827.71     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/DE/IFX/ESTRCOMPOUND/19000102/105605369_C/CHASGB2LXXX                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | DE        |          1 | NC      | $21725.30     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | TRS/BR/RENT3/SOFRCOMPOUND/19000102/105721115CA_C/BOFAUS6SGDS                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | BR        |          1 | NC      | $70.50        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Brazilian Government International Bond                                         | BRAZILIAN GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: 105756CF5<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     345000 | PA      | $340495.95    | 0.11%             | 2033-10-20      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Brazilian Government International Bond                                         | BRAZILIAN GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: 105756CH1<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     230000 | PA      | $225929.98    | 0.07%             | 2034-03-15      | Fixed         | 6.12%                 | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & CO LLC                                                         | TRS/KR/005930/SOFRCOMPOUND/19000102/105909187_C/MSLNGB2XXXX                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-190.58      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & CO LLC                                                         | TRS/KR/005930/SOFRCOMPOUND/19000102/105909338_C/MSLNGB2XXXX                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-1715.27     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/SE/KINVB/STIB1M/19000102/105971780_C/MSLNGB2XXXX                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | SE        |          1 | NC      | $1190.55      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/SE/KINVB/STIB1M/19000102/105982471_C/MSLNGB2XXXX                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | SE        |          1 | NC      | $2901.58      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/IT/FBK/ESTRCOMPOUND/19000102/106015285_C/CHASGB2LXXX                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | IT        |          1 | NC      | $5787.91      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/JP/8802/TONACOMPOUND/19000102/106280601_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $5861.07      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC                                                    | TRS/JP/8309/TONACOMPOUND/19000102/106461465_C/CITIUS33XXX                       | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DE               | CORP              | JP        |          1 | NC      | $46143.01     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/NO/NHY/NIBOR1M/19000102/106519523_C/MSLNGB2XXXX                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | NO        |          1 | NC      | $-2052.72     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/JP/8316/TONACOMPOUND/19000102/106623880_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-18470.51    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/JP/8802/TONACOMPOUND/19000102/106753867_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $3204.06      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/GB/STAN/SONIACOMPOUND/19000102/106764704_C/GSILGB2XXXX                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | GB        |          1 | NC      | $25878.34     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/IT/AMP/ESTRCOMPOUND/19000102/106764714_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | IT        |          1 | NC      | $-333.19      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/FI/SAMPO/ESTRCOMPOUND/19000102/106764720_C/CHASGB2LXXX                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | FI        |          1 | NC      | $24355.27     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/ES/PUIG/ESTRCOMPOUND/19000102/106868178_C/CHASGB2LXXX                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | ES        |          1 | NC      | $15464.36     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/JP/7936/TONACOMPOUND/19000102/107011429_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $29921.66     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK                                                                        | TRS/JP/7735/TONACOMPOUND/19000102/107089026_C/CITIUS33XXX                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-8987.48     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/BGNE/SOFRCOMPOUND/19000102/107217925CA_C/CITIUS33XXX                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | KY        |          1 | NC      | $28165.21     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/AMZN/SOFRCOMPOUND/19000102/107218388CA_C/CITIUS33XXX                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $23116.94     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/CL/SOFRCOMPOUND/19000102/107218684CA_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $28727.09     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/COP/SOFRCOMPOUND/19000102/107218697CA_C/CITIUS33XXX                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $49509.66     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/EQT/SOFRCOMPOUND/19000102/107218735CA_C/CITIUS33XXX                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $11485.21     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/MTD/SOFRCOMPOUND/19000102/107221231CA_C/CITIUS33XXX                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $39369.93     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/SUI/SOFRCOMPOUND/19000102/107221306CA_C/CITIUS33XXX                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $21532.59     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/SWK/SOFRCOMPOUND/19000102/107221312CA_C/CITIUS33XXX                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $17910.11     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/URI/SOFRCOMPOUND/19000102/107221343CA_C/CITIUS33XXX                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-45263.31    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/WMB/SOFRCOMPOUND/19000102/107221350CA_C/CITIUS33XXX                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $3349.19      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/AU/CBA/ADBB1M/19000102/107231043CA_C/CITIUS33XXX                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | AU        |          1 | NC      | $-60124.50    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/JP/4507/TONACOMPOUND/19000102/107268552_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-28972.82    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/CAT/SOFRCOMPOUND/19000102/107316156_C/MSLNGB2XXXX                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-3877.13     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/CA/MFC/CORRACOMPOUND/19000102/107336550CA_C/MSLNGB2XXXX                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | CA        |          1 | NC      | $-18966.67    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/CA/BMO/CORRACOMPOUND/19000102/107336554CA_C/MSLNGB2XXXX                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | CA        |          1 | NC      | $-2960.76     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | TRS/CA/FNV/CORRACOMPOUND/19000102/107336625CA_C/BOFAUS6SGDS                     | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | CA        |          1 | NC      | $4.57         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/CA/BMO/CORRACOMPOUND/19000102/107336790CA_C/GSILGB2XXXX                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | CA        |          1 | NC      | $-6645.07     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/CA/IFP/CORRACOMPOUND/19000102/107336794CA_C/GSILGB2XXXX                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | CA        |          1 | NC      | $-6581.59     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/CA/SU/CORRACOMPOUND/19000102/107336797CA_C/GSILGB2XXXX                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | CA        |          1 | NC      | $11768.27     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/CA/BAM/CORRACOMPOUND/19000102/107336799CA_C/GSILGB2XXXX                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | CA        |          1 | NC      | $-32667.46    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/AEP/SOFRCOMPOUND/19000102/107336975CA_C/GSILGB2XXXX                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-7921.22     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/A/SOFRCOMPOUND/19000102/107337153CA_C/MSLNGB2XXXX                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $12755.80     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/021ESC01/SOFRCOMPOUND/19000102/107337159CA_C/MSLNGB2XXXX                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $14071.98     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/ALL/SOFRCOMPOUND/19000102/107337166CA_C/MSLNGB2XXXX                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $4876.17      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/715ESC01/SOFRCOMPOUND/19000102/107337207CA_C/MSLNGB2XXXX                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-46.68       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/AEE/SOFRCOMPOUND/19000102/107337209CA_C/MSLNGB2XXXX                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $5.57         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/BLK/SOFRCOMPOUND/19000102/107337373CA_C/MSLNGB2XXXX                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-15288.31    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/BK/SOFRCOMPOUND/19000102/107337375CA_C/MSLNGB2XXXX                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $18354.21     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/BNZIW/SOFRCOMPOUND/19000102/107337384CA_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $23.89        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | TRS/CMG/SOFRCOMPOUND/19000102/107337454CA_C/BOFAUS6SGDS                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $7369.29      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/CSX/SOFRCOMPOUND/19000102/107337464CA_C/MSLNGB2XXXX                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $1195.45      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/CAT/SOFRCOMPOUND/19000102/107337471CA_C/MSLNGB2XXXX                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-8355.88     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/CAT/SOFRCOMPOUND/19000102/107337472CA_C/MSLNGB2XXXX                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-34058.58    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/COST/SOFRCOMPOUND/19000102/107337497CA_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-16293.28    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/CBOE/SOFRCOMPOUND/19000102/107337507CA_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $4389.25      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/DVN/SOFRCOMPOUND/19000102/107337512CA_C/GSILGB2XXXX                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $25367.31     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/FTI/SOFRCOMPOUND/19000102/107338319CA_C/GSILGB2XXXX                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | GB        |          1 | NC      | $25325.18     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/EXR/SOFRCOMPOUND/19000102/107338367CA_C/MSLNGB2XXXX                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-47227.51    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/OKE/SOFRCOMPOUND/19000102/107338672CA_C/GSILGB2XXXX                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $20235.24     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/GPCR/SOFRCOMPOUND/19000102/107339005CA_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | KY        |          1 | NC      | $9180.66      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/FITB/SOFRCOMPOUND/19000102/107339016CA_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $6727.17      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/V/SOFRCOMPOUND/19000102/107339047CA_C/GSILGB2XXXX                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $15487.76     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/IP/SOFRCOMPOUND/19000102/107339211CA_C/MSLNGB2XXXX                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-6311.04     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/IT/SOFRCOMPOUND/19000102/107339237CA_C/MSLNGB2XXXX                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-35952.06    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/INSM/SOFRCOMPOUND/19000102/107339241CA_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $1592.53      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | TRS/DOV/SOFRCOMPOUND/19000102/107339571CA_C/BOFAUS6SGDS                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $17697.93     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | TRS/ES/SOFRCOMPOUND/19000102/107339594CA_C/BOFAUS6SGDS                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $-12606.56    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | TRS/DIS/SOFRCOMPOUND/19000102/107339602CA_C/BOFAUS6SGDS                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $-14458.06    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/LIN/SOFRCOMPOUND/19000102/107339661CA_C/MSLNGB2XXXX                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | IE        |          1 | NC      | $3585.28      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/KVUE/SOFRCOMPOUND/19000102/107339681CA_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $7048.87      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/KEYS/SOFRCOMPOUND/19000102/107339692CA_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $10968.60     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | TRS/ROK/SOFRCOMPOUND/19000102/107339710CA_C/BOFAUS6SGDS                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $12806.33     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | TRS/PG/SOFRCOMPOUND/19000102/107339718CA_C/BOFAUS6SGDS                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $-17468.60    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | TRS/META/SOFRCOMPOUND/19000102/107339726CA_C/BOFAUS6SGDS                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $17877.74     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/NFLX/SOFRCOMPOUND/19000102/107339837CA_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $74240.00     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | TRS/X/SOFRCOMPOUND/19000102/107339903CA_C/BOFAUS6SGDS                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $-16797.25    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | TRS/WMB/SOFRCOMPOUND/19000102/107339962CA_C/BOFAUS6SGDS                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $-298.53      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | TRS/SAIA/SOFRCOMPOUND/19000102/107339972CA_C/BOFAUS6SGDS                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $-40116.72    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/JP/4519/TONACOMPOUND/19000102/107340514_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $110369.99    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | TRS/DE/VNA/ESTRCOMPOUND/19000102/107340528_C/UBSWGB2LXXX                        | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | DE        |          1 | NC      | $-65301.83    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/PODD/SOFRCOMPOUND/19000102/107342442CA_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $6581.05      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/PM/SOFRCOMPOUND/19000102/107342455CA_C/MSLNGB2XXXX                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $56056.49     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/ROK/SOFRCOMPOUND/19000102/107344646CA_C/MSLNGB2XXXX                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $27135.17     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/ROP/SOFRCOMPOUND/19000102/107344700CA_C/MSLNGB2XXXX                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-5570.33     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/SNA/SOFRCOMPOUND/19000102/107345210CA_C/MSLNGB2XXXX                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $60674.71     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/SJM/SOFRCOMPOUND/19000102/107345213CA_C/MSLNGB2XXXX                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $681.19       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/TSCO/SOFRCOMPOUND/19000102/107345367CA_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $2517.38      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/UNP/SOFRCOMPOUND/19000102/107347884CA_C/MSLNGB2XXXX                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $11080.01     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/VLTO/SOFRCOMPOUND/19000102/107348054CA_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-27187.99    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/WAT/SOFRCOMPOUND/19000102/107348185CA_C/MSLNGB2XXXX                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-35450.30    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/PWR/SOFRCOMPOUND/19000102/107348605CA_C/CHASGB2LXXX                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $-17842.86    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/NSC/SOFRCOMPOUND/19000102/107348629CA_C/CHASGB2LXXX                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $7135.08      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/MTCH/SOFRCOMPOUND/19000102/107348655CA_C/CHASGB2LXXX                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $-3653.18     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/CUBE/SOFRCOMPOUND/19000102/107348676CA_C/CHASGB2LXXX                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $11389.13     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/FTNT/SOFRCOMPOUND/19000102/107348708CA_C/CHASGB2LXXX                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $10954.03     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/HD/SOFRCOMPOUND/19000102/107348822CA_C/CHASGB2LXXX                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $11056.11     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/SWKS/SOFRCOMPOUND/19000102/107348841CA_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-50972.94    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/JP/6723/TONACOMPOUND/19000102/107357143_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $239.33       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/CRWD/SOFRCOMPOUND/19000102/107462300_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-94212.45    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC                                                    | TRS/JP/7735/TONACOMPOUND/19000102/107464231_C/CITIUS33XXX                       | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-4194.16     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/KHC/SOFRCOMPOUND/19000102/107505719_C/CITIUS33XXX                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-16220.88    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/NDAQ/SOFRCOMPOUND/19000102/107527357_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-69705.67    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/JP/3382/TONACOMPOUND/19000102/107584049_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $3939.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | TRS/ID/SMGR/SOFRCOMPOUND/19000102/107638787_C/UBSWGB2LXXX                       | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | US        |          1 | NC      | $462.58       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                                          | TRS/ID/SMGR/SOFRCOMPOUND/19000102/107648506_C/UBSWGB2LXXX                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               | CORP              | US        |          1 | NC      | $1143.90      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                                          | TRS/ID/SMGR/SOFRCOMPOUND/19000102/107658540_C/UBSWGB2LXXX                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               | CORP              | US        |          1 | NC      | $5475.69      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/CRWD/SOFRCOMPOUND/19000102/107668606_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-49216.99    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | TRS/ID/SMGR/SOFRCOMPOUND/19000102/107691173_C/UBSWGB2LXXX                       | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | US        |          1 | NC      | $3625.39      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | TRS/ID/SMGR/SOFRCOMPOUND/19000102/107733668_C/UBSWGB2LXXX                       | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | US        |          1 | NC      | $282.55       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                                          | TRS/ID/SMGR/SOFRCOMPOUND/19000102/107733690_C/UBSWGB2LXXX                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               | CORP              | US        |          1 | NC      | $478.53       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/CAT/SOFRCOMPOUND/19000102/107734275_C/MSLNGB2XXXX                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-3810.28     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | TRS/DK/CARLB/CIBO01M/19000102/107736902_C/BOFAUS6SGDS                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | DK        |          1 | NC      | $9723.06      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                                          | TRS/ID/SMGR/SOFRCOMPOUND/19000102/107749496_C/UBSWGB2LXXX                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               | CORP              | US        |          1 | NC      | $426.11       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/BAC/SOFRCOMPOUND/19000102/107783590_C/MSLNGB2XXXX                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $26491.80     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                                          | TRS/ID/SMGR/SOFRCOMPOUND/19000102/107791050_C/UBSWGB2LXXX                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               | CORP              | US        |          1 | NC      | $312.19       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                                          | TRS/ID/SMGR/SOFRCOMPOUND/19000102/107805676_C/UBSWGB2LXXX                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               | CORP              | US        |          1 | NC      | $581.06       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                                          | TRS/ID/SMGR/SOFRCOMPOUND/19000102/107830248_C/UBSWGB2LXXX                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               | CORP              | US        |          1 | NC      | $344.09       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                                          | TRS/ID/SMGR/SOFRCOMPOUND/19000102/107855762_C/UBSWGB2LXXX                       | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               | CORP              | US        |          1 | NC      | $107.10       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/EXAS/SOFRCOMPOUND/19000102/107900574_C/GSILGB2XXXX                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $3222.62      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/ABBV/SOFRCOMPOUND/19000102/107903205_C/MSLNGB2XXXX                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-13340.09    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/SHW/SOFRCOMPOUND/19000102/107939528_C/CITIUS33XXX                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $57258.95     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/JP/8802/TONACOMPOUND/19000102/107964793_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $23835.04     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/ABBV/SOFRCOMPOUND/19000102/108036301_C/MSLNGB2XXXX                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-17065.66    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/XOM/SOFRCOMPOUND/19000102/108051717_C/GSILGB2XXXX                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $5477.28      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/JP/4063/TONACOMPOUND/19000102/108051719_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $18567.67     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/CVX/SOFRCOMPOUND/19000102/108051721_C/GSILGB2XXXX                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $3011.19      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/JP/2229/TONACOMPOUND/19000102/108192322_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $10021.16     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/GDDY/SOFRCOMPOUND/19000102/108211707_C/MSLNGB2XXXX                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $30344.64     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/FI/SAMPO/ESTRCOMPOUND/19000102/108328615_C/CHASGB2LXXX                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | FI        |          1 | NC      | $5602.14      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/TYL/SOFRCOMPOUND/19000102/108328640_C/MSLNGB2XXXX                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $16249.76     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/JP/3549/TONACOMPOUND/19000102/108328644_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $16442.02     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/K/SOFRCOMPOUND/19000102/108370694_C/MSLNGB2XXXX                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $2120.97      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/JP/3099/TONACOMPOUND/19000102/108459767_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $15830.14     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/KEY/SOFRCOMPOUND/19000102/108459769_C/MSLNGB2XXXX                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $18591.58     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/K/SOFRCOMPOUND/19000102/108461409_C/MSLNGB2XXXX                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $2125.42      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/AT/BG/ESTRCOMPOUND/19000102/108477822_C/CHASGB2LXXX                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | AT        |          1 | NC      | $50609.97     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/PT/JMT/ESTRCOMPOUND/19000102/108526276_C/GSILGB2XXXX                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | PT        |          1 | NC      | $2743.93      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/CH/SOON/SF0001M/19000102/108553306_C/MSLNGB2XXXX                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | CH        |          1 | NC      | $3723.49      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/FTV/SOFRCOMPOUND/19000102/108704532_C/GSILGB2XXXX                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $31224.24     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/EXAS/SOFRCOMPOUND/19000102/108704586_C/GSILGB2XXXX                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $2455.51      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/EIX/SOFRCOMPOUND/19000102/108765437_C/MSLNGB2XXXX                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $20728.60     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/JP/3382/TONACOMPOUND/19000102/108787612_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $24848.52     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/BBWI/SOFRCOMPOUND/19000102/108788070_C/MSLNGB2XXXX                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $16138.66     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | TRS/CH/STMN/SSARON/19000102/108827330_C/BOFAUS6SGDS                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | CH        |          1 | NC      | $-4888.21     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/ACI/SOFRCOMPOUND/19000102/108831298_C/MSLNGB2XXXX                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $21685.05     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/NI/SOFRCOMPOUND/19000102/108850817_C/MSLNGB2XXXX                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $1128.51      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/ETR/SOFRCOMPOUND/19000102/108850819_C/MSLNGB2XXXX                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-2941.69     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/GB/RTO/SONIACOMPOUND/19000102/108862749_C/CHASGB2LXXX                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-11226.39    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/GB/RTO/SONIACOMPOUND/19000102/108864716_C/CHASGB2LXXX                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-11659.19    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/TSM/SOFRCOMPOUND/19000102/108924974_C/MSLNGB2XXXX                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | TW        |          1 | NC      | $12460.55     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/CA/IFP/CORRACOMPOUND/19000102/108934373_C/GSILGB2XXXX_C                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | CA        |          1 | NC      | $-3137.44     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/BBWI/SOFRCOMPOUND/19000102/108935343_C/MSLNGB2XXXX                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $7235.45      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/M2WD/SOFRCOMPOUND/19000102/108956719_C/GSILGB2XXXX_C                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-1141256.58  | -0.37%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/PNR/SOFRCOMPOUND/19000102/108981822_C/MSLNGB2XXXX                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | IE        |          1 | NC      | $-39775.31    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/JP/4911/TONACOMPOUND/19000102/108981826_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $1667.70      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/FR/DG/ESTRCOMPOUND/19000102/108981828_C/GSILGB2XXXX                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | FR        |          1 | NC      | $10338.85     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | TRS/BR/RENT3/SOFRCOMPOUND/19000102/109012221CA_C/BOFAUS6SGDS                    | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | BR        |          1 | NC      | $191.24       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/GB/SHEL/SONIACOMPOUND/19000102/109024778_C/MSLNGB2XXXX                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | GB        |          1 | NC      | $20951.81     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/NO/EQNR/NIBOR1M/19000102/109024782_C/MSLNGB2XXXX                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | NO        |          1 | NC      | $9808.21      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/JP/9983/TONACOMPOUND/19000102/109058445_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-3238.75     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/CMS/SOFRCOMPOUND/19000102/109147664_C/GSILGB2XXXX                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $4405.15      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/DE/BAS/ESTRCOMPOUND/19000102/109163647_C/CHASGB2LXXX                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | DE        |          1 | NC      | $14403.15     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | TRS/F/SOFRCOMPOUND/19000102/109163651_C/BOFAUS6SGDS                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $-17694.31    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/GNRC/SOFRCOMPOUND/19000102/109445950_C/MSLNGB2XXXX                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-3398.31     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/ADBE/SOFRCOMPOUND/19000102/109445952_C/MSLNGB2XXXX                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-31911.13    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/JP/7259/TONACOMPOUND/19000102/109462340_C/MSLNGB2XXXX_C                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-107234.33   | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/LRCX/SOFRCOMPOUND/19000102/109462342_C/MSLNGB2XXXX                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-10496.19    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/APH/SOFRCOMPOUND/19000102/109490509_C/GSILGB2XXXX                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $121513.70    | 0.04%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/CH/SOON/SF0001M/19000102/109492270_C/MSLNGB2XXXX                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | CH        |          1 | NC      | $3794.18      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/SQ/SOFRCOMPOUND/19000102/109506873_C/CHASGB2LXXX                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $6724.56      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/SQ/SOFRCOMPOUND/19000102/109548677_C/CHASGB2LXXX                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $4588.95      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/VLO/SOFRCOMPOUND/19000102/109570460_C/MSLNGB2XXXX                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $15605.37     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/JP/3382/TONACOMPOUND/19000102/109570476_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $20407.00     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/AU/WBC/ADBB1M/19000102/109570478_C/MSLNGB2XXXX                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | AU        |          1 | NC      | $-15410.84    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/NL/HEIA/ESTRCOMPOUND/19000102/109595462_C/GSILGB2XXXX                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | NL        |          1 | NC      | $4667.14      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/VZ/SOFRCOMPOUND/19000102/109596451_C/MSLNGB2XXXX                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-4256.35     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/IBM/SOFRCOMPOUND/19000102/109618973_C/MSLNGB2XXXX                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-1567.31     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/JP/4523/TONACOMPOUND/19000102/109677574_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-45779.91    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/LLY/SOFRCOMPOUND/19000102/109709626_C/MSLNGB2XXXX                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $24250.94     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/PT/JMT/ESTRCOMPOUND/19000102/109731364_C/GSILGB2XXXX                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | PT        |          1 | NC      | $5682.78      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/CHTR/SOFRCOMPOUND/19000102/109779320_C/GSILGB2XXXX                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $8395.47      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | TRS/TER/SOFRCOMPOUND/19000102/109809450_C/BOFAUS6SGDS                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $-41.92       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/CHTR/SOFRCOMPOUND/19000102/109809454_C/GSILGB2XXXX                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $10554.31     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/CHTR/SOFRCOMPOUND/19000102/109817718_C/GSILGB2XXXX                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $6188.66      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/CHTR/SOFRCOMPOUND/19000102/109837191_C/GSILGB2XXXX                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $8347.50      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/EXAS/SOFRCOMPOUND/19000102/109870797_C/GSILGB2XXXX                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $2671.73      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/CTRA/SOFRCOMPOUND/19000102/109918268_C/MSLNGB2XXXX                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $8488.63      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/AU/QBE/ADBB1M/19000102/109918270_C/CITIUS33XXX                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | AU        |          1 | NC      | $-24578.04    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/JP/6902/TONACOMPOUND/19000102/109918276_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $13376.21     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | TRS/FYBR/SOFRCOMPOUND/19000102/110006340_C/BOFAUS6SGDS                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $15639.34     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | TRS/SLB/SOFRCOMPOUND/19000102/110098450_C/BOFAUS6SGDS                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | CW        |          1 | NC      | $-3484.17     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | TRS/FYBR/SOFRCOMPOUND/19000102/110128679_C/BOFAUS6SGDS                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $3908.02      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/CNP/SOFRCOMPOUND/19000102/110167941_C/MSLNGB2XXXX                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-38142.63    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/NOW/SOFRCOMPOUND/19000102/110167943_C/MSLNGB2XXXX                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $34608.93     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/EXC/SOFRCOMPOUND/19000102/110244323_C/CHASGB2LXXX                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $549.87       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/M2WD/SOFRCOMPOUND/19000102/110335049_C/GSILGB2XXXX_C                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-12535.23    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/JNJ/SOFRCOMPOUND/19000102/110353180_C/MSLNGB2XXXX                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-6897.14     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/REGN/SOFRCOMPOUND/19000102/110353182_C/MSLNGB2XXXX                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $13569.74     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC                                                    | TRS/JP/6981/TONACOMPOUND/19000102/110353186_C/CITIUS33XXX_C                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-62698.04    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/GB/IMB/SONIACOMPOUND/19000102/110353190_C/GSILGB2XXXX                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | GB        |          1 | NC      | $30922.74     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/JNJ/SOFRCOMPOUND/19000102/110361080_C/MSLNGB2XXXX                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-1216.15     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/M2WD/SOFRCOMPOUND/19000102/110398600_C/GSILGB2XXXX_C                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-14463.72    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/AA/SOFRCOMPOUND/19000102/110418888_C/MSLNGB2XXXX                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $367.89       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/CA/CP/19000102/110419489_C/MSLNGB2XXXX_C                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | CA        |          1 | NC      | $-15652.45    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/JP/9022/TONACOMPOUND/19000102/110419491_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-21488.74    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/JP/9142/TONACOMPOUND/19000102/110419493_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $8221.33      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/BMY/SOFRCOMPOUND/19000102/110479413_C/GSILGB2XXXX                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-3513.03     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/CME/SOFRCOMPOUND/19000102/110479415_C/GSILGB2XXXX                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $15036.24     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/DE/P911/ESTRCOMPOUND/19000102/110479417_C/CITIUS33XXX                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | DE        |          1 | NC      | $-6388.75     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/HSY/SOFRCOMPOUND/19000102/110536850_C/CITIUS33XXX                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-2131.24     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/MX/CTAXTELA/19000102/110615061CA_C/MSLNGB2XXXX_C                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | MX        |          1 | NC      | $-1682.75     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/MDB/SOFRCOMPOUND/19000102/110628818_C/MSLNGB2XXXX                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-7713.49     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/JP/8830/TONACOMPOUND/19000102/110644109_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $2753.31      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/AA/SOFRCOMPOUND/19000102/110651925_C/MSLNGB2XXXX                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $401.67       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/LLY/SOFRCOMPOUND/19000102/110680774_C/MSLNGB2XXXX                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $13597.35     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/AU/WBC/ADBB1M/19000102/110739498_C/MSLNGB2XXXX                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | AU        |          1 | NC      | $-11675.51    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/HOLX/SOFRCOMPOUND/19000102/110820495_C/MSLNGB2XXXX                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-854.09      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/JP/8630/TONACOMPOUND/19000102/110820503_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-29157.44    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/FI/STERV/ESTRCOMPOUND/19000102/110906446_C/CITIUS33XXX                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | FI        |          1 | NC      | $26965.44     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/LLY/SOFRCOMPOUND/19000102/110906448_C/CITIUS33XXX                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $52172.05     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/BMY/SOFRCOMPOUND/19000102/110906456_C/GSILGB2XXXX                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-3682.51     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/JP/4578/TONACOMPOUND/19000102/110906458_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $4351.90      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/AMAT/SOFRCOMPOUND/19000102/110906466_C/MSLNGB2XXXX                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $7738.69      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/JP/4578/TONACOMPOUND/19000102/110926680_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $9769.58      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/VRTX/SOFRCOMPOUND/19000102/110926688_C/MSLNGB2XXXX                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $13234.60     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | TRS/JP/6861/TONACOMPOUND/19000102/110948231_C/UBSWGB2LXXX_C                     | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |          1 | NC      | $62070.46     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/SE/SCAB/STIB1M/19000102/110948239_C/CITIUS33XXX                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | SE        |          1 | NC      | $-9100.95     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/FI/STERV/ESTRCOMPOUND/19000102/110948241_C/CITIUS33XXX                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | FI        |          1 | NC      | $8655.08      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | TRS/JP/6954/TONACOMPOUND/19000102/110948245_C/UBSWGB2LXXX_C                     | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-24499.92    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | TRS/JP/6407/TONACOMPOUND/19000102/110948251_C/UBSWGB2LXXX_C                     | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |          1 | NC      | $78230.35     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | TRS/JP/6914/TONACOMPOUND/19000102/110948253_C/UBSWGB2LXXX_C                     | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |          1 | NC      | $16214.96     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | TRS/CH/SOON/SF0001M/19000102/110955490CA_C/UBSWGB2LXXX                          | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | CH        |          1 | NC      | $15676.52     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/AX/SOFRCOMPOUND/19000102/111016333_C/MSLNGB2XXXX                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-10480.76    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/JNJ/SOFRCOMPOUND/19000102/111029020_C/MSLNGB2XXXX                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-5543.72     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/HSY/SOFRCOMPOUND/19000102/111029030_C/CITIUS33XXX                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-9260.91     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                                          | TRS/JP/6861/TONACOMPOUND/19000102/111029171_C/UBSWGB2LXXX_C                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               | CORP              | JP        |          1 | NC      | $31037.13     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                                          | TRS/JP/6645/TONACOMPOUND/19000102/111029175_C/UBSWGB2LXXX_C                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-39734.17    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/MPWR/SOFRCOMPOUND/19000102/111040354_C/MSLNGB2XXXX                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $31438.46     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | TRS/FYBR/SOFRCOMPOUND/19000102/111040814_C/BOFAUS6SGDS                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $1947.95      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/CVS/SOFRCOMPOUND/19000102/111044249_C/MSLNGB2XXXX                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-15659.64    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | TRS/AU/MGR/ADBB1M/19000102/111044463_C/UBSWGB2LXXX                              | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | AU        |          1 | NC      | $62462.69     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/ES/RED/ESTRCOMPOUND/19000102/111065902CA_C/MSLNGB2XXXX                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | ES        |          1 | NC      | $-34992.05    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | TRS/FYBR/SOFRCOMPOUND/19000102/111074083_C/BOFAUS6SGDS                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $3869.92      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/EQR/SOFRCOMPOUND/19000102/111082799_C/MSLNGB2XXXX                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $5959.69      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/MNDY/SOFRCOMPOUND/19000102/111082801_C/MSLNGB2XXXX                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | IL        |          1 | NC      | $45871.80     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/JP/8113/TONACOMPOUND/19000102/111082803_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $24827.25     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/M2WD/SOFRCOMPOUND/19000102/111135355_C/GSILGB2XXXX_C                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-33404.31    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/GB/WISE/SONIACOMPOUND/19000102/111164677_C/MSLNGB2XXXX                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | GB        |          1 | NC      | $1224.72      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                                          | TRS/CNSZ1CNSZ/000338/19000102/111187614_C/UBSWGB2LXXX_C                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               | CORP              | CN        |          1 | NC      | $5506.26      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/FCX/SOFRCOMPOUND/19000102/111203502_C/MSLNGB2XXXX                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $18981.86     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/GB/WISE/SONIACOMPOUND/19000102/111203505_C/MSLNGB2XXXX                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | GB        |          1 | NC      | $1239.13      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/AU/DOW/ADBB1M/19000102/111219603_C/MSLNGB2XXXX                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | AU        |          1 | NC      | $13138.66     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/EQR/SOFRCOMPOUND/19000102/111248864_C/MSLNGB2XXXX                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $2386.36      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/EQR/SOFRCOMPOUND/19000102/111248866_C/MSLNGB2XXXX                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $3576.43      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | TRS/TRV/SOFRCOMPOUND/19000102/111282466_C/BOFAUS6SGDS                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $-26012.98    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/JP/9433/TONACOMPOUND/19000102/111282486_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $575.46       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | TRS/CA/GWO/19000102/111282488_C/BOFAUS6SGDS_C                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | CA        |          1 | NC      | $720.66       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/DE/VOW3/ESTRCOMPOUND/19000102/111282490_C/GSILGB2XXXX                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | DE        |          1 | NC      | $37931.11     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | TRS/CA/GWO/CORRACOMPOUND/19000102/111283513_C/BOFAUS6SGDS                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | CA        |          1 | NC      | $9543.05      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | TRS/CA/GWO/19000102/111294902_C/BOFAUS6SGDS_C                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | CA        |          1 | NC      | $880.99       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/JP/9433/TONACOMPOUND/19000102/111298243_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $115.09       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | TRS/TXN/SOFRCOMPOUND/19000102/111303453_C/BOFAUS6SGDS                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $16753.26     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/SE/ERICB/STIB1M/19000102/111303455_C/GSILGB2XXXX                            | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | SE        |          1 | NC      | $15719.95     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/JP/7733/TONACOMPOUND/19000102/111303500_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-43733.17    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | TRS/CA/GWO/CORRACOMPOUND/19000102/111313270_C/BOFAUS6SGDS                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | CA        |          1 | NC      | $2643.08      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/JP/9433/TONACOMPOUND/19000102/111313727_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $402.83       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/JP/9433/TONACOMPOUND/19000102/111326303_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $230.19       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/JP/9433/TONACOMPOUND/19000102/111346654_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $115.09       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Broadcom Inc                                                                    | BROADCOM INC                                                                    | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       1546 | NS      | $297558.62    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | TRS/JP/6861/TONACOMPOUND/19000102/111370410_C/UBSWGB2LXXX_C                     | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |          1 | NC      | $15871.94     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | TRS/JP/6861/TONACOMPOUND/19000102/111411617_C/UBSWGB2LXXX_C                     | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |          1 | NC      | $1294.30      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | TRS/TRV/SOFRCOMPOUND/19000102/111411627_C/BOFAUS6SGDS                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $-12929.36    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/UPS/SOFRCOMPOUND/19000102/111411633_C/MSLNGB2XXXX                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $4276.99      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | TRS/IT/RACE/ESTRCOMPOUND/19000102/111411635_C/BOFAUS6SGDS                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | NL        |          1 | NC      | $19218.64     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/DE/BEI/ESTRCOMPOUND/19000102/111431874_C/GSILGB2XXXX                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | DE        |          1 | NC      | $75329.40     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/GB/ADM/SONIACOMPOUND/19000102/111431878_C/GSILGB2XXXX                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | GB        |          1 | NC      | $23073.53     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/CA/IFP/CORRACOMPOUND/19000102/111449966_C/GSILGB2XXXX                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | CA        |          1 | NC      | $-2669.98     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/UBER/SOFRCOMPOUND/19000102/111456632_C/MSLNGB2XXXX                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-36992.26    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/SE/SCAB/STIB1M/19000102/111484710_C/CITIUS33XXX                             | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | SE        |          1 | NC      | $-7376.27     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/FI/UPM/ESTRCOMPOUND/19000102/111484712_C/GSILGB2XXXX                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | FI        |          1 | NC      | $2748.63      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/FR/BNP/ESTRCOMPOUND/19000102/111484714_C/GSILGB2XXXX                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | FR        |          1 | NC      | $57784.53     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/TGT/SOFRCOMPOUND/19000102/111484716_C/GSILGB2XXXX                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-8852.48     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/BKR/SOFRCOMPOUND/19000102/111484718_C/GSILGB2XXXX                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-15611.70    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/FI/STERV/ESTRCOMPOUND/19000102/111494988_C/CHASGB2LXXX                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | FI        |          1 | NC      | $11742.24     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/DOCU/SOFRCOMPOUND/19000102/111506792_C/MSLNGB2XXXX                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $24.58        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/THC/SOFRCOMPOUND/19000102/111506964_C/MSLNGB2XXXX                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $21.79        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/SSNC/SOFRCOMPOUND/19000102/111507455_C/GSILGB2XXXX                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-1.42        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | FI TRS USD PAY IBXXLLTR 06/20/25 GSIL_C                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |          1 | NC      | $26998.28     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | TRS/CA/GWO/CORRACOMPOUND/19000102/111566992_C/BOFAUS6SGDS                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | CA        |          1 | NC      | $5390.68      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/SPOT/SOFRCOMPOUND/19000102/111566998_C/CHASGB2LXXX                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | LU        |          1 | NC      | $17573.96     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/PTC/SOFRCOMPOUND/19000102/111567002_C/CHASGB2LXXX                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $24379.20     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/GLBE/SOFRCOMPOUND/19000102/111567006_C/CHASGB2LXXX                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | IL        |          1 | NC      | $-15397.82    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/JP/6869/TONACOMPOUND/19000102/111567033_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-18975.49    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/GLBE/SOFRCOMPOUND/19000102/111567352_C/CHASGB2LXXX                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | IL        |          1 | NC      | $-15397.82    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/DK/NOVOB/CIBO01M/19000102/111583075_C/MSLNGB2XXXX_C                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | DK        |          1 | NC      | $-8476.43     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/XYL/SOFRCOMPOUND/19000102/111631933_C/MSLNGB2XXXX                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $24854.25     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/FR/RI/ESTRCOMPOUND/19000102/111666901_C/CITIUS33XXX                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | FR        |          1 | NC      | $-53059.25    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/DE/CON/ESTRCOMPOUND/19000102/111668608_C/CHASGB2LXXX                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | DE        |          1 | NC      | $150.52       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/FR/TTE/ESTRCOMPOUND/19000102/111668609_C/GSILGB2XXXX                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | FR        |          1 | NC      | $29.55        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/DE/SIE/ESTRCOMPOUND/19000102/111668610_C/CHASGB2LXXX                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | DE        |          1 | NC      | $298.03       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/CH/ZURN/SF0001M/19000102/111668611_C/CHASGB2LXXX                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | CH        |          1 | NC      | $210.04       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/GB/STAN/SONIACOMPOUND/19000102/111668612_C/GSILGB2XXXX                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | GB        |          1 | NC      | $203.83       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                                          | TRS/JP/9433/TONACOMPOUND/19000102/111668613_C/UBSWGB2LXXX_C                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               | CORP              | JP        |          1 | NC      | $256.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/DE/MUV2/ESTRCOMPOUND/19000102/111668615_C/CHASGB2LXXX                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | DE        |          1 | NC      | $86.76        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | TRS/IT/ISP/ESTRCOMPOUND/19000102/111668616_C/UBSWGB2LXXX                        | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | IT        |          1 | NC      | $407.58       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | TRS/NL/PHIA/ESTRCOMPOUND/19000102/111668618_C/BOFAUS6SGDS                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | NL        |          1 | NC      | $113.86       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/GB/AZN/SONIACOMPOUND/19000102/111668619_C/GSILGB2XXXX                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | GB        |          1 | NC      | $193.12       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/XOM/SOFRCOMPOUND/19000102/111668620_C/CITIUS33XXX                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $227.65       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/JPM/SOFRCOMPOUND/19000102/111668621_C/CITIUS33XXX                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $758.50       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                                          | TRS/JP/4091/TONACOMPOUND/19000102/111668622_C/UBSWGB2LXXX_C                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               | CORP              | JP        |          1 | NC      | $153.40       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                                          | TRS/JP/8001/TONACOMPOUND/19000102/111668623_C/UBSWGB2LXXX_C                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               | CORP              | JP        |          1 | NC      | $726.47       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | TRS/FR/AIR/ESTRCOMPOUND/19000102/111668624_C/UBSWGB2LXXX                        | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | NL        |          1 | NC      | $135.76       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/FR/SAN/ESTRCOMPOUND/19000102/111668625_C/GSILGB2XXXX                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | FR        |          1 | NC      | $151.38       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/GB/NG//SONIACOMPOUND/19000102/111668626_C/GSILGB2XXXX                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | GB        |          1 | NC      | $96.61        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/FR/SGO/ESTRCOMPOUND/19000102/111668627_C/GSILGB2XXXX                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | FR        |          1 | NC      | $124.11       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/BAH/SOFRCOMPOUND/19000102/111668628_C/GSILGB2XXXX                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $133.04       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/SWK/SOFRCOMPOUND/19000102/111668630_C/MSLNGB2XXXX                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $32.13        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                                          | TRS/JP/3382/TONACOMPOUND/19000102/111668631_C/UBSWGB2LXXX_C                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               | CORP              | JP        |          1 | NC      | $273.46       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/CRBG/SOFRCOMPOUND/19000102/111668632_C/GSILGB2XXXX                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $142.79       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/BBWI/SOFRCOMPOUND/19000102/111668633_C/MSLNGB2XXXX                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $138.27       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/WAL/SOFRCOMPOUND/19000102/111668634_C/GSILGB2XXXX                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $105.12       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/CPAY/SOFRCOMPOUND/19000102/111668635_C/GSILGB2XXXX                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $106.98       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/SSNC/SOFRCOMPOUND/19000102/111668636_C/GSILGB2XXXX                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-49.63       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/DOCU/SOFRCOMPOUND/19000102/111668637_C/MSLNGB2XXXX                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $106.53       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/RS/SOFRCOMPOUND/19000102/111668639_C/MSLNGB2XXXX                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $87.59        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/THC/SOFRCOMPOUND/19000102/111668640_C/MSLNGB2XXXX                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $392.15       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/RNR/SOFRCOMPOUND/19000102/111668641_C/GSILGB2XXXX                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | BM        |          1 | NC      | $36.48        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | TRS/AU/NST/ADBB1M/19000102/111668642_C/UBSWGB2LXXX                              | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | AU        |          1 | NC      | $-43.81       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/FTI/SOFRCOMPOUND/19000102/111668644_C/GSILGB2XXXX                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | GB        |          1 | NC      | $230.92       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/ATMU/SOFRCOMPOUND/19000102/111668645_C/GSILGB2XXXX                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $49.44        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/MKSI/SOFRCOMPOUND/19000102/111668646_C/MSLNGB2XXXX                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $45.10        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/SEM/SOFRCOMPOUND/19000102/111668647_C/GSILGB2XXXX                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $163.96       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/APO/SOFRCOMPOUND/19000102/111668648_C/CITIUS33XXX                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $488.94       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/M2WD/SOFRCOMPOUND/19000102/111668649_C/GSILGB2XXXX_C                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-10468.98    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                                          | TRS/JP/4062/TONACOMPOUND/19000102/111668650_C/UBSWGB2LXXX_C                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               | CORP              | JP        |          1 | NC      | $412.81       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/MRVL/SOFRCOMPOUND/19000102/111668651_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $173.20       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/CA/GFL/CORRACOMPOUND/19000102/111668652_C/CITIUS33XXX                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | CA        |          1 | NC      | $358.21       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/BE/SYENS/ESTRCOMPOUND/19000102/111668653_C/CHASGB2LXXX                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | BE        |          1 | NC      | $79.24        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/SW/SOFRCOMPOUND/19000102/111668655_C/CITIUS33XXX                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | IE        |          1 | NC      | $189.39       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/FR/GLE/ESTRCOMPOUND/19000102/111668656_C/GSILGB2XXXX                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | FR        |          1 | NC      | $280.81       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/KVUE/SOFRCOMPOUND/19000102/111668657_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $421.17       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/CRM/SOFRCOMPOUND/19000102/111668658_C/CITIUS33XXX                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $263.74       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/CA/GLXY/CORRACOMPOUND/19000102/111668659_C/CITIUS33XXX                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | KY        |          1 | NC      | $685.76       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | TRS/PT/GALP/ESTRCOMPOUND/19000102/111668661_C/BOFAUS6SGDS                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | PT        |          1 | NC      | $65.42        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/DE/DTG/ESTRCOMPOUND/19000102/111668662_C/CHASGB2LXXX                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | DE        |          1 | NC      | $57.30        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/CA/FNV/CORRACOMPOUND/19000102/111668663_C/CITIUS33XXX                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | CA        |          1 | NC      | $492.28       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/CA/FFH/CORRACOMPOUND/19000102/111668664_C/CITIUS33XXX                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | CA        |          1 | NC      | $546.52       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/CA/TD/CORRACOMPOUND/19000102/111668665_C/CITIUS33XXX                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | CA        |          1 | NC      | $197.69       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | TRS/SE/BOL/STIB1M/19000102/111668667_C/BOFAUS6SGDS                              | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | SE        |          1 | NC      | $58.88        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/WMT/SOFRCOMPOUND/19000102/111668668_C/CITIUS33XXX                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $821.38       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/C/SOFRCOMPOUND/19000102/111668669_C/MSLNGB2XXXX                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $164.42       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/MU/SOFRCOMPOUND/19000102/111668670_C/CITIUS33XXX                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $369.94       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/FANG/SOFRCOMPOUND/19000102/111668671_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $161.16       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/ADBE/SOFRCOMPOUND/19000102/111668672_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $203.66       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/ALL/SOFRCOMPOUND/19000102/111668674_C/CITIUS33XXX                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $229.77       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | TRS/GB/ULVR/SONIACOMPOUND/19000102/111668676_C/UBSWGB2LXXX                      | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | GB        |          1 | NC      | $148.13       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/AZO/SOFRCOMPOUND/19000102/111668677_C/CITIUS33XXX                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $252.86       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/BRK/B/SOFRCOMPOUND/19000102/111668678_C/CITIUS33XXX                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $703.96       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/WPM/SOFRCOMPOUND/19000102/111668679_C/CITIUS33XXX                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | CA        |          1 | NC      | $484.31       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/LHX/SOFRCOMPOUND/19000102/111668680_C/CITIUS33XXX                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $298.53       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/NSC/SOFRCOMPOUND/19000102/111668681_C/CITIUS33XXX                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $222.06       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/ABBV/SOFRCOMPOUND/19000102/111668682_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $554.44       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/FUTU/SOFRCOMPOUND/19000102/111668683_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | KY        |          1 | NC      | $336.41       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/DE/SOFRCOMPOUND/19000102/111668686_C/CITIUS33XXX                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $407.45       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/TTAN/SOFRCOMPOUND/19000102/111668694_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $79.56        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/PDD/SOFRCOMPOUND/19000102/111668695_C/CITIUS33XXX                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | KY        |          1 | NC      | $214.77       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | TRS/NL/ADYEN/ESTRCOMPOUND/19000102/111668696_C/UBSWGB2LXXX                      | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | NL        |          1 | NC      | $608.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/DE/SAP/ESTRCOMPOUND/19000102/111668697_C/CHASGB2LXXX                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | DE        |          1 | NC      | $1014.57      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/ADI/SOFRCOMPOUND/19000102/111668698_C/CITIUS33XXX                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $764.74       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/CIEN/SOFRCOMPOUND/19000102/111668699_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $570.48       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/CGNX/SOFRCOMPOUND/19000102/111668700_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $328.60       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | TRS/NL/ASML/ESTRCOMPOUND/19000102/111668701_C/UBSWGB2LXXX                       | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | NL        |          1 | NC      | $147.08       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/ZS/SOFRCOMPOUND/19000102/111668702_C/CITIUS33XXX                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $728.86       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/CDNS/SOFRCOMPOUND/19000102/111668704_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $719.34       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/KR/000660/SOFRCOMPOUND/19000102/111668705_C/CITIUS33XXX                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | KR        |          1 | NC      | $255.23       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/FTV/SOFRCOMPOUND/19000102/111668706_C/CITIUS33XXX                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $242.18       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/ENTG/SOFRCOMPOUND/19000102/111668708_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $724.87       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/NXPI/SOFRCOMPOUND/19000102/111668709_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | NL        |          1 | NC      | $667.53       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/IOT/SOFRCOMPOUND/19000102/111668710_C/CITIUS33XXX                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $242.82       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | TRS/GB/WISE/SONIACOMPOUND/19000102/111668711_C/UBSWGB2LXXX                      | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | GB        |          1 | NC      | $182.62       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/MELI/SOFRCOMPOUND/19000102/111668712_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $499.18       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/XYZ/SOFRCOMPOUND/19000102/111668713_C/CITIUS33XXX                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $212.53       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/WDAY/SOFRCOMPOUND/19000102/111668715_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $372.77       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/HUBS/SOFRCOMPOUND/19000102/111668716_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $983.57       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/APP/SOFRCOMPOUND/19000102/111668719_C/CITIUS33XXX                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $299.82       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                                          | TRS/HK/700/HIHD01M/19000102/111668720_C/UBSWGB2LXXX_C                           | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               | CORP              | HK        |          1 | NC      | $460.95       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/HOOD/SOFRCOMPOUND/19000102/111668721_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $801.14       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | TRS/NL/BESI/ESTRCOMPOUND/19000102/111668722_C/BOFAUS6SGDS                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | NL        |          1 | NC      | $-44.29       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/GLOB/SOFRCOMPOUND/19000102/111668723_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | LU        |          1 | NC      | $341.76       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/NU/SOFRCOMPOUND/19000102/111668724_C/CITIUS33XXX                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | KY        |          1 | NC      | $464.06       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/DE/IFX/ESTRCOMPOUND/19000102/111668725_C/CHASGB2LXXX                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | DE        |          1 | NC      | $311.94       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | TRS/NL/ASM/ESTRCOMPOUND/19000102/111668727_C/UBSWGB2LXXX                        | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | NL        |          1 | NC      | $442.99       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/AVGO/SOFRCOMPOUND/19000102/111668801_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $251.75       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/AVGO/SOFRCOMPOUND/19000102/111668802_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $2877.16      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/TMUS/SOFRCOMPOUND/19000102/111668804_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-1.91        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/TSM/SOFRCOMPOUND/19000102/111668806_C/CITIUS33XXX                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | TW        |          1 | NC      | $373.34       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/AMD/SOFRCOMPOUND/19000102/111668809_C/CITIUS33XXX                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $1493.23      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/GLW/SOFRCOMPOUND/19000102/111668810_C/CITIUS33XXX                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $264.19       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/FI/SOFRCOMPOUND/19000102/111668812_C/CITIUS33XXX                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-220.70      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/GE/SOFRCOMPOUND/19000102/111668814_C/CITIUS33XXX                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $506.46       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/LSCC/SOFRCOMPOUND/19000102/111668818_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $867.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/MSFT/SOFRCOMPOUND/19000102/111668819_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $396.20       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/MSFT/SOFRCOMPOUND/19000102/111668820_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $2575.27      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/SCHW/SOFRCOMPOUND/19000102/111668822_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $574.10       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/UNH/SOFRCOMPOUND/19000102/111668826_C/CITIUS33XXX                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-1576.58     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/ELV/SOFRCOMPOUND/19000102/111668834_C/CITIUS33XXX                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-93.06       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/COIN/SOFRCOMPOUND/19000102/111668842_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $356.71       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/COIN/SOFRCOMPOUND/19000102/111668843_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $662.46       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/CEG/SOFRCOMPOUND/19000102/111668846_C/CITIUS33XXX                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $303.49       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/CB/SOFRCOMPOUND/19000102/111668848_C/CITIUS33XXX                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | CH        |          1 | NC      | $153.78       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/GOOG/SOFRCOMPOUND/19000102/111668850_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $318.86       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/SE/SOFRCOMPOUND/19000102/111668858_C/CITIUS33XXX                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | KY        |          1 | NC      | $675.80       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/NOW/SOFRCOMPOUND/19000102/111668860_C/CITIUS33XXX                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $1125.96      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/DDOG/SOFRCOMPOUND/19000102/111668862_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $268.11       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/SNPS/SOFRCOMPOUND/19000102/111668864_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $381.29       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/AAPL/SOFRCOMPOUND/19000102/111668866_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $4944.32      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/AMZN/SOFRCOMPOUND/19000102/111668868_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $211.84       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/NVDA/SOFRCOMPOUND/19000102/111668870_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $5731.84      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/NFLX/SOFRCOMPOUND/19000102/111668872_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $1293.34      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/CFLT/SOFRCOMPOUND/19000102/111668874_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $256.41       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/SHOP/SOFRCOMPOUND/19000102/111668876_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | CA        |          1 | NC      | $936.78       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/FTNT/SOFRCOMPOUND/19000102/111668878_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $383.53       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/TSLA/SOFRCOMPOUND/19000102/111668880_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $417.37       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/DASH/SOFRCOMPOUND/19000102/111668882_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $346.25       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/JP/9432/TONACOMPOUND/19000102/111693342CA_C/MSLNGB2XXXX                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-18350.59    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/GB/PRU/SONIACOMPOUND/19000102/111693344CA_C/MSLNGB2XXXX                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | GB        |          1 | NC      | $14504.41     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                                          | TRS/TW/2330/SOFRCOMPOUND/19000102/111703776_C/UBSWGB2LXXX_C                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               | CORP              | US        |          1 | NC      | $3571.53      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/PSX/SOFRCOMPOUND/19000102/111722943_C/GSILGB2XXXX                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $16176.56     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                                          | TRS/JP/9434/TONACOMPOUND/19000102/111722947_C/UBSWGB2LXXX_C                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-38220.46    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/NL/PRX/ESTRCOMPOUND/19000102/111747053_C/CITIUS33XXX                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | NL        |          1 | NC      | $21273.02     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/AT/EBS/ESTRCOMPOUND/19000102/111747060_C/CITIUS33XXX                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | AT        |          1 | NC      | $-26028.36    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/JP/5838/TONACOMPOUND/19000102/111747062_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $3446.96      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | TRS/HK/700/HIHD01M/19000102/111768205_C/UBSWGB2LXXX                             | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | KY        |          1 | NC      | $2765.68      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | TRS/HK/700/HIHD01M/19000102/111775893_C/UBSWGB2LXXX                             | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | KY        |          1 | NC      | $5070.41      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | TRS/HK/700/HIHD01M/19000102/111776371_C/UBSWGB2LXXX                             | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | KY        |          1 | NC      | $3687.57      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/BABA/SOFRCOMPOUND/19000102/111783074_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | KY        |          1 | NC      | $355.63       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/AVGO/SOFRCOMPOUND/19000102/111783075_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $215.79       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/M2WD0IT/SOFRCOMPOUND/19000102/111834300_C/GSILGB2XXXX_C                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-11584.75    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | TRS/GILD/SOFRCOMPOUND/19000102/111850876_C/BOFAUS6SGDS                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $3997.79      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | TRS/CCL/SOFRCOMPOUND/19000102/111850878_C/BOFAUS6SGDS                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | PA        |          1 | NC      | $-3583.23     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | TRS/HON/SOFRCOMPOUND/19000102/111850884_C/BOFAUS6SGDS                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $-20310.85    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | TRS/MDT/SOFRCOMPOUND/19000102/111850886_C/BOFAUS6SGDS                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | IE        |          1 | NC      | $6675.05      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/AU/REA/ADBB1M/19000102/111851595_C/CITIUS33XXX                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | AU        |          1 | NC      | $-35415.49    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | TRS/BKNG/SOFRCOMPOUND/19000102/111862929_C/BOFAUS6SGDS                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $25299.70     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | TRS/BKNG/SOFRCOMPOUND/19000102/111904344_C/BOFAUS6SGDS                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $13365.88     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/CHTR/SOFRCOMPOUND/19000102/111905254_C/CHASGB2LXXX                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $-316943.51   | -0.10%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/LBRDK/SOFRCOMPOUND/19000102/111905256_C/CHASGB2LXXX                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $313725.96    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/SPOT/SOFRCOMPOUND/19000102/111906579_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | LU        |          1 | NC      | $-32610.38    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/PODD/SOFRCOMPOUND/19000102/111906967_C/CHASGB2LXXX                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $10569.99     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/K/SOFRCOMPOUND/19000102/111908276_C/MSLNGB2XXXX                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $1444.28      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/ABNB/SOFRCOMPOUND/19000102/111920860_C/MSLNGB2XXXX                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-13199.16    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/CHTR/SOFRCOMPOUND/19000102/111923413_C/CHASGB2LXXX                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $-85831.86    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/M2WD0IT/SOFRCOMPOUND/19000102/111926278_C/GSILGB2XXXX_C                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-579.24      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | TRS/NL/ASML/ESTRCOMPOUND/19000102/111926279_C/UBSWGB2LXXX                       | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | NL        |          1 | NC      | $10.51        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/BE/SYENS/ESTRCOMPOUND/19000102/111926281_C/CHASGB2LXXX                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | BE        |          1 | NC      | $18.65        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/DE/SAP/ESTRCOMPOUND/19000102/111926282_C/CHASGB2LXXX                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | DE        |          1 | NC      | $76.10        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/GB/AZN/SONIACOMPOUND/19000102/111926283_C/GSILGB2XXXX                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | GB        |          1 | NC      | $17.04        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/DE/DTG/ESTRCOMPOUND/19000102/111926284_C/CHASGB2LXXX                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | DE        |          1 | NC      | $4.50         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | TRS/FR/AIR/ESTRCOMPOUND/19000102/111926285_C/UBSWGB2LXXX                        | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | NL        |          1 | NC      | $15.09        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/GB/NG//SONIACOMPOUND/19000102/111926287_C/GSILGB2XXXX                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | GB        |          1 | NC      | $6.31         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | TRS/GB/ULVR/SONIACOMPOUND/19000102/111926288_C/UBSWGB2LXXX                      | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | GB        |          1 | NC      | $10.73        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/FR/TTE/ESTRCOMPOUND/19000102/111926289_C/GSILGB2XXXX                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | FR        |          1 | NC      | $2.23         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/M2WD/SOFRCOMPOUND/19000102/111926290_C/GSILGB2XXXX_C                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-275.50      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | TRS/IT/ISP/ESTRCOMPOUND/19000102/111926291_C/UBSWGB2LXXX                        | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | IT        |          1 | NC      | $35.44        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/FR/GLE/ESTRCOMPOUND/19000102/111926292_C/GSILGB2XXXX                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | FR        |          1 | NC      | $89.62        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/GB/STAN/SONIACOMPOUND/19000102/111926293_C/GSILGB2XXXX                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | GB        |          1 | NC      | $13.04        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/FR/SAN/ESTRCOMPOUND/19000102/111926294_C/GSILGB2XXXX                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | FR        |          1 | NC      | $9.46         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | TRS/AU/NST/ADBB1M/19000102/111926295_C/UBSWGB2LXXX                              | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | AU        |          1 | NC      | $-8.36        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | TRS/NL/PHIA/ESTRCOMPOUND/19000102/111926296_C/BOFAUS6SGDS                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | NL        |          1 | NC      | $9.39         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/DE/SIE/ESTRCOMPOUND/19000102/111926298_C/CHASGB2LXXX                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | DE        |          1 | NC      | $18.62        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | TRS/PT/GALP/ESTRCOMPOUND/19000102/111926299_C/BOFAUS6SGDS                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | PT        |          1 | NC      | $4.42         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/UBER/SOFRCOMPOUND/19000102/111955103_C/MSLNGB2XXXX                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-19760.74    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/CRBG/SOFRCOMPOUND/19000102/111955635_C/GSILGB2XXXX                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $19.39        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/FTI/SOFRCOMPOUND/19000102/111955636_C/GSILGB2XXXX                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | GB        |          1 | NC      | $24.31        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/RNR/SOFRCOMPOUND/19000102/111955637_C/GSILGB2XXXX                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | BM        |          1 | NC      | $6.08         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/CPAY/SOFRCOMPOUND/19000102/111955638_C/GSILGB2XXXX                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $11.89        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/WAL/SOFRCOMPOUND/19000102/111955640_C/GSILGB2XXXX                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $14.02        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/ATMU/SOFRCOMPOUND/19000102/111955648_C/GSILGB2XXXX                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $4.75         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/BAH/SOFRCOMPOUND/19000102/111955651_C/GSILGB2XXXX                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $38.01        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/SSNC/SOFRCOMPOUND/19000102/111955652_C/GSILGB2XXXX                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-4.25        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/XOM/SOFRCOMPOUND/19000102/111955653_C/CITIUS33XXX                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $9.11         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/ALL/SOFRCOMPOUND/19000102/111955654_C/CITIUS33XXX                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $14.36        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/FTV/SOFRCOMPOUND/19000102/111955655_C/CITIUS33XXX                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $13.84        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/CRM/SOFRCOMPOUND/19000102/111955656_C/CITIUS33XXX                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $23.98        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/WPM/SOFRCOMPOUND/19000102/111955657_C/CITIUS33XXX                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $38.23        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC                                                    | TRS/CA/GFL/CORRACOMPOUND/19000102/111955658_C/CITIUS33XXX_C                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DE               | CORP              | CA        |          1 | NC      | $19.63        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/SW/SOFRCOMPOUND/19000102/111955660_C/CITIUS33XXX                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | IE        |          1 | NC      | $11.14        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/FI/SOFRCOMPOUND/19000102/111955661_C/CITIUS33XXX                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-11.62       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIGROUP GLOBAL MARKETS INC                                                    | TRS/CA/FNV/CORRACOMPOUND/19000102/111955662_C/CITIUS33XXX_C                     | CUSIP: 000000000<br>LEI: MBNUM2BPBDO7JBLYG310 | N/A              | DE               | CORP              | CA        |          1 | NC      | $46.88        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/SCHW/SOFRCOMPOUND/19000102/111955663_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $33.77        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/BRK/B/SOFRCOMPOUND/19000102/111955664_C/CITIUS33XXX                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $39.11        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/KVUE/SOFRCOMPOUND/19000102/111955665_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $24.53        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/DE/SOFRCOMPOUND/19000102/111955666_C/CITIUS33XXX                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $50.93        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/WMT/SOFRCOMPOUND/19000102/111955667_C/CITIUS33XXX                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $76.05        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/C/SOFRCOMPOUND/19000102/111955668_C/MSLNGB2XXXX                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $7.83         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/ABBV/SOFRCOMPOUND/19000102/111955669_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $41.07        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/GLW/SOFRCOMPOUND/19000102/111955670_C/CITIUS33XXX                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $20.32        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/TSM/SOFRCOMPOUND/19000102/111955671_C/CITIUS33XXX                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $24.89        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/MU/SOFRCOMPOUND/19000102/111955673_C/CITIUS33XXX                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $22.42        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/DOCU/SOFRCOMPOUND/19000102/111955679_C/MSLNGB2XXXX                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $8.19         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/BBWI/SOFRCOMPOUND/19000102/111955680_C/MSLNGB2XXXX                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $14.11        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/THC/SOFRCOMPOUND/19000102/111955691_C/MSLNGB2XXXX                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $43.57        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/SWK/SOFRCOMPOUND/19000102/111955692_C/MSLNGB2XXXX                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $2.07         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/RS/SOFRCOMPOUND/19000102/111955769_C/MSLNGB2XXXX                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $10.95        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/NU/SOFRCOMPOUND/19000102/111955775_C/CITIUS33XXX                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | KY        |          1 | NC      | $191.94       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/ADI/SOFRCOMPOUND/19000102/111955778_C/CITIUS33XXX                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $56.65        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/GLOB/SOFRCOMPOUND/19000102/111955780_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | LU        |          1 | NC      | $107.92       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/ORCL/SOFRCOMPOUND/19000102/111955782_C/GSILGB2XXXX                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $91.06        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/XYZ/SOFRCOMPOUND/19000102/111955783_C/CITIUS33XXX                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $157.09       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/BR/BBAS3/SOFRCOMPOUND/19000102/111955800_C/MSLNGB2XXXX                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | BR        |          1 | NC      | $109.06       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/SEM/SOFRCOMPOUND/19000102/111955968_C/MSLNGB2XXXX                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $38.11        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/GE/SOFRCOMPOUND/19000102/111955976_C/CITIUS33XXX                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $63.31        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/UNH/SOFRCOMPOUND/19000102/111955978_C/CITIUS33XXX                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-143.33      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/CB/SOFRCOMPOUND/19000102/111955982_C/CITIUS33XXX                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | CH        |          1 | NC      | $10.25        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/GOOG/SOFRCOMPOUND/19000102/111955984_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $27.73        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/AVGO/SOFRCOMPOUND/19000102/111955989_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $431.57       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/MSFT/SOFRCOMPOUND/19000102/111955991_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $277.34       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/NOW/SOFRCOMPOUND/19000102/111955993_C/CITIUS33XXX                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $225.19       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/AAPL/SOFRCOMPOUND/19000102/111955995_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $870.20       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/SNPS/SOFRCOMPOUND/19000102/111955997_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $76.26        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/NVDA/SOFRCOMPOUND/19000102/111955999_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $776.57       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/TSLA/SOFRCOMPOUND/19000102/111956001_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $238.50       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/AMD/SOFRCOMPOUND/19000102/111956003_C/GSILGB2XXXX                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $26.10        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/SNPS/SOFRCOMPOUND/19000102/112012812_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-32318.82    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/GS/SOFRCOMPOUND/19000102/112012975_C/MSLNGB2XXXX                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-20913.33    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/CRM/SOFRCOMPOUND/19000102/112012977_C/MSLNGB2XXXX                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $17429.48     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/CHTR/SOFRCOMPOUND/19000102/112018266_C/CHASGB2LXXX                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $-49884.36    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/PODD/SOFRCOMPOUND/19000102/112033005_C/CHASGB2LXXX                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $3537.12      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/NU/SOFRCOMPOUND/19000102/112036712_C/MSLNGB2XXXX                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | KY        |          1 | NC      | $2540.46      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/FR/SPIE/ESTRCOMPOUND/19000102/112052041_C/CHASGB2LXXX                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | FR        |          1 | NC      | $14073.33     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | TRS/STZ/SOFRCOMPOUND/19000102/112061632_C/BOFAUS6SGDS                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $-6770.58     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                                          | TRS/JP/3186/TONACOMPOUND/19000102/112087471_C/UBSWGB2LXXX_C                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               | CORP              | JP        |          1 | NC      | $286.25       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/CA/SLF/CORRACOMPOUND/19000102/112089805_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | CA        |          1 | NC      | $-21544.33    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/GOOG/SOFRCOMPOUND/19000102/112089807_C/MSLNGB2XXXX                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-9963.12     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/KDP/SOFRCOMPOUND/19000102/112108764_C/MSLNGB2XXXX                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-80.44       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/SNPS/SOFRCOMPOUND/19000102/112108765_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $457.54       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/VEEV/SOFRCOMPOUND/19000102/112108770_C/MSLNGB2XXXX                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $42.01        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/NVDA/SOFRCOMPOUND/19000102/112108777_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $246.53       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/AAPL/SOFRCOMPOUND/19000102/112108781_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $197.77       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/M2WD0IT/SOFRCOMPOUND/19000102/112130665_C/GSILGB2XXXX_C                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-613.31      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/FCX/SOFRCOMPOUND/19000102/112168087_C/MSLNGB2XXXX                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $11795.18     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                                          | TRS/JP/9434/TONACOMPOUND/19000102/112168089_C/UBSWGB2LXXX_C                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-40023.88    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/AT/EBS/ESTRCOMPOUND/19000102/112168093_C/CITIUS33XXX                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | AT        |          1 | NC      | $-24425.33    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/CRM/SOFRCOMPOUND/19000102/112168095_C/MSLNGB2XXXX                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $7999.55      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/INTU/SOFRCOMPOUND/19000102/112168099_C/MSLNGB2XXXX                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $32977.28     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/NL/MT/ESTRCOMPOUND/19000102/112168103_C/CITIUS33XXX                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | LU        |          1 | NC      | $-30679.50    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/JP/6098/TONACOMPOUND/19000102/112168105_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-38395.92    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/FI/NESTE/ESTRCOMPOUND/19000102/112168109_C/CITIUS33XXX                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | FI        |          1 | NC      | $-118962.45   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                                          | TRS/ID/SMGR/SOFRCOMPOUND/19000102/112168818_C/UBSWGB2LXXX_C                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               | CORP              | US        |          1 | NC      | $12388.23     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/STX/SOFRCOMPOUND/19000102/112192002_C/MSLNGB2XXXX                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | IE        |          1 | NC      | $57655.55     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/JP/7267/TONACOMPOUND/19000102/112192887_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-25506.92    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                                          | TRS/JP/8035/TONACOMPOUND/19000102/112192889_C/UBSWGB2LXXX_C                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               | CORP              | JP        |          1 | NC      | $72701.10     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/JP/6501/TONACOMPOUND/19000102/112192891_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-25609.63    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/JP/9023/TONACOMPOUND/19000102/112193166_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $19520.85     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/JP/141A/TONACOMPOUND/19000102/112214958_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-13208.32    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/JP/6098/TONACOMPOUND/19000102/112214960_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-21330.92    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/INTC/SOFRCOMPOUND/19000102/112247382_C/GSILGB2XXXX                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $25.31        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/AVGO/SOFRCOMPOUND/19000102/112247392_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $539.47       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/DE/IFX/ESTRCOMPOUND/19000102/112247393_C/CHASGB2LXXX                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | DE        |          1 | NC      | $69.26        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/DE/SAP/ESTRCOMPOUND/19000102/112247399_C/CHASGB2LXXX                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | DE        |          1 | NC      | $126.74       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/KDP/SOFRCOMPOUND/19000102/112247400_C/MSLNGB2XXXX                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-28.85       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/DE/CON/ESTRCOMPOUND/19000102/112247401_C/CHASGB2LXXX                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | DE        |          1 | NC      | $26.53        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/CA/GLXY/CORRACOMPOUND/19000102/112247402_C/CITIUS33XXX                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | KY        |          1 | NC      | $301.99       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/JPM/SOFRCOMPOUND/19000102/112247403_C/CITIUS33XXX                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $54.18        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/M2WD/SOFRCOMPOUND/19000102/112247404_C/GSILGB2XXXX_C                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-137.75      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                                          | TRS/JP/6971/TONACOMPOUND/19000102/112247405_C/UBSWGB2LXXX_C                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               | CORP              | JP        |          1 | NC      | $200.97       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/TMUS/SOFRCOMPOUND/19000102/112247406_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-0.20        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/MELI/SOFRCOMPOUND/19000102/112247408_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $499.18       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/FTV/SOFRCOMPOUND/19000102/112247409_C/CITIUS33XXX                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $69.19        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/BRK/B/SOFRCOMPOUND/19000102/112247410_C/CITIUS33XXX                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $39.11        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/DE/MUV2/ESTRCOMPOUND/19000102/112247411_C/CHASGB2LXXX                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | DE        |          1 | NC      | $12.35        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | TRS/NL/ASML/ESTRCOMPOUND/19000102/112247412_C/UBSWGB2LXXX                       | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | NL        |          1 | NC      | $21.02        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/COIN/SOFRCOMPOUND/19000102/112247413_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $152.88       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/RS/SOFRCOMPOUND/19000102/112247422_C/MSLNGB2XXXX                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $21.90        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/MSFT/SOFRCOMPOUND/19000102/112248831_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $515.05       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/AAPL/SOFRCOMPOUND/19000102/112248833_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $949.31       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/NVDA/SOFRCOMPOUND/19000102/112248835_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $825.88       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                                          | TRS/JP/7701/TONACOMPOUND/19000102/112258813_C/UBSWGB2LXXX_C                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-57885.45    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/RDUS/SOFRCOMPOUND/19000102/112265496_C/MSLNGB2XXXX                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $2865.82      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/M2WD0IT/SOFRCOMPOUND/19000102/112278239_C/GSILGB2XXXX_C                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-1090.33     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/KR/005930/SOFRCOMPOUND/19000102/112282254_C/MSLNGB2XXXX                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | KR        |          1 | NC      | $-446.87      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/RDUS/SOFRCOMPOUND/19000102/112313199_C/MSLNGB2XXXX                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $8422.62      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/BSX/SOFRCOMPOUND/19000102/112315781_C/MSLNGB2XXXX                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $23418.06     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/TSLA/SOFRCOMPOUND/19000102/112315783_C/MSLNGB2XXXX                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-29735.44    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/JP/8113/TONACOMPOUND/19000102/112316250_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $11295.29     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | TRS/GB/ADM/19000102/112316346CA_C/BOFAUS6SGDS_C                                 | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | GB        |          1 | NC      | $4431.20      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/KR/005930/SOFRCOMPOUND/19000102/112322505_C/MSLNGB2XXXX                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | KR        |          1 | NC      | $-1103.93     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/JP/6201/TONACOMPOUND/19000102/112327113_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $92697.25     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/BBWI/SOFRCOMPOUND/19000102/112328675_C/MSLNGB2XXXX                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $7616.41      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/M2WD/SOFRCOMPOUND/19000102/112334584_C/GSILGB2XXXX_C                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-55926.39    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/GB/AV//SONIACOMPOUND/19000102/112354134_C/CHASGB2LXXX                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | GB        |          1 | NC      | $243.31       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/FI/FORTUM/ESTRCOMPOUND/19000102/112354138_C/MSLNGB2XXXX                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | FI        |          1 | NC      | $-25442.14    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | TRS/ARM/SOFRCOMPOUND/19000102/112354140_C/BOFAUS6SGDS                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $22652.37     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/GOOG/SOFRCOMPOUND/19000102/112369097_C/GSILGB2XXXX                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-2365.13     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS AG                                                                          | TRS/JP/8035/TONACOMPOUND/19000102/112370006_C/UBSWGB2LXXX_C                     | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DE               | CORP              | JP        |          1 | NC      | $22369.58     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/M2WD/SOFRCOMPOUND/19000102/112374251_C/GSILGB2XXXX_C                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-275.50      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | TRS/JP/8750/TONACOMPOUND/19000102/112389761_C/UBSWGB2LXXX_C                     | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-24108.92    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/MKSI/SOFRCOMPOUND/19000102/112397365_C/MSLNGB2XXXX                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $11.28        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/THC/SOFRCOMPOUND/19000102/112397366_C/MSLNGB2XXXX                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $152.50       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/C/SOFRCOMPOUND/19000102/112397391_C/MSLNGB2XXXX                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $31.32        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/BR/BBAS3/SOFRCOMPOUND/19000102/112397394_C/MSLNGB2XXXX                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | BR        |          1 | NC      | $36.35        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/SEM/SOFRCOMPOUND/19000102/112397395_C/MSLNGB2XXXX                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $36.21        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/COR/SOFRCOMPOUND/19000102/112397396_C/MSLNGB2XXXX                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $67.79        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/FANG/SOFRCOMPOUND/19000102/112397399_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $24.79        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/FUTU/SOFRCOMPOUND/19000102/112397401_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | KY        |          1 | NC      | $50.46        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/BABA/SOFRCOMPOUND/19000102/112397402_C/MSLNGB2XXXX                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | KY        |          1 | NC      | $82.97        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/FTI/SOFRCOMPOUND/19000102/112397404_C/GSILGB2XXXX                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | GB        |          1 | NC      | $30.38        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/ELV/SOFRCOMPOUND/19000102/112397405_C/CITIUS33XXX                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-11.63       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/AVGO/SOFRCOMPOUND/19000102/112397446_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $143.86       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | TRS/TRGP/SOFRCOMPOUND/19000102/112442843_C/BOFAUS6SGDS                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $4786.56      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/WSM/SOFRCOMPOUND/19000102/112458801_C/GSILGB2XXXX                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-18907.33    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/M2WD/SOFRCOMPOUND/19000102/112464667_C/GSILGB2XXXX_C                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-6887.49     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | TRS/ID/BMRI/SOFRCOMPOUND/19000102/112481502_C/UBSWGB2LXXX_C                     | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | US        |          1 | NC      | $8838.19      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | TRS/ID/BBRI/SOFRCOMPOUND/19000102/112481505_C/UBSWGB2LXXX_C                     | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | US        |          1 | NC      | $10442.84     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/FR/GLE/ESTRCOMPOUND/19000102/112510532_C/GSILGB2XXXX                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | FR        |          1 | NC      | $59.71        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | TRS/BIIB/SOFRCOMPOUND/19000102/112526240_C/BOFAUS6SGDS                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $-7466.13     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/CH/SIKA/SF0001M/19000102/112526244_C/CITIUS33XXX                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | CH        |          1 | NC      | $-22045.49    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/MRVL/SOFRCOMPOUND/19000102/112533867_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $148.46       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/BRK/B/SOFRCOMPOUND/19000102/112533868_C/CITIUS33XXX                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $78.22        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/COIN/SOFRCOMPOUND/19000102/112533871_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $152.88       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/COR/SOFRCOMPOUND/19000102/112534055_C/MSLNGB2XXXX                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $22.60        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/CYBR/SOFRCOMPOUND/19000102/112582500_C/MSLNGB2XXXX                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | IL        |          1 | NC      | $2243.69      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/GB/AV//SONIACOMPOUND/19000102/112582635_C/CHASGB2LXXX                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | GB        |          1 | NC      | $19276.34     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/CYBR/SOFRCOMPOUND/19000102/112582722_C/MSLNGB2XXXX                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | IL        |          1 | NC      | $3973.57      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/CYBR/SOFRCOMPOUND/19000102/112590544_C/MSLNGB2XXXX                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | IL        |          1 | NC      | $2414.97      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/CYBR/SOFRCOMPOUND/19000102/112604599_C/MSLNGB2XXXX                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | IL        |          1 | NC      | $17881.04     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/CAT/SOFRCOMPOUND/19000102/112676386_C/MSLNGB2XXXX                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-6634.57     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/JP/6501/TONACOMPOUND/19000102/112686519_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-22815.75    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/DTE/SOFRCOMPOUND/19000102/112686522_C/MSLNGB2XXXX                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $22621.65     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/FE/SOFRCOMPOUND/19000102/112686524_C/MSLNGB2XXXX                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-68144.71    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/NL/PHIA/ESTRCOMPOUND/19000102/112686530_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | NL        |          1 | NC      | $-44406.39    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | TRS/JP/9843/TONACOMPOUND/19000102/112686532_C/UBSWGB2LXXX_C                     | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |          1 | NC      | $59497.58     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | TRS/X/SOFRCOMPOUND/19000102/112686644_C/BOFAUS6SGDS                             | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $-25823.61    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/CAH/SOFRCOMPOUND/19000102/112689871_C/MSLNGB2XXXX                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-18764.33    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/ED/SOFRCOMPOUND/19000102/112692607_C/MSLNGB2XXXX                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $999.75       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/ED/SOFRCOMPOUND/19000102/112698148_C/MSLNGB2XXXX                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $999.04       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/GB/ADM/SONIACOMPOUND/19000102/112703244_C/CHASGB2LXXX                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | GB        |          1 | NC      | $57.00        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/M2WD/SOFRCOMPOUND/19000102/112756436_C/GSILGB2XXXX_C                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-14188.22    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/OKTA/SOFRCOMPOUND/19000102/112778223_C/MSLNGB2XXXX                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $9180.22      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/ED/SOFRCOMPOUND/19000102/112782986_C/MSLNGB2XXXX                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $828.42       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/M2WD0IT/SOFRCOMPOUND/19000102/112785160_C/GSILGB2XXXX_C                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-1158.47     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/ED/SOFRCOMPOUND/19000102/112799764_C/MSLNGB2XXXX                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $829.13       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/AMD/SOFRCOMPOUND/19000102/112809471_C/CHASGB2LXXX                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $42.82        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/ADI/SOFRCOMPOUND/19000102/112809473_C/CHASGB2LXXX                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $105.05       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/AVGO/SOFRCOMPOUND/19000102/112809554_C/CHASGB2LXXX                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $184.07       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/AAPL/SOFRCOMPOUND/19000102/112809559_C/CHASGB2LXXX                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $546.68       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/COR/SOFRCOMPOUND/19000102/112809595_C/CHASGB2LXXX                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $22.62        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/BRK/B/SOFRCOMPOUND/19000102/112809596_C/CHASGB2LXXX                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $3.98         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/CA/GLXY/CORRACOMPOUND/19000102/112809597_C/CHASGB2LXXX                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | KY        |          1 | NC      | $233.88       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/CDNS/SOFRCOMPOUND/19000102/112809625_C/CHASGB2LXXX                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $230.16       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/ED/SOFRCOMPOUND/19000102/112809952_C/MSLNGB2XXXX                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $4307.10      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/ELV/SOFRCOMPOUND/19000102/112809982_C/CHASGB2LXXX                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $-36.20       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/DE/SOFRCOMPOUND/19000102/112809984_C/CHASGB2LXXX                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $1.34         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/ENTG/SOFRCOMPOUND/19000102/112809994_C/CHASGB2LXXX                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $181.22       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/XOM/SOFRCOMPOUND/19000102/112810140_C/CHASGB2LXXX                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $16.21        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/WMT/SOFRCOMPOUND/19000102/112810144_C/CHASGB2LXXX                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $15.42        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/WDAY/SOFRCOMPOUND/19000102/112810152_C/CHASGB2LXXX                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $78.36        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/UNH/SOFRCOMPOUND/19000102/112810510_C/CHASGB2LXXX                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $-173.36      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/WSM/SOFRCOMPOUND/19000102/112810645_C/CITIUS33XXX                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-22002.24    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/FI/SOFRCOMPOUND/19000102/112810668_C/CHASGB2LXXX                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $-57.41       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/SNPS/SOFRCOMPOUND/19000102/112810701_C/CHASGB2LXXX                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $129.90       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/TMUS/SOFRCOMPOUND/19000102/112810851_C/CHASGB2LXXX                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $-162.52      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/KVUE/SOFRCOMPOUND/19000102/112811004_C/CHASGB2LXXX                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $15.42        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/LSCC/SOFRCOMPOUND/19000102/112811058_C/CHASGB2LXXX                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $171.58       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/MU/SOFRCOMPOUND/19000102/112811155_C/CHASGB2LXXX                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $46.10        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/NSC/SOFRCOMPOUND/19000102/112811191_C/CHASGB2LXXX                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $11.75        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/NXPI/SOFRCOMPOUND/19000102/112811192_C/CHASGB2LXXX                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | NL        |          1 | NC      | $110.91       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/NOW/SOFRCOMPOUND/19000102/112811610_C/CHASGB2LXXX                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $273.62       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/NVDA/SOFRCOMPOUND/19000102/112811616_C/CHASGB2LXXX                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $-354.84      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/MSFT/SOFRCOMPOUND/19000102/112811618_C/CHASGB2LXXX                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $8.73         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/MSFT/SOFRCOMPOUND/19000102/112811619_C/CHASGB2LXXX                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $139.65       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/M2WD/SOFRCOMPOUND/19000102/112812303_C/GSILGB2XXXX_C                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-71767.61    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | TRS/FR/CAP/ESTRCOMPOUND/19000102/112812472_C/UBSWGB2LXXX                        | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | FR        |          1 | NC      | $-107772.04   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/EVRG/SOFRCOMPOUND/19000102/112812474_C/MSLNGB2XXXX                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-8507.99     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/GLW/SOFRCOMPOUND/19000102/112812476_C/MSLNGB2XXXX                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-36192.61    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | TRS/JP/7011/TONACOMPOUND/19000102/112812480_C/UBSWGB2LXXX_C                     | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-126365.10   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/TPR/SOFRCOMPOUND/19000102/112812482_C/MSLNGB2XXXX                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-55635.93    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | TRS/JP/8766/TONACOMPOUND/19000102/112812484_C/UBSWGB2LXXX_C                     | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |          1 | NC      | $99038.26     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | TRS/SE/HEXAB/STIB1M/19000102/112812486_C/UBSWGB2LXXX                            | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | SE        |          1 | NC      | $-8197.49     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/FERG/SOFRCOMPOUND/19000102/112812488_C/MSLNGB2XXXX                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $6045.60      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/CA/SHOP/CORRACOMPOUND/19000102/112812490_C/MSLNGB2XXXX                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | CA        |          1 | NC      | $34003.88     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/DAY/SOFRCOMPOUND/19000102/112826322_C/CITIUS33XXX                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $50956.72     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/DE/FRE/ESTRCOMPOUND/19000102/112826328_C/CHASGB2LXXX                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | DE        |          1 | NC      | $44839.92     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/APO/SOFRCOMPOUND/19000102/112826331_C/CITIUS33XXX                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-257475.39   | -0.08%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/IDXX/SOFRCOMPOUND/19000102/112851559_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-10060.73    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/AZEK/SOFRCOMPOUND/19000102/112859839_C/MSLNGB2XXXX                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $24390.96     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | TRS/BECN/SOFRCOMPOUND/19000102/112860838_C/BOFAUS6SGDS                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | US        |          1 | NC      | $10211.05     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/HRI/SOFRCOMPOUND/19000102/112861417_C/MSLNGB2XXXX                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $18577.33     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/HEES/SOFRCOMPOUND/19000102/112861419_C/MSLNGB2XXXX                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-23110.60    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/BERY/SOFRCOMPOUND/19000102/112861421_C/CHASGB2LXXX                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $-1568.52     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/AMCR/SOFRCOMPOUND/19000102/112861424_C/CHASGB2LXXX                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | JE        |          1 | NC      | $39989.88     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/NU/SOFRCOMPOUND/19000102/112862353_C/MSLNGB2XXXX                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | KY        |          1 | NC      | $25125.68     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/AZEK/SOFRCOMPOUND/19000102/112862382_C/CHASGB2LXXX                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $48724.32     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/JHX/SOFRCOMPOUND/19000102/112862385_C/CHASGB2LXXX                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | IE        |          1 | NC      | $-34168.27    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/JP/6723/TONACOMPOUND/19000102/112868986_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $143.07       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | TRS/JP/7203/TONACOMPOUND/19000102/112877103_C/UBSWGB2LXXX_C                     | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |          1 | NC      | $65637.23     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/JP/8316/TONACOMPOUND/19000102/112885829_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-34593.47    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/VRSN/SOFRCOMPOUND/19000102/112885849_C/MSLNGB2XXXX                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-34071.21    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | TRS/JP/8411/TONACOMPOUND/19000102/112885851_C/UBSWGB2LXXX_C                     | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-43605.26    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | TRS/AU/ANZ/ADBB1M/19000102/112885855_C/UBSWGB2LXXX                              | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | AU        |          1 | NC      | $61963.63     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/OKTA/SOFRCOMPOUND/19000102/112885857_C/MSLNGB2XXXX                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $21412.70     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | TRS/JP/6723/TONACOMPOUND/19000102/112893507_C/UBSWGB2LXXX_C                     | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-27.81       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/FR/TTE/ESTRCOMPOUND/19000102/112893508_C/GSILGB2XXXX                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | FR        |          1 | NC      | $5.54         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/IDXX/SOFRCOMPOUND/19000102/112894434_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $-23892.03    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/BMY/SOFRCOMPOUND/19000102/112904339_C/GSILGB2XXXX                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-442.16      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/GB/AV//SONIACOMPOUND/19000102/112904342_C/GSILGB2XXXX                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | GB        |          1 | NC      | $14821.24     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/GB/HSBA/SONIACOMPOUND/19000102/112904499_C/MSLNGB2XXXX                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | GB        |          1 | NC      | $-34892.80    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/CA/GFL/CORRACOMPOUND/19000102/112918483_C/CITIUS33XXX                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | CA        |          1 | NC      | $21.74        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/COR/SOFRCOMPOUND/19000102/112918484_C/CHASGB2LXXX                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $7.54         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/CA/FNV/CORRACOMPOUND/19000102/112918485_C/CITIUS33XXX                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | CA        |          1 | NC      | $20.31        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/AVGO/SOFRCOMPOUND/19000102/112918486_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $30.35        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/M2WD/SOFRCOMPOUND/19000102/112918487_C/GSILGB2XXXX_C                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-275.50      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/AER/SOFRCOMPOUND/19000102/112918488_C/GSILGB2XXXX                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | NL        |          1 | NC      | $108.97       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/WPM/SOFRCOMPOUND/19000102/112918489_C/CITIUS33XXX                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | CA        |          1 | NC      | $12.01        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/SW/SOFRCOMPOUND/19000102/112918490_C/CITIUS33XXX                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | IE        |          1 | NC      | $12.35        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/DK/GMAB/CIBO01M/19000102/112948284_C/CITIUS33XXX                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | DK        |          1 | NC      | $-5416.68     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/FUTU/SOFRCOMPOUND/19000102/112968654_C/MSLNGB2XXXX                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | KY        |          1 | NC      | $-16285.73    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/CA/SLF/CORRACOMPOUND/19000102/112976921_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | CA        |          1 | NC      | $-17360.01    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/FI/FORTUM/ESTRCOMPOUND/19000102/112976923_C/MSLNGB2XXXX                     | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | FI        |          1 | NC      | $-32375.30    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | TRS/JP/8750/TONACOMPOUND/19000102/112976925_C/UBSWGB2LXXX_C                     | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-15976.31    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | TRS/AU/ANZ/ADBB1M/19000102/112976927_C/UBSWGB2LXXX                              | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | AU        |          1 | NC      | $18622.71     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/NO/AKRBP/NIBOR1M/19000102/112976929_C/CITIUS33XXX                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | NO        |          1 | NC      | $-5915.51     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/NCLH/SOFRCOMPOUND/19000102/112976931_C/MSLNGB2XXXX                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | BM        |          1 | NC      | $5030.26      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/RCL/SOFRCOMPOUND/19000102/112976933_C/MSLNGB2XXXX                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | LR        |          1 | NC      | $-63132.21    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/AXP/SOFRCOMPOUND/19000102/112976935_C/MSLNGB2XXXX                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $8448.58      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/ZBRA/SOFRCOMPOUND/19000102/112976937_C/MSLNGB2XXXX                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-50665.43    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/MIDD/SOFRCOMPOUND/19000102/112976939_C/MSLNGB2XXXX                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $7190.13      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/DK/GMAB/CIBO01M/19000102/112976941_C/CITIUS33XXX                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | DK        |          1 | NC      | $-15915.50    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/JP/4385/TONACOMPOUND/19000102/112982963_C/CITIUS33XXX_C                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | JP        |          1 | NC      | $1180.22      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/FR/GLE/ESTRCOMPOUND/19000102/112987007_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | FR        |          1 | NC      | $15732.18     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/GB/STAN/SONIACOMPOUND/19000102/112987010_C/MSLNGB2XXXX                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | GB        |          1 | NC      | $5856.86      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/GB/BARC/SONIACOMPOUND/19000102/112987013_C/MSLNGB2XXXX                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | GB        |          1 | NC      | $7461.92      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/PCG/SOFRCOMPOUND/19000102/112989700_C/MSLNGB2XXXX                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-10452.00    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/DKS/SOFRCOMPOUND/19000102/112992736_C/MSLNGB2XXXX                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-3393.19     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/DAY/SOFRCOMPOUND/19000102/113007717_C/CITIUS33XXX                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $6103.67      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/SHOP/SOFRCOMPOUND/19000102/113011374_C/MSLNGB2XXXX                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | CA        |          1 | NC      | $-19482.10    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/IT/IP/ESTRCOMPOUND/19000102/113011377_C/MSLNGB2XXXX                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | IT        |          1 | NC      | $10980.32     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/GB/AZN/SONIACOMPOUND/19000102/113015570_C/GSILGB2XXXX                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | GB        |          1 | NC      | $15.66        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | TRS/NL/PHIA/ESTRCOMPOUND/19000102/113015571_C/BOFAUS6SGDS                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | NL        |          1 | NC      | $9.44         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | TRS/NL/ASM/ESTRCOMPOUND/19000102/113015572_C/UBSWGB2LXXX                        | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | NL        |          1 | NC      | $69.68        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | TRS/NL/ASML/ESTRCOMPOUND/19000102/113015573_C/UBSWGB2LXXX                       | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | NL        |          1 | NC      | $20.14        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | TRS/NL/BESI/ESTRCOMPOUND/19000102/113015574_C/BOFAUS6SGDS                       | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | NL        |          1 | NC      | $8.33         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/FR/SAN/ESTRCOMPOUND/19000102/113015575_C/GSILGB2XXXX                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | FR        |          1 | NC      | $20.77        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/GB/NG//SONIACOMPOUND/19000102/113015577_C/GSILGB2XXXX                       | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | GB        |          1 | NC      | $1.51         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/FR/SGO/ESTRCOMPOUND/19000102/113015578_C/GSILGB2XXXX                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | FR        |          1 | NC      | $39.26        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/M2WD/SOFRCOMPOUND/19000102/113015579_C/GSILGB2XXXX_C                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-463.04      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/KR/000660/SOFRCOMPOUND/19000102/113015580_C/CITIUS33XXX                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | KR        |          1 | NC      | $9.07         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/GB/STAN/SONIACOMPOUND/19000102/113015581_C/GSILGB2XXXX                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | GB        |          1 | NC      | $16.14        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/GB/ADM/SONIACOMPOUND/19000102/113015582_C/CHASGB2LXXX                       | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | GB        |          1 | NC      | $3.50         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | TRS/IT/ISP/ESTRCOMPOUND/19000102/113015583_C/UBSWGB2LXXX                        | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | IT        |          1 | NC      | $20.55        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/BE/SYENS/ESTRCOMPOUND/19000102/113015584_C/CHASGB2LXXX                      | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | BE        |          1 | NC      | $18.39        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | TRS/FR/AIR/ESTRCOMPOUND/19000102/113015585_C/UBSWGB2LXXX                        | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | NL        |          1 | NC      | $43.26        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/FR/TTE/ESTRCOMPOUND/19000102/113015586_C/GSILGB2XXXX                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | FR        |          1 | NC      | $-2.67        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/APO/SOFRCOMPOUND/19000102/113015613_C/CITIUS33XXX                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $11.03        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/CA/TD/CORRACOMPOUND/19000102/113015614_C/CITIUS33XXX                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | CA        |          1 | NC      | $15.16        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/ABBV/SOFRCOMPOUND/19000102/113015617_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $23.09        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/GOOG/SOFRCOMPOUND/19000102/113015618_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $5.09         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/BR/BBAS3/SOFRCOMPOUND/19000102/113015619_C/MSLNGB2XXXX                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | BR        |          1 | NC      | $35.64        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/FUTU/SOFRCOMPOUND/19000102/113015620_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | KY        |          1 | NC      | $58.28        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/UNH/SOFRCOMPOUND/19000102/113015621_C/CHASGB2LXXX                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $-174.67      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/COIN/SOFRCOMPOUND/19000102/113015622_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $60.71        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/C/SOFRCOMPOUND/19000102/113015623_C/MSLNGB2XXXX                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $18.48        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/CCEP/SOFRCOMPOUND/19000102/113015637_C/CHASGB2LXXX                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | GB        |          1 | NC      | $26.75        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/XYZ/SOFRCOMPOUND/19000102/113015640_C/CITIUS33XXX                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $55.39        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/BABA/SOFRCOMPOUND/19000102/113015641_C/MSLNGB2XXXX                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | KY        |          1 | NC      | $37.43        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/ZS/SOFRCOMPOUND/19000102/113015643_C/CITIUS33XXX                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $45.84        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/AER/SOFRCOMPOUND/19000102/113015645_C/GSILGB2XXXX                           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | NL        |          1 | NC      | $139.01       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/CDE/SOFRCOMPOUND/19000102/113015648_C/CHASGB2LXXX                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $-192.94      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/BR/RENT3/SOFRCOMPOUND/19000102/113015649_C/MSLNGB2XXXX                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | BR        |          1 | NC      | $192.72       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | TRS/JP/3186/TONACOMPOUND/19000102/113015759_C/UBSWGB2LXXX_C                     | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | JP        |          1 | NC      | $145.28       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | TRS/ID/BBCA/SOFRCOMPOUND/19000102/113028547_C/UBSWGB2LXXX_C                     | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | ID        |          1 | NC      | $8271.31      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/HK/9987/HIHD01M/19000102/113029477_C/MSLNGB2XXXX                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $25949.91     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/NL/AKZA/ESTRCOMPOUND/19000102/113031481_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | NL        |          1 | NC      | $-28280.38    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/JP/6503/TONACOMPOUND/19000102/113104975_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $19065.44     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/JP/4901/TONACOMPOUND/19000102/113104978_C/CITIUS33XXX_C                     | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | JP        |          1 | NC      | $-36632.53    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/FUTU/SOFRCOMPOUND/19000102/113109389_C/MSLNGB2XXXX                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | KY        |          1 | NC      | $-6705.92     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/SHOP/SOFRCOMPOUND/19000102/113109392_C/MSLNGB2XXXX                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | CA        |          1 | NC      | $-9300.75     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/DNB/SOFRCOMPOUND/19000102/113133945_C/MSLNGB2XXXX                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-12871.49    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/USB/SOFRCOMPOUND/19000102/113139977_C/MSLNGB2XXXX                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $5085.97      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/CVNA/SOFRCOMPOUND/19000102/113139979_C/MSLNGB2XXXX                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $35649.78     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/MCO/SOFRCOMPOUND/19000102/113139981_C/MSLNGB2XXXX                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $19635.68     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/GB/CTEC/SONIACOMPOUND/19000102/113155403_C/MSLNGB2XXXX                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | GB        |          1 | NC      | $1674.24      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/BE/UCB/ESTRCOMPOUND/19000102/113155405_C/MSLNGB2XXXX                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | BE        |          1 | NC      | $-48069.76    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/JP/7974/TONACOMPOUND/19000102/113167628_C/MSLNGB2XXXX                       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | JP        |          1 | NC      | $378.59       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/DE/SAP/ESTRCOMPOUND/19000102/113167632_C/CHASGB2LXXX                        | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | DE        |          1 | NC      | $124.04       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/CCEP/SOFRCOMPOUND/19000102/113167633_C/CHASGB2LXXX                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | GB        |          1 | NC      | $60.40        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/HK/9988/HIHD01M/19000102/113167634_C/MSLNGB2XXXX                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | KY        |          1 | NC      | $15.83        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/FI/SOFRCOMPOUND/19000102/113167636_C/CHASGB2LXXX                            | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $37.63        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/AVGO/SOFRCOMPOUND/19000102/113167665_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $16.67        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/AVGO/SOFRCOMPOUND/19000102/113167666_C/CITIUS33XXX                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | US        |          1 | NC      | $37.50        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/AAPL/SOFRCOMPOUND/19000102/113167667_C/CHASGB2LXXX                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $95.12        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/NVDA/SOFRCOMPOUND/19000102/113167821_C/CHASGB2LXXX                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $110.51       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/MKSI/SOFRCOMPOUND/19000102/113167822_C/MSLNGB2XXXX                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-40.53       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/M2WD/SOFRCOMPOUND/19000102/113167825_C/GSILGB2XXXX_C                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-34.77       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/TSM/SOFRCOMPOUND/19000102/113167827_C/CITIUS33XXX                           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | TW        |          1 | NC      | $9.50         | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | TRS/NL/ADYEN/ESTRCOMPOUND/19000102/113167829_C/UBSWGB2LXXX                      | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | NL        |          1 | NC      | $-77.33       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/MSTR/SOFRCOMPOUND/19000102/113167830_C/GSILGB2XXXX                          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $235.97       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | TRS/NL/ASML/ESTRCOMPOUND/19000102/113167835_C/UBSWGB2LXXX                       | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DE               | CORP              | NL        |          1 | NC      | $-5.22        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/MSFT/SOFRCOMPOUND/19000102/113168027_C/CHASGB2LXXX                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $99.50        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | TRS/M2WD0IT/SOFRCOMPOUND/19000102/113216426_C/GSILGB2XXXX_C                     | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DE               | CORP              | US        |          1 | NC      | $-271.09      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | TRS/ARM/SOFRCOMPOUND/19000102/113234450_C/BOFAUS6SGDS                           | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DE               | CORP              | GB        |          1 | NC      | $3437.27      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/STX/SOFRCOMPOUND/19000102/113234478_C/MSLNGB2XXXX                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | IE        |          1 | NC      | $15677.47     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TRS/NL/ADYEN/ESTRCOMPOUND/19000102/113234480_C/CITIUS33XXX                      | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               | CORP              | NL        |          1 | NC      | $-7824.40     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/VRT/SOFRCOMPOUND/19000102/113234482_C/MSLNGB2XXXX                           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-5334.25     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | TRS/FAST/SOFRCOMPOUND/19000102/113247733_C/MSLNGB2XXXX                          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | US        |          1 | NC      | $-8862.78     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/CHTR/SOFRCOMPOUND/19000102/113247953_C/CHASGB2LXXX                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $-30440.60    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | TRS/CHTR/SOFRCOMPOUND/19000102/113248735_C/CHASGB2LXXX                          | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DE               | CORP              | US        |          1 | NC      | $-1866.00     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CAMB Commercial Mortgage Trust 2019-LIFE                                        | CAMB COMMERCIAL MORTGAGE TRUST 2019-LIFE                                        | CUSIP: 12482HAN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $99312.50     | 0.03%             | 2037-12-15      | Floating      | 6.77%                 | No            | 2                  | On Loan: No      |
| CCO Holdings LLC / CCO Holdings Capital Corp                                    | CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP                                    | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     223000 | PA      | $187320.00    | 0.06%             | 2034-01-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: —       |
| CEC Entertainment LLC                                                           | CEC ENTERTAINMENT LLC                                                           | CUSIP: 125137AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     110000 | PA      | $108212.50    | 0.04%             | 2026-05-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Cantor Commercial Real Estate Lending 2019-CF1                                  | CANTOR COMMERCIAL REAL ESTATE LENDING 2019-CF1                                  | CUSIP: 12529MDG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     125000 | PA      | $15096.26     | 0.00%             | 2052-05-15      | Variable      | 4.12%                 | No            | 2                  | On Loan: No      |
| Cantor Commercial Real Estate Lending 2019-CF1                                  | CANTOR COMMERCIAL REAL ESTATE LENDING 2019-CF1                                  | CUSIP: 12529MDH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      80000 | PA      | $1600.00      | 0.00%             | 2052-05-15      | Variable      | 4.66%                 | No            | 2                  | On Loan: No      |
| CHS/Community Health Systems Inc                                                | CHS/COMMUNITY HEALTH SYSTEMS INC                                                | CUSIP: 12543DBN9<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      35000 | PA      | $36050.00     | 0.01%             | 2032-01-15      | Fixed         | 10.88%                | No            | 2                  | On Loan: No      |
| CME Group Inc                                                                   | CME GROUP INC                                                                   | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       2136 | NS      | $591842.88    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| CMG Media Corp                                                                  | CMG MEDIA CORP                                                                  | CUSIP: 125773AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     100000 | PA      | $87500.00     | 0.03%             | 2029-06-18      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| C&W Senior Finance Ltd                                                          | C&W SENIOR FINANCE LTD                                                          | CUSIP: 12665MAA0<br>LEI: 213800CG16G1YMJRCG10 | Long             | DBT              | CORP              | KY        |     240000 | PA      | $240996.01    | 0.08%             | 2033-01-15      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| Cable One Inc                                                                   | CABLE ONE INC                                                                   | CUSIP: 12685JAE5<br>LEI: 549300648QS85T0XSH18 | Long             | DBT              | CORP              | US        |     500000 | PA      | $473271.50    | 0.15%             | 2026-03-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINANCIAL CORP                                                      | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      95000 | PA      | $99037.88     | 0.03%             | 2029-06-08      | Variable      | 6.31%                 | No            | 2                  | On Loan: No      |
| Capital One Financial Corp                                                      | CAPITAL ONE FINANCIAL CORP                                                      | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      95000 | PA      | $99064.48     | 0.03%             | 2034-06-08      | Variable      | 6.38%                 | No            | 2                  | On Loan: No      |
| Carnival Corp                                                                   | CARNIVAL CORP                                                                   | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |    1500000 | PA      | $1500000.00   | 0.49%             | 2026-03-01      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Carvana Co                                                                      | CARVANA CO                                                                      | CUSIP: 146869102<br>LEI: 5493003WEAK2PJ5WS063 | Long             | EC               | CORP              | US        |        869 | NS      | $212340.15    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Carvana Auto Receivables Trust 2021-N3                                          | CARVANA AUTO RECEIVABLES TRUST 2021-N3                                          | CUSIP: 14687GAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      10007 | PA      | $9630.17      | 0.00%             | 2028-06-12      | Fixed         | 1.02%                 | No            | 2                  | On Loan: No      |
| Centene Corp                                                                    | CENTENE CORP                                                                    | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     161000 | PA      | $154358.75    | 0.05%             | 2029-12-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                                                   | USD/CNH FWD 20250507 DEUTGB2L                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |          1 | NC      | $25526.01     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CUSIP: 161175AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      13000 | PA      | $12982.19     | 0.00%             | 2025-07-23      | Fixed         | 4.91%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     187000 | PA      | $161742.47    | 0.05%             | 2031-04-01      | Fixed         | 2.80%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      30000 | PA      | $18428.04     | 0.01%             | 2051-04-01      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital | CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS OPERATING CAPITAL | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     653000 | PA      | $413945.84    | 0.13%             | 2052-06-01      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Chile Electricity Lux Mpc II Sarl                                               | CHILE ELECTRICITY LUX MPC II SARL                                               | CUSIP: 16882LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     290000 | PA      | $288477.50    | 0.09%             | 2035-10-20      | Fixed         | 5.58%                 | No            | 2                  | On Loan: No      |
| Chobani Holdco II LLC                                                           | CHOBANI HOLDCO II LLC                                                           | CUSIP: 169918AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     359476 | PA      | $381044.17    | 0.12%             | 2029-10-01      | Variable      | 8.75%                 | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | KES/USD FWD 20250711 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | KE        |          1 | NC      | $112.32       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Citigroup Inc                                                                   | CITIGROUP INC                                                                   | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |       7486 | NS      | $511892.68    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Classover Holdings Inc                                                          | CLASSOVER HOLDINGS INC                                                          | CUSIP: 182744110<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      36700 | NS      | $1743.25      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Cloud Software Group Inc                                                        | CLOUD SOFTWARE GROUP INC                                                        | CUSIP: 18912UAA0<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     300000 | PA      | $302625.00    | 0.10%             | 2029-09-30      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| Cloud Software Group Inc                                                        | CLOUD SOFTWARE GROUP INC                                                        | CUSIP: 18912UAC6<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     352000 | PA      | $366520.00    | 0.12%             | 2032-06-30      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| Colombia Government International Bond                                          | COLOMBIA GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: 195325DT9<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     505000 | PA      | $280776.21    | 0.09%             | 2051-05-15      | Fixed         | 4.12%                 | No            | 2                  | On Loan: No      |
| Colombia Government International Bond                                          | COLOMBIA GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: 195325DZ5<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     370000 | PA      | $286270.16    | 0.09%             | 2032-04-22      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Colombia Government International Bond                                          | COLOMBIA GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: 195325EG6<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     285000 | PA      | $278292.03    | 0.09%             | 2034-02-02      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Colorado Health Facilities Authority                                            | COLORADO HEALTH FACILITIES AUTHORITY                                            | CUSIP: 19648FRZ9<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |     250000 | PA      | $215657.43    | 0.07%             | 2040-12-01      | Fixed         | 4.48%                 | No            | 2                  | On Loan: No      |
| TORONTO DOMINION SECURITIES                                                     | CAD/USD FWD 20250725 TDOMCATT                                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              | CORP              | CA        |          1 | NC      | $-1281.65     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                                                   | KRW/USD FWD 20250507 DEUTGB2L                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | KR        |          1 | NC      | $-99011.41    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                 | USD/NOK FWD 20250505 SBOSGB2X                                                   | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $17295.69     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                 | KRW/USD FWD 20250507 SBOSGB2X                                                   | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | KR        |          1 | NC      | $-32855.83    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Comision Federal de Electricidad                                                | COMISION FEDERAL DE ELECTRICIDAD                                                | CUSIP: 200447AN0<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     700000 | PA      | $689325.00    | 0.22%             | 2030-01-24      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Jscb Agrobank                                                                   | JSCB AGROBANK                                                                   | CUSIP: 201281AA0<br>LEI: 254900JPMU0LFCP18673 | Long             | DBT              | CORP              | UZ        |     250000 | PA      | $258440.08    | 0.08%             | 2029-10-02      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| Comstock Resources Inc                                                          | COMSTOCK RESOURCES INC                                                          | CUSIP: 205768AU8<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     241000 | PA      | $228950.00    | 0.07%             | 2029-03-01      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R06                                    | CONNECTICUT AVENUE SECURITIES TRUST 2022-R06                                    | CUSIP: 20754NAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      37726 | PA      | $38433.71     | 0.01%             | 2042-05-25      | Floating      | 7.10%                 | No            | 2                  | On Loan: No      |
| ConocoPhillips                                                                  | CONOCOPHILLIPS                                                                  | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |       5897 | NS      | $525540.64    | 0.17%             |  |  |  | No            | 1                  | On Loan: No      |
| Constellation Energy Corp                                                       | CONSTELLATION ENERGY CORP                                                       | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Long             | EC               | CORP              | US        |        810 | NS      | $180986.40    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Copart Inc                                                                      | COPART INC                                                                      | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |       6791 | NS      | $414454.73    | 0.14%             |  |  |  | No            | 1                  | On Loan: No      |
| Ivory Coast Government International Bond                                       | IVORY COAST GOVERNMENT INTERNATIONAL BOND                                       | CUSIP: 221625AT3<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     205000 | PA      | $193520.00    | 0.06%             | 2033-01-30      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Ivory Coast Government International Bond                                       | IVORY COAST GOVERNMENT INTERNATIONAL BOND                                       | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     600000 | PA      | $554757.57    | 0.18%             | 2036-04-01      | Fixed         | 8.07%                 | No            | 2                  | On Loan: No      |
| Crowdstrike Holdings Inc                                                        | CROWDSTRIKE HOLDINGS INC                                                        | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |        271 | NS      | $116223.77    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Deere & Co                                                                      | DEERE & CO                                                                      | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       1288 | NS      | $597065.28    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Diamondback Energy Inc                                                          | DIAMONDBACK ENERGY INC                                                          | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |       1216 | NS      | $160524.16    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| DISH Network Corp                                                               | DISH NETWORK CORP                                                               | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     380000 | PA      | $399000.00    | 0.13%             | 2027-11-15      | Fixed         | 11.75%                | No            | 2                  | On Loan: No      |
| DISH DBS Corp                                                                   | DISH DBS CORP                                                                   | CUSIP: 25470XAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     210000 | PA      | $182700.00    | 0.06%             | 2026-07-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| DISH DBS Corp                                                                   | DISH DBS CORP                                                                   | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     546000 | PA      | $496860.00    | 0.16%             | 2026-12-01      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Dominican Republic International Bond                                           | DOMINICAN REPUBLIC INTERNATIONAL BOND                                           | CUSIP: 25714PFA1<br>LEI: 254900EHU7Q8FGVPI369 | Long             | DBT              | NUSS              | DO        |    8000000 | PA      | $137969.73    | 0.04%             | 2036-06-01      | Fixed         | 10.75%                | No            | 2                  | On Loan: No      |
| Ecopetrol SA                                                                    | ECOPETROL SA                                                                    | CUSIP: 279158AS8<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     362000 | PA      | $362592.96    | 0.12%             | 2033-01-13      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| Ecopetrol SA                                                                    | ECOPETROL SA                                                                    | CUSIP: 279158AV1<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     280000 | PA      | $262279.51    | 0.09%             | 2036-01-19      | Fixed         | 8.38%                 | No            | 2                  | On Loan: No      |
| Ecopetrol SA                                                                    | ECOPETROL SA                                                                    | CUSIP: 279158AW9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |     290000 | PA      | $276684.01    | 0.09%             | 2032-02-01      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| El Salvador Government International Bond                                       | EL SALVADOR GOVERNMENT INTERNATIONAL BOND                                       | CUSIP: 283875CD2<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     150000 | PA      | $3367.96      | 0.00%             | 2030-04-17      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| El Salvador Government International Bond                                       | EL SALVADOR GOVERNMENT INTERNATIONAL BOND                                       | CUSIP: 283875CE0<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     615000 | PA      | $635149.77    | 0.21%             | 2030-04-17      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| Elara HGV Timeshare Issuer 2023-A LLC                                           | ELARA HGV TIMESHARE ISSUER 2023-A LLC                                           | CUSIP: 28415AAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     119328 | PA      | $123492.92    | 0.04%             | 2038-02-25      | Fixed         | 10.10%                | No            | 2                  | On Loan: No      |
| Elara HGV Timeshare Issuer 2019-A LLC                                           | ELARA HGV TIMESHARE ISSUER 2019-A LLC                                           | CUSIP: 28416TAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      26528 | PA      | $25992.45     | 0.01%             | 2034-01-25      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | EGP/USD FWD 20250611 CHASGB2L                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | EG        |          1 | NC      | $1969.08      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                                                   | MYR/USD FWD 20250604 DEUTGB2L                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | MY        |          1 | NC      | $-34635.04    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                 | PLN/USD FWD 20250516 SBOSGB2X                                                   | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | PL        |          1 | NC      | $20136.78     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                                                    | EUR/USD FWD 20250523 WFBIUS6W                                                   | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |          1 | NC      | $4310.01      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Everi Holdings Inc                                                              | EVERI HOLDINGS INC                                                              | CUSIP: 30034TAA1<br>LEI: 5299006DK5S7BG10K532 | Long             | DBT              | CORP              | US        |     600000 | PA      | $603000.00    | 0.20%             | 2029-07-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Constellation Energy Generation LLC                                             | CONSTELLATION ENERGY GENERATION LLC                                             | CUSIP: 30161MAS2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |      54000 | PA      | $53894.38     | 0.02%             | 2025-06-01      | Fixed         | 3.25%                 | No            | 2                  | On Loan: No      |
| Exxon Mobil Corp                                                                | EXXON MOBIL CORP                                                                | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |       6266 | NS      | $661877.58    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Meta Platforms Inc                                                              | META PLATFORMS INC                                                              | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       1474 | NS      | $809226.00    | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| FS Luxembourg Sarl                                                              | FS LUXEMBOURG SARL                                                              | CUSIP: 30315XAC8<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |     250000 | PA      | $251516.75    | 0.08%             | 2031-02-12      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | EGP/USD FWD 20250911 UBSWGB2L                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | EG        |          1 | NC      | $688.76       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Freddie Mac Strips                                                              | FREDDIE MAC STRIPS                                                              | CUSIP: 31325YB72<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     367419 | PA      | $50364.16     | 0.02%             | 2052-02-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac Strips                                                              | FREDDIE MAC STRIPS                                                              | CUSIP: 31325YRN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     223596 | PA      | $28828.67     | 0.01%             | 2052-06-15      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac Strips                                                              | FREDDIE MAC STRIPS                                                              | CUSIP: 3133Q5E51<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     118654 | PA      | $14831.47     | 0.00%             | 2051-01-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Barclays PLC                                                                    | BARCLAYS PLC                                                                    | CUSIP: 000000000<br>LEI: 213800LBQA1Y9L22JB70 | Long             | EC               | CORP              | GB        |      43092 | NS      | $171663.14    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae REMICS                                                               | FANNIE MAE REMICS                                                               | CUSIP: 3136BCAY6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      68462 | PA      | $11685.23     | 0.00%             | 2050-10-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae REMICS                                                               | FANNIE MAE REMICS                                                               | CUSIP: 3136BCD80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     489370 | PA      | $74486.72     | 0.02%             | 2050-12-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae REMICS                                                               | FANNIE MAE REMICS                                                               | CUSIP: 3136BCM72<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     138097 | PA      | $21128.23     | 0.01%             | 2050-12-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae REMICS                                                               | FANNIE MAE REMICS                                                               | CUSIP: 3136BHUP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     528837 | PA      | $70004.56     | 0.02%             | 2047-05-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae REMICS                                                               | FANNIE MAE REMICS                                                               | CUSIP: 3136BKK84<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      84251 | PA      | $13585.81     | 0.00%             | 2049-08-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae REMICS                                                               | FANNIE MAE REMICS                                                               | CUSIP: 3136BPUZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    1993705 | PA      | $263180.09    | 0.09%             | 2051-05-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac REMICS                                                              | FREDDIE MAC REMICS                                                              | CUSIP: 3137FXC89<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     205612 | PA      | $26485.57     | 0.01%             | 2050-10-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac REMICS                                                              | FREDDIE MAC REMICS                                                              | CUSIP: 3137H9QF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     394502 | PA      | $61389.40     | 0.02%             | 2051-04-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac REMICS                                                              | FREDDIE MAC REMICS                                                              | CUSIP: 3137H9QH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     255869 | PA      | $33800.39     | 0.01%             | 2051-02-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac REMICS                                                              | FREDDIE MAC REMICS                                                              | CUSIP: 3137HFW50<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     145808 | PA      | $33821.33     | 0.01%             | 2054-10-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac REMICS                                                              | FREDDIE MAC REMICS                                                              | CUSIP: 3137HFZ73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     121601 | PA      | $20918.37     | 0.01%             | 2048-07-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae Interest Strip                                                       | FANNIE MAE INTEREST STRIP                                                       | CUSIP: 31423XMW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     149175 | PA      | $19583.08     | 0.01%             | 2051-02-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae Interest Strip                                                       | FANNIE MAE INTEREST STRIP                                                       | CUSIP: 31423XX63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      95262 | PA      | $12693.87     | 0.00%             | 2052-03-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae Interest Strip                                                       | FANNIE MAE INTEREST STRIP                                                       | CUSIP: 31423YVL0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      86828 | PA      | $14023.77     | 0.00%             | 2051-03-25      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae Interest Strip                                                       | FANNIE MAE INTEREST STRIP                                                       | CUSIP: 31423YVV8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     180144 | PA      | $24633.23     | 0.01%             | 2051-09-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae Interest Strip                                                       | FANNIE MAE INTEREST STRIP                                                       | CUSIP: 31424U8L3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      91145 | PA      | $20785.08     | 0.01%             | 2053-11-25      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae Interest Strip                                                       | FANNIE MAE INTEREST STRIP                                                       | CUSIP: 31424UAZ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     450568 | PA      | $57897.27     | 0.02%             | 2052-04-25      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae Interest Strip                                                       | FANNIE MAE INTEREST STRIP                                                       | CUSIP: 31424UK62<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     386065 | PA      | $94796.04     | 0.03%             | 2053-09-25      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae Interest Strip                                                       | FANNIE MAE INTEREST STRIP                                                       | CUSIP: 31424VD35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      98069 | PA      | $23222.23     | 0.01%             | 2054-11-25      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Fannie Mae Interest Strip                                                       | FANNIE MAE INTEREST STRIP                                                       | CUSIP: 31424VHL1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     638889 | PA      | $155763.37    | 0.05%             | 2054-08-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Fannie Mae Interest Strip                                                       | FANNIE MAE INTEREST STRIP                                                       | CUSIP: 31424VHM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     425246 | PA      | $103657.88    | 0.03%             | 2054-08-25      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac Strips                                                              | FREDDIE MAC STRIPS                                                              | CUSIP: 3142G5QH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     117920 | PA      | $28757.07     | 0.01%             | 2053-05-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Freddie Mac Strips                                                              | FREDDIE MAC STRIPS                                                              | CUSIP: 3142G6NQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     179361 | PA      | $42645.64     | 0.01%             | 2053-11-25      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Freddie Mac Strips                                                              | FREDDIE MAC STRIPS                                                              | CUSIP: 3142G95J5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     237740 | PA      | $57140.44     | 0.02%             | 2054-08-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Ferrellgas LP / Ferrellgas Finance Corp                                         | FERRELLGAS LP / FERRELLGAS FINANCE CORP                                         | CUSIP: 315289AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     900000 | PA      | $875250.00    | 0.29%             | 2026-04-01      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Finance of America HECM Buyout 2024-HB1                                         | FINANCE OF AMERICA HECM BUYOUT 2024-HB1                                         | CUSIP: 31737DAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     275000 | PA      | $204209.23    | 0.07%             | 2034-10-01      | Variable      | 6.00%                 | No            | 2                  | On Loan: No      |
| Flowco Holdings Inc                                                             | FLOWCO HOLDINGS INC                                                             | CUSIP: 342909108<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1917 | NS      | $37036.44     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Goto Foods Funding LLC                                                          | GOTO FOODS FUNDING LLC                                                          | CUSIP: 34417RAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     243750 | PA      | $246834.78    | 0.08%             | 2052-07-30      | Fixed         | 7.21%                 | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | UAH/USD FWD 20250606 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | UA        |          1 | NC      | $617.34       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA2                                         | FREDDIE MAC STACR REMIC TRUST 2022-DNA2                                         | CUSIP: 35564KRE1<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | USGSE             | US        |      44662 | PA      | $44634.79     | 0.01%             | 2042-02-25      | Floating      | 5.65%                 | No            | 2                  | On Loan: No      |
| Freeport-McMoRan Inc                                                            | FREEPORT-MCMORAN INC                                                            | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |       1644 | NS      | $59233.32     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| Frontier Communications Holdings LLC                                            | FRONTIER COMMUNICATIONS HOLDINGS LLC                                            | CUSIP: 35908MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $400500.00    | 0.13%             | 2030-01-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Frontier Issuer LLC                                                             | FRONTIER ISSUER LLC                                                             | CUSIP: 35910EAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     990586 | PA      | $1038721.74   | 0.34%             | 2053-08-20      | Fixed         | 11.50%                | No            | 2                  | On Loan: No      |
| Frontier Issuer LLC                                                             | FRONTIER ISSUER LLC                                                             | CUSIP: 35910EAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     320360 | PA      | $353574.28    | 0.12%             | 2054-06-20      | Fixed         | 11.16%                | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | EUR/USD FWD 20250523 GSILGB2X                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-36517.31    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| GCT Semiconductor Holding Inc                                                   | GCT SEMICONDUCTOR HOLDING INC                                                   | CUSIP: 36170N115<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      24750 | NS      | $1611.23      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Boost Newco Borrower LLC                                                        | BOOST NEWCO BORROWER LLC                                                        | CUSIP: 36268NAA8<br>LEI: 254900S8RE1OL7TTCU64 | Long             | DBT              | CORP              | US        |     200000 | PA      | $211250.00    | 0.07%             | 2031-01-15      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| General Electric Co                                                             | GENERAL ELECTRIC CO                                                             | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |       2295 | NS      | $462534.30    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| General Motors Financial Co Inc                                                 | GENERAL MOTORS FINANCIAL CO INC                                                 | CUSIP: 37045XDZ6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      49000 | PA      | $49203.69     | 0.02%             | 2025-10-10      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| Gilead Sciences Inc                                                             | GILEAD SCIENCES INC                                                             | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |       3250 | NS      | $346255.00    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | CUSIP: 38382HNJ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     374445 | PA      | $64787.32     | 0.02%             | 2050-08-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | CUSIP: 38382LJQ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     264435 | PA      | $35260.49     | 0.01%             | 2050-11-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | CUSIP: 38382LQ53<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     135123 | PA      | $16736.43     | 0.01%             | 2050-12-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | CUSIP: 38382LS51<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     144853 | PA      | $17781.09     | 0.01%             | 2050-12-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | CUSIP: 38382PNF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     106505 | PA      | $14269.23     | 0.00%             | 2051-03-20      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | CUSIP: 38382VKV0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     292306 | PA      | $32326.23     | 0.01%             | 2049-08-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | CUSIP: 38382WZ75<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     390173 | PA      | $63618.97     | 0.02%             | 2051-08-20      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | CUSIP: 38383RA23<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     539678 | PA      | $79991.17     | 0.03%             | 2051-11-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | CUSIP: 38383V3J5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     584876 | PA      | $85933.50     | 0.03%             | 2051-02-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Government National Mortgage Association                                        | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                        | CUSIP: 38384DLF2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     201106 | PA      | $30175.85     | 0.01%             | 2051-11-20      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Gray Media Inc                                                                  | GRAY MEDIA INC                                                                  | CUSIP: 389286AA3<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     425000 | PA      | $251812.50    | 0.08%             | 2031-11-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Greensaif Pipelines Bidco Sarl                                                  | GREENSAIF PIPELINES BIDCO SARL                                                  | CUSIP: 39541EAD5<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $201561.00    | 0.07%             | 2036-02-23      | Fixed         | 5.85%                 | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | MYR/USD FWD 20250609 BOFAUS6N                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | MY        |          1 | NC      | $28837.54     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | USD/MYR FWD 20250609 BOFAUS6N                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-28126.05    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                                                   | EUR/USD FWD 20250523 DEUTGB2L                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |          1 | NC      | $39012.66     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Grupo Televisa SAB                                                              | GRUPO TELEVISA SAB                                                              | CUSIP: 40049JBE6<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |     250000 | PA      | $169126.81    | 0.06%             | 2049-05-24      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Airbus SE                                                                       | AIRBUS SE                                                                       | CUSIP: 000000000<br>LEI: MINO79WLOO247M1IL051 | Long             | EC               | CORP              | NL        |       2120 | NS      | $359743.95    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Guatemala Government Bond                                                       | GUATEMALA GOVERNMENT BOND                                                       | CUSIP: 401494AT6<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     350000 | PA      | $291422.97    | 0.10%             | 2033-10-07      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| H&E Equipment Services Inc                                                      | H&E EQUIPMENT SERVICES INC                                                      | CUSIP: 404030AJ7<br>LEI: 254900KVLRCDMQRYY541 | Long             | DBT              | CORP              | US        |    1400000 | PA      | $1393000.00   | 0.45%             | 2028-12-15      | Fixed         | 3.88%                 | No            | 2                  | On Loan: No      |
| HTA Group Ltd/Mauritius                                                         | HTA GROUP LTD/MAURITIUS                                                         | CUSIP: 40435WAC4<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |     310000 | PA      | $311566.28    | 0.10%             | 2029-06-04      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Hardee s Funding LLC                                                            | HARDEE'S FUNDING LLC                                                            | CUSIP: 411707AH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      76600 | PA      | $73098.68     | 0.02%             | 2050-12-20      | Fixed         | 3.98%                 | No            | 2                  | On Loan: No      |
| Hardee s Funding LLC                                                            | HARDEE'S FUNDING LLC                                                            | CUSIP: 411707AK8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     283938 | PA      | $258415.04    | 0.08%             | 2051-06-20      | Fixed         | 2.87%                 | No            | 2                  | On Loan: No      |
| Hardee s Funding LLC                                                            | HARDEE'S FUNDING LLC                                                            | CUSIP: 411707AM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     220984 | PA      | $228107.48    | 0.07%             | 2054-03-20      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Hewlett Packard Enterprise Co                                                   | HEWLETT PACKARD ENTERPRISE CO                                                   | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     953000 | PA      | $945717.17    | 0.31%             | 2029-10-15      | Fixed         | 4.55%                 | No            | 2                  | On Loan: No      |
| Hilcorp Energy I LP / Hilcorp Finance Co                                        | HILCORP ENERGY I LP / HILCORP FINANCE CO                                        | CUSIP: 431318AY0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      63000 | PA      | $57645.00     | 0.02%             | 2030-04-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Service Properties Trust                                                        | SERVICE PROPERTIES TRUST                                                        | CUSIP: 44106MAV4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     400000 | PA      | $394500.00    | 0.13%             | 2026-02-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| Service Properties Trust                                                        | SERVICE PROPERTIES TRUST                                                        | CUSIP: 44106MAY8<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     100000 | PA      | $74500.00     | 0.02%             | 2030-02-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: —       |
| H World Group Ltd                                                               | H WORLD GROUP LTD                                                               | CUSIP: 44332NAB2<br>LEI: 549300Y5ML31FVN83730 | Long             | DBT              | CORP              | KY        |     135000 | PA      | $145673.10    | 0.05%             | 2026-05-01      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| HubSpot Inc                                                                     | HUBSPOT INC                                                                     | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |        611 | NS      | $373626.50    | 0.12%             |  |  |  | No            | 1                  | On Loan: No      |
| Huntington Bank Auto Credit-Linked Notes Series 2024-1                          | HUNTINGTON BANK AUTO CREDIT-LINKED NOTES SERIES 2024-1                          | CUSIP: 44644NAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     160979 | PA      | $161526.49    | 0.05%             | 2032-05-20      | Floating      | 7.50%                 | No            | 2                  | On Loan: No      |
| Hyundai Capital America                                                         | HYUNDAI CAPITAL AMERICA                                                         | CUSIP: 44891ACB1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |      70000 | PA      | $70411.67     | 0.02%             | 2026-03-30      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Match Group Financeco 2 Inc                                                     | MATCH GROUP FINANCECO 2 INC                                                     | CUSIP: 44932FAA5<br>LEI: 549300IPGK4BWL134U96 | Long             | DBT              | CORP              | US        |     600000 | PA      | $571432.80    | 0.19%             | 2026-06-15      | Fixed         | 0.88%                 | No            | 2                  | On Loan: No      |
| Immunocore Holdings PLC                                                         | IMMUNOCORE HOLDINGS PLC                                                         | CUSIP: 45258DAB1<br>LEI: 213800IUE3DFS84BVN18 | Long             | DBT              | CORP              | GB        |      19000 | PA      | $16154.18     | 0.01%             | 2030-02-01      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Crescent Energy Finance LLC                                                     | CRESCENT ENERGY FINANCE LLC                                                     | CUSIP: 45344LAE3<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     195000 | PA      | $174037.50    | 0.06%             | 2033-01-15      | Fixed         | 7.38%                 | No            | 2                  | On Loan: No      |
| Insulet Corp                                                                    | INSULET CORP                                                                    | CUSIP: 45784PAK7<br>LEI: 549300TZTYD2PYN92D43 | Long             | DBT              | CORP              | US        |     818000 | PA      | $1009935.52   | 0.33%             | 2026-09-01      | Fixed         | 0.38%                 | No            | 2                  | On Loan: No      |
| Intuitive Surgical Inc                                                          | INTUITIVE SURGICAL INC                                                          | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |        507 | NS      | $261510.60    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| JPMorgan Chase Bank NA - CACLN                                                  | JPMORGAN CHASE BANK NA - CACLN                                                  | CUSIP: 46591HCF5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        791 | PA      | $788.70       | 0.00%             | 2029-02-26      | Fixed         | 1.01%                 | No            | 2                  | On Loan: No      |
| JPMorgan Chase Bank NA - CACLN                                                  | JPMORGAN CHASE BANK NA - CACLN                                                  | CUSIP: 46591HCG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       1611 | PA      | $1607.73      | 0.00%             | 2029-02-26      | Fixed         | 2.10%                 | No            | 2                  | On Loan: No      |
| Kaspi.KZ JSC                                                                    | KASPI.KZ JSC                                                                    | CUSIP: 466281AA0<br>LEI: 2549003YU6FARG8OAZ13 | Long             | DBT              | CORP              | KZ        |     300000 | PA      | $294225.00    | 0.10%             | 2030-03-26      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| SAP SE                                                                          | SAP SE                                                                          | CUSIP: 000000000<br>LEI: 529900D6BF99LW9R2E68 | Long             | EC               | CORP              | DE        |       1242 | NS      | $363395.09    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| Kenvue Inc                                                                      | KENVUE INC                                                                      | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |      24562 | NS      | $579663.20    | 0.19%             |  |  |  | No            | 1                  | On Loan: No      |
| Kingston Airport Revenue Finance Ltd                                            | KINGSTON AIRPORT REVENUE FINANCE LTD                                            | CUSIP: 49647QAA6<br>LEI: 254900SK2YRR95AVHU30 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $197888.00    | 0.06%             | 2036-12-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                                                     | INR/USD FWD 20250505 ROYCGB2L                                                   | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | IN        |          1 | NC      | $-74416.81    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                                                    | AUD/USD FWD 20250502 WFBIUS6W                                                   | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | AU        |          1 | NC      | $16656.20     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                                                    | CHF/USD FWD 20250505 WFBIUS6W                                                   | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | CH        |          1 | NC      | $-162914.33   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| Kosmos Energy Ltd                                                               | KOSMOS ENERGY LTD                                                               | CUSIP: 500688AJ5<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |     300000 | PA      | $242547.12    | 0.08%             | 2031-10-01      | Fixed         | 8.75%                 | No            | 2                  | On Loan: —       |
| Kreditanstalt fuer Wiederaufbau                                                 | KREDITANSTALT FUER WIEDERAUFBAU                                                 | CUSIP: 500769GQ1<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     306000 | PA      | $305978.58    | 0.10%             | 2025-05-02      | Fixed         | 2.00%                 | No            | 2                  | On Loan: No      |
| LCPR Senior Secured Financing DAC                                               | LCPR SENIOR SECURED FINANCING DAC                                               | CUSIP: 50201DAA1<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |     335000 | PA      | $275702.09    | 0.09%             | 2027-10-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Level 3 Financing Inc                                                           | LEVEL 3 FINANCING INC                                                           | CUSIP: 527298BV4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      23655 | PA      | $26375.33     | 0.01%             | 2029-11-15      | Fixed         | 11.00%                | No            | 2                  | On Loan: No      |
| Level 3 Financing Inc                                                           | LEVEL 3 FINANCING INC                                                           | CUSIP: 527298BZ5<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      56305 | PA      | $62287.41     | 0.02%             | 2030-12-15      | Fixed         | 10.75%                | No            | 2                  | On Loan: No      |
| Liberty Broadband Corp                                                          | LIBERTY BROADBAND CORP                                                          | CUSIP: 530307305<br>LEI: 549300MIX43II8JLN536 | Long             | EC               | CORP              | US        |      27652 | NS      | $2499464.28   | 0.82%             |  |  |  | No            | 1                  | On Loan: No      |
| Eli Lilly & Co                                                                  | ELI LILLY & CO                                                                  | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       1088 | NS      | $978057.60    | 0.32%             |  |  |  | No            | 1                  | On Loan: No      |
| Rheinmetall AG                                                                  | RHEINMETALL AG                                                                  | CUSIP: 000000000<br>LEI: 5299001OU9CSE29O6S05 | Long             | EC               | CORP              | DE        |        238 | NS      | $405326.53    | 0.13%             |  |  |  | No            | 2                  | On Loan: No      |
| Live Nation Entertainment Inc                                                   | LIVE NATION ENTERTAINMENT INC                                                   | CUSIP: 538034AV1<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     500000 | PA      | $505625.00    | 0.16%             | 2027-05-15      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Mallinckrodt International Finance SA / Mallinckrodt CB LLC                     | MALLINCKRODT INTERNATIONAL FINANCE SA / MALLINCKRODT CB LLC                     | CUSIP: 561233AN7<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     183868 | PA      | $192142.06    | 0.06%             | 2028-11-14      | Fixed         | 14.75%                | No            | 2                  | On Loan: No      |
| Mastercard Inc                                                                  | MASTERCARD INC                                                                  | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       1230 | NS      | $674113.80    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| Match Group Holdings II LLC                                                     | MATCH GROUP HOLDINGS II LLC                                                     | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     200000 | PA      | $192000.00    | 0.06%             | 2028-06-01      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Sartorius AG                                                                    | SARTORIUS AG                                                                    | CUSIP: 000000000<br>LEI: 529900EQV2DY4FOAMU38 | Long             | EP               | CORP              | DE        |       2750 | NS      | $713884.99    | 0.23%             |  |  |  | No            | 2                  | On Loan: No      |
| MercadoLibre Inc                                                                | MERCADOLIBRE INC                                                                | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |        266 | NS      | $620006.10    | 0.20%             |  |  |  | No            | 1                  | On Loan: No      |
| Infineon Technologies AG                                                        | INFINEON TECHNOLOGIES AG                                                        | CUSIP: 000000000<br>LEI: TSI2PJM6EPETEQ4X1U25 | Long             | EC               | CORP              | DE        |      14260 | NS      | $472334.42    | 0.15%             |  |  |  | No            | 2                  | On Loan: No      |
| Metalsa Sapi De Cv                                                              | METALSA SAPI DE CV                                                              | CUSIP: 59132VAB4<br>LEI: 549300F2FONGJR575V67 | Long             | DBT              | CORP              | MX        |     150000 | PA      | $121342.75    | 0.04%             | 2031-05-04      | Fixed         | 3.75%                 | No            | 2                  | On Loan: No      |
| Metsera Inc                                                                     | METSERA INC                                                                     | CUSIP: 59267L107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4764 | NS      | $114860.04    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Michigan Tobacco Settlement Finance Authority                                   | MICHIGAN TOBACCO SETTLEMENT FINANCE AUTHORITY                                   | CUSIP: 594751AL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      30000 | PA      | $3960.31      | 0.00%             | 2046-06-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Microsoft Corp                                                                  | MICROSOFT CORP                                                                  | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       4555 | NS      | $1800409.30   | 0.59%             |  |  |  | No            | 1                  | On Loan: No      |
| Stagwell Global LLC                                                             | STAGWELL GLOBAL LLC                                                             | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |     168000 | PA      | $158340.00    | 0.05%             | 2029-08-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                                             | SOCIETE GENERALE SA                                                             | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |       7042 | NS      | $367162.76    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                                                   | UAH/USD FWD 20250509 DEUTGB2L                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | UA        |          1 | NC      | $880.97       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Asics Corp                                                                      | ASICS CORP                                                                      | CUSIP: 000000000<br>LEI: 3538002LJMRZ83SU0B85 | Long             | EC               | CORP              | JP        |      31300 | NS      | $672763.83    | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| Monolithic Power Systems Inc                                                    | MONOLITHIC POWER SYSTEMS INC                                                    | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |        160 | NS      | $94896.00     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| BANK OF AMERICA                                                                 | MYR/USD FWD 20250505 BOFAUS6N                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | MY        |          1 | NC      | $-97820.16    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| AirJoule Technologies Corp                                                      | AIRJOULE TECHNOLOGIES CORP                                                      | CUSIP: 612160119<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      36900 | NS      | $23796.81     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Kotak Mahindra Bank Ltd                                                         | KOTAK MAHINDRA BANK LTD                                                         | CUSIP: 000000000<br>LEI: 335800E6GTTXKHXE2I75 | Long             | EC               | CORP              | IN        |      22727 | NS      | $593988.96    | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| Chugai Pharmaceutical Co Ltd                                                    | CHUGAI PHARMACEUTICAL CO LTD                                                    | CUSIP: 000000000<br>LEI: 529900T9LAII161DCN95 | Long             | EC               | CORP              | JP        |      17000 | NS      | $979362.46    | 0.32%             |  |  |  | No            | 2                  | On Loan: No      |
| NCL Corp Ltd                                                                    | NCL CORP LTD                                                                    | CUSIP: 62886HBA8<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      47000 | PA      | $46647.50     | 0.02%             | 2026-03-15      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| NGL Energy Operating LLC / NGL Energy Finance Corp                              | NGL ENERGY OPERATING LLC / NGL ENERGY FINANCE CORP                              | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     109000 | PA      | $102187.50    | 0.03%             | 2029-02-15      | Fixed         | 8.12%                 | No            | 2                  | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                              | MITSUBISHI UFJ FINANCIAL GROUP INC                                              | CUSIP: 000000000<br>LEI: 353800V2V8PUY9TK3E06 | Long             | EC               | CORP              | JP        |      18900 | NS      | $238123.54    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| MediaTek Inc                                                                    | MEDIATEK INC                                                                    | CUSIP: 000000000<br>LEI: 254900UEGBK1I4DM4E14 | Long             | EC               | CORP              | TW        |       6000 | NS      | $254958.61    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Nationstar Mortgage Holdings Inc                                                | NATIONSTAR MORTGAGE HOLDINGS INC                                                | CUSIP: 63861CAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     600000 | PA      | $594000.00    | 0.19%             | 2028-08-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Navoi Mining & Metallurgical Combinat                                           | NAVOI MINING & METALLURGICAL COMBINAT                                           | CUSIP: 63890CAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | UZ        |     200000 | PA      | $201953.90    | 0.07%             | 2031-10-17      | Fixed         | 6.95%                 | No            | 2                  | On Loan: No      |
| Navient Corp                                                                    | NAVIENT CORP                                                                    | CUSIP: 63938CAH1<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      11000 | PA      | $11000.00     | 0.00%             | 2025-06-25      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| GPD Cos Inc                                                                     | GPD COS INC                                                                     | CUSIP: 64051NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     200000 | PA      | $182500.00    | 0.06%             | 2026-04-01      | Fixed         | 10.12%                | No            | 2                  | On Loan: —       |
| Neptune Bidco US Inc                                                            | NEPTUNE BIDCO US INC                                                            | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     716000 | PA      | $637240.00    | 0.21%             | 2029-04-15      | Fixed         | 9.29%                 | No            | 2                  | On Loan: No      |
| Netflix Inc                                                                     | NETFLIX INC                                                                     | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |        595 | NS      | $673373.40    | 0.22%             |  |  |  | No            | 1                  | On Loan: No      |
| SK Hynix Inc                                                                    | SK HYNIX INC                                                                    | CUSIP: 000000000<br>LEI: 988400XAIK6XISWQV045 | Long             | EC               | CORP              | KR        |       4680 | NS      | $583938.10    | 0.19%             |  |  |  | No            | 2                  | On Loan: No      |
| Nexa Resources SA                                                               | NEXA RESOURCES SA                                                               | CUSIP: 65290DAC7<br>LEI: 549300QRMRHM7GAU7L47 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $197522.08    | 0.06%             | 2037-04-08      | Fixed         | 6.60%                 | No            | 2                  | On Loan: No      |
| NextEra Energy Inc                                                              | NEXTERA ENERGY INC                                                              | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |       2556 | NS      | $170945.28    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Nexstar Media Inc                                                               | NEXSTAR MEDIA INC                                                               | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     200000 | PA      | $197000.00    | 0.06%             | 2027-07-15      | Fixed         | 5.62%                 | No            | 2                  | On Loan: No      |
| Mitsubishi Heavy Industries Ltd                                                 | MITSUBISHI HEAVY INDUSTRIES LTD                                                 | CUSIP: 000000000<br>LEI: 353800TJ98PCAZROVE69 | Long             | EC               | CORP              | JP        |      17600 | NS      | $346946.11    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Nintendo Co Ltd                                                                 | NINTENDO CO LTD                                                                 | CUSIP: 000000000<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |       8200 | NS      | $680764.06    | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| NVIDIA Corp                                                                     | NVIDIA CORP                                                                     | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |       7439 | NS      | $810255.88    | 0.26%             |  |  |  | No            | 1                  | On Loan: No      |
| Octane Receivables Trust 2023-1                                                 | OCTANE RECEIVABLES TRUST 2023-1                                                 | CUSIP: 67571BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      18081 | PA      | $18132.05     | 0.01%             | 2029-05-21      | Fixed         | 5.87%                 | No            | 2                  | On Loan: No      |
| Octane Receivables Trust 2023-1                                                 | OCTANE RECEIVABLES TRUST 2023-1                                                 | CUSIP: 67571BAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     295000 | PA      | $303715.98    | 0.10%             | 2030-08-20      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| Octane Receivables Trust 2021-2                                                 | OCTANE RECEIVABLES TRUST 2021-2                                                 | CUSIP: 67578AAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |        428 | PA      | $426.70       | 0.00%             | 2028-09-20      | Fixed         | 1.21%                 | No            | 2                  | On Loan: No      |
| Octane Receivables Trust 2021-2                                                 | OCTANE RECEIVABLES TRUST 2021-2                                                 | CUSIP: 67578AAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     320000 | PA      | $313611.10    | 0.10%             | 2029-05-21      | Fixed         | 2.53%                 | No            | 2                  | On Loan: No      |
| Oceanview Mortgage Loan Trust 2020-1                                            | OCEANVIEW MORTGAGE LOAN TRUST 2020-1                                            | CUSIP: 676477AD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     115000 | PA      | $99567.99     | 0.03%             | 2050-05-28      | Variable      | 3.29%                 | No            | 2                  | On Loan: No      |
| 1261229 BC Ltd                                                                  | 1261229 BC LTD                                                                  | CUSIP: 68288AAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     400000 | PA      | $391000.00    | 0.13%             | 2032-04-15      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd                                       | TAIWAN SEMICONDUCTOR MANUFACTURING CO LTD                                       | CUSIP: 000000000<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      29000 | NS      | $821702.07    | 0.27%             |  |  |  | No            | 2                  | On Loan: No      |
| Tokyo Electron Ltd                                                              | TOKYO ELECTRON LTD                                                              | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |       1100 | NS      | $163788.23    | 0.05%             |  |  |  | No            | 2                  | On Loan: No      |
| Ovintiv Inc                                                                     | OVINTIV INC                                                                     | CUSIP: 69047QAA0<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |      51000 | PA      | $51000.20     | 0.02%             | 2025-05-15      | Fixed         | 5.65%                 | No            | 2                  | On Loan: No      |
| Palantir Technologies Inc                                                       | PALANTIR TECHNOLOGIES INC                                                       | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |       1010 | NS      | $119624.40    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| Panama Government International Bond                                            | PANAMA GOVERNMENT INTERNATIONAL BOND                                            | CUSIP: 698299BK9<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     250000 | PA      | $219459.08    | 0.07%             | 2030-01-23      | Fixed         | 3.16%                 | No            | 2                  | On Loan: No      |
| Panama Government International Bond                                            | PANAMA GOVERNMENT INTERNATIONAL BOND                                            | CUSIP: 698299BN3<br>LEI: 549300SHS4T08CL0LP14 | Long             | DBT              | NUSS              | PA        |     230000 | PA      | $168636.31    | 0.05%             | 2032-09-29      | Fixed         | 2.25%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                                                    | USD/CLP FWD 20250603 WFBIUS6W                                                   | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |          1 | NC      | $13704.78     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                                            | USD/EUR FWD 20250523 BARCGB5G                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |          1 | NC      | $5312.36      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Peloton Interactive Inc                                                         | PELOTON INTERACTIVE INC                                                         | CUSIP: 70614WAB6<br>LEI: 5493002YS021166W0339 | Long             | DBT              | CORP              | US        |     300000 | PA      | $283043.10    | 0.09%             | 2026-02-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| PennyMac Financial Services Inc                                                 | PENNYMAC FINANCIAL SERVICES INC                                                 | CUSIP: 70932MAA5<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |    1500000 | PA      | $1490625.00   | 0.49%             | 2025-10-15      | Fixed         | 5.38%                 | No            | 2                  | On Loan: No      |
| Sonova Holding AG                                                               | SONOVA HOLDING AG                                                               | CUSIP: 000000000<br>LEI: 5299004A0QNX7FBNHS61 | Long             | EC               | CORP              | CH        |        720 | NS      | $221338.06    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Peruvian Government International Bond                                          | PERUVIAN GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: 715638CJ9<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |    1050000 | PA      | $292294.10    | 0.10%             | 2032-08-12      | Fixed         | 6.15%                 | No            | 2                  | On Loan: No      |
| Petroleos Mexicanos                                                             | PETROLEOS MEXICANOS                                                             | CUSIP: 71654QCP5<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     135000 | PA      | $124920.59    | 0.04%             | 2029-01-23      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| Port of Beaumont Navigation District                                            | PORT OF BEAUMONT NAVIGATION DISTRICT                                            | CUSIP: 73360CAS3<br>LEI: 549300G8PKBXALUKJY33 | Long             | DBT              | MUN               | US        |     365000 | PA      | $374925.55    | 0.12%             | 2026-07-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| Primo Water Holdings Inc / Triton Water Holdings Inc                            | PRIMO WATER HOLDINGS INC / TRITON WATER HOLDINGS INC                            | CUSIP: 74168RAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     400000 | PA      | $398500.00    | 0.13%             | 2029-04-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Volato Group Inc                                                                | VOLATO GROUP INC                                                                | CUSIP: 74349W112<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      36400 | NS      | $1692.60      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Commonwealth of Puerto Rico                                                     | COMMONWEALTH OF PUERTO RICO                                                     | CUSIP: 74514L3T2<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | PR        |    1077683 | PA      | $643915.64    | 0.21%             | 2043-11-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Puerto Rico Electric Power Authority                                            | PUERTO RICO ELECTRIC POWER AUTHORITY                                            | CUSIP: 74526QZR6<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | PR        |      45000 | PA      | $24975.00     | 0.01%             | 2030-07-01      | Fixed         | 5.95%                 | No            | 2                  | On Loan: No      |
| Puerto Rico Electric Power Authority                                            | PUERTO RICO ELECTRIC POWER AUTHORITY                                            | CUSIP: 74526QZS4<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | PR        |     370000 | PA      | $205350.00    | 0.07%             | 2032-07-01      | Fixed         | 6.05%                 | No            | 2                  | On Loan: No      |
| Quikrete Holdings Inc                                                           | QUIKRETE HOLDINGS INC                                                           | CUSIP: 74843PAA8<br>LEI: 5493007KIN86DIZWZT22 | Long             | DBT              | CORP              | US        |     445000 | PA      | $446668.75    | 0.15%             | 2032-03-01      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| Rambus Inc                                                                      | RAMBUS INC                                                                      | CUSIP: 750917106<br>LEI: 2549000211GDCQSLV833 | Long             | EC               | CORP              | US        |       3600 | NS      | $175644.00    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Raizen Fuels Finance SA                                                         | RAIZEN FUELS FINANCE SA                                                         | CUSIP: 75102XAD8<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     200000 | PA      | $186630.00    | 0.06%             | 2035-01-17      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| Raizen Fuels Finance SA                                                         | RAIZEN FUELS FINANCE SA                                                         | CUSIP: 75102XAE6<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     290000 | PA      | $283960.99    | 0.09%             | 2037-02-25      | Fixed         | 6.70%                 | No            | 2                  | On Loan: No      |
| Rapid7 Inc                                                                      | RAPID7 INC                                                                      | CUSIP: 753422AF1<br>LEI: 549300GNVG5D60KEYN14 | Long             | DBT              | CORP              | US        |     300000 | PA      | $274878.60    | 0.09%             | 2027-03-15      | Fixed         | 0.25%                 | No            | 2                  | On Loan: No      |
| Reliance Inc                                                                    | RELIANCE INC                                                                    | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |       1123 | NS      | $323682.29    | 0.11%             |  |  |  | No            | 1                  | On Loan: No      |
| Repligen Corp                                                                   | REPLIGEN CORP                                                                   | CUSIP: 759916109<br>LEI: 54930006QJ0T5AUO1E71 | Long             | EC               | CORP              | US        |       4611 | NS      | $636271.89    | 0.21%             |  |  |  | No            | 1                  | On Loan: No      |
| T. Rowe Price Government Reserve Fund                                           | T. Rowe Price Government Reserve Fund                                           | CUSIP: 76105Y109<br>LEI: 5493002Y0IYARJVQ5N24 | Long             | STIV             | RF                | US        |  100842834 | NS      | $100842834.10 | 32.89%            |  |  |  | No            | 1                  | On Loan: No      |
| T. Rowe Price Government Reserve Fund                                           | T. Rowe Price Government Reserve Fund - Collateral                              | CUSIP: 76105YYY8<br>LEI: 5493002Y0IYARJVQ5N24 | Long             | STIV             | RF                | US        |    5886527 | NS      | $5886526.69   | 1.92%             |  |  |  | No            | 1                  | On Loan: No      |
| Revolution Medicines Inc                                                        | REVOLUTION MEDICINES INC                                                        | CUSIP: 76155X118<br>LEI: 549300JU3X0LBCQ65892 | Long             | EC               | CORP              | US        |       2200 | NS      | $197.34       | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Rivian Automotive Inc                                                           | RIVIAN AUTO INC SR UNSECURED 144A 03/29 4.625                                   | CUSIP: 76954AAB9<br>LEI: 25490004LNKJ84MFYY24 | Long             | DBT              | CORP              | US        |      38000 | PA      | $38350.36     | 0.01%             | 2029-03-15      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| Rivian Holdings LLC/Rivian LLC/Rivian Automotive LLC                            | RIVIAN HOLDINGS LLC/RIVIAN LLC/RIVIAN AUTOMOTIVE LLC                            | CUSIP: 76954LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     175000 | PA      | $173906.25    | 0.06%             | 2026-10-15      | Floating      | 10.15%                | No            | 2                  | On Loan: No      |
| Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                             | ROCKET MORTGAGE LLC / ROCKET MORTGAGE CO-ISSUER INC                             | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     500000 | PA      | $483508.00    | 0.16%             | 2026-10-15      | Fixed         | 2.88%                 | No            | 2                  | On Loan: No      |
| Rolls-Royce PLC                                                                 | ROLLS-ROYCE PLC                                                                 | CUSIP: 77578JAB4<br>LEI: X57JK1U580XATGR67572 | Long             | DBT              | CORP              | GB        |     900000 | PA      | $893288.70    | 0.29%             | 2025-10-14      | Fixed         | 3.62%                 | No            | 2                  | On Loan: No      |
| SEB Funding LLC                                                                 | SEB FUNDING LLC                                                                 | CUSIP: 78433DAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     440000 | PA      | $450873.94    | 0.15%             | 2054-04-30      | Fixed         | 7.39%                 | No            | 2                  | On Loan: No      |
| Stonepeak 2021-1 ABS                                                            | STONEPEAK 2021-1 ABS                                                            | CUSIP: 78433XAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     140372 | PA      | $134515.31    | 0.04%             | 2033-02-28      | Fixed         | 3.82%                 | No            | 2                  | On Loan: No      |
| THE BANK OF NEW YORK MELLON                                                     | SEK/USD FWD 20250505 IRVTGB2X                                                   | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | SE        |          1 | NC      | $-48026.41    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | MXN/USD FWD 20250718 CHASGB2L                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | MX        |          1 | NC      | $-11747.35    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Santander Holdings USA Inc                                                      | SANTANDER HOLDINGS USA INC                                                      | CUSIP: 80282KBK1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     150000 | PA      | $151526.70    | 0.05%             | 2027-05-31      | Variable      | 6.12%                 | No            | 2                  | On Loan: —       |
| Santander Bank Auto Credit-Linked Notes Series 2022-A                           | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2022-A                           | CUSIP: 80290CAS3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       3394 | PA      | $3393.83      | 0.00%             | 2032-05-15      | Fixed         | 5.28%                 | No            | 2                  | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2022-C                           | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2022-C                           | CUSIP: 80290CBH6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      20255 | PA      | $20335.24     | 0.01%             | 2032-12-15      | Fixed         | 8.20%                 | No            | 2                  | On Loan: No      |
| Santander Bank Auto Credit-Linked Notes Series 2023-B                           | SANTANDER BANK AUTO CREDIT-LINKED NOTES SERIES 2023-B                           | CUSIP: 80290CCE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     180866 | PA      | $182101.58    | 0.06%             | 2033-12-15      | Fixed         | 8.41%                 | No            | 2                  | On Loan: No      |
| Radius Recycling Inc                                                            | RADIUS RECYCLING INC                                                            | CUSIP: 806882106<br>LEI: 549300F62TK8VRDSM285 | Long             | EC               | CORP              | US        |      29000 | NS      | $850570.00    | 0.28%             |  |  |  | No            | 1                  | On Loan: No      |
| Charles Schwab Corp/The                                                         | CHARLES SCHWAB CORP/THE                                                         | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      15868 | NS      | $1291655.20   | 0.42%             |  |  |  | No            | 1                  | On Loan: No      |
| Sea Ltd                                                                         | SEA LTD                                                                         | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |       1506 | NS      | $201879.30    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| Service Properties Trust                                                        | SERVICE PROPERTIES TRUST                                                        | CUSIP: 81761LAE2<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |     100000 | PA      | $96500.00     | 0.03%             | 2032-06-15      | Fixed         | 8.88%                 | No            | 2                  | On Loan: —       |
| ServiceNow Inc                                                                  | SERVICENOW INC                                                                  | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |        222 | NS      | $212012.22    | 0.07%             |  |  |  | No            | 1                  | On Loan: No      |
| ServiceTitan Inc                                                                | SERVICETITAN INC                                                                | CUSIP: 81764X103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        171 | NS      | $19769.31     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| Sherwin-Williams Co/The                                                         | SHERWIN-WILLIAMS CO/THE                                                         | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |       1371 | NS      | $483853.32    | 0.16%             |  |  |  | No            | 1                  | On Loan: No      |
| Shopify Inc                                                                     | SHOPIFY INC                                                                     | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |       3234 | NS      | $307230.00    | 0.10%             |  |  |  | No            | 1                  | On Loan: No      |
| Shutterfly Finance LLC                                                          | SHUTTERFLY FINANCE LLC                                                          | CUSIP: 82568NAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      36006 | PA      | $35826.27     | 0.01%             | 2027-10-01      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| Sierra Timeshare 2021-1 Receivables Funding LLC                                 | SIERRA TIMESHARE 2021-1 RECEIVABLES FUNDING LLC                                 | CUSIP: 82652QAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      93320 | PA      | $91171.91     | 0.03%             | 2037-11-20      | Fixed         | 3.17%                 | No            | 2                  | On Loan: No      |
| Sirius XM Radio LLC                                                             | SIRIUS XM RADIO LLC                                                             | CUSIP: 82967NBA5<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      53000 | PA      | $52072.50     | 0.02%             | 2027-08-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Republic of South Africa Government International Bond                          | REPUBLIC OF SOUTH AFRICA GOVERNMENT INTERNATIONAL BOND                          | CUSIP: 836205BC7<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     310000 | PA      | $292637.29    | 0.10%             | 2032-04-20      | Fixed         | 5.88%                 | No            | 2                  | On Loan: —       |
| Spotify USA Inc                                                                 | SPOTIFY USA INC                                                                 | CUSIP: 84921RAB6<br>LEI: 2138008WM218QBKRII94 | Long             | DBT              | CORP              | US        |     204000 | PA      | $259998.00    | 0.08%             | 2026-03-15      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Sprint LLC                                                                      | SPRINT LLC                                                                      | CUSIP: 85207UAK1<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |      49000 | PA      | $49612.50     | 0.02%             | 2026-03-01      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Block Inc                                                                       | BLOCK INC                                                                       | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |       4834 | NS      | $282643.98    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Block Inc                                                                       | BLOCK INC                                                                       | CUSIP: 852234AJ2<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     433000 | PA      | $412358.46    | 0.13%             | 2026-05-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Starbucks Corp                                                                  | STARBUCKS CORP                                                                  | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |       2388 | NS      | $191159.40    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| Montenegro Government International Bond                                        | MONTENEGRO GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: 857305AA4<br>LEI: 747800V014106FYLL014 | Long             | DBT              | NUSS              | ME        |     600000 | PA      | $605857.50    | 0.20%             | 2031-03-12      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Structure Therapeutics Inc                                                      | STRUCTURE THERAPEUTICS INC                                                      | CUSIP: 86366E106<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       1282 | NS      | $34614.00     | 0.01%             |  |  |  | No            | 1                  | On Loan: —       |
| Suriname Government International Bond                                          | SURINAME GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: 86886PAC6<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |    1037199 | PA      | $957853.59    | 0.31%             | 2033-07-15      | Fixed         | 7.95%                 | No            | 2                  | On Loan: No      |
| Suriname Government International Bond                                          | SURINAME GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: 86886PAD4<br>LEI: 254900SYU4G5JM13TN77 | Long             | DBT              | NUSS              | SR        |     551000 | PA      | $583233.50    | 0.19%             | 2050-12-31      | Variable      | 0.00%                 | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                                                     | USD/CLP FWD 20250808 ROYCGB2L                                                   | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |          1 | NC      | $6494.67      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Synopsys Inc                                                                    | SYNOPSYS INC                                                                    | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |        629 | NS      | $288717.29    | 0.09%             |  |  |  | No            | 1                  | On Loan: No      |
| Synopsys Inc                                                                    | SYNOPSYS INC                                                                    | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      45000 | PA      | $45016.74     | 0.01%             | 2035-04-01      | Fixed         | 5.15%                 | No            | 2                  | On Loan: No      |
| Synopsys Inc                                                                    | SYNOPSYS INC                                                                    | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |      95000 | PA      | $91472.08     | 0.03%             | 2055-04-01      | Fixed         | 5.70%                 | No            | 2                  | On Loan: No      |
| TRK 2022-INV1 Trust                                                             | TRK 2022-INV1 TRUST                                                             | CUSIP: 872635AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     122241 | PA      | $113844.45    | 0.04%             | 2057-02-25      | Variable      | 2.58%                 | No            | 2                  | On Loan: No      |
| TPIC SPV I LLC                                                                  | TPIC SPV I LLC                                                                  | CUSIP: 872660AA3<br>LEI: 98450079E44D2D1B6432 | Long             | ABS-O            | CORP              | US        |      49128 | PA      | $49128.00     | 0.02%             | 2044-11-30      | Fixed         | 7.13%                 | Yes           | 3                  | On Loan: No      |
| TEGNA Inc                                                                       | TEGNA INC                                                                       | CUSIP: 87901JAF2<br>LEI: 549300YC5EDBGX85AO10 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $986250.00    | 0.32%             | 2026-03-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                                                     | GBP/USD FWD 20250523 ROYCGB2L                                                   | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-34980.93    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Tenet Healthcare Corp                                                           | TENET HEALTHCARE CORP                                                           | CUSIP: 88033GDS6<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |    2400000 | PA      | $2397000.00   | 0.78%             | 2027-02-01      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Tesla Inc                                                                       | TESLA INC                                                                       | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |        500 | NS      | $141080.00    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Texas Instruments Inc                                                           | TEXAS INSTRUMENTS INC                                                           | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |        600 | NS      | $96030.00     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| Time Warner Cable LLC                                                           | TIME WARNER CABLE LLC                                                           | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |      19000 | PA      | $18652.13     | 0.01%             | 2037-05-01      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| Time Warner Cable LLC                                                           | TIME WARNER CABLE LLC                                                           | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |      46000 | PA      | $45871.38     | 0.01%             | 2039-06-15      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Tobacco Settlement Finance Authority                                            | TOBACCO SETTLEMENT FINANCE AUTHORITY                                            | CUSIP: 88880LAB9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     500000 | PA      | $46165.35     | 0.02%             | 2047-06-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| Tobacco Settlement Finance Authority                                            | TOBACCO SETTLEMENT FINANCE AUTHORITY                                            | CUSIP: 88880LAW3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     100000 | PA      | $91970.96     | 0.03%             | 2049-06-01      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| Tobacco Settlement Financing Corp/VA                                            | TOBACCO SETTLEMENT FINANCING CORP/VA                                            | CUSIP: 88880NAT6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     275000 | PA      | $220550.52    | 0.07%             | 2046-06-01      | Fixed         | 6.71%                 | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | USD/NZD FWD 20250604 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-3108.38     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Toronto-Dominion Bank/The                                                       | TORONTO-DOMINION BANK/THE                                                       | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     200000 | PA      | $204314.60    | 0.07%             | 2082-10-31      | Variable      | 8.12%                 | No            | 2                  | On Loan: No      |
| Tradeweb Markets Inc                                                            | TRADEWEB MARKETS INC                                                            | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       1341 | NS      | $185460.30    | 0.06%             |  |  |  | No            | 1                  | On Loan: No      |
| TransDigm Inc                                                                   | TRANSDIGM INC                                                                   | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |    1200000 | PA      | $1191000.00   | 0.39%             | 2027-11-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Transocean Inc                                                                  | TRANSOCEAN INC                                                                  | CUSIP: 893830BX6<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | KY        |     299200 | PA      | $293216.00    | 0.10%             | 2030-02-15      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Triumph Group Inc                                                               | TRIUMPH GROUP INC                                                               | CUSIP: 896818AU5<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |     600000 | PA      | $629250.00    | 0.21%             | 2028-03-15      | Fixed         | 9.00%                 | No            | 2                  | On Loan: No      |
| Trivium Packaging Finance BV                                                    | TRIVIUM PACKAGING FINANCE BV                                                    | CUSIP: 89686QAA4<br>LEI: 724500GMZWW3PVYET548 | Long             | DBT              | CORP              | NL        |     500000 | PA      | $494771.00    | 0.16%             | 2026-08-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | JPY/USD FWD 20250603 GSILGB2X                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | JP        |          1 | NC      | $18699.55     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | USD/THB FWD 20250606 CHASGB2L                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $2211.21      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | EUR/USD FWD 20250523 UBSWGB2L                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |          1 | NC      | $15734.67     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                 | JPY/USD FWD 20250725 SBOSGB2X                                                   | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | JP        |          1 | NC      | $-948.60      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| TORONTO DOMINION SECURITIES                                                     | GBP/USD FWD 20250523 TDOMCATT                                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-32732.28    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                 | USD/CHF FWD 20250505 SBOSGB2X                                                   | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-5374.74     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Turkcell Iletisim Hizmetleri AS                                                 | TURKCELL ILETISIM HIZMETLERI AS                                                 | CUSIP: 900111AC9<br>LEI: 7890003EX1LTLS2FFL84 | Long             | DBT              | CORP              | TR        |     570000 | PA      | $573071.45    | 0.19%             | 2030-01-24      | Fixed         | 7.45%                 | No            | 2                  | On Loan: No      |
| Turkiye Government International Bond                                           | TURKIYE GOVERNMENT INTERNATIONAL BOND                                           | CUSIP: 900123DP2<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |     300000 | PA      | $293181.30    | 0.10%             | 2032-02-12      | Fixed         | 7.12%                 | No            | 2                  | On Loan: No      |
| TX Trust 2024-HOU                                                               | TX TRUST 2024-HOU                                                               | CUSIP: 90216DAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     100000 | PA      | $98789.31     | 0.03%             | 2039-06-15      | Floating      | 7.56%                 | No            | 2                  | On Loan: No      |
| US Airways 2013-1 Class A Pass Through Trust                                    | US AIRWAYS 2013-1 CLASS A PASS THROUGH TRUST                                    | CUSIP: 90346WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      33312 | PA      | $33156.83     | 0.01%             | 2027-05-15      | Fixed         | 3.95%                 | No            | 2                  | On Loan: No      |
| United Airlines Inc                                                             | UNITED AIRLINES INC                                                             | CUSIP: 90932LAG2<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     375000 | PA      | $369517.88    | 0.12%             | 2026-04-15      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Mexico Government International Bond                                            | MEXICO GOVERNMENT INTERNATIONAL BOND                                            | CUSIP: 91087BAT7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     320000 | PA      | $295228.16    | 0.10%             | 2033-05-19      | Fixed         | 4.88%                 | No            | 2                  | On Loan: No      |
| United Rentals North America Inc                                                | UNITED RENTALS NORTH AMERICA INC                                                | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    1000000 | PA      | $1012500.00   | 0.33%             | 2029-12-15      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| United Wholesale Mortgage LLC                                                   | UNITED WHOLESALE MORTGAGE LLC                                                   | CUSIP: 91153LAA5<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |     300000 | PA      | $297750.00    | 0.10%             | 2025-11-15      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bill                                                     | UNITED STATES TREASURY BILL                                                     | CUSIP: 912797LN5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1000000 | PA      | $995059.17    | 0.32%             | 2025-06-12      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bill                                                     | UNITED STATES TREASURY BILL                                                     | CUSIP: 912797LW5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1000000 | PA      | $991833.33    | 0.32%             | 2025-07-10      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bill                                                     | UNITED STATES TREASURY BILL                                                     | CUSIP: 912797NA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1000000 | PA      | $979575.56    | 0.32%             | 2025-10-30      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bill                                                     | UNITED STATES TREASURY BILL                                                     | CUSIP: 912797ND5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1000000 | PA      | $999881.94    | 0.33%             | 2025-05-01      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bill                                                     | UNITED STATES TREASURY BILL                                                     | CUSIP: 912797NM5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    3285000 | PA      | $3276865.52   | 1.07%             | 2025-05-22      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bill                                                     | UNITED STATES TREASURY BILL                                                     | CUSIP: 912797PF8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1000000 | PA      | $990270.00    | 0.32%             | 2025-07-24      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bill                                                     | UNITED STATES TREASURY BILL                                                     | CUSIP: 912797PN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1000000 | PA      | $987779.17    | 0.32%             | 2025-08-14      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury Bill                                                     | UNITED STATES TREASURY BILL                                                     | CUSIP: 912797PX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1000000 | PA      | $984036.11    | 0.32%             | 2025-09-18      | None          | 0.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 912810EV6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    2800000 | PA      | $2815750.00   | 0.92%             | 2025-08-15      | Fixed         | 6.88%                 | No            | 2                  | On Loan: —       |
| United States Treasury Inflation Indexed Bonds                                  | UNITED STATES TREASURY INFLATION INDEXED BONDS                                  | CUSIP: 91282CCA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     438016 | PA      | $435072.68    | 0.14%             | 2026-04-15      | Fixed         | 0.12%                 | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CEY3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1180000 | PA      | $1176496.88   | 0.38%             | 2025-07-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CFK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1725000 | PA      | $1720148.44   | 0.56%             | 2025-09-15      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CFP1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    1350000 | PA      | $1350263.67   | 0.44%             | 2025-10-15      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CHD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     776200 | PA      | $775896.79    | 0.25%             | 2025-05-31      | Fixed         | 4.25%                 | No            | 2                  | On Loan: No      |
| United States Treasury Note/Bond                                                | UNITED STATES TREASURY NOTE/BOND                                                | CUSIP: 91282CHL8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     990000 | PA      | $990348.04    | 0.32%             | 2025-06-30      | Fixed         | 4.62%                 | No            | 2                  | On Loan: No      |
| United States Steel Corp                                                        | UNITED STATES STEEL CORP                                                        | CUSIP: 912909AT5<br>LEI: JNLUVFYJT1OZSIQ24U47 | Long             | DBT              | CORP              | US        |     239000 | PA      | $779104.15    | 0.25%             | 2026-11-01      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| UnitedHealth Group Inc                                                          | UNITEDHEALTH GROUP INC                                                          | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       1136 | NS      | $467395.84    | 0.15%             |  |  |  | No            | 1                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                 | MXN/USD FWD 20250718 SBOSGB2X                                                   | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | MX        |          1 | NC      | $-7995.37     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Venture Global Plaquemines LNG LLC                                              | VENTURE GLOBAL PLAQUEMINES LNG LLC                                              | CUSIP: 922966AA4<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     315000 | PA      | $322481.25    | 0.11%             | 2033-05-01      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Venture Global LNG Inc                                                          | VENTURE GLOBAL LNG INC                                                          | CUSIP: 92332YAF8<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     295000 | PA      | $252225.00    | 0.08%             | N/A             | Variable      | 9.00%                 | No            | 2                  | On Loan: No      |
| TK Elevator US Newco Inc                                                        | TK ELEVATOR US NEWCO INC                                                        | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |     600000 | PA      | $588000.00    | 0.19%             | 2027-07-15      | Fixed         | 5.25%                 | No            | 2                  | On Loan: No      |
| TK Elevator Holdco GmbH                                                         | TK ELEVATOR HOLDCO GMBH                                                         | CUSIP: 92537VAA8<br>LEI: 2549008GCHWX9EEMIS56 | Long             | DBT              | CORP              | DE        |    1000000 | PA      | $1001250.00   | 0.33%             | 2028-07-15      | Fixed         | 7.62%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust 2021-2                                               | VERUS SECURITIZATION TRUST 2021-2                                               | CUSIP: 92538FAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     175000 | PA      | $137100.99    | 0.04%             | 2066-02-25      | Variable      | 2.19%                 | No            | 2                  | On Loan: No      |
| Verus Securitization Trust 2022-1                                               | VERUS SECURITIZATION TRUST 2022-1                                               | CUSIP: 92538WAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     162811 | PA      | $151043.39    | 0.05%             | 2067-01-25      | Variable      | 2.72%                 | No            | 2                  | On Loan: No      |
| Vistra Corp                                                                     | VISTRA CORP                                                                     | CUSIP: 92840MAC6<br>LEI: 549300KP43CPCUJOOG15 | Long             | DBT              | CORP              | US        |      82000 | PA      | $82307.50     | 0.03%             | N/A             | Variable      | 7.00%                 | No            | 2                  | On Loan: No      |
| Walgreens Boots Alliance Inc                                                    | WALGREENS BOOTS ALLIANCE INC                                                    | CUSIP: 931427AQ1<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |     600000 | PA      | $586500.00    | 0.19%             | 2026-06-01      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | BRL/USD FWD 20250603 GSILGB2X                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-2536.67     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Western Digital Corp                                                            | WESTERN DIGITAL CORP                                                            | CUSIP: 958102AM7<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     804000 | PA      | $794955.00    | 0.26%             | 2026-02-15      | Fixed         | 4.75%                 | No            | 2                  | On Loan: No      |
| Wolfspeed Inc                                                                   | WOLFSPEED INC                                                                   | CUSIP: 977852AD4<br>LEI: 549300OGU88P3AW3TO93 | Long             | DBT              | CORP              | US        |     320000 | PA      | $90444.48     | 0.03%             | 2029-12-01      | Fixed         | 1.88%                 | No            | 2                  | On Loan: No      |
| Xcel Energy Inc                                                                 | XCEL ENERGY INC                                                                 | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |      10123 | NS      | $715696.10    | 0.23%             |  |  |  | No            | 1                  | On Loan: No      |
| ZF North America Capital Inc                                                    | ZF NORTH AMERICA CAPITAL INC                                                    | CUSIP: 98877DAF2<br>LEI: 529900JYGMS9CW9IQX78 | Long             | DBT              | CORP              | US        |     355000 | PA      | $323050.00    | 0.11%             | 2030-04-23      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Ziply Fiber Issuer LLC                                                          | ZIPLY FIBER ISSUER LLC                                                          | CUSIP: 98979QAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    1500000 | PA      | $1605775.05   | 0.52%             | 2054-04-20      | Fixed         | 11.17%                | No            | 2                  | On Loan: No      |
| ZTO Express Cayman Inc                                                          | ZTO EXPRESS CAYMAN INC                                                          | CUSIP: 98980AAB1<br>LEI: 549300SCJPK3YZJTJR78 | Long             | DBT              | CORP              | KY        |     180000 | PA      | $176755.14    | 0.06%             | 2027-09-01      | Fixed         | 1.50%                 | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                                            | GBP/USD FWD 20250523 BARCGB5G                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | GB        |          1 | NC      | $33285.99     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                                            | EUR/USD FWD 20250505 BARCGB5G                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-3209.52     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | USD/NGN FWD 20250827 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-3535.00     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                                                     | KRW/USD FWD 20250604 ROYCGB2L                                                   | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | KR        |          1 | NC      | $-16419.28    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                                                             | CLP/USD FWD 20250509 MRMDUS33                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | CL        |          1 | NC      | $-857.18      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| TORONTO DOMINION SECURITIES                                                     | PEN/USD FWD 20250505 TDOMCATT                                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              | CORP              | PE        |          1 | NC      | $-8637.57     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                 | USD/GBP FWD 20250502 SBOSGB2X                                                   | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $1760.76      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Bank Central Asia Tbk PT                                                        | BANK CENTRAL ASIA TBK PT                                                        | CUSIP: 000000000<br>LEI: 254900BR956G2OHVOM21 | Long             | EC               | CORP              | ID        |     545200 | NS      | $289877.73    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| London Stock Exchange Group PLC                                                 | LONDON STOCK EXCHANGE GROUP PLC                                                 | CUSIP: 000000000<br>LEI: 213800QAUUUP6I445N30 | Long             | EC               | CORP              | GB        |       6529 | NS      | $1016640.56   | 0.33%             |  |  |  | No            | 2                  | On Loan: No      |
| Unilever PLC                                                                    | UNILEVER PLC                                                                    | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |      21652 | NS      | $1378580.46   | 0.45%             |  |  |  | No            | 2                  | On Loan: No      |
| FPT Corp                                                                        | FPT CORP                                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | VN        |        500 | NS      | $2114.74      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Hoa Phat Group JSC                                                              | HOA PHAT GROUP JSC                                                              | CUSIP: 000000000<br>LEI: 549300ODJEFGL5CWKD32 | Long             | EC               | CORP              | VN        |       2000 | NS      | $1962.95      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Philippine Government International Bond                                        | PHILIPPINE GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: 718286BM8<br>LEI: 529900RAHBALMYIJ3T08 | Long             | DBT              | NUSS              | PH        |   36000000 | PA      | $630896.23    | 0.21%             | 2036-01-14      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| PRADA SpA                                                                       | PRADA SPA                                                                       | CUSIP: 000000000<br>LEI: 8156000FE0A2DC5B7852 | Long             | EC               | CORP              | IT        |      48400 | NS      | $302202.69    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Alchip Technologies Ltd                                                         | ALCHIP TECHNOLOGIES LTD                                                         | CUSIP: 000000000<br>LEI: 529900HKE9RIY07SLX84 | Long             | EC               | CORP              | KY        |       3000 | NS      | $200477.22    | 0.07%             |  |  |  | No            | 2                  | On Loan: No      |
| Airtac International Group                                                      | AIRTAC INTERNATIONAL GROUP                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |       9000 | NS      | $247196.09    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | IDR/USD FWD 20250711 GSILGB2X                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | ID        |          1 | NC      | $-441.80      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                                                             | ILS/USD FWD 20250506 MRMDUS33                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | IL        |          1 | NC      | $-52878.45    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Mexican Bonos                                                                   | MEXICAN BONOS                                                                   | CUSIP: EI8047355<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    3125000 | PA      | $150802.33    | 0.05%             | 2031-05-29      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVERNMENT BOND                                                        | CUSIP: EJ5804210<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |   26736434 | PA      | $784302.37    | 0.26%             | 2028-03-12      | Fixed         | 1.25%                 | No            | 2                  | On Loan: No      |
| CHEVRON CORP                                                                    | CVX US 06/20/25 C155                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        134 | NC      | $7571.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| EXXON MOBIL CORPORATION                                                         | XOM US 06/20/25 C115                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        244 | NC      | $24400.00     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CONOCOPHILLIPS                                                                  | COP US 06/20/25 C100                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        194 | NC      | $23377.00     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| SG ISSUER SA                                                                    | SPX US 05/16/25 C5675                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         41 | NC      | $231035.00    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| SG ISSUER SA                                                                    | SPX US 05/16/25 P4525                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -41 | NC      | $-12710.00    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| NASDAQ 100 STOCK INDEX                                                          | NDX US 05/16/25 P15500                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          2 | NC      | $2010.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| NASDAQ 100 STOCK INDEX                                                          | NDX US 05/16/25 C20400                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          4 | NC      | $39200.00     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF                                   | HYG US 05/16/25 P76                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |       -933 | NC      | $-12595.50    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF                                   | HYG US 05/16/25 C78                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |       -734 | NC      | $-59087.00    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETF                                   | HYG US 05/16/25 P78                                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |       -734 | NC      | $-35599.00    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| SG ISSUER SA                                                                    | SPX US 08/15/25 P5350                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         23 | NC      | $366045.00    | 0.12%             |  |  |  | No            | 2                  | On Loan: No      |
| RADIUS RECYCLING INC                                                            | RDUS US 10/17/25 P22.5                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        290 | NC      | $14500.00     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| SG ISSUER SA                                                                    | SPXW US 04/30/25 P4500                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          9 | NC      | $22.50        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| INTRA-CELLULAR THERAPIES INC                                                    | ITCI US 12/19/25 C135                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -79 | NC      | $-197.50      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| SPDR EURO STOXX 50 ETF                                                          | FEZ US 08/15/25 P50                                                             | CUSIP: 000000000<br>LEI: 549300FS6B2JRJXYB418 | N/A              | DE               | CORP              | US        |         20 | NC      | $1900.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| INTRA-CELLULAR THERAPIES INC                                                    | ITCI US 08/15/25 P110                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        158 | NC      | $395.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TECHNOLOGY SELECT SECTOR SPDR FUND                                              | XLK US 12/19/25 P198                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          9 | NC      | $11092.50     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TECHNOLOGY SELECT SECTOR SPDR FUND                                              | XLK US 12/19/25 P196                                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         18 | NC      | $20430.00     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Cie Financiere Richemont SA                                                     | CIE FINANCIERE RICHEMONT SA                                                     | CUSIP: 000000000<br>LEI: 549300YIPGJ6UX2QPS51 | Long             | EC               | CORP              | CH        |       1881 | NS      | $332382.51    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | USD/SEK FWD 20250505 CHASGB2L                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-2514.31     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| Colombian TES                                                                   | COLOMBIAN TES                                                                   | CUSIP: AM1281642<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 1600000000 | PA      | $294723.46    | 0.10%             | 2032-06-30      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Thailand Government Bond                                                        | THAILAND GOVERNMENT BOND                                                        | CUSIP: AP5381383<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    6200000 | PA      | $221298.20    | 0.07%             | 2067-06-17      | Fixed         | 3.60%                 | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                                                    | USD/AUD FWD 20250519 WFBIUS6W                                                   | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |          1 | NC      | $307.47       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Republic of Azerbaijan International Bond                                       | REPUBLIC OF AZERBAIJAN INTERNATIONAL BOND                                       | CUSIP: AO9863793<br>LEI: 549300P74FF45UQVU281 | Long             | DBT              | NUSS              | AZ        |     340000 | PA      | $297840.00    | 0.10%             | 2032-09-01      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Brazil Notas do Tesouro Nacional Serie F                                        | BRAZIL NOTAS DO TESOURO NACIONAL SERIE F                                        | CUSIP: AQ6084745<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |   15252000 | PA      | $2428384.97   | 0.79%             | 2029-01-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| Hungary Government Bond                                                         | HUNGARY GOVERNMENT BOND                                                         | CUSIP: AR0226704<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |  144000000 | PA      | $266777.54    | 0.09%             | 2038-10-27      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVERNMENT BOND                                                        | CUSIP: AT4277287<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     510000 | PA      | $134231.03    | 0.04%             | 2048-07-06      | Fixed         | 4.92%                 | No            | 2                  | On Loan: No      |
| BE Semiconductor Industries NV                                                  | BE SEMICONDUCTOR INDUSTRIES NV                                                  | CUSIP: 000000000<br>LEI: 7245007A1YFLI2GNYX06 | Long             | EC               | CORP              | NL        |       3106 | NS      | $336391.33    | 0.11%             |  |  |  | No            | 2                  | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                  | BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS                                  | CUSIP: AT3408966<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  295000000 | PA      | $301155.29    | 0.10%             | 2030-09-01      | Fixed         | 4.70%                 | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                                                   | MYR/USD FWD 20250505 DEUTGB2L                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | MY        |          1 | NC      | $69583.37     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Nigeria Government International Bond                                           | NIGERIA GOVERNMENT INTERNATIONAL BOND                                           | CUSIP: AV6717814<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |     300000 | PA      | $277188.00    | 0.09%             | 2031-01-21      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| BNP Paribas SA                                                                  | BNP PARIBAS SA                                                                  | CUSIP: AW7475154<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |     100000 | PA      | $132087.90    | 0.04%             | 2026-01-23      | Fixed         | 3.38%                 | No            | 2                  | On Loan: No      |
| India Government Bond                                                           | INDIA GOVERNMENT BOND                                                           | CUSIP: ZR8860481<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |   12680000 | PA      | $152564.49    | 0.05%             | 2029-10-07      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| Kaisa Group Holdings Ltd                                                        | KAISA GROUP HOLDINGS LTD                                                        | CUSIP: ZQ1490049<br>LEI: 254900N8L3L7NRJT0120 | Long             | DBT              | CORP              | KY        |    1515000 | PA      | $64387.50     | 0.02%             | 2022-10-22      | Fixed         | 11.95%                | No            | 2                  | On Loan: No      |
| N/A                                                                             | 10YR MINI JGB FUT JUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | SG        |         23 | NC      | $5259.71      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| Vivo Energy Investments BV                                                      | VIVO ENERGY INVESTMENTS BV                                                      | CUSIP: ZO5275573<br>LEI: 724500P3OXMB2IERLM56 | Long             | DBT              | CORP              | NL        |     240000 | PA      | $233958.08    | 0.08%             | 2027-09-24      | Fixed         | 5.12%                 | No            | 2                  | On Loan: No      |
| Guatemala Government Bond                                                       | GUATEMALA GOVERNMENT BOND                                                       | CUSIP: ZS8419047<br>LEI: 529900QKDFFU9UWW5315 | Long             | DBT              | NUSS              | GT        |     300000 | PA      | $290175.00    | 0.09%             | 2030-06-01      | Fixed         | 4.90%                 | No            | 2                  | On Loan: No      |
| Indonesia Treasury Bond                                                         | INDONESIA TREASURY BOND                                                         | CUSIP: AZ8693857<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 2044000000 | PA      | $125027.54    | 0.04%             | 2030-09-15      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| Banco Mercantil del Norte SA/Grand Cayman                                       | BANCO MERCANTIL DEL NORTE SA/GRAND CAYMAN                                       | CUSIP: AZ2756130<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |     240000 | PA      | $234750.82    | 0.08%             | N/A             | Variable      | 7.50%                 | No            | 2                  | On Loan: No      |
| Brazil Notas do Tesouro Nacional Serie F                                        | BRAZIL NOTAS DO TESOURO NACIONAL SERIE F                                        | CUSIP: ZP2084801<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    5560000 | PA      | $838743.70    | 0.27%             | 2031-01-01      | Fixed         | 10.00%                | No            | 2                  | On Loan: No      |
| Alibaba Group Holding Ltd                                                       | ALIBABA GROUP HOLDING LTD                                                       | CUSIP: 000000000<br>LEI: 5493001NTNQJDH60PM02 | Long             | EC               | CORP              | KY        |      20200 | NS      | $301586.63    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Geopark Ltd                                                                     | GEOPARK LTD                                                                     | CUSIP: ZP4880172<br>LEI: 529900ZR5QI19AH4KZ07 | Long             | DBT              | CORP              | BM        |     300000 | PA      | $288786.48    | 0.09%             | 2027-01-17      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Colombian TES                                                                   | COLOMBIAN TES                                                                   | CUSIP: BN5058530<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  612000000 | PA      | $92877.75     | 0.03%             | 2036-07-09      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Empresa de los Ferrocarriles del Estado                                         | EMPRESA DE LOS FERROCARRILES DEL ESTADO                                         | CUSIP: BK9015144<br>LEI: 8755006LY8XNRFOGWN86 | Long             | DBT              | CORP              | CL        |     300000 | PA      | $176869.50    | 0.06%             | 2050-08-18      | Fixed         | 3.07%                 | No            | 2                  | On Loan: No      |
| KazMunayGas National Co JSC                                                     | KAZMUNAYGAS NATIONAL CO JSC                                                     | CUSIP: ZO8193286<br>LEI: 2138001H1M69RFJCSH88 | Long             | DBT              | CORP              | KZ        |     280000 | PA      | $232899.80    | 0.08%             | 2033-04-14      | Fixed         | 3.50%                 | No            | 2                  | On Loan: No      |
| Angolan Government International Bond                                           | ANGOLAN GOVERNMENT INTERNATIONAL BOND                                           | CUSIP: ZQ6807692<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     310000 | PA      | $248151.13    | 0.08%             | 2029-11-26      | Fixed         | 8.00%                 | No            | 2                  | On Loan: No      |
| Times China Holdings Ltd                                                        | TIMES CHINA HOLDINGS LTD                                                        | CUSIP: BK2863672<br>LEI: 2549000KTINB9ZPZP710 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $7500.00      | 0.00%             | 2025-07-08      | Fixed         | 6.75%                 | No            | 2                  | On Loan: No      |
| Longfor Group Holdings Ltd                                                      | LONGFOR GROUP HOLDINGS LTD                                                      | CUSIP: ZP2926464<br>LEI: 254900UJX27B2F1JYR13 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $146352.82    | 0.05%             | 2032-01-13      | Fixed         | 3.85%                 | No            | 2                  | On Loan: No      |
| Nexstar Media Inc                                                               | NEXSTAR MEDIA INC                                                               | CUSIP: 65336RAW8<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |    2641715 | PA      | $2640473.03   | 0.86%             | 2026-09-18      | Floating      | 6.94%                 | No            | 2                  | On Loan: No      |
| CSC Holdings LLC                                                                | CSC HOLDINGS LLC                                                                | CUSIP: 64072UAK8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |     278779 | PA      | $268132.31    | 0.09%             | 2027-04-15      | Floating      | 9.00%                 | No            | 2                  | On Loan: No      |
| Live Nation Entertainment Inc                                                   | LIVE NATION ENTERTAINMEN                                                        | CUSIP: 53803HAM2<br>LEI: 5493007B9BM9ZXJINO78 | Long             | LON              | CORP              | US        |    1989474 | PA      | $1983664.42   | 0.65%             | 2026-10-19      | Floating      | 6.17%                 | No            | 2                  | On Loan: No      |
| First Eagle Holdings Inc                                                        | FIRST EAGLE HOLDINGS INC                                                        | CUSIP: 05554JAH0<br>LEI: 549300ZKYR56QRODD510 | Long             | LON              | CORP              | US        |     400000 | PA      | $399500.00    | 0.13%             | 2027-02-01      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Eagle Broadband Investments LLC                                                 | EAGLE BROADBAND INVEST                                                          | CUSIP: 26943PAB5<br>LEI: 254900W09ZHD1OM4I757 | Long             | LON              | CORP              | US        |     397922 | PA      | $396183.16    | 0.13%             | 2027-11-12      | Floating      | 7.56%                 | No            | 2                  | On Loan: No      |
| Asurion LLC                                                                     | ASURION LLC                                                                     | CUSIP: 04649VAX8<br>LEI: 549300KNQVXGIOXWK278 | Long             | LON              | CORP              | US        |     982141 | PA      | $973389.71    | 0.32%             | 2026-12-23      | Floating      | 7.69%                 | No            | 2                  | On Loan: No      |
| Everi Holdings Inc                                                              | EVERI HOLDINGS INC                                                              | CUSIP: 30034UAC4<br>LEI: 5299006DK5S7BG10K532 | Long             | LON              | CORP              | US        |     965547 | PA      | $964668.29    | 0.31%             | 2028-08-03      | Floating      | 6.94%                 | No            | 2                  | On Loan: No      |
| Directv Financing LLC                                                           | DIRECTV FINANCING LLC                                                           | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     524844 | PA      | $524140.51    | 0.17%             | 2027-08-02      | Floating      | 9.54%                 | No            | 2                  | On Loan: No      |
| Anticimex Global AB                                                             | ANTICIMEX GLOBAL AB                                                             | CUSIP: 000000000<br>LEI: 54930005SBU6WYFBEB41 | Long             | LON              | CORP              | SE        |     580500 | PA      | $575130.38    | 0.19%             | 2028-11-16      | Floating      | 7.49%                 | No            | 2                  | On Loan: No      |
| ConnectWise LLC                                                                 | CONNECTWISE LLC                                                                 | CUSIP: 20786NAC1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     580500 | PA      | $578566.94    | 0.19%             | 2028-09-29      | Floating      | 8.06%                 | No            | 2                  | On Loan: No      |
| Radiate Holdco LLC                                                              | RADIATE HOLDCO LLC                                                              | CUSIP: 75025KAH1<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | LON              | CORP              | US        |     564175 | PA      | $493653.44    | 0.16%             | 2026-09-25      | Floating      | 7.69%                 | No            | 2                  | On Loan: No      |
| Ascend Learning LLC                                                             | ASCEND LEARNING LLC                                                             | CUSIP: 04349HAM6<br>LEI: 549300T466HKRLVCD610 | Long             | LON              | CORP              | US        |     141060 | PA      | $138194.68    | 0.05%             | 2029-12-10      | Floating      | 10.17%                | No            | 2                  | On Loan: No      |
| Bausch + Lomb Corp                                                              | BAUSCH + LOMB CORP                                                              | CUSIP: 000000000<br>LEI: 549300NY6OZM39SO6475 | Long             | LON              | CORP              | CA        |    1395390 | PA      | $1377389.33   | 0.45%             | 2027-05-10      | Floating      | 7.67%                 | No            | 2                  | On Loan: No      |
| Neptune Bidco US Inc                                                            | NEPTUNE BIDCO US INC                                                            | CUSIP: 64069JAC6<br>LEI: 549300VG15T3VCYZ4531 | Long             | LON              | CORP              | US        |     234220 | PA      | $206130.00    | 0.07%             | 2029-04-11      | Floating      | 9.33%                 | No            | 2                  | On Loan: No      |
| Spirit AeroSystems Inc                                                          | SPIRIT AEROSYSTEMS INC                                                          | CUSIP: 84857HAY6<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | LON              | CORP              | US        |     988347 | PA      | $987526.37    | 0.32%             | 2027-01-15      | Floating      | 8.78%                 | No            | 2                  | On Loan: No      |
| CSC Holdings LLC                                                                | CSC HOLDINGS LLC                                                                | CUSIP: 64072UAM4<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | LON              | CORP              | US        |     321708 | PA      | $312680.95    | 0.10%             | 2028-01-18      | Floating      | 8.82%                 | No            | 2                  | On Loan: No      |
| MH Sub I LLC                                                                    | MH SUB I LLC                                                                    | CUSIP: 45567YAN5<br>LEI: 2549005VFKP807SR8N49 | Long             | LON              | CORP              | US        |     118146 | PA      | $111648.31    | 0.04%             | 2028-05-03      | Floating      | 8.57%                 | No            | 2                  | On Loan: No      |
| US Renal Care Inc                                                               | US RENAL CARE INC                                                               | CUSIP: 90290PAS3<br>LEI: 54930058SS5MF69JGN89 | Long             | LON              | CORP              | US        |     312251 | PA      | $287402.34    | 0.09%             | 2028-06-20      | Floating      | 9.44%                 | No            | 2                  | On Loan: No      |
| ChampionX Corp                                                                  | CHAMPIONX CORP                                                                  | CUSIP: 15872NAC6<br>LEI: 549300EP2909K6DYYP38 | Long             | LON              | CORP              | US        |    1487424 | PA      | $1484077.79   | 0.48%             | 2029-06-07      | Floating      | 7.17%                 | No            | 2                  | On Loan: No      |
| Mallinckrodt PLC                                                                | MALLINCKRODT PLC                                                                | CUSIP: 000000000<br>LEI: 549300LMDE3RUP8Z3L60 | Long             | LON              | CORP              | IE        |    1496203 | PA      | $1548809.01   | 0.51%             | 2028-11-14      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| AssuredPartners Inc                                                             | ASSUREDPARTNERS INC                                                             | CUSIP: 04621HAW3<br>LEI: 549300HNDSDQWQ3L2P80 | Long             | LON              | CORP              | US        |     700000 | PA      | $699818.00    | 0.23%             | 2031-02-14      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| TransDigm Inc                                                                   | TRANSDIGM INC                                                                   | CUSIP: 89364MCB8<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | LON              | CORP              | US        |    1485000 | PA      | $1480619.25   | 0.48%             | 2030-03-22      | Floating      | 7.05%                 | No            | 2                  | On Loan: No      |
| Chromalloy Corp                                                                 | CHROMALLOY CORP                                                                 | CUSIP: 17110EAB6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     471438 | PA      | $463423.06    | 0.15%             | 2031-03-27      | Floating      | 8.04%                 | No            | 2                  | On Loan: No      |
| Lumen Technologies Inc                                                          | LUMEN TECHNOLOGIES INC                                                          | CUSIP: 55024EAD7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |     200000 | PA      | $199000.00    | 0.06%             | 2028-06-01      | Floating      | 10.32%                | No            | 2                  | On Loan: No      |
| RFS OPCO LLC                                                                    | RFS OPCO LLC                                                                    | CUSIP: 74970UAC8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     208950 | PA      | $206860.50    | 0.07%             | 2031-04-04      | Floating      | 9.05%                 | No            | 3                  | On Loan: No      |
| Delta Topco Inc                                                                 | DELTA TOPCO INC                                                                 | CUSIP: 24780DAH0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     435000 | PA      | $428292.30    | 0.14%             | 2030-11-29      | Floating      | 9.51%                 | No            | 2                  | On Loan: No      |
| Gray Media Inc                                                                  | GRAY TELEVISION INC                                                             | CUSIP: 389376BC7<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |      54612 | PA      | $52639.84     | 0.02%             | 2029-06-04      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Peloton Interactive Inc                                                         | PELOTON INTERACTIVE INC                                                         | CUSIP: 70614EAG5<br>LEI: 5493002YS021166W0339 | Long             | LON              | CORP              | US        |     198997 | PA      | $198500.00    | 0.06%             | 2029-05-30      | Floating      | 9.81%                 | No            | 2                  | On Loan: No      |
| Edelman Financial Engines Center LLC/The                                        | EDELMAN FINANCIAL CENTER                                                        | CUSIP: 27943TAC3<br>LEI: 549300Z31KZXNP05U733 | Long             | LON              | CORP              | US        |     805000 | PA      | $781856.25    | 0.25%             | 2028-10-06      | Floating      | 9.57%                 | No            | 2                  | On Loan: No      |
| Playa Resorts Holding BV                                                        | PLAYA RESORTS HOLDING B.V.                                                      | CUSIP: 72812NAJ5<br>LEI: 5493005SPBUMPZZCIZ96 | Long             | LON              | CORP              | NL        |    1300000 | PA      | $1296828.00   | 0.42%             | 2029-01-05      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Graham Packaging Co Inc                                                         | GRAHAM PACKAGING/GPC CAP                                                        | CUSIP: 38469EAE3<br>LEI: 549300YS0ZFT826HIK72 | Long             | LON              | CORP              | US        |     983675 | PA      | $981520.55    | 0.32%             | 2027-08-04      | Floating      | 6.82%                 | No            | 2                  | On Loan: No      |
| AMC Entertainment Holdings Inc                                                  | AMC ENTERTAINMENT HLDGS                                                         | CUSIP: 00164CAD7<br>LEI: 549300ZO77UNR6NRBR11 | Long             | LON              | CORP              | US        |     397256 | PA      | $390387.69    | 0.13%             | 2029-01-04      | Floating      | 11.32%                | No            | 2                  | On Loan: No      |
| Icon Parent Inc                                                                 | ICON PARENT INC                                                                 | CUSIP: 45115MAB4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     400000 | PA      | $393376.00    | 0.13%             | 2032-09-11      | Floating      | 9.32%                 | No            | 2                  | On Loan: No      |
| Fleet US Bidco Inc                                                              | FLEET US BIDCO INC                                                              | CUSIP: 33902UAD5<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      96417 | PA      | $95935.07     | 0.03%             | 2031-02-21      | Floating      | 7.06%                 | No            | 3                  | On Loan: No      |
| Azek Group Llc/The                                                              | CPG INTERNATIONAL LLC                                                           | CUSIP: 05478EAC5<br>LEI: 549300SVLALB4NVWP891 | Long             | LON              | CORP              | US        |     600000 | PA      | $595500.00    | 0.19%             | 2031-09-26      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Javelin Buyer Inc                                                               | JAVELIN BUYER INC                                                               | CUSIP: 000000000<br>LEI: 254900GL30A9G6Z7OW50 | Long             | LON              | CORP              | US        |     110000 | PA      | $109553.40    | 0.04%             | 2031-10-07      | Floating      | 7.56%                 | No            | 2                  | On Loan: No      |
| Javelin Buyer Inc                                                               | JAVELIN BUYER INC                                                               | CUSIP: 000000000<br>LEI: 254900GL30A9G6Z7OW50 | Long             | LON              | CORP              | US        |      55000 | PA      | $53762.50     | 0.02%             | 2032-10-07      | Floating      | 9.56%                 | No            | 2                  | On Loan: No      |
| CD&R Firefly Bidco PLC                                                          | CD&R FIREFLY BIDCO PLC                                                          | CUSIP: 000000000<br>LEI: 213800OAU5VX61DYZ558 | Long             | LON              | CORP              | GB        |     116250 | PA      | $151440.53    | 0.05%             | 2029-04-30      | Floating      | 9.71%                 | No            | 3                  | On Loan: No      |
| CD&R Firefly Bidco PLC                                                          | CD&R FIREFLY BIDCO PLC                                                          | CUSIP: 000000000<br>LEI: 213800OAU5VX61DYZ558 | Long             | LON              | CORP              | GB        |     215000 | PA      | $241431.58    | 0.08%             | 2029-04-29      | Floating      | 5.94%                 | No            | 3                  | On Loan: No      |
| Crown Finance US Inc                                                            | CROWN FINANCE US INC                                                            | CUSIP: 22834KAQ4<br>LEI: 254900ABTWPQTCKKR839 | Long             | LON              | CORP              | US        |     199500 | PA      | $197443.16    | 0.06%             | 2031-10-30      | Floating      | 9.58%                 | No            | 2                  | On Loan: No      |
| Cloud Software Group Inc                                                        | CLOUD SOFTWARE GRP INC                                                          | CUSIP: 88632NBE9<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | LON              | CORP              | US        |     244388 | PA      | $241371.76    | 0.08%             | 2031-03-21      | Floating      | 8.05%                 | No            | 2                  | On Loan: No      |
| CMG Media Corp                                                                  | TERRIER MEDIA BUYER INC                                                         | CUSIP: 88145LAF1<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     663324 | PA      | $625600.74    | 0.20%             | 2029-06-18      | Floating      | 7.90%                 | No            | 2                  | On Loan: No      |
| Project Alpha Intermediate Holding Inc                                          | PROJECT ALPHA INTERMEDIA                                                        | CUSIP: 74339D9B6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     405000 | PA      | $387281.25    | 0.13%             | 2032-11-21      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Ellucian Holdings Inc                                                           | ELLUCIAN HOLDINGS INC                                                           | CUSIP: 83578B9H8<br>LEI: 549300RP8NIJ7FY7OS79 | Long             | LON              | CORP              | US        |     366112 | PA      | $365654.76    | 0.12%             | 2032-11-22      | Floating      | 9.07%                 | No            | 2                  | On Loan: No      |
| RealPage Inc                                                                    | REALPAGE INC                                                                    | CUSIP: 75605VAH5<br>LEI: 5493001RSFZX4122A604 | Long             | LON              | CORP              | US        |     400000 | PA      | $398832.00    | 0.13%             | 2028-04-24      | Floating      | 8.05%                 | No            | 2                  | On Loan: No      |
| Vertiv Group Corp                                                               | VERTIV GROUP CORP                                                               | CUSIP: 92537EAF5<br>LEI: 549300ZT8RQ5VK10E643 | Long             | LON              | CORP              | US        |    1990000 | PA      | $1981164.40   | 0.65%             | 2027-03-02      | Floating      | 6.07%                 | No            | 2                  | On Loan: No      |
| Main Street Sports Group LLC                                                    | MAIN STREET SPORTS GROUP                                                        | CUSIP: 25277EAB8<br>LEI: 549300MPO5H6LGX4RJ82 | Long             | LON              | CORP              | US        |      10282 | PA      | $9112.77      | 0.00%             | 2028-01-03      | Floating      | 15.00%                | No            | 2                  | On Loan: No      |
| Frontier Communications Holdings LLC                                            | FRONTIER COMMUNICATIONS                                                         | CUSIP: 35906EAU4<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     997500 | PA      | $991684.58    | 0.32%             | 2031-07-01      | Floating      | 6.79%                 | No            | 2                  | On Loan: No      |
| Townsquare Media Inc                                                            | TOWNSQUARE MEDIA INC                                                            | CUSIP: 8922319C7<br>LEI: 549300XBA8C68H0DR538 | Long             | LON              | CORP              | US        |     340000 | PA      | $308550.00    | 0.10%             | 2030-02-06      | Floating      | 9.32%                 | No            | 3                  | On Loan: No      |
| LTI Holdings Inc                                                                | LTI HOLDINGS INC                                                                | CUSIP: 50217UBF3<br>LEI: 5493003GUY3WBOTOAP97 | Long             | LON              | CORP              | US        |     888463 | PA      | $843302.26    | 0.28%             | 2029-07-29      | Floating      | 8.57%                 | No            | 2                  | On Loan: No      |
| Applied Systems Inc                                                             | APPLIED SYSTEMS INC                                                             | CUSIP: 03827FBD2<br>LEI: 549300NSKGF0SY5SWQ62 | Long             | LON              | CORP              | US        |     397253 | PA      | $396148.80    | 0.13%             | 2031-02-24      | Floating      | 7.05%                 | No            | 2                  | On Loan: No      |
| MIC Glen LLC                                                                    | MIC GLEN LLC                                                                    | CUSIP: 55304PAG6<br>LEI: 549300XD843A2SP50882 | Long             | LON              | CORP              | US        |     438526 | PA      | $438113.72    | 0.14%             | 2028-07-21      | Floating      | 7.82%                 | No            | 2                  | On Loan: No      |
| Primo Brands Corp                                                               | PRIMO BRANDS CORP                                                               | CUSIP: 89678QAD8<br>LEI: 254900J0WS4AXV2LAX55 | Long             | LON              | CORP              | US        |    1001866 | PA      | $992849.64    | 0.32%             | 2028-03-31      | Floating      | 6.55%                 | No            | 2                  | On Loan: No      |
| QXO Inc                                                                         | QXO BUILDING PRODUCTS                                                           | CUSIP: 07368RAJ0<br>LEI: N/A                  | Long             | LON              | CORP              | US        |     240000 | PA      | $239700.00    | 0.08%             | 2032-04-23      | Floating      | 0.00%                 | No            | 2                  | On Loan: No      |
| Kaseya Inc                                                                      | KASEYA INC                                                                      | CUSIP: 000000000<br>LEI: 254900MISXMLRZ63NH46 | Long             | LON              | CORP              | US        |     417735 | PA      | $407466.86    | 0.13%             | 2033-03-20      | Floating      | 9.32%                 | No            | 2                  | On Loan: No      |
| Avalara Inc                                                                     | AVALARA INC                                                                     | CUSIP: 05338G9A6<br>LEI: 549300Q16CMW239SS315 | Long             | LON              | CORP              | US        |     210000 | PA      | $208622.40    | 0.07%             | 2032-03-26      | Floating      | 7.55%                 | No            | 2                  | On Loan: No      |
| Corp Nacional del Cobre de Chile                                                | CORP NACIONAL DEL COBRE DE CHILE                                                | CUSIP: BM9497140<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |     480000 | PA      | $295194.66    | 0.10%             | 2051-01-15      | Fixed         | 3.15%                 | No            | 2                  | On Loan: No      |
| New Zealand Government Bond                                                     | NEW ZEALAND GOVERNMENT BOND                                                     | CUSIP: ZD1738370<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |     778000 | PA      | $450581.69    | 0.15%             | 2054-05-15      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| Southern Co/The                                                                 | SOUTHERN CO/THE                                                                 | CUSIP: BR3544508<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     230000 | PA      | $247217.66    | 0.08%             | 2081-09-15      | Variable      | 1.88%                 | No            | 2                  | On Loan: No      |
| Egypt Government International Bond                                             | EGYPT GOVERNMENT INTERNATIONAL BOND                                             | CUSIP: BN9715911<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     350000 | PA      | $284626.56    | 0.09%             | 2031-02-16      | Fixed         | 5.88%                 | No            | 2                  | On Loan: No      |
| Adani International Container Terminal Pvt Ltd                                  | ADANI INTERNATIONAL CONTAINER TERMINAL PVT LTD                                  | CUSIP: BN0450864<br>LEI: 335800J4SLERP6S94P28 | Long             | DBT              | CORP              | IN        |     248000 | PA      | $211832.25    | 0.07%             | 2031-02-16      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| India Government Bond                                                           | INDIA GOVERNMENT BOND                                                           | CUSIP: ZI2598574<br>LEI: 335800IV7VCDQGIOI391 | Long             | DBT              | NUSS              | IN        |   31000000 | PA      | $386319.98    | 0.13%             | 2033-08-14      | Fixed         | 7.18%                 | No            | 2                  | On Loan: No      |
| Mexican Bonos                                                                   | MEXICAN BONOS                                                                   | CUSIP: EK1693424<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   16463000 | PA      | $759452.43    | 0.25%             | 2034-11-23      | Fixed         | 7.75%                 | No            | 2                  | On Loan: No      |
| Serbia Treasury Bonds                                                           | SERBIA TREASURY BONDS                                                           | CUSIP: BG1390940<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |   41050000 | PA      | $388117.75    | 0.13%             | 2032-08-20      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Shimao Group Holdings Ltd                                                       | SHIMAO GROUP HOLDINGS LTD                                                       | CUSIP: BN2966586<br>LEI: 254900WTJ6B5CU69ZD26 | Long             | DBT              | CORP              | KY        |     200000 | PA      | $11344.00     | 0.00%             | 2031-01-11      | Fixed         | 3.45%                 | No            | 2                  | On Loan: No      |
| Al Rajhi Bank                                                                   | AL RAJHI BANK                                                                   | CUSIP: ZB9749506<br>LEI: 558600BQZS4Y1DTU8589 | Long             | DBT              | CORP              | SA        |     230000 | PA      | $233090.63    | 0.08%             | N/A             | Variable      | 6.38%                 | No            | 2                  | On Loan: No      |
| Trinidad & Tobago Government International Bond                                 | TRINIDAD & TOBAGO GOVERNMENT INTERNATIONAL BOND                                 | CUSIP: BK1890759<br>LEI: N/A                  | Long             | DBT              | NUSS              | TT        |     310000 | PA      | $280782.84    | 0.09%             | 2030-06-26      | Fixed         | 4.50%                 | No            | 2                  | On Loan: No      |
| Sobha Sukuk Ltd                                                                 | SOBHA SUKUK LTD                                                                 | CUSIP: ZJ6614870<br>LEI: 5493000HMN2AOHV8GU08 | Long             | DBT              | NUSS              | KY        |     245000 | PA      | $251276.29    | 0.08%             | 2028-07-17      | Fixed         | 8.75%                 | No            | 2                  | On Loan: No      |
| Globo Comunicacao e Participacoes SA                                            | GLOBO COMUNICACAO E PARTICIPACOES SA                                            | CUSIP: BT3710113<br>LEI: 52990054HEKS017PVR75 | Long             | DBT              | CORP              | BR        |     310000 | PA      | $290051.87    | 0.09%             | 2032-01-14      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Comision Federal de Electricidad                                                | COMISION FEDERAL DE ELECTRICIDAD                                                | CUSIP: BN8775817<br>LEI: 4469000001BFPONMPF32 | Long             | DBT              | CORP              | MX        |     350000 | PA      | $300277.46    | 0.10%             | 2031-02-09      | Fixed         | 3.35%                 | No            | 2                  | On Loan: No      |
| Czech Republic Government Bond                                                  | CZECH REPUBLIC GOVERNMENT BOND                                                  | CUSIP: ZD6507176<br>LEI: 3157007EFDLQABN47912 | Long             | DBT              | NUSS              | CZ        |   14950000 | PA      | $639389.74    | 0.21%             | 2033-03-03      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Capitalworks Emerging Markets Acquisition Corp                                  | CAPITALWORKS EMERGING MARKETS ACQUISITION CORP                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      36400 | NS      | $364.00       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Banco Nacional de Panama                                                        | BANCO NACIONAL DE PANAMA                                                        | CUSIP: BK7981024<br>LEI: 529900H2Q7WMDKKIW109 | Long             | DBT              | CORP              | PA        |     310000 | PA      | $255210.38    | 0.08%             | 2030-08-11      | Fixed         | 2.50%                 | No            | 2                  | On Loan: No      |
| Raizen Fuels Finance SA                                                         | RAIZEN FUELS FINANCE SA                                                         | CUSIP: ZD3787987<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |     220000 | PA      | $218772.86    | 0.07%             | 2034-03-05      | Fixed         | 6.45%                 | No            | 2                  | On Loan: No      |
| Oryx Funding Ltd                                                                | ORYX FUNDING LTD                                                                | CUSIP: BN7877457<br>LEI: 549300S728CF0BBRC295 | Long             | DBT              | CORP              | KY        |     300000 | PA      | $300801.00    | 0.10%             | 2031-02-03      | Fixed         | 5.80%                 | No            | 2                  | On Loan: No      |
| Ecuador Government International Bond                                           | ECUADOR GOVERNMENT INTERNATIONAL BOND                                           | CUSIP: ZO2094340<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     330000 | PA      | $199009.55    | 0.06%             | 2035-07-31      | Variable      | 5.50%                 | No            | 2                  | On Loan: No      |
| Perception Capital Corp IV                                                      | PERCEPTION CAPITAL CORP IV                                                      | CUSIP: 000000000<br>LEI: 549300OIPQ0V26BHLX71 | Long             | EC               | CORP              | KY        |      24850 | NS      | $2738.47      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| Morocco Government International Bond                                           | MOROCCO GOVERNMENT INTERNATIONAL BOND                                           | CUSIP: BM9763111<br>LEI: 529900F3MBW9XY5K1X07 | Long             | DBT              | NUSS              | MA        |     700000 | PA      | $578822.48    | 0.19%             | 2032-12-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| New Zealand Government Bond                                                     | NEW ZEALAND GOVERNMENT BOND                                                     | CUSIP: BR2219516<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |    1636000 | PA      | $640772.89    | 0.21%             | 2051-05-15      | Fixed         | 2.75%                 | No            | 2                  | On Loan: No      |
| Tencent Holdings Ltd                                                            | TENCENT HOLDINGS LTD                                                            | CUSIP: 000000000<br>LEI: 254900N4SLUMW4XUYY11 | Long             | EC               | CORP              | KY        |       8600 | NS      | $526758.21    | 0.17%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bank AG                                                                | DEUTSCHE BANK AG                                                                | CUSIP: EK2626407<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     400000 | PA      | $397000.00    | 0.13%             | N/A             | Variable      | 4.79%                 | No            | 2                  | On Loan: —       |
| Country Garden Holdings Co Ltd                                                  | COUNTRY GARDEN HOLDINGS CO LTD                                                  | CUSIP: ZO9642570<br>LEI: 549300MGHLPT1EFHGF84 | Long             | DBT              | CORP              | KY        |     300000 | PA      | $25980.00     | 0.01%             | 2025-10-22      | Fixed         | 3.12%                 | No            | 2                  | On Loan: No      |
| Romanian Government International Bond                                          | ROMANIAN GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: BK4157164<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     250000 | PA      | $208319.64    | 0.07%             | 2031-02-14      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Agrosuper SA                                                                    | AGROSUPER SA                                                                    | CUSIP: BT5013623<br>LEI: 5493006KNWOGYPTZZ371 | Long             | DBT              | CORP              | CL        |     250000 | PA      | $228115.58    | 0.07%             | 2032-01-20      | Fixed         | 4.60%                 | No            | 2                  | On Loan: No      |
| Republic of Uzbekistan International Bond                                       | REPUBLIC OF UZBEKISTAN INTERNATIONAL BOND                                       | CUSIP: BM6594758<br>LEI: 213800L6VDKUM3TCM927 | Long             | DBT              | NUSS              | UZ        |     300000 | PA      | $258309.38    | 0.08%             | 2030-11-25      | Fixed         | 3.70%                 | No            | 2                  | On Loan: No      |
| Bonos de la Tesoreria de la Republica en pesos                                  | BONOS DE LA TESORERIA DE LA REPUBLICA EN PESOS                                  | CUSIP: ZK1811536<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |  665000000 | PA      | $718710.14    | 0.23%             | 2033-04-01      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| Banco Nacional de Comercio Exterior SNC/Cayman Islands                          | BANCO NACIONAL DE COMERCIO EXTERIOR SNC/CAYMAN ISLANDS                          | CUSIP: BQ7269484<br>LEI: 4469000001BL6VG3DH44 | Long             | DBT              | CORP              | MX        |     300000 | PA      | $283097.34    | 0.09%             | 2031-08-11      | Variable      | 2.72%                 | No            | 2                  | On Loan: No      |
| Hungary Government International Bond                                           | HUNGARY GOVERNMENT INTERNATIONAL BOND                                           | CUSIP: BX0420261<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     290000 | PA      | $279926.13    | 0.09%             | 2034-06-16      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| OTP Bank Nyrt                                                                   | OTP BANK NYRT                                                                   | CUSIP: ZM8879722<br>LEI: 529900W3MOO00A18X956 | Long             | DBT              | CORP              | HU        |     250000 | PA      | $265172.50    | 0.09%             | 2033-05-15      | Variable      | 8.75%                 | No            | 2                  | On Loan: No      |
| Greensaif Pipelines Bidco Sarl                                                  | GREENSAIF PIPELINES BIDCO SARL                                                  | CUSIP: ZM9730023<br>LEI: 549300YWDGUXPB8GRP47 | Long             | DBT              | CORP              | LU        |     275000 | PA      | $281130.06    | 0.09%             | 2038-02-23      | Fixed         | 6.13%                 | No            | 2                  | On Loan: No      |
| NCB Tier 1 Sukuk Ltd                                                            | NCB TIER 1 SUKUK LTD                                                            | CUSIP: BN6514341<br>LEI: 549300DJLY2JZABDD193 | Long             | DBT              | NUSS              | KY        |     225000 | PA      | $217057.50    | 0.07%             | N/A             | Variable      | 3.50%                 | No            | 2                  | On Loan: No      |
| Paraguay Government International Bond                                          | PARAGUAY GOVERNMENT INTERNATIONAL BOND                                          | CUSIP: BN6674590<br>LEI: 529900UXKJTJPCU0HK83 | Long             | DBT              | NUSS              | PY        |     281000 | PA      | $236953.25    | 0.08%             | 2033-01-29      | Fixed         | 2.74%                 | No            | 2                  | On Loan: No      |
| HDFC Bank Ltd                                                                   | HDFC BANK LTD                                                                   | CUSIP: BR0685403<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | DBT              | CORP              | IN        |     310000 | PA      | $295874.88    | 0.10%             | N/A             | Variable      | 3.70%                 | No            | 2                  | On Loan: No      |
| Abu Dhabi Government International Bond                                         | ABU DHABI GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: BR3518361<br>LEI: 213800FER4348CINTA77 | Long             | DBT              | NUSS              | AE        |     420000 | PA      | $276502.59    | 0.09%             | 2051-09-15      | Fixed         | 3.00%                 | No            | 2                  | On Loan: No      |
| Costa Rica Government International Bond                                        | COSTA RICA GOVERNMENT INTERNATIONAL BOND                                        | CUSIP: ZL8774859<br>LEI: 549300S1EK2VN6XVJP58 | Long             | DBT              | NUSS              | CR        |     280000 | PA      | $287035.00    | 0.09%             | 2034-04-03      | Fixed         | 6.55%                 | No            | 2                  | On Loan: No      |
| Eskom Holdings SOC Ltd                                                          | ESKOM HOLDINGS SOC LTD                                                          | CUSIP: BQ6082631<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |     300000 | PA      | $286650.00    | 0.09%             | 2027-07-23      | Fixed         | 4.31%                 | No            | 2                  | On Loan: No      |
| Colombian TES                                                                   | COLOMBIAN TES                                                                   | CUSIP: BQ2333632<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 2554100000 | PA      | $493302.30    | 0.16%             | 2031-03-26      | Fixed         | 7.00%                 | No            | 2                  | On Loan: No      |
| European Bank for Reconstruction & Development                                  | EUROPEAN BANK FOR RECONSTRUCTION & DEVELOPMENT                                  | CUSIP: BR9632133<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | NUSS              | N/A       |   16200000 | PA      | $190533.30    | 0.06%             | 2027-10-26      | Fixed         | 6.30%                 | No            | 2                  | On Loan: No      |
| El Salvador Government International Bond                                       | EL SALVADOR GOVERNMENT INTERNATIONAL BOND                                       | CUSIP: ZB4025365<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     170000 | PA      | $175569.86    | 0.06%             | 2030-04-17      | Fixed         | 9.25%                 | No            | 2                  | On Loan: No      |
| Zhongsheng Group Holdings Ltd                                                   | ZHONGSHENG GROUP HOLDINGS LTD                                                   | CUSIP: YW5935302<br>LEI: 3003005VYMEBAJNJ2Y26 | Long             | DBT              | CORP              | KY        |     285000 | PA      | $279029.92    | 0.09%             | 2028-01-30      | Fixed         | 5.98%                 | No            | 2                  | On Loan: No      |
| Malaysia Government Bond                                                        | MALAYSIA GOVERNMENT BOND                                                        | CUSIP: ZL8877116<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |    1475000 | PA      | $364804.48    | 0.12%             | 2053-03-31      | Fixed         | 4.46%                 | No            | 2                  | On Loan: No      |
| Banco de Credito e Inversiones SA                                               | BANCO DE CREDITO E INVERSIONES SA                                               | CUSIP: YV6330414<br>LEI: 549300E9E5Y3PKW24142 | Long             | DBT              | CORP              | CL        |     230000 | PA      | $224056.80    | 0.07%             | N/A             | Variable      | 7.50%                 | No            | 2                  | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                 | KREDITANSTALT FUER WIEDERAUFBAU                                                 | CUSIP: BT3126369<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |      63000 | PA      | $83469.77     | 0.03%             | 2025-07-04      | Fixed         | 1.12%                 | No            | 2                  | On Loan: No      |
| Colombian TES                                                                   | COLOMBIAN TES                                                                   | CUSIP: ZM3975335<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  808400000 | PA      | $204483.49    | 0.07%             | 2033-02-09      | Fixed         | 13.25%                | No            | 2                  | On Loan: No      |
| Serbia International Bond                                                       | SERBIA INTERNATIONAL BOND                                                       | CUSIP: ZM5228519<br>LEI: 254900W94OCY91V32O78 | Long             | DBT              | NUSS              | RS        |     300000 | PA      | $307990.60    | 0.10%             | 2028-05-26      | Fixed         | 6.25%                 | No            | 2                  | On Loan: No      |
| Republic of Poland Government Bond                                              | REPUBLIC OF POLAND GOVERNMENT BOND                                              | CUSIP: ZN9554595<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    1880000 | PA      | $527062.25    | 0.17%             | 2033-10-25      | Fixed         | 6.00%                 | No            | 2                  | On Loan: No      |
| CSN Resources SA                                                                | CSN RESOURCES SA                                                                | CUSIP: BU2177212<br>LEI: 222100ZEX458NMOXZP08 | Long             | DBT              | CORP              | LU        |     385000 | PA      | $309428.77    | 0.10%             | 2032-04-08      | Fixed         | 5.88%                 | No            | 2                  | On Loan: —       |
| Akbank TAS                                                                      | AKBANK TAS                                                                      | CUSIP: ZD4860692<br>LEI: 789000TUMN63Z28TJ497 | Long             | DBT              | CORP              | TR        |     210000 | PA      | $210168.84    | 0.07%             | N/A             | Variable      | 9.37%                 | No            | 2                  | On Loan: No      |
| TAV Havalimanlari Holding AS                                                    | TAV HAVALIMANLARI HOLDING AS                                                    | CUSIP: ZG3812770<br>LEI: 789000PBM9TT5D88M597 | Long             | DBT              | CORP              | TR        |     230000 | PA      | $236106.50    | 0.08%             | 2028-12-07      | Fixed         | 8.50%                 | No            | 2                  | On Loan: No      |
| Recruit Holdings Co Ltd                                                         | RECRUIT HOLDINGS CO LTD                                                         | CUSIP: 000000000<br>LEI: 353800R2LRSMVVC4I806 | Long             | EC               | CORP              | JP        |       1900 | NS      | $105289.05    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| Transnet SOC Ltd                                                                | TRANSNET SOC LTD                                                                | CUSIP: ZM6863207<br>LEI: 378900B07CD6F01EA796 | Long             | DBT              | CORP              | ZA        |     235000 | PA      | $237079.16    | 0.08%             | 2028-02-06      | Fixed         | 8.25%                 | No            | 2                  | On Loan: No      |
| CyberArk Software Ltd                                                           | CYBERARK SOFTWARE LTD                                                           | CUSIP: 000000000<br>LEI: 529900YEXNDM894PWS93 | Long             | EC               | CORP              | IL        |        446 | NS      | $157063.36    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| Mexican Bonos                                                                   | MEXICAN BONOS                                                                   | CUSIP: ZN7935812<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |   24030000 | PA      | $1108427.48   | 0.36%             | 2033-05-26      | Fixed         | 7.50%                 | No            | 2                  | On Loan: No      |
| Vast Renewables Ltd                                                             | VAST RENEWABLES LTD                                                             | CUSIP: Q9379E113<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      25200 | NS      | $863.10       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MFB Magyar Fejlesztesi Bank Zrt                                                 | MFB MAGYAR FEJLESZTESI BANK ZRT                                                 | CUSIP: ZK7509423<br>LEI: 549300KCFVCFTUJZYT59 | Long             | DBT              | NUSS              | HU        |     230000 | PA      | $236717.15    | 0.08%             | 2028-06-29      | Fixed         | 6.50%                 | No            | 2                  | On Loan: No      |
| FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple                | FIEMEX ENERGIA - BANCO ACTINVER SA INSTITUCION DE BANCA MULTIPLE                | CUSIP: YV7122034<br>LEI: N/A                  | Long             | DBT              | CORP              | MX        |     288333 | PA      | $286530.52    | 0.09%             | 2041-01-31      | Fixed         | 7.25%                 | No            | 2                  | On Loan: No      |
| Shriram Finance Ltd                                                             | SHRIRAM FINANCE LTD                                                             | CUSIP: YV9862264<br>LEI: 335800TM2YO24B76XL26 | Long             | DBT              | CORP              | IN        |     230000 | PA      | $226085.82    | 0.07%             | 2028-04-03      | Fixed         | 6.15%                 | No            | 2                  | On Loan: —       |
| YPF SA                                                                          | YPF SA                                                                          | CUSIP: ZF2875770<br>LEI: 5493003N7447U18U5U53 | Long             | DBT              | CORP              | AR        |     195000 | PA      | $201289.64    | 0.07%             | 2031-01-17      | Fixed         | 9.50%                 | No            | 2                  | On Loan: No      |
| Republic of Poland Government Bond                                              | REPUBLIC OF POLAND GOVERNMENT BOND                                              | CUSIP: ZB2921763<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    2300000 | PA      | $599444.01    | 0.20%             | 2034-10-25      | Fixed         | 5.00%                 | No            | 2                  | On Loan: No      |
| International Bank for Reconstruction & Development                             | INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT                             | CUSIP: ZK2494902<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | NUSS              | N/A       |   29000000 | PA      | $346168.70    | 0.11%             | 2028-04-24      | Fixed         | 6.85%                 | No            | 2                  | On Loan: No      |
| BMW International Investment BV                                                 | BMW INTERNATIONAL INVESTMENT BV                                                 | CUSIP: ZK8296384<br>LEI: 724500J951RJJFEW5X49 | Long             | DBT              | CORP              | NL        |     100000 | PA      | $134216.22    | 0.04%             | 2026-06-06      | Fixed         | 5.50%                 | No            | 2                  | On Loan: No      |
| Rakuten Bank Ltd                                                                | RAKUTEN BANK LTD                                                                | CUSIP: 000000000<br>LEI: 3538007HFAF2NOCBUE44 | Long             | EC               | CORP              | JP        |       5800 | NS      | $243934.72    | 0.08%             |  |  |  | No            | 2                  | On Loan: No      |
| Samarco Mineracao SA                                                            | SAMARCO MINERACAO SA                                                            | CUSIP: ZG6352899<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |     272601 | PA      | $256735.43    | 0.08%             | 2031-06-30      | Variable      | 9.00%                 | No            | 2                  | On Loan: No      |
| Sri Lanka Government International Bond                                         | SRI LANKA GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: YS0765125<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     181151 | PA      | $168445.23    | 0.05%             | 2028-04-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: —       |
| Sri Lanka Government International Bond                                         | SRI LANKA GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: YS0719403<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     181281 | PA      | $147290.81    | 0.05%             | 2030-01-15      | Variable      | 3.10%                 | No            | 2                  | On Loan: —       |
| Sri Lanka Government International Bond                                         | SRI LANKA GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: YS0764847<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     240100 | PA      | $156648.44    | 0.05%             | 2035-06-15      | Variable      | 3.60%                 | No            | 2                  | On Loan: No      |
| Sri Lanka Government International Bond                                         | SRI LANKA GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: YS0722613<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      58084 | PA      | $40804.01     | 0.01%             | 2036-05-15      | Variable      | 3.60%                 | No            | 2                  | On Loan: No      |
| Sri Lanka Government International Bond                                         | SRI LANKA GOVERNMENT INTERNATIONAL BOND                                         | CUSIP: YS0724148<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |     236218 | PA      | $167124.24    | 0.05%             | 2038-02-15      | Variable      | 3.60%                 | No            | 2                  | On Loan: No      |
| NatWest Markets PLC                                                             | NATWEST MARKETS PLC                                                             | CUSIP: ZK9888114<br>LEI: RR3QWICWWIPCS8A4S074 | Long             | DBT              | CORP              | GB        |     100000 | PA      | $136129.97    | 0.04%             | 2026-06-22      | Fixed         | 6.62%                 | No            | 2                  | On Loan: No      |
| FS Luxembourg Sarl                                                              | FS LUXEMBOURG SARL                                                              | CUSIP: ZF7052334<br>LEI: 222100EKR3JUJPGGOY81 | Long             | DBT              | CORP              | LU        |     230000 | PA      | $231395.41    | 0.08%             | 2031-02-12      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| Zambia Government International Bond                                            | ZAMBIA GOVERNMENT INTERNATIONAL BOND                                            | CUSIP: YX6333596<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     235000 | PA      | $134259.61    | 0.04%             | 2053-12-31      | Fixed         | 0.50%                 | No            | 2                  | On Loan: No      |
| Helix Acquisition Corp II                                                       | HELIX ACQUISITION CORP II                                                       | CUSIP: G4444H101<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      35386 | NS      | $385353.54    | 0.13%             |  |  |  | No            | 1                  | On Loan: —       |
| ASG Finance Designated Activity Co                                              | ASG FINANCE DESIGNATED ACTIVITY CO                                              | CUSIP: ZB9786078<br>LEI: 5493005UOB0OMEJ4WK10 | Long             | DBT              | CORP              | IE        |     230000 | PA      | $218646.28    | 0.07%             | 2029-05-15      | Fixed         | 9.75%                 | No            | 2                  | On Loan: No      |
| Krakatau Posco PT                                                               | KRAKATAU POSCO PT                                                               | CUSIP: YX1814475<br>LEI: 98450003F1F2D08D9C16 | Long             | DBT              | CORP              | ID        |     300000 | PA      | $297263.08    | 0.10%             | 2029-06-11      | Fixed         | 6.38%                 | No            | 2                  | On Loan: No      |
| ICICI Bank Ltd                                                                  | ICICI BANK LTD                                                                  | CUSIP: 000000000<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               | CORP              | IN        |      29212 | NS      | $491032.79    | 0.16%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                 | USD/BRL FWD 20250603 SBOSGB2X                                                   | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $22709.11     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| Duality Biotherapeutics Inc                                                     | DUALITY BIOTHERAPEUTICS INC                                                     | CUSIP: 000000000<br>LEI: 254900HZFACBOBP9HN21 | Long             | EC               | CORP              | KY        |       2000 | NS      | $53483.93     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Aldar Properties PJSC                                                           | ALDAR PROPERTIES PJSC                                                           | CUSIP: YS4097384<br>LEI: 98450048CD8AEF13B480 | Long             | DBT              | CORP              | AE        |     230000 | PA      | $230981.07    | 0.08%             | 2055-04-15      | Variable      | 6.62%                 | No            | 2                  | On Loan: No      |
| Mixue Group                                                                     | MIXUE GROUP                                                                     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | CN        |       1100 | NS      | $69214.50     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Deutsche Bundesrepublik Inflation Linked Bond                                   | DEUTSCHE BUNDESREPUBLIK INFLATION LINKED BOND                                   | CUSIP: EK7815401<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |    1248422 | PA      | $1404290.08   | 0.46%             | 2026-04-15      | Fixed         | 0.10%                 | No            | 2                  | On Loan: No      |
| UniCredit SpA                                                                   | UNICREDIT SPA                                                                   | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |       4589 | NS      | $266991.95    | 0.09%             |  |  |  | No            | 2                  | On Loan: No      |
| BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico/TX    | BBVA MEXICO SA INSTITUCION DE BANCA MULTIPLE GRUPO FINANCIERO BBVA MEXICO/TX    | CUSIP: AQ7459029<br>LEI: 549300WIWQK5Q9MCUN92 | Long             | DBT              | CORP              | MX        |     310000 | PA      | $293547.99    | 0.10%             | 2033-01-18      | Variable      | 5.12%                 | No            | 2                  | On Loan: No      |
| Republic of South Africa Government Bond                                        | REPUBLIC OF SOUTH AFRICA GOVERNMENT BOND                                        | CUSIP: EK7732887<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |   17150000 | PA      | $827231.28    | 0.27%             | 2035-02-28      | Fixed         | 8.88%                 | No            | 2                  | On Loan: No      |
| Adyen NV                                                                        | ADYEN NV                                                                        | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |        426 | NS      | $689358.85    | 0.22%             |  |  |  | No            | 2                  | On Loan: No      |
| Cologix Canadian Issuer LP                                                      | COLOGIX CANADIAN ISSUER LP                                                      | CUSIP: 19521DAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |     305000 | PA      | $217772.12    | 0.07%             | 2052-01-25      | Fixed         | 4.94%                 | No            | 2                  | On Loan: No      |
| N/A                                                                             | CAC40 10 EURO FUT MAY25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | FR        |         11 | NC      | $31185.81     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                             | CAC40 10 EURO FUT MAY25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | FR        |         11 | NC      | $31185.81     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | HUF/USD FWD 20250506 MSLNGB2X                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | HU        |          1 | NC      | $47095.80     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | EUR/USD FWD 20250523 BOFAUS6N                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-27282.31    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | CAN 10YR BOND FUT JUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | CA        |         51 | NC      | $2336.05      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                 | USD/CLP FWD 20250505 SBOSGB2X                                                   | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $5327.16      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                                                   | NZD/USD FWD 20250502 DEUTGB2L                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | NZ        |          1 | NC      | $30804.77     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| TORONTO DOMINION SECURITIES                                                     | USD/JPY FWD 20250603 TDOMCATT                                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              | CORP              | US        |          1 | NC      | $6367.41      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | USD/CZK FWD 20250505 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1102.56     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                              | PEN/USD FWD 20250505 CIBCCATT                                                   | CUSIP: 000000000<br>LEI: 2IGI19DL77OX0HC3ZE78 | N/A              | DFE              | CORP              | PE        |          1 | NC      | $14527.73     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TORONTO DOMINION SECURITIES                                                     | USD/CLP FWD 20250509 TDOMCATT                                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              | CORP              | US        |          1 | NC      | $8982.00      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | USD/COP FWD 20250606 BOFAUS6N                                                   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              | CORP              | US        |          1 | NC      | $7218.29      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                 | COP/USD FWD 20250505 SBOSGB2X                                                   | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | CO        |          1 | NC      | $-34283.04    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                                                   | PLN/USD FWD 20250505 DEUTGB2L                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | PL        |          1 | NC      | $28326.03     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| EUREX 2 YEAR EURO SCHATZ FUTURE                                                 | EURO-SCHATZ FUT   JUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |       -154 | NC      | $-109214.62   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                 | USD/COP FWD 20250606 SBOSGB2X                                                   | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $1691.65      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | THB/USD FWD 20250606 GSILGB2X                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | TH        |          1 | NC      | $-7228.87     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | EUR/USD FWD 20250523 MSLNGB2X                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | US        |          1 | NC      | $27523.94     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                                                     | IDR/USD FWD 20250603 ROYCGB2L                                                   | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | ID        |          1 | NC      | $12638.64     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                                                    | JPY/USD FWD 20250502 WFBIUS6W                                                   | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | JP        |          1 | NC      | $-28235.05    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                                                                | USD/BRL FWD 20250603 SOGEFRPP                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-23378.43    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| SOCIETE GENERALE                                                                | BRL/USD FWD 20250603 SOGEFRPP                                                   | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              | CORP              | BR        |          1 | NC      | $1062.75      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CME E-MINI STANDARD & POOR'S 500 INDEX FUTURE                                   | S&P500 EMINI FUT  JUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -15 | NC      | $-287022.28   | -0.09%            |  |  |  | No            | 1                  | On Loan: No      |
| CME E-MINI STANDARD & POOR'S 500 INDEX FUTURE                                   | S&P500 EMINI FUT  JUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         -4 | NC      | $-76539.27    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| THE BANK OF NEW YORK MELLON                                                     | EUR/USD FWD 20250523 IRVTGB2X                                                   | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-113894.25   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | THB/USD FWD 20250506 MSLNGB2X                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | TH        |          1 | NC      | $11076.01     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                                                    | NOK/USD FWD 20250505 WFBIUS6W                                                   | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | NO        |          1 | NC      | $-3724.06     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | UAH/USD FWD 20250509 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | UA        |          1 | NC      | $1155.62      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | US 5YR NOTE (CBT) JUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -21 | NC      | $-31365.60    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | INR/USD FWD 20250711 GSILGB2X                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | IN        |          1 | NC      | $-17021.41    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| LONG GILT FUTURE                                                                | LONG GILT FUTURE  JUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | GB        |         31 | NC      | $54113.31     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| HSBC SECURITIES INC                                                             | AUD/USD FWD 20250502 MRMDUS33                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | AU        |          1 | NC      | $2140.20      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                                                    | SGD/USD FWD 20250505 WFBIUS6W                                                   | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | SG        |          1 | NC      | $7899.99      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                                                    | USD/SGD FWD 20250505 WFBIUS6W                                                   | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-161187.57   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                                                   | TWD/USD FWD 20250603 DEUTGB2L                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | TW        |          1 | NC      | $-28902.40    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                                                    | USD/BRL FWD 20250603 WFBIUS6W                                                   | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-24634.02    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                                                    | BRL/USD FWD 20250603 WFBIUS6W                                                   | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | BR        |          1 | NC      | $11364.92     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | PHP/USD FWD 20250603 UBSWGB2L                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | PH        |          1 | NC      | $14733.16     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                                                   | USD/EUR FWD 20250523 SCBLGB2L                                                   | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-85171.32    | -0.03%            |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                                                   | EUR/USD FWD 20250523 SCBLGB2L                                                   | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |          1 | NC      | $8116.50      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | INR/USD FWD 20250711 CHASGB2L                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | IN        |          1 | NC      | $16275.40     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                                                    | PEN/USD FWD 20250711 WFBIUS6W                                                   | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | PE        |          1 | NC      | $-2637.75     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                                                    | CNH/USD FWD 20250507 WFBIUS6W                                                   | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | CN        |          1 | NC      | $-164974.13   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| TORONTO DOMINION SECURITIES                                                     | PEN/USD FWD 20250603 TDOMCATT                                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              | CORP              | PE        |          1 | NC      | $8714.52      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | JPY/USD FWD 20250502 GSILGB2X                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | JP        |          1 | NC      | $2944.45      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | USD/NZD FWD 20250502 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $3167.05      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | CLP/USD FWD 20250509 UBSWGB2L                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | CL        |          1 | NC      | $-18208.35    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | HANG SENG IDX FUT MAY25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | HK        |          7 | NC      | $4801.55      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                 | HUF/USD FWD 20250718 SBOSGB2X                                                   | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | HU        |          1 | NC      | $-392.53      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                                                   | IDR/USD FWD 20250505 DEUTGB2L                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | ID        |          1 | NC      | $1141.78      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | SP500 MIC EMIN FUTJUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -16 | NC      | $-7218.72     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                             | NASD100 MICRO EMINJUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -44 | NC      | $-113987.56   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                             | NASD100 MICRO EMINJUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -47 | NC      | $-121759.44   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | NZD/USD FWD 20250725 UBSWGB2L                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | NZ        |          1 | NC      | $-22210.71    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | USD/PHP FWD 20250505 UBSWGB2L                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-12866.59    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | PHP/USD FWD 20250505 UBSWGB2L                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | PH        |          1 | NC      | $58039.74     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                                            | TRY/USD FWD 20250505 BARCGB5G                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | TR        |          1 | NC      | $40381.97     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| EURO-BTP ITALIAN BOND FUTURES                                                   | EURO-BTP FUTURE   JUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          4 | NC      | $3412.84      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| EURO-BTP ITALIAN BOND FUTURES                                                   | EURO-BTP FUTURE   JUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         17 | NC      | $14504.58     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| CITIBANK N A                                                                    | USD/RSD FWD 20250516 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-16203.75    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | BRL/USD FWD 20250603 CHASGB2L                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-8.09        | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | USD/EGP FWD 20250911 GSILGB2X                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-379.41      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | XAV  HEALTH CARE  JUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          2 | NC      | $-1599.09     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                             | XAV  HEALTH CARE  JUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         16 | NC      | $-12792.70    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                             | XAV  HEALTH CARE  JUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         12 | NC      | $-9594.52     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                             | XAE ENERGY        JUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         -3 | NC      | $2649.04      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                             | XAE ENERGY        JUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         -2 | NC      | $1766.03      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                             | XAE ENERGY        JUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         -9 | NC      | $7947.12      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                             | XAP CONS STAPLES  JUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         50 | NC      | $103022.23    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                             | XAP CONS STAPLES  JUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         10 | NC      | $20604.44     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                             | XAU UTILITIES     JUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         14 | NC      | $2938.53      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                             | XAK TECHNOLOGY    JUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -10 | NC      | $-48875.37    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                             | XAK TECHNOLOGY    JUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         -9 | NC      | $-43987.83    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                             | XAK TECHNOLOGY    JUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         -4 | NC      | $-19550.15    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                             | XAY CONS DISCRET  JUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         -5 | NC      | $-63126.02    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                                                     | INR/USD FWD 20250603 ROYCGB2L                                                   | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | IN        |          1 | NC      | $66117.19     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | ILS/USD FWD 20250717 GSILGB2X                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | IL        |          1 | NC      | $1549.63      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                                                             | CZK/USD FWD 20250718 MRMDUS33                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $-4019.72     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | BRL/USD FWD 20250505 CHASGB2L                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | BR        |          1 | NC      | $31912.70     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                                                     | COP/USD FWD 20250505 BNPAFRPP                                                   | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | CO        |          1 | NC      | $-20157.69    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| TORONTO DOMINION SECURITIES                                                     | USD/EUR FWD 20250505 TDOMCATT                                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-10164.74    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | MXN/USD FWD 20250505 GSILGB2X                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | MX        |          1 | NC      | $66076.98     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| KFE 10 YEAR TREASURY BOND FUTURE                                                | KOREA 10YR BND FU JUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | KR        |          6 | NC      | $7835.97      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| BNP PARIBAS SECURITIES CORP                                                     | USD/PLN FWD 20250516 BNPAFRPP                                                   | CUSIP: 000000000<br>LEI: RCNB6OTYUAMMP879YW96 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-6191.96     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| TORONTO DOMINION SECURITIES                                                     | EUR/USD FWD 20250523 TDOMCATT                                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              | CORP              | US        |          1 | NC      | $8671.33      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | RSD/USD FWD 20250516 CHASGB2L                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | RS        |          1 | NC      | $687.57       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                                                   | USD/PEN FWD 20250505 SCBLGB2L                                                   | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-10638.22    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| TORONTO DOMINION SECURITIES                                                     | USD/ZAR FWD 20250505 TDOMCATT                                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-26165.89    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                                                   | CNH/USD FWD 20250613 DEUTGB2L                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | CN        |          1 | NC      | $6510.95      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | MSCI EMGMKT       JUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |          3 | NC      | $5819.69      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | ARCELORMITTAL CDS 12/20/2025                                                    | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DCR              | CORP              | US        |          1 | NC      | $14195.20     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | ICE_GLENCORE INTERNATIONAL CDS 12/20/2026                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |          1 | NC      | $-7599.73     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | ICE_ARCELORMITTAL SA CDS 06/20/2027                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |          1 | NC      | $2811.41      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | ICE_DELTA AIR LINES INC CDS 06/20/2027                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |          1 | NC      | $-37232.18    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - EUR ZCIS 8/15/27 REC CPI                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |          1 | NC      | $-2312.07     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - EUR ZCIS 8/15/27 REC CPI                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |          1 | NC      | $-17977.43    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - EUR ZCIS 8/15/27 REC CPI                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |          1 | NC      | $-23262.24    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - USD ZCIS 1/25/33 REC CPI                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |          1 | NC      | $652.28       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - USD ZCIS 3/27/33 REC CPI                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |          1 | NC      | $-68.01       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - USD ZCIS 3/27/33 REC CPI                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |          1 | NC      | $-108.50      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | SWAPTION_IRS_USD_OTC_E_RECEIVER_K_3_EFF_2024-05-02_MAT_2026-05-04 MSLN          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |          1 | NC      | $34011.34     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - USD ZCIS 5/31/34 REC CPI BARC                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |          1 | NC      | $-55398.33    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - USD ZCIS 6/14/34 REC CPI BARC                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |          1 | NC      | $-5413.80     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - USD ZCIS 6/14/34 REC CPI BARC                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |          1 | NC      | $-5500.15     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | ICE_AVIS BUDGET CAR RENTAL LLC CDS 06/20/2027                                   | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |          1 | NC      | $5186.76      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | ICE_CDX HY CDSI S43 5Y 12/20/2029                                               | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |          1 | NC      | $-54674.92    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | CME - CZK IRS 10/3/29 REC FIX BARC_C                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $739.80       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | SWAPTION_IRS_USD_OTC_E_RECEIVER_K_2_EFF_2024-10-03_MAT_2025-12-08 MSLN          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |          1 | NC      | $201.82       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | SWAPTION_IRS_USD_OTC_E_RECEIVER_K_2.25_EFF_2024-10-03_MAT_2025-12-08 MSLN       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |          1 | NC      | $306.91       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | FXO_USD_OTC_E_CALL_SAR_USD_K_3.7675_EFF_2024-10-10_MAT_2025-10-13 CITI          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $1485.22      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - USD ZCIS 11/15/25 REC CPI DEUT_C                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |          1 | NC      | $4970.17      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - USD ZCIS 11/15/25 REC CPI CITI_C                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |          1 | NC      | $4852.88      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - USD ZCIS 11/18/25 REC CPI NBIL_C                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |          1 | NC      | $2391.40      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - USD ZCIS 11/18/25 REC CPI TDOM_C                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |          1 | NC      | $2400.43      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - USD ZCIS 11/19/25 REC CPI CITI_C                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |          1 | NC      | $2366.16      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - USD ZCIS 11/20/25 REC CPI WFBI_C                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |          1 | NC      | $2302.07      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | BRL IRS 01/04/27 REC FIX MSLN_C                                                 | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |          1 | NC      | $20681.53     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - USD ZCIS 12/11/25 REC CPI CITI_C                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |          1 | NC      | $5081.54      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - USD ZCIS 12/12/25 REC CPI CITI_C                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |          1 | NC      | $2549.80      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | SWAPTION_IRS_USD_OTC_E_RECEIVER_K_2.75_EFF_2024-12-11_MAT_2025-12-11 MSLN       | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |          1 | NC      | $32367.18     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | SWAPTION_IRS_USD_OTC_E_RECEIVER_K_3_EFF_2024-12-12_MAT_2025-12-12 GSIL          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |          1 | NC      | $169315.33    | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - USD ZCIS 12/19/25 REC CPI MSLN_C                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |          1 | NC      | $2558.43      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - USD ZCIS 12/19/25 REC CPI MSLN_C                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |          1 | NC      | $2431.20      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | SWAPTION_IRS_USD_OTC_E_RECEIVER_K_3_EFF_2024-12-19_MAT_2025-12-19 BOFA          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |          1 | NC      | $45273.64     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | BRL IRS 01/04/2027 REC FIX GSIL_C                                               | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |          1 | NC      | $80750.40     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS                                                                        | PETROLEOS MEXICANOS CDS 12/20/2025                                              | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-500.56      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | FXO_USD_OTC_E_CALL_CNH_USD_K_8_EFF_2025-01-06_MAT_2026-01-06 CITI               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $2060.41      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS                                                                        | PETROLEOS MEXICANOS CDS 12/20/2025                                              | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-500.56      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS                                                                        | PETROLEOS MEXICANOS CDS 12/20/2025                                              | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-1297.74     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS                                                                        | PETROLEOS MEXICANOS CDS 12/20/2025                                              | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-1297.74     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | SWAPTION_IRS_USD_OTC_E_PAYER_K_5.25_EFF_2025-01-10_MAT_2025-07-10 MSLN          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |          1 | NC      | $433.90       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | SWAPTION_IRS_USD_OTC_E_PAYER_K_5.25_EFF_2025-01-10_MAT_2025-07-10 MSLN          | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |          1 | NC      | $476.27       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | ICE_PG&E CORP CDS 12/20/2027                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |          1 | NC      | $25176.97     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS                                                                        | PETROLEOS MEXICANOS CDS 06/20/2025                                              | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-172.02      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| BARCLAYS                                                                        | PETROLEOS MEXICANOS CDS 12/20/2025                                              | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-2410.09     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | BRL IRS 1/2/2031 REC FIX_C                                                      | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |          1 | NC      | $4330.98      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | ICE_SEALED AIR CORP CDS 12/20/2029 BARC                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |          1 | NC      | $7064.51      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | ICE_LAMB WESTON HOLDINGS INC CDS 12/20/2029 BARC                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |          1 | NC      | $8316.24      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - CNY IRS 2/18/30 PAY FIX_C                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $-9674.62     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - CNY IRS 2/18/30 PAY FIX_C                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $-2277.02     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - CNY IRS 2/18/30 PAY FIX_C                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $-2359.45     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - CNY IRS 2/19/30 PAY FIX_C                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $-3924.06     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | ICE_AVIS BUDGET CAR RENTAL LLC CDS 12/20/2026 MSLN                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |          1 | NC      | $7493.66      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| RBC CAPITAL MARKETS LLC                                                         | SWAPTION_CDX_USD_2I65BRAD3_OTC_E_PAYER_K_5_EFF_2025-03-03_MAT_2025-05-21ROYC    | CUSIP: 000000000<br>LEI: 549300LCO2FLSSVFFR64 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-33866.34    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | FXO_USD_OTC_E_PUT_JPY_USD_K_145.37_EFF_2025-03-04_MAT_2025-09-04 CITI           | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-36298.51    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | FXO_USD_OTC_E_PUT_JPY_USD_K_136_EFF_2025-03-04_MAT_2025-09-04 CITI              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $36731.59     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | SWAPTION_CDX_USD_2I65BRAD3_OTC_E_PAYER_K_5_EFF_2025-03-04_MAT_2025-05-21GSIL    | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-22045.76    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - CNY IRS 3/6/30 PAY FIX_C                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $-2340.41     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - CNY IRS 3/6/30 PAY FIX_C                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $-2269.56     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - GBP IRS 3/5/55 PAY FIX_C                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $1027.37      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | SWAPTION_CDX_EUR_2I666VDK8_OTC2_E_PAYER_K_1_EFF_2025-03-05_MAT_2025-06-18BOFA   | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-12884.38    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | ICE_SES SA CDS 06/20/2030 GSIL                                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | N/A       |          1 | NC      | $-50515.69    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - EUR IRS 3/17/30 REC FIX_C                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $33337.91     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - EUR IRS 3/17/55 PAY FIX_C                                                 | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $-19608.69    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | ICE_CDX HY CDSI S43 3Y 12/20/2027 GSIL                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |          1 | NC      | $-20828.44    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | SWAPTION_IRS_USD_OTC_E_PAYER_K_4.39_EFF_2025-03-20_MAT_2026-03-20MSLN           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |          1 | NC      | $15197.48     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | SWAPTION_IRS_USD_OTC_E_PAYER_K_4.39_EFF_2025-03-20_MAT_2026-03-20MSLN           | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |          1 | NC      | $45945.32     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | SWAPTION_IRS_USD_OTC_E_PAYER_K_4.39_EFF_2025-03-20_MAT_2026-03-20GSIL           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |          1 | NC      | $50509.27     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | SWAPTION_IRS_USD_OTC_E_PAYER_K_4.39_EFF_2025-03-20_MAT_2026-03-20GSIL           | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |          1 | NC      | $16703.11     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | ICE_CDX HY CDSI S38 V5 5Y 06/20/2027 BARC                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |          1 | NC      | $-44255.29    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| BANK OF AMERICA                                                                 | USD IRS OPT 9M/30Y 4.5 12/26/25 PAY BOFA                                        | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              | CORP              | US        |          1 | NC      | $21901.30     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | USD IRS OPT 9/30Y 4.5 12/26/25 PAY MSLN                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |          1 | NC      | $21853.03     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - USD ZCIS 3/31/30 REC CPI_C                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |          1 | NC      | $-19593.50    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - USD ZCIS 3/31/26 REC CPI_C                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |          1 | NC      | $45191.62     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | ICE_CDX HY CDSI S44 5Y 06/20/2030 BOFA                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |          1 | NC      | $-1037751.48  | -0.34%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | ICE_CDX HY CDSI S44 5Y 06/20/2030 BOFA                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |          1 | NC      | $298895.62    | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | CDX HY CDST S39 V4 5Y 35-100 12/20/2027                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-63331.92    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| Goldman Sachs & Co.                                                             | CDX IG CDSI S44 REC 57.5 05/21/2025 GSIL                                        | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |          1 | NC      | $2029.28      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | USD IRS OPT 9M/30Y 4.5 12/26/25 PAY MSLN                                        | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DIR              | CORP              | US        |          1 | NC      | $21836.93     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | CDX HY CDST S39 V4 5Y 35-100 12/20/2027                                         | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DCR              | CORP              | US        |          1 | NC      | $-111102.48   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | FXO_USD_OTC_E_CALL_CNH_USD_K_7.7045_EFF_2025-04-08_MAT_2025-07-08 CITI          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $720.70       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | FXO_USD_OTC_E_PUT_KRW_USD_K_1414.4_EFF_2025-02-28_MAT_2025-06-02 CHAS           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $14596.32     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | FXO_USD_OTC_E_PUT_EUR_USD_K_1.24_EFF_2025-04-14_MAT_2026-04-14 GSIL             | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | US        |          1 | NC      | $8244.62      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - USD ZCIS 4/28/26 REC CPI_C                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |          1 | NC      | $-14167.46    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | ICE_CDX HY CDSI S40 V3 5Y 06/20/2028 BARC                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |          1 | NC      | $-164238.75   | -0.05%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | CME - CZK IRS 7/19/28 REC FIX GSIL                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $4069.84      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | CME - CZK IRS 7/19/28 REC FIX GSIL                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $9890.88      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | CME - CZK IRS 7/20/28 REC FIX GSIL                                              | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          1 | NC      | $18852.58     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | ICE_CDX HY CDSI S41 5Y 12/20/2028 BNPA                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |          1 | NC      | $102791.16    | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | ICE_OMAN CDS 12/20/2028 GSIL                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |          1 | NC      | $-504.97      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | ICE_CDX HY CDSI S41 V2 5Y 12/20/2028 CITI                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |          1 | NC      | $-122521.10   | -0.04%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | ICE_CDX HY CDSI S41 V2 5Y 12/20/2028 CITI                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |          1 | NC      | $34573.00     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | SWAPTION_IRS_USD_OTC_E_RECEIVER_K_2.25_EFF_2023-12-07_MAT_2025-12-08 CITI       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DIR              | CORP              | US        |          1 | NC      | $7672.63      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | SWAPTION_IRS_USD_OTC_E_RECEIVER_K_2_EFF_2023-12-07_MAT_2025-12-08 GSIL          | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |          1 | NC      | $5045.56      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - USD ZCIS 12/12/33 REC CPI CHAS                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |          1 | NC      | $752.86       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - USD ZCIS 12/12/33 REC CPI CHAS                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |          1 | NC      | $701.26       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - USD ZCIS 12/12/33 REC CPI BOFA                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |          1 | NC      | $651.89       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - USD ZCIS 12/12/33 REC CPI BARC                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |          1 | NC      | $83.44        | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - USD ZCIS 12/12/33 REC CPI BARC                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |          1 | NC      | $267.72       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | BRL IRS 01/04/2027 REC FIX GSIL                                                 | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DIR              | CORP              | US        |          1 | NC      | $-54834.99    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | ICE_CDX HY CDSI S42 5Y 06/20/2029 BOFA                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |          1 | NC      | $-44494.94    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - EUR ZCIS 4/15/28 REC CPI CITI                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |          1 | NC      | $-1428.00     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | LCH - USD ZCIS 4/11/34 REC CPI BARC                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DO               | CORP              | US        |          1 | NC      | $-2140.21     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | MICRO DAX         JUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | DE        |         70 | NC      | $127201.89    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                             | MICRO DAX         JUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | DE        |         62 | NC      | $112664.54    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| HSBC SECURITIES INC                                                             | USD/MYR FWD 20250609 MRMDUS33                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $7993.67      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| TORONTO DOMINION SECURITIES                                                     | USD/COP FWD 20250505 TDOMCATT                                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-6603.20     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| TORONTO DOMINION SECURITIES                                                     | COP/USD FWD 20250505 TDOMCATT                                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              | CORP              | CO        |          1 | NC      | $-58711.88    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | USD/CLP FWD 20250505 CHASGB2L                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $10853.51     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                                                             | GBP/USD FWD 20250502 MRMDUS33                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | GB        |          1 | NC      | $-11783.64    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | NASDAQ 100 E-MINI JUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         -1 | NC      | $-26033.45    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                             | NASDAQ 100 E-MINI JUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         -2 | NC      | $-52066.91    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                                            | USD/TRY FWD 20250717 BARCGB5G                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-79.50       | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                                                             | THB/USD FWD 20250506 MRMDUS33                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | TH        |          1 | NC      | $-36819.36    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | USD/EGP FWD 20250911 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $3576.78      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| FRENCH GOVERNMENT BOND FUTURES                                                  | EURO-OAT FUTURE   JUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |        -20 | NC      | $-33661.34    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| FRENCH GOVERNMENT BOND FUTURES                                                  | EURO-OAT FUTURE   JUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         -1 | NC      | $-1683.07     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| EUREX 5 YEAR EURO BOBL FUTURE                                                   | EURO-BOBL FUTURE  JUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         24 | NC      | $43038.12     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| EUREX 5 YEAR EURO BOBL FUTURE                                                   | EURO-BOBL FUTURE  JUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         13 | NC      | $23312.31     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| EUREX 5 YEAR EURO BOBL FUTURE                                                   | EURO-BOBL FUTURE  JUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         29 | NC      | $52004.39     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                                                     | KRW/USD FWD 20250507 ROYCGB2L                                                   | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | KR        |          1 | NC      | $22676.86     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                                                    | AUD/USD FWD 20250519 WFBIUS6W                                                   | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | AU        |          1 | NC      | $-40030.45    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | S&P/TSX 60 IX FUT JUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | CA        |         -4 | NC      | $-7317.65     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                             | OMXS30 IND FUTURE MAY25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | SE        |        109 | NC      | $151227.57    | 0.05%             |  |  |  | No            | 1                  | On Loan: No      |
| THE BANK OF NEW YORK MELLON                                                     | USD/EUR FWD 20250505 IRVTGB2X                                                   | CUSIP: 000000000<br>LEI: HPFHU0OQ28E4N0NFVK49 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-37229.26    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                                            | TRY/USD FWD 20250714 BARCGB5G                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | TR        |          1 | NC      | $54179.61     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                                                    | USD/CLP FWD 20250505 WFBIUS6W                                                   | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-13615.78    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STANDARD CHARTERED SECURITIES                                                   | CAD/USD FWD 20250501 SCBLGB2L                                                   | CUSIP: 000000000<br>LEI: 5493003GCX71N8988W38 | N/A              | DFE              | CORP              | CA        |          1 | NC      | $46414.00     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | MXN/USD FWD 20250718 UBSWGB2L                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | MX        |          1 | NC      | $-28115.92    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| JP MORGAN CHASE BANK                                                            | IDR/USD FWD 20250711 CHASGB2L                                                   | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | ID        |          1 | NC      | $10460.68     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | TWD/USD FWD 20250505 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | TW        |          1 | NC      | $-58124.97    | -0.02%            |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | USD/RSD FWD 20250718 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-5242.58     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | THB/USD FWD 20250605 MSLNGB2X                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | TH        |          1 | NC      | $-11420.25    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| EUREX 10 YEAR EURO BUND FUTURE                                                  | EURO-BUND FUTURE  JUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |          7 | NC      | $11887.75     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| EUREX 10 YEAR EURO BUND FUTURE                                                  | EURO-BUND FUTURE  JUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         59 | NC      | $100196.75    | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| EUREX 10 YEAR EURO BUND FUTURE                                                  | EURO-BUND FUTURE  JUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         15 | NC      | $25473.75     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| WELLS FARGO SECURITIES, LLC.                                                    | BRL/USD FWD 20250505 WFBIUS6W                                                   | CUSIP: 000000000<br>LEI: VYVVCKR63DVZZN70PB21 | N/A              | DFE              | CORP              | BR        |          1 | NC      | $-11686.47    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                 | EUR/USD FWD 20250523 SBOSGB2X                                                   | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $39228.74     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| THREE-MONTH SOFR FUTURES                                                        | 3 MONTH SOFR FUT  MAR26                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -27 | NC      | $-16746.22    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| THREE-MONTH SOFR FUTURES                                                        | 3 MONTH SOFR FUT  MAR26                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -53 | NC      | $-32872.20    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| TORONTO DOMINION SECURITIES                                                     | COP/USD FWD 20250604 TDOMCATT                                                   | CUSIP: 000000000<br>LEI: SUVUFHICNZMP2WKHG940 | N/A              | DFE              | CORP              | CO        |          1 | NC      | $5873.70      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                                                   | TWD/USD FWD 20250505 DEUTGB2L                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | TW        |          1 | NC      | $30776.48     | 0.01%             |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                                                     | AUD/USD FWD 20250603 ROYCGB2L                                                   | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | AU        |          1 | NC      | $13814.60     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                 | THB/USD FWD 20250506 SBOSGB2X                                                   | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | TH        |          1 | NC      | $-2338.00     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | THB/USD FWD 20250606 GSILGB2X                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | TH        |          1 | NC      | $6564.88      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                                                   | GBP/USD FWD 20250523 DEUTGB2L                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | GB        |          1 | NC      | $10728.13     | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| DEUTSCHE BANK                                                                   | USD/GBP FWD 20250523 DEUTGB2L                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-10462.46    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                                                     | USD/CLP FWD 20250509 ROYCGB2L                                                   | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-6433.08     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | CZK/USD FWD 20250505 MSLNGB2X                                                   | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DFE              | CORP              | CZ        |          1 | NC      | $-40935.82    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| HSBC SECURITIES INC                                                             | USD/JPY FWD 20250725 MRMDUS33                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-1385.22     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | KARDIUM INC CB CVT PROM NOTE PP                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |        700 | PA      | $952.00       | 0.00%             | 2026-12-31      | Fixed         | 10.00%                | Yes           | 3                  | On Loan: No      |
| N/A                                                                             | Sionna Therapeutics, Inc. IPO Common Stock lockup                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         16 | NS      | $192.48       | 0.00%             |  |  |  | Yes           | 2                  | On Loan: No      |
| N/A                                                                             | OBSIDIAN THERAPEUTICS SR C CVT PFD STK PP                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        625 | NS      | $1186.19      | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                             | FOG PHARMA SER E CVT PFD PP                                                     | CUSIP: TC0O5RRO6<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         41 | NS      | $255.35       | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                             | CANVA SERIES A CVT PFD STOCK PP                                                 | CUSIP: TC0R8VGD3<br>LEI: N/A                  | Long             | EP               | CORP              | US        |          8 | NS      | $11501.92     | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                             | TREELINE BIO SER A CVT PFD STOCK PP                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         88 | NS      | $757.71       | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                             | ELEMENT BIOSCIENCES SER D-1 CVT PFD PP                                          | CUSIP: TC141T8S1<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         38 | NS      | $298.05       | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                             | LARONDE SERIES B CVT PFD STOCK PP                                               | CUSIP: TC14DLDG5<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        162 | NS      | $356.40       | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Freenome Inc                                                                    | FREENOME HOLDINGS SER F CVT PFD PP                                              | CUSIP: TC17ZDYA2<br>LEI: 254900QDTSQ6S0QOCS43 | Long             | EP               | CORP              | US        |         24 | NS      | $133.20       | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                             | RAPPI INC SER E CVT PFD PP                                                      | CUSIP: TC19OBBO9<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       1822 | NS      | $39737.82     | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                             | FORMAGRID INC SER F CVT PFD STOCK PP                                            | CUSIP: TC1ERSTV3<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        222 | NS      | $12951.48     | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                             | CANVA COMMON STOCK PP                                                           | CUSIP: TC1HS9QX6<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        144 | NS      | $207034.56    | 0.07%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                             | ENDEAVOR BIO SER C CVT PFD PP                                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         68 | NS      | $443.67       | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                             | JETTI HOLDINGS SER D CVT PFD STOCK PP                                           | CUSIP: TC268FIM0<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         63 | NS      | $8372.20      | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                             | MERCURY DATA CTR BIDCO                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     484999 | PA      | $482574.33    | 0.16%             | 2029-09-05      | None          | 0.00%                 | No            | 3                  | On Loan: No      |
| N/A                                                                             | PATREON INC PP                                                                  | CUSIP: TC2B6RC66<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        165 | NS      | $2861.10      | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Databricks Inc                                                                  | DATABRICKS SER H CVT PFD STOCK PP                                               | CUSIP: TC2K5K6F9<br>LEI: 984500FEDAC7FBD96273 | Long             | EP               | CORP              | US        |        489 | NS      | $45232.50     | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Databricks Inc                                                                  | DATABRICKS SER I CVT PFD STOCK PP                                               | CUSIP: 000000000<br>LEI: 984500FEDAC7FBD96273 | Long             | EP               | CORP              | US        |        249 | NS      | $23032.50     | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Anduril Industries Inc                                                          | ANDURIL INDUSTRIES SER G CVT PFD PP                                             | CUSIP: 000000000<br>LEI: 254900CIXLZUXXNYQW57 | Long             | EP               | CORP              | US        |        195 | NS      | $7972.15      | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                             | AH PARENT,INC. SER A PREFERRED SHARES PP                                        | CUSIP: TC3I9NQ04<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        300 | NS      | $294942.00    | 0.10%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                             | ELEMENT BIOSCIENCES SER D CVT PFD PP                                            | CUSIP: TC3OATBR3<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         38 | NS      | $298.05       | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                             | SOCURE SERIES A CVT PFD STOCK PP                                                | CUSIP: TC3RC4MW6<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        109 | NS      | $488.32       | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                             | RAPPI INC SER F CVT PFD PP                                                      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        534 | NS      | $11646.54     | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                             | BLUEJAY THERAPEUTICS SER C CVT PFD PP                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        386 | NS      | $2519.27      | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| DNA Script SAS                                                                  | DNA SCRIPT SERIES C CVT PFD STOCK PP                                            | CUSIP: TC3XW4UW2<br>LEI: 8945001SCRZOZAUEFH64 | Long             | EP               | CORP              | FR        |          8 | NS      | $1076.30      | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                             | KOBOLD METALS SER C-2 CVT PFD STOCK PP                                          | CUSIP: TC4SY0CJ7<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       1032 | NS      | $87671.19     | 0.03%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Freenome Inc                                                                    | FREENOME HOLDINGS SER D CVT PFD PP                                              | CUSIP: 000000000<br>LEI: 254900QDTSQ6S0QOCS43 | Long             | EP               | CORP              | US        |       3412 | NS      | $19004.84     | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                             | GENERATE BIO SER B CVT PFD STOCK PP                                             | CUSIP: TC5CQ34B0<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        666 | NS      | $7892.10      | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                             | GALVANIZE THERAPEUTICS CVT PROM NOTE PP                                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        800 | PA      | $1238.32      | 0.00%             | 2027-02-13      | None          | 0.00%                 | Yes           | 3                  | On Loan: No      |
| 58.com Inc                                                                      | 58.COM DISSENTERS RIGHTS                                                        | CUSIP: TC5T8M1R9<br>LEI: 549300R31W8UMZCTNF95 | Long             | EC               | CORP              | US        |      22100 | NS      | $0.00         | 0.00%             |  |  |  | No            | 3                  | On Loan: No      |
| N/A                                                                             | ABL SPACE SYSTEMS SER A-9 CVT PFD STK PP                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       1504 | NS      | $1051.15      | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                             | THIRD ARC BIO SER A CVT PFD PP                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        285 | NS      | $599.70       | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                             | ARSENAL BIOSCIENCES SER C CVT PFD PP                                            | CUSIP: TC5YX3EI8<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        100 | NS      | $1858.00      | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                             | SOCURE SERIES B CVT PFD STOCK PP                                                | CUSIP: TC60C9PB4<br>LEI: N/A                  | Long             | EP               | CORP              | US        |          2 | NS      | $8.96         | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                             | BONA FIDE INVSTMNT HLDNG LLC A 6/2023 PP                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          0 | NS      | $52521.38     | 0.02%             |  |  |  | Yes           | N/A                | On Loan: No      |
| N/A                                                                             | EPIRUS INC SERIERS C-2 CVT PFD STOCK PP                                         | CUSIP: TC6I72JG2<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       1889 | NS      | $5241.41      | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| Lilac Solutions Inc                                                             | LILAC SOLUTIONS SERIES B CVT PFD STOCK P                                        | CUSIP: TC6T8T2V3<br>LEI: 2549003PYCNMV1SNZ851 | Long             | EP               | CORP              | US        |       1156 | NS      | $10739.24     | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                             | CELLINK CORP SERIES D CVT PFD STOCK PP                                          | CUSIP: TC6UJP4F9<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        423 | NS      | $837.54       | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                             | LIGHTMATTER SER D CVT PFD PP                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        689 | NS      | $55278.81     | 0.02%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                             | NURO SERIES D CVT PFD STOCK PP                                                  | CUSIP: TC7AXBYR8<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       1232 | NS      | $15966.72     | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                             | REDWOOD MATERIALS SER D CVT PFD STOCK PP                                        | CUSIP: TC7HTFN67<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         69 | NS      | $4089.63      | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                             | FORM ENERGY SER F CVT PFD PP                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       2193 | NS      | $53035.29     | 0.02%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                             | PROFOUNBIO ESCROW FUND PAYMENT                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         94 | NS      | $89.64        | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                             | SOCURE INC PP                                                                   | CUSIP: TC7Z586M3<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         89 | NS      | $398.72       | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                             | Diamond Sports Group                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        464 | NS      | $6635.20      | 0.00%             |  |  |  | Yes           | 2                  | On Loan: No      |
| Altera Infrastructure LP/Teekay Offshore Finance Corp                           | Altera Infrastructure LP                                                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        700 | NS      | $17500.00     | 0.01%             |  |  |  | Yes           | 2                  | On Loan: No      |
| N/A                                                                             | CANVA SERIES A-3 CVT PFD STOCK PP                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |          1 | NS      | $1437.74      | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                             | COALITION SER E CVT PFD STOCK PP                                                | CUSIP: TC8G0GXC3<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       1376 | NS      | $12108.80     | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                             | SOCURE SERIES A-1 CVT PFD STOCK PP                                              | CUSIP: TC8GIS7E3<br>LEI: N/A                  | Long             | EP               | CORP              | US        |         89 | NS      | $398.72       | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                             | PATREON SERIES D CVT PFD STOCK PP                                               | CUSIP: TC8LXWWZ1<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        238 | NS      | $4126.92      | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                             | ICAPITAL INC COMMON STOCK PP                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       4183 | NS      | $58560.75     | 0.02%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                             | BONA FIDE INVSTMNT HLDNGS III PP                                                | CUSIP: TC8YVXLN2<br>LEI: N/A                  | Long             | EC               | CORP              | CO        |          0 | NS      | $32412.30     | 0.01%             |  |  |  | Yes           | N/A                | On Loan: No      |
| N/A                                                                             | KOBOLD METALS SER B-1 CVT PFD STOCK PP                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        384 | NS      | $32621.84     | 0.01%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                             | LIGHTMATTER SER B-1 CVT PFD PP                                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        180 | NS      | $11205.00     | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                             | SOCURE SERIES E CVT PFD STOCK PP                                                | CUSIP: TC9LW24E5<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        207 | NS      | $927.36       | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| N/A                                                                             | EIKON THERA SERIES B CVT PFD STOCK PP                                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | US        |        330 | NS      | $1928.67      | 0.00%             |  |  |  | Yes           | 3                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | JPY/USD FWD 20250502 GSILGB2X                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | JP        |          1 | NC      | $-18674.83    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | MINI TPX IDX FUT  JUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | JP        |       -118 | NC      | $-78200.09    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                             | TOPIX INDX FUTR   JUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | JP        |         13 | NC      | $78100.17     | 0.03%             |  |  |  | No            | 1                  | On Loan: No      |
| CITIBANK N A                                                                    | ZMW/USD FWD 20250717 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | ZM        |          1 | NC      | $993.58       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | US 2YR NOTE (CBT) JUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -45 | NC      | $-82681.11    | -0.03%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                             | US 10YR NOTE (CBT)JUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -11 | NC      | $-9420.12     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                             | US 10YR NOTE (CBT)JUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         -2 | NC      | $-1712.75     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                             | US 10YR NOTE (CBT)JUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -26 | NC      | $-22265.74    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| HSBC SECURITIES INC                                                             | PHP/USD FWD 20250605 MRMDUS33                                                   | CUSIP: 000000000<br>LEI: CYYGQCGNHMHPSMRL3R97 | N/A              | DFE              | CORP              | PH        |          1 | NC      | $-25762.01    | -0.01%            |  |  |  | No            | 2                  | On Loan: No      |
| Barclays Bank PLC - Wholesale (SING)                                            | INR/USD FWD 20250505 BARCGB5G                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              | CORP              | IN        |          1 | NC      | $97161.40     | 0.03%             |  |  |  | No            | 2                  | On Loan: No      |
| CITIBANK N A                                                                    | KZT/USD FWD 20250711 CITIGB2L                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              | CORP              | KZ        |          1 | NC      | $7635.75      | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | THB/USD FWD 20250606 UBSWGB2L                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | TH        |          1 | NC      | $-3343.83     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| EUREX 30 YEAR EURO BUXL FUTURE                                                  | EURO-BUXL 30Y BND JUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |        -16 | NC      | $-108496.62   | -0.04%            |  |  |  | No            | 1                  | On Loan: No      |
| EUREX 30 YEAR EURO BUXL FUTURE                                                  | EURO-BUXL 30Y BND JUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | DE        |         -7 | NC      | $-47467.27    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| DEUTSCHE BANK                                                                   | CHF/USD FWD 20250725 DEUTGB2L                                                   | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              | CORP              | CH        |          1 | NC      | $216.53       | 0.00%             |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | US LONG BOND(CBT) JUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |          8 | NC      | $-1511.36     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                                                     | MXN/USD FWD 20250718 ROYCGB2L                                                   | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | MX        |          1 | NC      | $-11863.91    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                                                     | USD/EUR FWD 20250505 ROYCGB2L                                                   | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | US        |          1 | NC      | $50046.15     | 0.02%             |  |  |  | No            | 2                  | On Loan: No      |
| GOLDMAN SACHS & CO                                                              | JPY/USD FWD 20250603 GSILGB2X                                                   | CUSIP: 000000000<br>LEI: FOR8UP27PHTHYVLBNG30 | N/A              | DFE              | CORP              | JP        |          1 | NC      | $-2948.35     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| EUREX EURO STOXX 50 FUTURE                                                      | EURO STOXX 50     JUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | DE        |        -14 | NC      | $29153.30     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| EUREX EURO STOXX 50 FUTURE                                                      | EURO STOXX 50     JUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | DE        |        -55 | NC      | $114530.83    | 0.04%             |  |  |  | No            | 1                  | On Loan: No      |
| EUREX EURO STOXX 50 FUTURE                                                      | EURO STOXX 50     JUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | DE        |        -12 | NC      | $24988.55     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| UBS SECURITIES LLC                                                              | PLN/USD FWD 20250516 UBSWGB2L                                                   | CUSIP: 000000000<br>LEI: T6FIZBDPKLYJKFCRVK44 | N/A              | DFE              | CORP              | PL        |          1 | NC      | $-6252.83     | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| STATE STREET GLOBAL MARKETS LLC                                                 | USD/MXN FWD 20250603 SBOSGB2X                                                   | CUSIP: 000000000<br>LEI: 549300FDEDF5ORXCMQ56 | N/A              | DFE              | CORP              | US        |          1 | NC      | $-729.34      | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| RBC DOMINION SECURITIES INC                                                     | AUD/USD FWD 20250502 ROYCGB2L                                                   | CUSIP: 000000000<br>LEI: 549300QJJX6CVVUXLE15 | N/A              | DFE              | CORP              | AU        |          1 | NC      | $-13705.38    | -0.00%            |  |  |  | No            | 2                  | On Loan: No      |
| N/A                                                                             | US ULTRA BOND CBT JUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -10 | NC      | $-29588.69    | -0.01%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                             | US ULTRA BOND CBT JUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         -4 | NC      | $-11835.47    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                             | US ULTRA BOND CBT JUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -22 | NC      | $-65095.11    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                             | US ULTRA BOND CBT JUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |         -4 | NC      | $-11835.47    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                             | US ULTRA BOND CBT JUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -21 | NC      | $-62136.24    | -0.02%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                             | EMINI S&P REESTATEJUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |        -50 | NC      | $11859.73     | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                             | S&P EMINI COM SER JUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         -7 | NC      | $-14192.35    | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                             | S&P EMINI COM SER JUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |         -4 | NC      | $-8109.92     | -0.00%            |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                             | SPI 200 FUTURES   JUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | AU        |          3 | NC      | $28940.95     | 0.01%             |  |  |  | No            | 1                  | On Loan: No      |
| N/A                                                                             | SPI 200 FUTURES   JUN25                                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | AU        |          7 | NC      | $67528.87     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |
| MERRILL LYNCH PIERCE FENNER & SMITH INCORPORATED                                | FTSE 100 IDX FUT  JUN25                                                         | CUSIP: 000000000<br>LEI: 8NAV47T0Y26Q87Y0QP81 | N/A              | DE               | CORP              | GB        |         -1 | NC      | $1573.01      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| MORGAN STANLEY & COMPANY LLC                                                    | FTSE 100 IDX FUT  JUN25                                                         | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               | CORP              | GB        |         -3 | NC      | $4719.03      | 0.00%             |  |  |  | No            | 1                  | On Loan: No      |
| JP MORGAN SECURITIES LLC                                                        | FTSE 100 IDX FUT  JUN25                                                         | CUSIP: 000000000<br>LEI: ZBUT11V806EZRVTWT807 | N/A              | DE               | CORP              | GB        |        -46 | NC      | $72358.51     | 0.02%             |  |  |  | No            | 1                  | On Loan: No      |

### Signature

**Date Signed:** 2025-06-02

**Name of Applicant:** T. ROWE PRICE MULTI-STRATEGY TOTAL RETURN FUND, INC.

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President