# EDGAR Filing Document

**Accession Number:** 0001738074
**File Stem:** 0001410368-26-016997
**Filing Date:** 2026-2
**Character Count:** 930244
**Document Hash:** e1ab3be6a2d5ba665165e2140569cd97
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-016997.hdr.sgml**: 20260224

**ACCESSION NUMBER**: 0001410368-26-016997

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260224

**DATE AS OF CHANGE**: 20260224

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** BlackRock Funds IV
- **CENTRAL INDEX KEY:** 0001738074

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23341
- **FILM NUMBER:** 26668909

**BUSINESS ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809
- **BUSINESS PHONE:** 800-441-7762

**MAIL ADDRESS:**
- **STREET 1:** 100 BELLEVUE PARKWAY
- **CITY:** WILMINGTON
- **STATE:** DE
- **ZIP:** 19809

## Series and Classes Contracts Data

### BlackRock Systematic Multi-Strategy Fund (Series ID: S000062369)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000202321 | Investor A Shares    |  |
| C000202322 | Investor C Shares    |  |
| C000202323 | Institutional Shares |  |
| C000222461 | Class K              |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** BlackRock Funds IV

- **b. Investment Company Act file number:** 811-23341

- **c. CIK number of Registrant:** 0001738074

- **d. LEI of Registrant:** 549300PC6HXHVNYAKJ59

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

  - **Street Address 1:** 100 Bellevue Parkway

  - **City:** Wilmington

  - **State:** DE

  - **Foreign country:** US

  - **Zip / Postal Code:** 19809

  - **Telephone number:** 800-441-7762

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

- **a. Name of Series:** BlackRock Systematic Multi-Strategy Fund

- **b. EDGAR series identifier (if any):** S000062369

- **c. LEI of Series:** 549300XH0OXXEB2FS897

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

- **a. Date of fiscal year-end:** 2025-12-31

- **b. Date as of which information is reported:** 2025-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $13867802037.27

**Total Liabilities:** $5862748790.39

**Net Assets:** $8005053246.88

**Delayed Delivery Securities:** $765000.00

**Cash Not Reported:** $85598844.43

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 225637.26000000 | **1-Year:** 97055.29000000 | **5-Year:** 1042435.55000000 | **10-Year:** 507693.05000000 | **30-Year:** 4451.52000000

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

- **3-Month:** 222515.48000000 | **1-Year:** -25697.46000000 | **5-Year:** 197400.44000000 | **10-Year:** 275744.22000000 | **30-Year:** -232184.03000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000202321 | -0.19%               | 0.97%                | 0.89%                |
| Class ID C000202322 | -0.20%               | 0.88%                | 0.89%                |
| Class ID C000202323 | -0.19%               | 0.96%                | 1.00%                |
| Class ID C000222461 | -0.19%               | 0.96%                | 1.02%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-175293.86              | $-11813631.77                              |
| Month 2  | $-1456478.55             | $20731623.50                               |
| Month 3  | $-609282.58              | $-18244064.04                              |

**Designated Index Information**

- **Index Name:** Fund`s Designated Reference Portfolio is the Fund`s Securities Portfolio

- **Index Identifier:** Fund`s Designated Reference Portfolio is the Fund`s Securities Portfolio

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| ADMA Biologics Inc                               | ADMA Biologics Inc                                                               | CUSIP: 000899104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       11653 | NS      | $212550.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AFLAC INC                                        | Aflac Inc                                                                        | CUSIP: 001055BK7<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |     2360000 | PA      | $2347413.44   | 0.03%             | 2026-03-15      | Fixed         | 1.13%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                    | AEP Texas Inc                                                                    | CUSIP: 00108WAH3<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49775.65     | 0.00%             | 2028-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| AEP TEXAS INC                                    | AEP Texas Inc                                                                    | CUSIP: 00108WAR1<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |      125000 | PA      | $129048.77    | 0.00%             | 2033-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                     | ADT Security Corp/The                                                            | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2925950.40   | 0.04%             | 2029-08-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                     | ADT Security Corp/The                                                            | CUSIP: 00109LAB9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     1585000 | PA      | $1604643.73   | 0.02%             | 2033-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| AEP TRANSMISSION CO LLC                          | AEP Transmission Co LLC                                                          | CUSIP: 00115AAR0<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |      565000 | PA      | $576011.29    | 0.01%             | 2034-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                     | AES Corp/The                                                                     | CUSIP: 00130HCE3<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     3584000 | PA      | $3579846.61   | 0.04%             | 2026-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AES CORP/THE                                     | AES Corp/The                                                                     | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |     8952000 | PA      | $8838479.69   | 0.11%             | 2055-07-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| API Group Corp                                   | API Group Corp                                                                   | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |        6908 | NS      | $264300.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASGN INCORPORATED                                | ASGN Inc                                                                         | CUSIP: 00191UAA0<br>LEI: LZBNYYCBUKY537072438 | Long             | DBT              | CORP              | US        |     1611000 | PA      | $1582977.04   | 0.02%             | 2028-05-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| APLD COMPUTECO LLC                               | APLD ComputeCo LLC                                                               | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4905000 | PA      | $4811316.51   | 0.06%             | 2030-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                         | AT&T Inc                                                                         | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |      352350 | NS      | $8752374.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T INC                                         | AT&T Inc                                                                         | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      162000 | PA      | $162844.41    | 0.00%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                         | AT&T Inc                                                                         | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     1125000 | PA      | $1099286.38   | 0.01%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                         | AT&T Inc                                                                         | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    10350000 | PA      | $9505359.58   | 0.12%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                         | AT&T Inc                                                                         | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    19033000 | PA      | $18936725.19  | 0.24%             | 2026-03-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                         | AT&T Inc                                                                         | CUSIP: 00206RNB4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    11500000 | PA      | $11425215.16  | 0.14%             | 2032-11-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                              | Abbott Laboratories                                                              | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |       72586 | NS      | $9094299.94   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                       | AbbVie Inc                                                                       | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       34337 | NS      | $7845661.13   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ABBVIE INC                                       | AbbVie Inc                                                                       | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     3818000 | PA      | $3788258.93   | 0.05%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                       | AbbVie Inc                                                                       | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     7360000 | PA      | $7563773.01   | 0.09%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                            | Accenture Capital Inc                                                            | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |      605000 | PA      | $596388.08    | 0.01%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ACRISURE LLC / FIN INC                           | Acrisure LLC / Acrisure Finance Inc                                              | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      510000 | PA      | $525355.08    | 0.01%             | 2032-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ADOBE INC                                        | Adobe Inc                                                                        | CUSIP: 00724PAD1<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |     2130000 | PA      | $1994316.06   | 0.02%             | 2030-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                               | Advance Auto Parts Inc                                                           | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     7025000 | PA      | $7062197.38   | 0.09%             | 2030-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS                               | Advance Auto Parts Inc                                                           | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |     2620000 | PA      | $2630401.40   | 0.03%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                         | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | CUSIP: 00774MBM6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    13416000 | PA      | $13389740.86  | 0.17%             | 2034-09-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                               | Osaic Holdings Inc                                                               | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |      280000 | PA      | $292493.55    | 0.00%             | 2032-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                               | Osaic Holdings Inc                                                               | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |      120000 | PA      | $124763.54    | 0.00%             | 2033-08-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                              | Affirm Master Trust                                                              | CUSIP: 00833BAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2500000 | PA      | $2519002.50   | 0.03%             | 2033-02-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                              | Affirm Master Trust                                                              | CUSIP: 00833BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3410000 | PA      | $3434293.52   | 0.04%             | 2033-02-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                              | Affirm Master Trust                                                              | CUSIP: 00833BAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8100000 | PA      | $8155307.61   | 0.10%             | 2033-07-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                              | Affirm Master Trust                                                              | CUSIP: 00833BAK4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3750000 | PA      | $3775884.00   | 0.05%             | 2033-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Affirm Master Trust                              | Affirm Master Trust Series 2025-3                                                | CUSIP: 00833BAR9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     7500000 | PA      | $7490730.00   | 0.09%             | 2034-10-16      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                       | Affirm Asset Securitization Trust 2024-X2                                        | CUSIP: 00833QAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3125000 | PA      | $3151754.06   | 0.04%             | 2029-12-17      | Fixed         | 6.08%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                       | Affirm Asset Securitization Trust 2024-A                                         | CUSIP: 00834BAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     3640000 | PA      | $3645741.01   | 0.05%             | 2029-02-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                       | Affirm Asset Securitization Trust 2024-A                                         | CUSIP: 00834BAH0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5230000 | PA      | $5236389.49   | 0.07%             | 2029-02-15      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                       | Affirm Asset Securitization Trust 2024-A                                         | CUSIP: 00834BAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4170000 | PA      | $4178844.57   | 0.05%             | 2029-02-15      | Fixed         | 6.89%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                       | Affirm Asset Securitization Trust 2025-X1                                        | CUSIP: 00834MAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8600000 | PA      | $8624061.94   | 0.11%             | 2030-04-15      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                       | Affirm Asset Securitization Trust 2025-X1                                        | CUSIP: 00834MAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4775000 | PA      | $4791021.56   | 0.06%             | 2030-04-15      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                       | Affirm Asset Securitization Trust 2025-X1                                        | CUSIP: 00834MAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8000000 | PA      | $8071282.40   | 0.10%             | 2030-04-15      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                       | Affirm Asset Securitization Trust 2024-X1                                        | CUSIP: 00834XAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2004487 | PA      | $2005385.66   | 0.03%             | 2029-05-15      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                       | Affirm Asset Securitization Trust 2024-X1                                        | CUSIP: 00834XAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6900000 | PA      | $6904202.79   | 0.09%             | 2029-05-15      | Fixed         | 7.29%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                       | Affirm Asset Securitization Trust 2024-B                                         | CUSIP: 00835AAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4500000 | PA      | $4505670.90   | 0.06%             | 2029-09-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Affirm Inc                                       | Affirm Asset Securitization Trust 2024-B                                         | CUSIP: 00835AAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     5500000 | PA      | $5516178.25   | 0.07%             | 2029-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                         | Agilent Technologies Inc                                                         | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |        2562 | NS      | $348611.34    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Agnico Eagle Mines Ltd                           | Agnico Eagle Mines Ltd                                                           | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |        3458 | NS      | $586234.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AIR PRODUCTS & CHEMICALS                         | Air Products and Chemicals Inc                                                   | CUSIP: 009158BC9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     1125000 | PA      | $1034765.56   | 0.01%             | 2030-05-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER CO                                 | Alabama Power Co                                                                 | CUSIP: 010392FX1<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     1465000 | PA      | $1359455.09   | 0.02%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Alamos Gold Inc                                  | Alamos Gold Inc                                                                  | CUSIP: 011532108<br>LEI: 894500GIHFJZW7YS9660 | Long             | EC               | CORP              | CA        |        7306 | NS      | $281865.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Albertsons Cos Inc                               | Albertsons Cos Inc                                                               | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Long             | EC               | CORP              | US        |       17898 | NS      | $307308.66    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp                              | Alliant Energy Corp                                                              | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |        4019 | NS      | $261275.19    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Allison Transmission Holdings Inc                | Allison Transmission Holdings Inc                                                | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |        2583 | NS      | $252875.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F012411<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2375000 | PA      | $2148447.28   | 0.03%             | 2040-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F012619<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20725000 | PA      | $15977597.20  | 0.20%             | 2056-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F020414<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    37350000 | PA      | $34572093.75  | 0.43%             | 2040-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F020612<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   122250000 | PA      | $98792794.70  | 1.23%             | 2055-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F022410<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    10375000 | PA      | $9812885.72   | 0.12%             | 2041-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F022618<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   111575000 | PA      | $94307025.95  | 1.18%             | 2055-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F030413<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    13825000 | PA      | $13298461.88  | 0.17%             | 2041-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F030611<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    67225000 | PA      | $59449483.57  | 0.74%             | 2056-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F032419<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2950000 | PA      | $2867503.37   | 0.04%             | 2040-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F032617<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    40450000 | PA      | $37392548.73  | 0.47%             | 2056-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F040412<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     7800000 | PA      | $7697305.12   | 0.10%             | 2040-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F040610<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    39550000 | PA      | $37510191.35  | 0.47%             | 2056-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F042616<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGSE             | US        |    25150000 | PA      | $24549975.58  | 0.31%             | 2055-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F050619<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23250000 | PA      | $23184609.38  | 0.29%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F052615<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      375000 | PA      | $380243.47    | 0.00%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F060618<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    25825000 | PA      | $26515236.91  | 0.33%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UMBS, TBA                                        | Uniform Mortgage-Backed Security, TBA                                            | CUSIP: 01F062614<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    25550000 | PA      | $26552596.82  | 0.33%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                    | Allstate Corp/The                                                                | CUSIP: 020002BL4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     5130000 | PA      | $5298837.28   | 0.07%             | 2029-06-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Alnylam Pharmaceuticals Inc                      | Alnylam Pharmaceuticals Inc                                                      | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |        1044 | NS      | $415146.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                     | Alphabet Inc                                                                     | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       16678 | NS      | $5220214.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                     | Alphabet Inc                                                                     | CUSIP: 02079KAL1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     2250000 | PA      | $2238014.81   | 0.03%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                 | Altria Group Inc                                                                 | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |       10887 | NS      | $627744.42    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTRIA GROUP INC                                 | Altria Group Inc                                                                 | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |       70000 | PA      | $71196.40     | 0.00%             | 2029-02-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                 | Altria Group Inc                                                                 | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      265000 | PA      | $255122.75    | 0.00%             | 2030-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                 | Altria Group Inc                                                                 | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    22040000 | PA      | $19489567.57  | 0.24%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                 | Altria Group Inc                                                                 | CUSIP: 02209SBR3<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     8120000 | PA      | $9171723.19   | 0.11%             | 2033-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                 | Altria Group Inc                                                                 | CUSIP: 02209SBT9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     1125000 | PA      | $1169648.45   | 0.01%             | 2035-02-06      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                 | Altria Group Inc                                                                 | CUSIP: 02209SBV4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     3420000 | PA      | $3462508.92   | 0.04%             | 2035-08-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                   | Amazon.com Inc                                                                   | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |       23143 | NS      | $5341867.26   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AMER SPORTS COMPANY                              | Amer Sports Co                                                                   | CUSIP: 02352NAA7<br>LEI: 549300NRKH9WF70VFC95 | Long             | DBT              | CORP              | US        |     1898000 | PA      | $1985175.14   | 0.02%             | 2031-02-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                      | Ameren Corp                                                                      | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |        5759 | NS      | $575093.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMEREN CORP                                      | Ameren Corp                                                                      | CUSIP: 023608AJ1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |      140000 | PA      | $134636.22    | 0.00%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                               | Ameren Illinois Co                                                               | CUSIP: 02361DAY6<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     2750000 | PA      | $2640758.26   | 0.03%             | 2032-09-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| AMEREN ILLINOIS CO                               | Ameren Illinois Co                                                               | CUSIP: 02361DBA7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |      470000 | PA      | $480146.11    | 0.01%             | 2033-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                            | American Airlines Inc                                                            | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     6963000 | PA      | $7118279.22   | 0.09%             | 2028-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                            | American Airlines Inc                                                            | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     1761000 | PA      | $1841815.81   | 0.02%             | 2029-05-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                   | American Electric Power Co Inc                                                   | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |       68976 | NS      | $7953622.56   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN EXPRESS CO                              | American Express Co                                                              | CUSIP: 025816CW7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     3650000 | PA      | $3661246.38   | 0.05%             | 2029-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                              | American Express Co                                                              | CUSIP: 025816DK2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     1440000 | PA      | $1503909.69   | 0.02%             | 2034-07-28      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                              | American Express Co                                                              | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     7670000 | PA      | $7966596.52   | 0.10%             | 2036-01-30      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                              | American Express Co                                                              | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     5130000 | PA      | $5220782.58   | 0.07%             | 2033-07-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                              | American Express Co                                                              | CUSIP: 025816EM7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     9750000 | PA      | $9627523.91   | 0.12%             | 2036-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent                            | American Homes 4 Rent                                                            | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               |  | US        |        7957 | NS      | $255419.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN INTERNATIONAL                           | American International Group Inc                                                 | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     5385000 | PA      | $5518884.78   | 0.07%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                              | American Tower Corp                                                              | CUSIP: 03027XCE8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     3975000 | PA      | $4149619.17   | 0.05%             | 2028-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                              | American Tower Corp                                                              | CUSIP: 03027XCL2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |     1215000 | PA      | $1244102.34   | 0.02%             | 2030-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                              | American Tower Corp                                                              | CUSIP: 03027XCM0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              |  | US        |      730000 | PA      | $751432.03    | 0.01%             | 2035-01-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                         | American Water Capital Corp                                                      | CUSIP: 03040WBA2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     2055000 | PA      | $2056116.89   | 0.03%             | 2032-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL C                         | American Water Capital Corp                                                      | CUSIP: 03040WBD6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |      505000 | PA      | $519950.25    | 0.01%             | 2034-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| American Water Works Co Inc                      | American Water Works Co Inc                                                      | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |       57063 | NS      | $7446721.50   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CENCORA INC                                      | Cencora Inc                                                                      | CUSIP: 03073EAP0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |      849000 | PA      | $841476.25    | 0.01%             | 2027-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                      | Cencora Inc                                                                      | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     7190000 | PA      | $6624286.41   | 0.08%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                      | Cencora Inc                                                                      | CUSIP: 03073EAY1<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |      560000 | PA      | $572350.85    | 0.01%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                         | Ameriprise Financial Inc                                                         | CUSIP: 03076CAM8<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $7269942.47   | 0.09%             | 2033-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                         | Ameriprise Financial Inc                                                         | CUSIP: 03076CAN6<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     7590000 | PA      | $7955765.36   | 0.10%             | 2028-12-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                           | AmeriGas Partners LP / AmeriGas Finance Corp                                     | CUSIP: 030981AL8<br>LEI: H36E1IF6YS0OBMHM6168 | Long             | DBT              | CORP              | US        |     3628000 | PA      | $3648871.88   | 0.05%             | 2027-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                           | AmeriGas Partners LP / AmeriGas Finance Corp                                     | CUSIP: 030981AM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3617000 | PA      | $3749930.39   | 0.05%             | 2028-06-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PART/FIN CORP                           | AmeriGas Partners LP / AmeriGas Finance Corp                                     | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1370000 | PA      | $1459448.70   | 0.02%             | 2030-06-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| AMETEK Inc                                       | AMETEK Inc                                                                       | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |        2060 | NS      | $422938.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amgen Inc                                        | Amgen Inc                                                                        | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |       22888 | NS      | $7491471.28   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AMGEN INC                                        | Amgen Inc                                                                        | CUSIP: 031162DE7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     3035000 | PA      | $2858089.33   | 0.04%             | 2032-02-22      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                        | Amgen Inc                                                                        | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     1225000 | PA      | $1223996.20   | 0.02%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS L                         | Amneal Pharmaceuticals LLC                                                       | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |      700000 | PA      | $739417.00    | 0.01%             | 2032-08-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                    | Amphenol Corp                                                                    | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |        7046 | NS      | $952196.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPHENOL CORP                                    | Amphenol Corp                                                                    | CUSIP: 032095AJ0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $949364.31    | 0.01%             | 2030-02-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                    | Amphenol Corp                                                                    | CUSIP: 032095AM3<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |      785000 | PA      | $786470.95    | 0.01%             | 2026-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                    | Amphenol Corp                                                                    | CUSIP: 032095AY7<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     8050000 | PA      | $8007781.37   | 0.10%             | 2030-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| AMS-OSRAM AG                                     | ams-OSRAM AG                                                                     | CUSIP: 03217CAB2<br>LEI: 5299001JPPT2QFTV5D76 | Long             | DBT              | CORP              | AT        |     1522000 | PA      | $1616627.31   | 0.02%             | 2029-03-30      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                               | Analog Devices Inc                                                               | CUSIP: 032654AU9<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     1770000 | PA      | $1670711.07   | 0.02%             | 2028-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| ANALOG DEVICES INC                               | Analog Devices Inc                                                               | CUSIP: 032654AV7<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     1335000 | PA      | $1185867.22   | 0.01%             | 2031-10-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Antero Midstream Corp                            | Antero Midstream Corp                                                            | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      297303 | NS      | $5289020.37   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AON CORP                                         | Aon Corp                                                                         | CUSIP: 037389BE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |      405000 | PA      | $382395.91    | 0.00%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| AON CORP/AON GLOBAL HOLD                         | Aon Corp / Aon Global Holdings PLC                                               | CUSIP: 03740LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |      495000 | PA      | $487503.31    | 0.01%             | 2027-05-28      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| APOLLO CMMRL REAL EST FI                         | Apollo Commercial Real Estate Finance Inc                                        | CUSIP: 03762UAD7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | DBT              |  | US        |     2673000 | PA      | $2585230.71   | 0.03%             | 2029-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                             | Appalachian Power Co                                                             | CUSIP: 037735CZ8<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |      800000 | PA      | $731972.30    | 0.01%             | 2031-04-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER CO                             | Appalachian Power Co                                                             | CUSIP: 037735DA2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     2120000 | PA      | $2097808.31   | 0.03%             | 2032-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                        | Apple Inc                                                                        | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |       19075 | NS      | $5185729.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLE INC                                        | Apple Inc                                                                        | CUSIP: 037833EP1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     2195000 | PA      | $2101694.92   | 0.03%             | 2032-08-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Appfolio Inc                                     | Appfolio Inc                                                                     | CUSIP: 03783C100<br>LEI: 529900OOUUGT6JFC0S15 | Long             | EC               | CORP              | US        |         993 | NS      | $231021.45    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Industrial Technologies Inc              | Applied Industrial Technologies Inc                                              | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |         938 | NS      | $240850.26    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                            | Applied Materials Inc                                                            | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |        4440 | NS      | $1141035.60   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup Inc                                   | AptarGroup Inc                                                                   | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |        1874 | NS      | $228553.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSENTIAL UTILITIES INC                          | Essential Utilities Inc                                                          | CUSIP: 03836WAB9<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |       55000 | PA      | $53876.43     | 0.00%             | 2029-05-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING                           | Ardagh Metal Packaging Finance USA LLC / Ardagh Metal Packaging Finance PLC      | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     5252000 | PA      | $4944157.70   | 0.06%             | 2029-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                | Ares Capital Corp                                                                | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     3936000 | PA      | $3885467.51   | 0.05%             | 2026-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                | Ares Capital Corp                                                                | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     7695000 | PA      | $7354095.49   | 0.09%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                | Ares Capital Corp                                                                | CUSIP: 04010LBD4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     6210000 | PA      | $6077200.21   | 0.08%             | 2027-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                | Ares Capital Corp                                                                | CUSIP: 04010LBL6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     1750000 | PA      | $1728489.72   | 0.02%             | 2031-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ARIS MINING CORP                                 | Aris Mining Corp                                                                 | CUSIP: 04040YAB5<br>LEI: 5493001GJ5TILX6L1F82 | Long             | DBT              | CORP              | CA        |     2824000 | PA      | $2946646.32   | 0.04%             | 2029-10-31      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Arista Networks Inc                              | Arista Networks Inc                                                              | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |        7319 | NS      | $959008.57    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ARIZONA PUBLIC SERVICE                           | Arizona Public Service Co                                                        | CUSIP: 040555DD3<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     2310000 | PA      | $2027724.33   | 0.03%             | 2031-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| ARKO CORP                                        | Arko Corp                                                                        | CUSIP: 041242AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1092000 | PA      | $935418.99    | 0.01%             | 2029-11-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Armstrong World Industries Inc                   | Armstrong World Industries Inc                                                   | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |        1222 | NS      | $233524.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                          | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAA7<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     1450000 | PA      | $1293674.92   | 0.02%             | 2031-11-09      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                          | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAD1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     3360000 | PA      | $3494671.02   | 0.04%             | 2033-03-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                          | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAF6<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     8190000 | PA      | $9016965.02   | 0.11%             | 2034-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO                          | Arthur J Gallagher & Co                                                          | CUSIP: 04316JAH2<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1451196.96   | 0.02%             | 2034-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY US HLDG                         | Assured Guaranty US Holdings Inc                                                 | CUSIP: 04621WAF7<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |     4188000 | PA      | $4399479.01   | 0.05%             | 2028-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                     | Assurant Inc                                                                     | CUSIP: 04621XAJ7<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |     4810000 | PA      | $4867773.15   | 0.06%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ASSURANT INC                                     | Assurant Inc                                                                     | CUSIP: 04621XAM0<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3396673.14   | 0.04%             | 2030-02-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| ASTON MARTIN CAPITAL HOL                         | Aston Martin Capital Holdings Ltd                                                | CUSIP: 04625HAJ8<br>LEI: 213800H4GKEF3CJ8C774 | Long             | DBT              | CORP              | JE        |     6599000 | PA      | $6141994.17   | 0.08%             | 2029-03-31      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ATHENE HOLDING LTD                               | Athene Holding Ltd                                                               | CUSIP: 04686JAC5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     1665000 | PA      | $1573092.72   | 0.02%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ATLANTIC CITY ELECTRIC                           | Atlantic City Electric Co                                                        | CUSIP: 048303CH2<br>LEI: 549300S5TW3VP5V06B73 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50071.83     | 0.00%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                | Atmos Energy Corp                                                                | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |        6128 | NS      | $1027236.64   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ATMOS ENERGY CORP                                | Atmos Energy Corp                                                                | CUSIP: 049560AZ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |      690000 | PA      | $745887.41    | 0.01%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                | Atmos Energy Corp                                                                | CUSIP: 049560BC8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |       80000 | PA      | $82453.20     | 0.00%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                                     | Autodesk Inc                                                                     | CUSIP: 052769AJ5<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |     4170000 | PA      | $4276002.11   | 0.05%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                    | Automatic Data Processing Inc                                                    | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |       29557 | NS      | $7602947.11   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOMATIC DATA PROCESSNG                         | Automatic Data Processing Inc                                                    | CUSIP: 053015AJ2<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |     3805000 | PA      | $3897075.63   | 0.05%             | 2032-05-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                     | AutoZone Inc                                                                     | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |         127 | NS      | $430720.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOZONE INC                                     | AutoZone Inc                                                                     | CUSIP: 053332BC5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     3325000 | PA      | $3355333.74   | 0.04%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                     | AutoZone Inc                                                                     | CUSIP: 053332BE1<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     8785000 | PA      | $8834679.88   | 0.11%             | 2026-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                     | AutoZone Inc                                                                     | CUSIP: 053332BK7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     1455000 | PA      | $1506240.52   | 0.02%             | 2034-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AVANGRID INC                                     | Avangrid Inc                                                                     | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98691.30     | 0.00%             | 2029-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Avant Loans Funding Trust                        | Avant Loans Funding Trust 2025-REV1                                              | CUSIP: 05352BAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2110000 | PA      | $2125439.71   | 0.03%             | 2034-05-15      | Fixed         | 6.06%                 | No            |                  2 | On Loan: No      |
| Avant Loans Funding Trust                        | Avant Loans Funding Trust 2024-REV1                                              | CUSIP: 05352UAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     4850000 | PA      | $4893324.57   | 0.06%             | 2033-10-15      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp                              | Avery Dennison Corp                                                              | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |        1500 | NS      | $272820.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                          | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2702000 | PA      | $2776879.18   | 0.03%             | 2031-02-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                          | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2131000 | PA      | $2205237.39   | 0.03%             | 2030-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR/FINANCE                          | Avis Budget Car Rental LLC / Avis Budget Finance Inc                             | CUSIP: 053773BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3496000 | PA      | $3609956.87   | 0.05%             | 2032-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Axon Enterprise Inc                              | Axon Enterprise Inc                                                              | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |         723 | NS      | $410613.39    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BAT CAPITAL CORP                                 | BAT Capital Corp                                                                 | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     7307000 | PA      | $7903027.31   | 0.10%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                 | BAT Capital Corp                                                                 | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     9630000 | PA      | $9575061.14   | 0.12%             | 2033-03-22      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                 | BAT Capital Corp                                                                 | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      780000 | PA      | $835154.18    | 0.01%             | 2034-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                 | BAT Capital Corp                                                                 | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     6630000 | PA      | $6905998.21   | 0.09%             | 2035-08-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| BAT INTL FINANCE PLC                             | BAT International Finance PLC                                                    | CUSIP: 05530QAN0<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |     5000000 | PA      | $4972392.60   | 0.06%             | 2026-03-25      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FIN USA LTD                         | BHP Billiton Finance USA Ltd                                                     | CUSIP: 055451AZ1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    23560000 | PA      | $23927179.30  | 0.30%             | 2028-02-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BJ's Wholesale Club Holdings Inc                 | BJ's Wholesale Club Holdings Inc                                                 | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |        2676 | NS      | $240920.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX Technologies Inc                             | BWX Technologies Inc                                                             | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |        1524 | NS      | $263408.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BKV UPSTREAM MIDSTREAM L                         | BKV Upstream Midstream LLC                                                       | CUSIP: 05619CAA3<br>LEI: 254900LG75NBYHBBAU18 | Long             | DBT              | CORP              | US        |     2894000 | PA      | $2932403.38   | 0.04%             | 2030-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Badger Meter Inc                                 | Badger Meter Inc                                                                 | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |        1239 | NS      | $216093.99    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BAIDU INC                                        | Baidu Inc                                                                        | CUSIP: 056752AS7<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |     2170000 | PA      | $2155330.80   | 0.03%             | 2026-04-09      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| BALDWIN INSUR GRP/FIN                            | Baldwin Insurance Group Holdings LLC / Baldwin Insurance Group Holdings Finance  | CUSIP: 05825XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4082000 | PA      | $4229349.02   | 0.05%             | 2031-05-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| BANCO BILBAO VIZCAYA ARG                         | Banco Bilbao Vizcaya Argentaria SA                                               | CUSIP: 05946KAS0<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     5600000 | PA      | $5995410.40   | 0.07%             | 2032-01-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                               | Banco Santander SA                                                               | CUSIP: 05964HAN5<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     2800000 | PA      | $2752497.94   | 0.03%             | 2027-09-14      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                             | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     3765000 | PA      | $3717643.98   | 0.05%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                             | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1497257.21   | 0.02%             | 2027-04-23      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                             | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    28465000 | PA      | $26513301.26  | 0.33%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                             | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    14345000 | PA      | $14162002.41  | 0.18%             | 2027-07-22      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                             | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      290000 | PA      | $266119.70    | 0.00%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                             | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      655000 | PA      | $590746.57    | 0.01%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                             | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1625000 | PA      | $1598419.14   | 0.02%             | 2028-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                             | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     3252000 | PA      | $2973968.28   | 0.04%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                             | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     1625000 | PA      | $1621018.34   | 0.02%             | 2033-04-27      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                             | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     5610000 | PA      | $5689432.61   | 0.07%             | 2028-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                             | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     8160000 | PA      | $8479151.23   | 0.11%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                             | Bank of America Corp                                                             | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    11570000 | PA      | $11911852.31  | 0.15%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                 | Bank of Montreal                                                                 | CUSIP: 06368FAC3<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     2260000 | PA      | $2218928.07   | 0.03%             | 2026-09-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                 | Bank of Montreal                                                                 | CUSIP: 06368LWU6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     3110000 | PA      | $3242493.25   | 0.04%             | 2028-09-25      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                           | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406GAA9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      332000 | PA      | $323347.70    | 0.00%             | 2028-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                           | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RBG1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |       73000 | PA      | $73026.91     | 0.00%             | 2028-06-13      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                           | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RBL0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |      427000 | PA      | $441301.41    | 0.01%             | 2028-10-25      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                           | Bank of New York Mellon Corp/The                                                 | CUSIP: 06406RBN6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     4130000 | PA      | $4180148.98   | 0.05%             | 2029-02-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                              | Bank of Nova Scotia/The                                                          | CUSIP: 0641593U8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     3798000 | PA      | $3780740.25   | 0.05%             | 2026-03-02      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                              | Bank of Nova Scotia/The                                                          | CUSIP: 0641594A1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    14962000 | PA      | $14784224.21  | 0.18%             | 2026-06-24      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Barrick Mining Corp                              | Barrick Mining Corp                                                              | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |       12612 | NS      | $549252.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BAUSCH + LOMB CORP                               | Bausch + Lomb Corp                                                               | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |     4903000 | PA      | $5117506.25   | 0.06%             | 2028-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                            | Becton Dickinson & Co                                                            | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |        3981 | NS      | $772592.67    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BELRON UK FINANCE PLC                            | Belron UK Finance PLC                                                            | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |     2074000 | PA      | $2117948.06   | 0.03%             | 2029-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                         | Berkshire Hathaway Energy Co                                                     | CUSIP: 084659AM3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98565.31     | 0.00%             | 2028-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                         | Berkshire Hathaway Energy Co                                                     | CUSIP: 084659AV3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     5170000 | PA      | $5083078.70   | 0.06%             | 2030-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BERKSHIRE HATHAWAY ENERG                         | Berkshire Hathaway Energy Co                                                     | CUSIP: 084659BD2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |      245000 | PA      | $213246.20    | 0.00%             | 2031-05-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                           | Berkshire Hathaway Inc                                                           | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |       10288 | NS      | $5171263.20   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BioMarin Pharmaceutical Inc                      | BioMarin Pharmaceutical Inc                                                      | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |        4433 | NS      | $263453.19    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corp                                  | Bio-Techne Corp                                                                  | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |        3816 | NS      | $224418.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOCON BIOLOGICS GLOBAL                          | Biocon Biologics Global PLC                                                      | CUSIP: 090978AA5<br>LEI: 254900PMQN51VACG2D55 | Long             | DBT              | CORP              | GB        |     6743000 | PA      | $6776715.00   | 0.08%             | 2029-10-09      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                                 | Black Hills Corp                                                                 | CUSIP: 092113AM1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     1960000 | PA      | $1940587.77   | 0.02%             | 2027-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TR                           | Blackstone Mortgage Trust Inc                                                    | CUSIP: 09257WAF7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              |  | US        |     2991000 | PA      | $3191148.75   | 0.04%             | 2029-12-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| H&R Block Inc                                    | H&R Block Inc                                                                    | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |      142054 | NS      | $6190713.32   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| BLUE OWL FINANCE LLC                             | Blue Owl Finance LLC                                                             | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |     6150000 | PA      | $6341849.19   | 0.08%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                             | Booking Holdings Inc                                                             | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |         186 | NS      | $996091.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BORR IHC LTD / BORR FIN                          | Borr IHC Ltd / Borr Finance LLC                                                  | CUSIP: 100018AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     2424320 | PA      | $2421289.98   | 0.03%             | 2030-11-15      | Fixed         | 10.38%                | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                           | Boston Scientific Corp                                                           | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |        8578 | NS      | $817912.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BRIGHTSTAR LOT/BRIGHSTAR                         | Brightstar Lottery PLC/ Brightstar Global Solutions Corp                         | CUSIP: 108922AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     2575000 | PA      | $2556549.89   | 0.03%             | 2033-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                          | Bristol-Myers Squibb Co                                                          | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      155137 | NS      | $8368089.78   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| BRISTOW GROUP INC                                | Bristow Group Inc                                                                | CUSIP: 11040GAA1<br>LEI: 5493005Q24EN3UC1PV68 | Long             | DBT              | CORP              | US        |      472000 | PA      | $472581.03    | 0.01%             | 2028-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                     | Broadcom Inc                                                                     | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       13283 | NS      | $4597246.30   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                     | CUSIP: 11135FCF6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     6951000 | PA      | $7171511.65   | 0.09%             | 2030-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                     | Broadcom Inc                                                                     | CUSIP: 11135FCP4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     2460000 | PA      | $2361097.84   | 0.03%             | 2028-02-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                           | Brookfield Finance Inc                                                           | CUSIP: 11271LAC6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |       55000 | PA      | $54806.30     | 0.00%             | 2028-01-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                           | Brookfield Finance Inc                                                           | CUSIP: 11271LAQ5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     6230000 | PA      | $6238875.94   | 0.08%             | 2036-01-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                         | Brookfield Residential Properties Inc / Brookfield Residential US LLC            | CUSIP: 11283YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      285000 | PA      | $285162.74    | 0.00%             | 2027-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESID PROPERT                         | Brookfield Residential Properties Inc / Brookfield Residential US LLC            | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     3618000 | PA      | $3370000.54   | 0.04%             | 2030-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD PPTY REIT INC                         | Brookfield Property REIT Inc / BPR Cumulus LLC / BPR Nimbus LLC / GGSI Sellco LL | CUSIP: 11284DAA3<br>LEI: N/A                  | Long             | DBT              |  | US        |     1499000 | PA      | $1490268.65   | 0.02%             | 2026-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                | Brown & Brown Inc                                                                | CUSIP: 115236AB7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     4320000 | PA      | $4335495.93   | 0.05%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                | Brown & Brown Inc                                                                | CUSIP: 115236AE1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     7940000 | PA      | $7683033.41   | 0.10%             | 2032-03-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                         | Builders FirstSource Inc                                                         | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     2298000 | PA      | $2381039.17   | 0.03%             | 2032-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                         | Builders FirstSource Inc                                                         | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |     3835000 | PA      | $4009547.72   | 0.05%             | 2035-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                         | Burford Capital Global Finance LLC                                               | CUSIP: 12116LAA7<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |     1217000 | PA      | $1210403.87   | 0.02%             | 2028-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                         | Burford Capital Global Finance LLC                                               | CUSIP: 12116LAC3<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |     2595000 | PA      | $2530520.53   | 0.03%             | 2030-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                         | Burford Capital Global Finance LLC                                               | CUSIP: 12116LAE9<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |     4612000 | PA      | $4748547.48   | 0.06%             | 2031-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLBL FIN                         | Burford Capital Global Finance LLC                                               | CUSIP: 12116LAG4<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |      970000 | PA      | $925633.37    | 0.01%             | 2033-07-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6501000 | PA      | $5690706.00   | 0.07%             | 2033-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1061000 | PA      | $1075584.30   | 0.01%             | 2029-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP                           | CCO Holdings LLC / CCO Holdings Capital Corp                                     | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    17056000 | PA      | $17405435.65  | 0.22%             | 2031-03-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                | CBRE Services Inc                                                                | CUSIP: 12505BAL4<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     6470000 | PA      | $6501084.60   | 0.08%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                              | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9100000 | PA      | $8760963.21   | 0.11%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CDW LLC/CDW FINANCE                              | CDW LLC / CDW Finance Corp                                                       | CUSIP: 12513GBH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1763000 | PA      | $1712905.29   | 0.02%             | 2028-12-01      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| VIRIDIEN                                         | Viridien                                                                         | CUSIP: 12531QAA3<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |      882000 | PA      | $930052.79    | 0.01%             | 2030-10-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| CGI Inc                                          | CGI Inc                                                                          | CUSIP: 12532H104<br>LEI: 549300WSRCZY73ZG3090 | Long             | EC               | CORP              | CA        |        3215 | NS      | $296744.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CGI INC                                          | CGI Inc                                                                          | CUSIP: 12532HAK0<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |     8740000 | PA      | $8857117.05   | 0.11%             | 2030-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CH Robinson Worldwide Inc                        | CH Robinson Worldwide Inc                                                        | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |        1750 | NS      | $281330.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Cigna Group/The                                  | Cigna Group/The                                                                  | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       14247 | NS      | $3921201.81   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp                                  | CMS Energy Corp                                                                  | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |       95395 | NS      | $6670972.35   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CNA FINANCIAL CORP                               | CNA Financial Corp                                                               | CUSIP: 126117AZ3<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |     4800000 | PA      | $4822910.16   | 0.06%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                 | CSC Holdings LLC                                                                 | CUSIP: 126307AQ0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     2524000 | PA      | $2164125.56   | 0.03%             | 2027-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                                 | CSC Holdings LLC                                                                 | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     2852000 | PA      | $2269237.44   | 0.03%             | 2028-05-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                          | CRH America Finance Inc                                                          | CUSIP: 12636YAF9<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    16350000 | PA      | $17016181.57  | 0.21%             | 2035-01-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CSW Industrials Inc                              | CSW Industrials Inc                                                              | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |         810 | NS      | $237759.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                                         | CSX Corp                                                                         | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |       14139 | NS      | $512538.75    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CNX RESOURCES CORP                               | CNX Resources Corp                                                               | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      193000 | PA      | $194299.86    | 0.00%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                               | CNX Resources Corp                                                               | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     1370000 | PA      | $1418664.09   | 0.02%             | 2031-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                               | CNX Resources Corp                                                               | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |     2055000 | PA      | $2145214.29   | 0.03%             | 2032-03-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PART LP                            | CNX Midstream Partners LP                                                        | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      489000 | PA      | $474059.68    | 0.01%             | 2030-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CVR ENERGY INC                                   | CVR Energy Inc                                                                   | CUSIP: 12662PAF5<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |     4672000 | PA      | $4802102.87   | 0.06%             | 2029-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| CVR PARTNERS/CVR NITROGE                         | CVR Partners LP / CVR Nitrogen Finance Corp                                      | CUSIP: 12663QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6009000 | PA      | $6025320.44   | 0.08%             | 2028-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                  | CVS Health Corp                                                                  | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     7200000 | PA      | $7369994.88   | 0.09%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                           | CACI International Inc                                                           | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |     1012000 | PA      | $1047094.82   | 0.01%             | 2033-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc                       | Cadence Design Systems Inc                                                       | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |        1880 | NS      | $587650.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CALIFORNIA RESOURCES CRP                         | California Resources Corp                                                        | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |     7923000 | PA      | $8287305.48   | 0.10%             | 2029-06-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CRP                         | California Resources Corp                                                        | CUSIP: 13057QAL1<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |      565000 | PA      | $556552.30    | 0.01%             | 2034-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cameco Corp                                      | Cameco Corp                                                                      | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |        4299 | NS      | $393315.51    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Campbell's Company/The                           | Campbell's Company/The                                                           | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | EC               | CORP              | US        |      114872 | NS      | $3201482.64   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian National Railway Co                     | Canadian National Railway Co                                                     | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |        5029 | NS      | $497116.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN NATL RAILWAY                            | Canadian National Railway Co                                                     | CUSIP: 136375DC3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     1400000 | PA      | $1358744.38   | 0.02%             | 2032-08-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Kansas City Ltd                 | Canadian Pacific Kansas City Ltd                                                 | CUSIP: 13646K108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |        6896 | NS      | $507752.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                         | Capital One Financial Corp                                                       | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       69000 | PA      | $66954.38     | 0.00%             | 2030-03-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                         | Capital One Financial Corp                                                       | CUSIP: 14040HCT0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     3079000 | PA      | $3157952.24   | 0.04%             | 2033-05-10      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                         | Capital One Financial Corp                                                       | CUSIP: 14040HCV5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      595000 | PA      | $613715.88    | 0.01%             | 2030-07-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                         | Capital One Financial Corp                                                       | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     2746000 | PA      | $2881791.38   | 0.04%             | 2029-06-08      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                         | Capital One Financial Corp                                                       | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    12755000 | PA      | $13577567.65  | 0.17%             | 2035-02-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                         | Capital One Financial Corp                                                       | CUSIP: 14040HDG7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    10255000 | PA      | $10627443.65  | 0.13%             | 2030-07-26      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                         | Capital One Financial Corp                                                       | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     2250000 | PA      | $2348736.39   | 0.03%             | 2036-01-30      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                              | Cardinal Health Inc                                                              | CUSIP: 14149YBQ0<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     5700000 | PA      | $5736406.19   | 0.07%             | 2026-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                              | Cardinal Health Inc                                                              | CUSIP: 14149YBS6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     4420000 | PA      | $4556278.99   | 0.06%             | 2034-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                              | Cardinal Health Inc                                                              | CUSIP: 14149YBV9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1727634.74   | 0.02%             | 2035-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| CARLISLE COS INC                                 | Carlisle Cos Inc                                                                 | CUSIP: 142339AN0<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |     1865000 | PA      | $1903521.00   | 0.02%             | 2035-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Carpenter Technology Corp                        | Carpenter Technology Corp                                                        | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |         844 | NS      | $265724.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Carvana Auto Receivables Trust                   | Carvana Auto Receivables Trust 2021-N2                                           | CUSIP: 14686KAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      192116 | PA      | $188144.70    | 0.00%             | 2028-03-10      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Casella Waste Systems Inc                        | Casella Waste Systems Inc                                                        | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |        2328 | NS      | $228004.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores Inc                       | Casey's General Stores Inc                                                       | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |         505 | NS      | $279118.55    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CELANESE US HOLDINGS LLC                         | Celanese US Holdings LLC                                                         | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     2472000 | PA      | $2611460.53   | 0.03%             | 2033-11-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                         | Celanese US Holdings LLC                                                         | CUSIP: 15089QBC7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     2265000 | PA      | $2319051.44   | 0.03%             | 2031-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                           | CenterPoint Energy Inc                                                           | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |        7879 | NS      | $302080.86    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                         | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XAX6<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |      635000 | PA      | $582866.76    | 0.01%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                         | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XAZ1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     1850000 | PA      | $1842578.11   | 0.02%             | 2032-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENER HOUSTON                         | CenterPoint Energy Houston Electric LLC                                          | CUSIP: 15189XBH0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |      575000 | PA      | $579096.17    | 0.01%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY RES                           | CenterPoint Energy Resources Corp                                                | CUSIP: 15189YAG1<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |      885000 | PA      | $906940.42    | 0.01%             | 2028-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES                              | Century Communities Inc                                                          | CUSIP: 156504AN2<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |      690000 | PA      | $697727.17    | 0.01%             | 2033-09-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| CHAMPION IRON CANADA INC                         | Champion Iron Canada Inc                                                         | CUSIP: 15853BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |     3595000 | PA      | $3816631.61   | 0.05%             | 2032-07-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                         | Charles River Laboratories International Inc                                     | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |     2391000 | PA      | $2369491.26   | 0.03%             | 2028-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Chemed Corp                                      | Chemed Corp                                                                      | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |         509 | NS      | $217780.74    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                         | Cheniere Energy Partners LP                                                      | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |     2455000 | PA      | $2509938.38   | 0.03%             | 2035-10-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                              | Cheniere Energy Inc                                                              | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |        1929 | NS      | $374978.31    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHENIERE ENERGY INC                              | Cheniere Energy Inc                                                              | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     3590000 | PA      | $3583916.64   | 0.04%             | 2028-10-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY INC                              | Cheniere Energy Inc                                                              | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $3319615.94   | 0.04%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                         | Cheniere Corpus Christi Holdings LLC                                             | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |     3417000 | PA      | $3450044.06   | 0.04%             | 2027-06-30      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp                               | Expand Energy Corp                                                               | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |        2853 | NS      | $314857.08    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON USA INC                                  | Chevron USA Inc                                                                  | CUSIP: 166756BF2<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |    16530000 | PA      | $16934076.68  | 0.21%             | 2035-04-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                     | Chevron Corp                                                                     | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       62833 | NS      | $9576377.53   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON CORP                                     | Chevron Corp                                                                     | CUSIP: 166764BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      170000 | PA      | $157650.42    | 0.00%             | 2030-05-11      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| Chipotle Mexican Grill Inc                       | Chipotle Mexican Grill Inc                                                       | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       11888 | NS      | $439856.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc                           | Church & Dwight Co Inc                                                           | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |        3426 | NS      | $287270.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CIPHER COMPUTE LLC                               | Cipher Compute LLC                                                               | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7580000 | PA      | $7720100.46   | 0.10%             | 2030-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                | Cisco Systems Inc                                                                | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |      122413 | NS      | $9429473.39   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS INC                                | Cisco Systems Inc                                                                | CUSIP: 17275RBT8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     3320000 | PA      | $3416441.68   | 0.04%             | 2034-02-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                | Cisco Systems Inc                                                                | CUSIP: 17275RBY7<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     5450000 | PA      | $5624663.02   | 0.07%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Cintas Corp                                      | Cintas Corp                                                                      | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2896 | NS      | $544650.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                    | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      240000 | PA      | $241543.86    | 0.00%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                    | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    23540000 | PA      | $21810560.69  | 0.27%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                    | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     7590000 | PA      | $7651612.20   | 0.10%             | 2028-05-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                    | Citigroup Inc                                                                    | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    18490000 | PA      | $16938030.20  | 0.21%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Clean Harbors Inc                                | Clean Harbors Inc                                                                | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |        1108 | NS      | $259803.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HO                         | Clear Channel Outdoor Holdings Inc                                               | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     7670000 | PA      | $7615936.47   | 0.10%             | 2029-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                             | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     4346000 | PA      | $4519982.11   | 0.06%             | 2033-05-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                             | Cleveland-Cliffs Inc                                                             | CUSIP: 185899AS0<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     3740000 | PA      | $3945101.60   | 0.05%             | 2031-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                             | Cleveland-Cliffs Inc                                                             | CUSIP: 18589GAA3<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     6082000 | PA      | $6355817.54   | 0.08%             | 2034-01-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| Clorox Co/The                                    | Clorox Co/The                                                                    | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |        2415 | NS      | $243504.45    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                                 | Coca-Cola Co/The                                                                 | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |       22441 | NS      | $1568850.31   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA-COLA CO/THE                                 | Coca-Cola Co/The                                                                 | CUSIP: 191216DR8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     3770000 | PA      | $3926849.79   | 0.05%             | 2034-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COCA-COLA FEMSA SAB CV                           | Coca-Cola Femsa SAB de CV                                                        | CUSIP: 191241AH1<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |     8207000 | PA      | $7760785.41   | 0.10%             | 2030-01-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corp              | Cognizant Technology Solutions Corp                                              | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |        6556 | NS      | $544148.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COINBASE GLOBAL INC                              | Coinbase Global Inc                                                              | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |     8250000 | PA      | $7859311.52   | 0.10%             | 2028-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                              | Coinbase Global Inc                                                              | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |      881000 | PA      | $785473.61    | 0.01%             | 2031-10-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                             | Colgate-Palmolive Co                                                             | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |       83448 | NS      | $6594060.96   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Comfort Systems USA Inc                          | Comfort Systems USA Inc                                                          | CUSIP: 199908104<br>LEI: 5299009DT1ZA5HTU6R38 | Long             | EC               | CORP              | US        |         362 | NS      | $337850.98    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Comcast Corp                                     | Comcast Corp                                                                     | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      231418 | NS      | $6917084.02   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMONWEALTH EDISON CO                           | Commonwealth Edison Co                                                           | CUSIP: 202795JR2<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |      170000 | PA      | $157415.91    | 0.00%             | 2030-03-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                           | Commonwealth Edison Co                                                           | CUSIP: 202795JX9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |      665000 | PA      | $680444.31    | 0.01%             | 2033-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| COMMONWEALTH EDISON CO                           | Commonwealth Edison Co                                                           | CUSIP: 202795JZ4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     3570000 | PA      | $3718246.93   | 0.05%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                    | CommScope LLC                                                                    | CUSIP: 203372AV9<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     4010000 | PA      | $4025747.27   | 0.05%             | 2028-07-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                    | CommScope LLC                                                                    | CUSIP: 20338MAA0<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     1873000 | PA      | $1891805.31   | 0.02%             | 2031-12-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| COMMSCOPE LLC                                    | CommScope LLC                                                                    | CUSIP: 20338QAA1<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     7409000 | PA      | $7466500.21   | 0.09%             | 2027-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                           | Comstock Resources Inc                                                           | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     7220000 | PA      | $7236035.62   | 0.09%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                           | Comstock Resources Inc                                                           | CUSIP: 205768AU8<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     2190000 | PA      | $2185602.04   | 0.03%             | 2029-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CONNECT FINCO SARL/CONNE                         | Connect Finco SARL / Connect US Finco LLC                                        | CUSIP: 20752TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     3168000 | PA      | $3360421.82   | 0.04%             | 2029-09-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753DAB4<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     3750000 | PA      | $3976275.00   | 0.05%             | 2042-09-25      | Floating      | 8.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753TAC7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    12233628 | PA      | $12449244.53  | 0.16%             | 2039-06-25      | Floating      | 9.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753UAF7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    63264000 | PA      | $64745807.37  | 0.81%             | 2044-01-25      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753VBE7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    74983533 | PA      | $77277264.28  | 0.97%             | 2040-02-25      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753VBT4<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     5419000 | PA      | $5704319.56   | 0.07%             | 2040-02-25      | Floating      | 10.74%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753XAF1<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    46113400 | PA      | $48897948.44  | 0.61%             | 2042-03-25      | Floating      | 10.12%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753YAF9<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    48091800 | PA      | $50424848.64  | 0.63%             | 2042-03-25      | Floating      | 9.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20753YCK6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     2000000 | PA      | $2048440.80   | 0.03%             | 2042-03-25      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754AAF0<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    39240000 | PA      | $39822117.55  | 0.50%             | 2041-12-25      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754BAB7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    70803000 | PA      | $72079372.76  | 0.90%             | 2042-01-25      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754BAF8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    66102113 | PA      | $68309665.78  | 0.85%             | 2042-01-25      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754DAB3<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     2330000 | PA      | $2381452.92   | 0.03%             | 2042-04-25      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754DAF4<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    20011000 | PA      | $20840754.11  | 0.26%             | 2042-04-25      | Floating      | 8.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754DAJ6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     7000000 | PA      | $7457099.30   | 0.09%             | 2042-04-25      | Floating      | 10.87%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754GAE0<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     2250000 | PA      | $2261928.15   | 0.03%             | 2044-02-25      | Floating      | 5.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754GAF7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    15516000 | PA      | $15797328.35  | 0.20%             | 2044-02-25      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754JAC8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    19598323 | PA      | $19919919.44  | 0.25%             | 2039-09-25      | Floating      | 7.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754KAF8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    64165000 | PA      | $65405104.12  | 0.82%             | 2041-11-25      | Floating      | 7.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754LAF6<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    76317230 | PA      | $77752673.15  | 0.97%             | 2041-12-25      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754MAF4<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     8455000 | PA      | $9142399.11   | 0.11%             | 2042-06-25      | Floating      | 10.67%                | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754RAF3<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    68367652 | PA      | $69467229.46  | 0.87%             | 2041-10-25      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754TAD4<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     6925000 | PA      | $6927146.75   | 0.09%             | 2045-02-25      | Floating      | 5.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754TAH5<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     2750000 | PA      | $2761281.88   | 0.03%             | 2045-02-25      | Floating      | 5.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754WAC9<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    15000000 | PA      | $15251521.50  | 0.19%             | 2040-01-25      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754XAC7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     4852000 | PA      | $4868690.88   | 0.06%             | 2044-07-25      | Floating      | 5.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20754XAG8<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    11450000 | PA      | $11478179.60  | 0.14%             | 2044-07-25      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20755AAD4<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    11265000 | PA      | $12127235.49  | 0.15%             | 2043-01-25      | Floating      | 9.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20755DAF3<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |    30082301 | PA      | $32044972.60  | 0.40%             | 2042-07-25      | Floating      | 9.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 20755RAG0<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     6297000 | PA      | $6320339.83   | 0.08%             | 2044-09-25      | Floating      | 5.92%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT LIGHT & PWR                          | Connecticut Light and Power Co/The                                               | CUSIP: 207597ET8<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     1780000 | PA      | $1826086.83   | 0.02%             | 2030-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 207942AC7<br>LEI: 549300Z5THZ1JXIHVK60 | Long             | ABS-MBS          | USGSE             | US        |     5000000 | PA      | $5349728.50   | 0.07%             | 2043-06-25      | Floating      | 8.62%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                          | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111FX6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      330000 | PA      | $319571.20    | 0.00%             | 2030-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CON EDISON CO OF NY INC                          | Consolidated Edison Co of New York Inc                                           | CUSIP: 209111GH0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     3845000 | PA      | $3987502.93   | 0.05%             | 2034-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Inc                          | Consolidated Edison Inc                                                          | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |       85571 | NS      | $8498911.72   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands Inc                         | Constellation Brands Inc                                                         | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |        2264 | NS      | $312341.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION BRANDS INC                         | Constellation Brands Inc                                                         | CUSIP: 21036PBF4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |      310000 | PA      | $291652.46    | 0.00%             | 2030-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                         | Constellation Brands Inc                                                         | CUSIP: 21036PBK3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     5582000 | PA      | $5602642.46   | 0.07%             | 2027-05-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Copart Inc                                       | Copart Inc                                                                       | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |        9325 | NS      | $365073.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Corcept Therapeutics Inc                         | Corcept Therapeutics Inc                                                         | CUSIP: 218352102<br>LEI: 529900EO9LUTFMZ7FF90 | Long             | EC               | CORP              | US        |        3152 | NS      | $109689.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COREWEAVE INC                                    | CoreWeave Inc                                                                    | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     7398000 | PA      | $6878457.69   | 0.09%             | 2030-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                    | CoreWeave Inc                                                                    | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |     3154000 | PA      | $2890704.08   | 0.04%             | 2031-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                      | Corning Inc                                                                      | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |        6360 | NS      | $556881.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae                                                                       | CUSIP: 21H020618<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    73475000 | PA      | $60834711.48  | 0.76%             | 2055-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae                                                                       | CUSIP: 21H022614<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    36950000 | PA      | $31866488.47  | 0.40%             | 2055-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae                                                                       | CUSIP: 21H030617<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    30375000 | PA      | $27288852.62  | 0.34%             | 2055-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae                                                                       | CUSIP: 21H032613<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    10975000 | PA      | $9985957.04   | 0.12%             | 2055-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae                                                                       | CUSIP: 21H040616<br>LEI: 254900HROIFWPRGM1V77 | Long             | ABS-MBS          | USGA              | US        |     5500000 | PA      | $5194707.05   | 0.06%             | 2055-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae                                                                       | CUSIP: 21H042612<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    19175000 | PA      | $18674652.34  | 0.23%             | 2056-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae                                                                       | CUSIP: 21H050615<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     8225000 | PA      | $8205559.64   | 0.10%             | 2055-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae                                                                       | CUSIP: 21H052611<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    19925000 | PA      | $20118200.57  | 0.25%             | 2055-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae                                                                       | CUSIP: 21H060614<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    16850000 | PA      | $17170544.96  | 0.21%             | 2055-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae                                                                       | CUSIP: 21H062610<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     9825000 | PA      | $10155826.22  | 0.13%             | 2055-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Corteva Inc                                      | Corteva Inc                                                                      | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |        6105 | NS      | $409218.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Costco Wholesale Corp                            | Costco Wholesale Corp                                                            | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |        2221 | NS      | $1915257.14   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTCO WHOLESALE CORP                            | Costco Wholesale Corp                                                            | CUSIP: 22160KAP0<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |     1375000 | PA      | $1245459.31   | 0.02%             | 2030-04-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| CoStar Group Inc                                 | CoStar Group Inc                                                                 | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Long             | EC               | CORP              | US        |        4836 | NS      | $325172.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT ACCEPTANC                                 | Credit Acceptance Corp                                                           | CUSIP: 225310AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3414000 | PA      | $3568172.07   | 0.04%             | 2028-12-15      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANC                                 | Credit Acceptance Corp                                                           | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2356000 | PA      | $2360647.00   | 0.03%             | 2030-03-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                               | CUSIP: 226373AQ1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     4250000 | PA      | $4249592.17   | 0.05%             | 2027-05-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                 | Crown Castle Inc                                                                 | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     7183000 | PA      | $7125842.00   | 0.09%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                 | Crown Castle Inc                                                                 | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     1116000 | PA      | $1107121.46   | 0.01%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                 | Crown Castle Inc                                                                 | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              |  | US        |     6112000 | PA      | $5394108.32   | 0.07%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| CubeSmart                                        | CubeSmart                                                                        | CUSIP: 229663109<br>LEI: 549300MPHKO3I3FJRA97 | Long             | EC               |  | US        |       49143 | NS      | $1771605.15   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cummins Inc                                      | Cummins Inc                                                                      | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |        1022 | NS      | $521679.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Curtiss-Wright Corp                              | Curtiss-Wright Corp                                                              | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |         518 | NS      | $285557.86    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DCP MIDSTREAM OPERATING                          | DCP Midstream Operating LP                                                       | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     2440000 | PA      | $2495850.75   | 0.03%             | 2029-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DR Horton Inc                                    | DR Horton Inc                                                                    | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |        2606 | NS      | $375342.18    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE Energy Co                                    | DTE Energy Co                                                                    | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |        2394 | NS      | $308778.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ENERGY CO                                    | DTE Energy Co                                                                    | CUSIP: 233331AY3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4956618.55   | 0.06%             | 2026-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                    | DTE Energy Co                                                                    | CUSIP: 233331BC0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |      122000 | PA      | $118626.62    | 0.00%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                                    | DTE Energy Co                                                                    | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |      610000 | PA      | $650447.89    | 0.01%             | 2034-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC CO                                  | DTE Electric Co                                                                  | CUSIP: 23338VAM8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |      390000 | PA      | $360186.01    | 0.00%             | 2031-03-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| DT Midstream Inc                                 | DT Midstream Inc                                                                 | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       22445 | NS      | $2686217.60   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                                     | Danaher Corp                                                                     | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |        4079 | NS      | $933764.68    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DANAOS CORP                                      | Danaos Corp                                                                      | CUSIP: 23585WAC8<br>LEI: 734IM3DNDNT36T7YTD24 | Long             | DBT              | CORP              | MH        |     3080000 | PA      | $3182138.96   | 0.04%             | 2032-10-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                           | Darden Restaurants Inc                                                           | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |       34616 | NS      | $6370036.32   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| DARDEN RESTAURANTS INC                           | Darden Restaurants Inc                                                           | CUSIP: 237194AL9<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9974.43      | 0.00%             | 2027-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                           | Darden Restaurants Inc                                                           | CUSIP: 237194AN5<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     2820000 | PA      | $3060637.09   | 0.04%             | 2033-10-10      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                           | Darden Restaurants Inc                                                           | CUSIP: 237194AP0<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     1055000 | PA      | $1059916.67   | 0.01%             | 2027-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                           | Darden Restaurants Inc                                                           | CUSIP: 237194AQ8<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     1755000 | PA      | $1771149.51   | 0.02%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                       | DaVita Inc                                                                       | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     5360000 | PA      | $5212010.40   | 0.07%             | 2030-06-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                       | DaVita Inc                                                                       | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |     3488000 | PA      | $3630889.41   | 0.05%             | 2032-09-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                       | DaVita Inc                                                                       | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |      985000 | PA      | $1021339.56   | 0.01%             | 2033-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                           | Delek Logistics Partners LP / Delek Logistics Finance Corp                       | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9388000 | PA      | $9840164.38   | 0.12%             | 2029-03-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| DELEK LOG PART/FINANCE                           | Delek Logistics Partners LP / Delek Logistics Finance Corp                       | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      655000 | PA      | $668394.10    | 0.01%             | 2033-06-30      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DELUXE CORP                                      | Deluxe Corp                                                                      | CUSIP: 248019AU5<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |     4390000 | PA      | $4471465.23   | 0.06%             | 2029-06-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DELUXE CORP                                      | Deluxe Corp                                                                      | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |     3992000 | PA      | $4205487.29   | 0.05%             | 2029-09-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Descartes Systems Group Inc/The                  | Descartes Systems Group Inc/The                                                  | CUSIP: 249906108<br>LEI: 875500NEPA7JI5EOMN45 | Long             | EC               | CORP              | CA        |        2734 | NS      | $239662.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DEUTSCHE BANK NY                                 | Deutsche Bank AG/New York NY                                                     | CUSIP: 251526DD8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     4655000 | PA      | $4639149.49   | 0.06%             | 2031-12-10      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                               | Diageo Capital PLC                                                               | CUSIP: 25243YBB4<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |      405000 | PA      | $380677.34    | 0.00%             | 2029-10-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                               | Diageo Capital PLC                                                               | CUSIP: 25243YBD0<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |     2710000 | PA      | $2477181.57   | 0.03%             | 2030-04-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                               | Diageo Capital PLC                                                               | CUSIP: 25243YBH1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    18405000 | PA      | $19380806.23  | 0.24%             | 2033-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DIAMOND FRGN/DIAMOND FIN                         | Diamond Foreign Asset Co / Diamond Finance LLC                                   | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     4467000 | PA      | $4732085.18   | 0.06%             | 2030-10-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                           | Diamondback Energy Inc                                                           | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      545000 | PA      | $587213.91    | 0.01%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                           | Diamondback Energy Inc                                                           | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     8065000 | PA      | $8257949.80   | 0.10%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| DIEBOLD NIXDORF INC                              | Diebold Nixdorf Inc                                                              | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |     4556000 | PA      | $4848339.16   | 0.06%             | 2030-03-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                               | Walt Disney Co/The                                                               | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |        9970 | NS      | $1134286.90   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                         | Discovery Communications LLC                                                     | CUSIP: 25470DBY4<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     5545000 | PA      | $4436665.40   | 0.06%             | 2037-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                         | Discovery Communications LLC                                                     | CUSIP: 25470DBZ1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     3005000 | PA      | $2488911.53   | 0.03%             | 2040-06-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                | DISH Network Corp                                                                | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     3747000 | PA      | $3899802.66   | 0.05%             | 2027-11-15      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                    | DISH DBS Corp                                                                    | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      847000 | PA      | $818988.78    | 0.01%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                    | DISH DBS Corp                                                                    | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1272000 | PA      | $1128905.09   | 0.01%             | 2029-06-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                    | DISH DBS Corp                                                                    | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2333000 | PA      | $2262420.66   | 0.03%             | 2026-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                         | Diversified Healthcare Trust                                                     | CUSIP: 25525PAB3<br>LEI: N/A                  | Long             | DBT              |  | US        |     4099000 | PA      | $3607230.67   | 0.05%             | 2031-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE T                         | Diversified Healthcare Trust                                                     | CUSIP: 25525PAE7<br>LEI: N/A                  | Long             | DBT              |  | US        |      245000 | PA      | $250509.56    | 0.00%             | 2030-10-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                              | Dollar General Corp                                                              | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | EC               | CORP              | US        |       15405 | NS      | $2045321.85   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominion Energy Inc                              | Dominion Energy Inc                                                              | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |        6419 | NS      | $376089.21    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC                              | Dominion Energy Inc                                                              | CUSIP: 25746UCY3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      165000 | PA      | $165551.27    | 0.00%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                              | Dominion Energy Inc                                                              | CUSIP: 25746UDF3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1293617.85   | 0.02%             | 2027-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                              | Dominion Energy Inc                                                              | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      916000 | PA      | $883791.21    | 0.01%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                              | Dominion Energy Inc                                                              | CUSIP: 25746UDJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      621000 | PA      | $616373.89    | 0.01%             | 2026-04-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                              | Dominion Energy Inc                                                              | CUSIP: 25746UDL0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     1375000 | PA      | $1223992.43   | 0.02%             | 2031-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Donaldson Co Inc                                 | Donaldson Co Inc                                                                 | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |        2744 | NS      | $243283.04    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DoorDash Inc                                     | DoorDash Inc                                                                     | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |        2950 | NS      | $668116.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED EUR / SOLD SEK                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |           1 | NC      | $-45210.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED COP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CO        |           1 | NC      | $86263.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD COP                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-69026.65    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | AU        |           1 | NC      | $28809.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED INR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | IN        |           1 | NC      | $3695.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-455212.13   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED CZK / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CZ        |           1 | NC      | $130167.35    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED EUR / SOLD CHF                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $-96205.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED EUR / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | XX        |           1 | NC      | $-3590.92     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED EUR / SOLD NOK                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $8640.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED THB / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TH        |           1 | NC      | $251547.36    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED SEK / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | SE        |           1 | NC      | $169620.30    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED KRW / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | KR        |           1 | NC      | $180295.80    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD NZD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $110854.50    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD PHP                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-89591.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED EUR / SOLD PLN                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |           1 | NC      | $-260567.74   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED ZAR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |           1 | NC      | $1400312.88   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED SGD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | SG        |           1 | NC      | $126562.88    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED INR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | IN        |           1 | NC      | $47510.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $14046.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED CAD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CA        |           1 | NC      | $44436.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-342133.79   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED CLP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CL        |           1 | NC      | $957967.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | BR        |           1 | NC      | $-71850.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $499312.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED NOK / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | NO        |           1 | NC      | $-691.95      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED ZAR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | ZA        |           1 | NC      | $71438.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $-2755.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED CLP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CL        |           1 | NC      | $146323.37    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | US        |           1 | NC      | $-375801.03   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | MX        |           1 | NC      | $39991.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-11522.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-85809.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED EUR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $30694.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED EUR / SOLD CZK                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | XX        |           1 | NC      | $-10916.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED TWD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | TW        |           1 | NC      | $-118184.28   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED HUF / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | HU        |           1 | NC      | $6017.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD COP                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $2747.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED SGD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | SG        |           1 | NC      | $11197.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-23701.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-62241.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-39794.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED EUR / SOLD SEK                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |           1 | NC      | $-12295.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-22360.95    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| UBS AG                                           | PURCHASED TWD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: BFM8T61CT2L1QCEMIK50 | N/A              | DFE              |  | TW        |           1 | NC      | $-23169.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED INR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | IN        |           1 | NC      | $13929.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED PHP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | PH        |           1 | NC      | $677.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED EUR / SOLD CHF                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $-5438.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED NZD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | NZ        |           1 | NC      | $-114523.75   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED EUR / SOLD CZK                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $-16468.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MX        |           1 | NC      | $63800.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-28.72       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD JPY                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $16732.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED EUR / SOLD SEK                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $-19864.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $4453.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | US        |           1 | NC      | $-6354.82     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED CAD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |           1 | NC      | $18318.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED EUR / SOLD CHF                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-4550.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED EUR / SOLD CZK                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | XX        |           1 | NC      | $-15764.50    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD KRW                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-52576.33    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED PHP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PH        |           1 | NC      | $4589.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-14283.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED EUR / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |           1 | NC      | $-3389.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED USD / SOLD INR                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | US        |           1 | NC      | $-18289.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | US        |           1 | NC      | $-8166.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED TWD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | TW        |           1 | NC      | $-20326.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED NZD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | NZ        |           1 | NC      | $-43939.29    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD CLP                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-38682.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $6341.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MX        |           1 | NC      | $3590.56      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-15157.17    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED ZAR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |           1 | NC      | $153045.84    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED EUR / SOLD CHF                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $-24838.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED EUR / SOLD CZK                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $-35799.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED PHP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PH        |           1 | NC      | $-18025.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | JP        |           1 | NC      | $-51487.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | GB        |           1 | NC      | $21774.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED NZD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |           1 | NC      | $-9298.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED HUF / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | HU        |           1 | NC      | $18364.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED USD / SOLD SGD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-11700.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $8316.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED INR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | IN        |           1 | NC      | $75007.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED EUR / SOLD SEK                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |           1 | NC      | $-41010.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED NZD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | NZ        |           1 | NC      | $-51808.37    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MX        |           1 | NC      | $4193.59      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD COP                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $7319.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-84833.44    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | MX        |           1 | NC      | $-1648.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED EUR / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | XX        |           1 | NC      | $-18659.02    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED SEK / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | SE        |           1 | NC      | $27232.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED NOK / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NO        |           1 | NC      | $26846.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                              | PURCHASED PLN / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | N/A              | DFE              |  | PL        |           1 | NC      | $2017.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED ZAR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | ZA        |           1 | NC      | $81567.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED EUR / SOLD CZK                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $-39442.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | GB        |           1 | NC      | $97378.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED EUR / SOLD CHF                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-19770.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-70853.51    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD KRW                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-110038.03   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD SGD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-9346.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED INR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | IN        |           1 | NC      | $37203.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD IDR                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $251.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED TWD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | TW        |           1 | NC      | $9269.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MX        |           1 | NC      | $1736.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED CLP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CL        |           1 | NC      | $42267.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $-22526.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | MX        |           1 | NC      | $1096.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD COP                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-24718.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED USD / SOLD GBP                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | US        |           1 | NC      | $-8771.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED PHP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | PH        |           1 | NC      | $-57123.40    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED NZD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | NZ        |           1 | NC      | $-54939.86    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED EUR / SOLD CHF                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-11095.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | JP        |           1 | NC      | $-14223.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | GB        |           1 | NC      | $158756.68    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-37651.04    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-42089.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED ZAR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |           1 | NC      | $32614.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED THB / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | TH        |           1 | NC      | $607.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED INR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | IN        |           1 | NC      | $52865.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED USD / SOLD KRW                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | US        |           1 | NC      | $-54322.06    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED SGD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | SG        |           1 | NC      | $8809.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED NZD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | NZ        |           1 | NC      | $-19264.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED USD / SOLD BRL                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-34287.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED PHP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | PH        |           1 | NC      | $-32017.34    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | MX        |           1 | NC      | $6928.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD CLP                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $-48251.72    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | MX        |           1 | NC      | $81.03        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED EUR / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | XX        |           1 | NC      | $-33843.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED EUR / SOLD SEK                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |           1 | NC      | $-32715.85    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED EUR / SOLD CHF                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $1705.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED JPY / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | JP        |           1 | NC      | $5112.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | GB        |           1 | NC      | $203933.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED INR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | IN        |           1 | NC      | $-437.29      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-21162.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED USD / SOLD KRW                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-72591.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED USD / SOLD CAD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-19594.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED PHP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | PH        |           1 | NC      | $-11477.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD CLP                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $-28628.57    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                   | PURCHASED USD / SOLD COP                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DFE              |  | US        |           1 | NC      | $-50348.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED ZAR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | ZA        |           1 | NC      | $49842.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED AUD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | AU        |           1 | NC      | $-3581.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED SGD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | SG        |           1 | NC      | $-643.92      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED CAD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | CA        |           1 | NC      | $-10747.49    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $46502.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | GB        |           1 | NC      | $43.27        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | US        |           1 | NC      | $21213.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED INR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | IN        |           1 | NC      | $-455.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED USD / SOLD KRW                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-140425.14   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED TWD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | TW        |           1 | NC      | $10027.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED PHP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | PH        |           1 | NC      | $-10042.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co.                    | PURCHASED MXN / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 571474TGEMMWANRLN572 | N/A              | DFE              |  | MX        |           1 | NC      | $-13602.39    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED EUR / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | XX        |           1 | NC      | $-70897.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                             | PURCHASED EUR / SOLD CZK                                                         | CUSIP: 000000000<br>LEI: ES7IP3U3RHIGC71XBU11 | N/A              | DFE              |  | XX        |           1 | NC      | $-19878.38    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED IDR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | ID        |           1 | NC      | $26700.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED EUR / SOLD CHF                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $7541.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | BR        |           1 | NC      | $20543.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED EUR / SOLD SEK                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $2493.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD AUD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $758.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED EUR / SOLD SEK                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | XX        |           1 | NC      | $1490.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PURCHASED USD / SOLD EUR                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DFE              |  | US        |           1 | NC      | $10422.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                 | PURCHASED IDR / SOLD USD                                                         | CUSIP: 000000000<br>LEI: 7LTWFZYICNSX8D621K86 | N/A              | DFE              |  | ID        |           1 | NC      | $20274.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED EUR / SOLD NOK                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | XX        |           1 | NC      | $5990.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED USD / SOLD SGD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | US        |           1 | NC      | $2531.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED BRL / SOLD USD                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | BR        |           1 | NC      | $24271.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered Bank                          | PURCHASED USD / SOLD THB                                                         | CUSIP: 000000000<br>LEI: RILFO74KP1CM8P6PCT96 | N/A              | DFE              |  | US        |           1 | NC      | $-24924.05    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                           | PURCHASED EUR / SOLD CZK                                                         | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              |  | XX        |           1 | NC      | $-20924.87    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED COP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | CO        |           1 | NC      | $-59480.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America NA                               | PURCHASED CLP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | CL        |           1 | NC      | $10267.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED KRW / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | KR        |           1 | NC      | $-2867.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED CAD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |           1 | NC      | $-79649.19    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PURCHASED CAD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DFE              |  | CA        |           1 | NC      | $-27575.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED EUR / SOLD SEK                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | XX        |           1 | NC      | $-1557.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED NZD / SOLD USD                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | NZ        |           1 | NC      | $-55789.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED USD / SOLD MXN                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | US        |           1 | NC      | $7031.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PURCHASED EUR / SOLD HUF                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DFE              |  | XX        |           1 | NC      | $-61380.12    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs International                      | PURCHASED GBP / SOLD USD                                                         | CUSIP: 000000000<br>LEI: W22LROWP2IHZNBB6K528 | N/A              | DFE              |  | GB        |           1 | NC      | $-10618.70    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PURCHASED USD / SOLD INR                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DFE              |  | US        |           1 | NC      | $-1767.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Dover Corp                                       | Dover Corp                                                                       | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |        1712 | NS      | $334250.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DCP MIDSTREAM OPERATING                          | DCP Midstream Operating LP                                                       | CUSIP: 26439XAC7<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |      240000 | PA      | $277423.51    | 0.00%             | 2030-08-16      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                 | Duke Energy Corp                                                                 | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |       71800 | NS      | $8415678.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP                                 | Duke Energy Corp                                                                 | CUSIP: 26441CAS4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     4283000 | PA      | $4246482.41   | 0.05%             | 2026-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                 | Duke Energy Corp                                                                 | CUSIP: 26441CBE4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      255000 | PA      | $248909.93    | 0.00%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                 | Duke Energy Corp                                                                 | CUSIP: 26441CBL8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     3870000 | PA      | $3524014.61   | 0.04%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                 | Duke Energy Corp                                                                 | CUSIP: 26441CBZ7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      640000 | PA      | $677713.63    | 0.01%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS                            | Duke Energy Carolinas LLC                                                        | CUSIP: 26442CBJ2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     4050000 | PA      | $4171399.97   | 0.05%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                         | Duke Energy Progress LLC                                                         | CUSIP: 26442UAQ7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |      755000 | PA      | $785126.51    | 0.01%             | 2033-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                         | Duke Energy Progress LLC                                                         | CUSIP: 26442UAU8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |      980000 | PA      | $996449.80    | 0.01%             | 2035-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                          | Duke Energy Florida LLC                                                          | CUSIP: 26444HAJ0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |      115000 | PA      | $103741.50    | 0.00%             | 2030-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Doximity Inc                                     | Doximity Inc                                                                     | CUSIP: 26622P107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4795 | NS      | $212322.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Dycom Industries Inc                             | Dycom Industries Inc                                                             | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |         692 | NS      | $233826.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DYCOM INDUSTRIES INC                             | Dycom Industries Inc                                                             | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |     1476000 | PA      | $1457991.74   | 0.02%             | 2029-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                | EOG Resources Inc                                                                | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |        4501 | NS      | $472650.01    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ERP OPERATING LP                                 | ERP Operating LP                                                                 | CUSIP: 26884ABP7<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              |  | US        |     3185000 | PA      | $3151477.65   | 0.04%             | 2034-09-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Eagle Materials Inc                              | Eagle Materials Inc                                                              | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |        1035 | NS      | $213913.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EAGLE MATERIALS                                  | Eagle Materials Inc                                                              | CUSIP: 26969PAB4<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |     3285000 | PA      | $2983144.60   | 0.04%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                       | Eaton Corp                                                                       | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     1715000 | PA      | $1687575.54   | 0.02%             | 2033-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                       | Eaton Corp                                                                       | CUSIP: 278062AK0<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     1820000 | PA      | $1840019.85   | 0.02%             | 2028-05-18      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ECHOSTAR CORP                                    | EchoStar Corp                                                                    | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |     5255000 | PA      | $5810985.25   | 0.07%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Ecolab Inc                                       | Ecolab Inc                                                                       | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |        2000 | NS      | $525040.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ECOLAB INC                                       | Ecolab Inc                                                                       | CUSIP: 278865BM1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     1920000 | PA      | $1694640.63   | 0.02%             | 2032-02-01      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corp                        | Edwards Lifesciences Corp                                                        | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |        4757 | NS      | $405534.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EDWARDS LIFESCIENCES COR                         | Edwards Lifesciences Corp                                                        | CUSIP: 28176EAD0<br>LEI: YA13X31F3V31L8TMPR58 | Long             | DBT              | CORP              | US        |     6885000 | PA      | $6928483.46   | 0.09%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ELDORADO GOLD CORP                               | Eldorado Gold Corp                                                               | CUSIP: 284902AF0<br>LEI: 5493004PWQ01YDD1IH62 | Long             | DBT              | CORP              | CA        |     1863000 | PA      | $1872165.96   | 0.02%             | 2029-09-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ELECTRONIC ARTS INC                              | Electronic Arts Inc                                                              | CUSIP: 285512AE9<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1922344.50   | 0.02%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| EMCOR Group Inc                                  | EMCOR Group Inc                                                                  | CUSIP: 29084Q100<br>LEI: 529900X0SQJB2J7YDU43 | Long             | EC               | CORP              | US        |         524 | NS      | $320577.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Emera Inc                                        | Emera Inc                                                                        | CUSIP: 290876101<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | EC               | CORP              | CA        |        5374 | NS      | $264615.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Enbridge Inc                                     | Enbridge Inc                                                                     | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |       14345 | NS      | $686121.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENBRIDGE INC                                     | Enbridge Inc                                                                     | CUSIP: 29250NAL9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     1690000 | PA      | $1693225.11   | 0.02%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                     | Enbridge Inc                                                                     | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     2615000 | PA      | $2729861.42   | 0.03%             | 2034-04-05      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Encompass Health Corp                            | Encompass Health Corp                                                            | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |        2132 | NS      | $226290.48    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENDEAVOUR MINING PLC                             | Endeavour Mining PLC                                                             | CUSIP: 29261HAB1<br>LEI: 529900NI5MXQ91GHXR07 | Long             | DBT              | CORP              | GB        |     3280000 | PA      | $3388666.40   | 0.04%             | 2030-05-28      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                               | Energy Transfer LP                                                               | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     5945000 | PA      | $6238884.59   | 0.08%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENERFLEX INC                                     | Enerflex Inc                                                                     | CUSIP: 29281WAA6<br>LEI: 549300SQCOV1LC1GBK07 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $1073564.00   | 0.01%             | 2031-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Enpro Inc                                        | Enpro Inc                                                                        | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |         986 | NS      | $211132.18    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENPRO INC                                        | Enpro Inc                                                                        | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |      435000 | PA      | $448874.76    | 0.01%             | 2033-06-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ENOVA INTERNATIONAL INC                          | Enova International Inc                                                          | CUSIP: 29357KAH6<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |     4007000 | PA      | $4237511.41   | 0.05%             | 2028-12-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| ENOVA INTERNATIONAL INC                          | Enova International Inc                                                          | CUSIP: 29357KAK9<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |     1464000 | PA      | $1558375.30   | 0.02%             | 2029-08-01      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| Ensign Group Inc/The                             | Ensign Group Inc/The                                                             | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |        1321 | NS      | $230118.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp                                     | Entergy Corp                                                                     | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |        4101 | NS      | $379055.43    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY LOUISIANA LLC                            | Entergy Louisiana LLC                                                            | CUSIP: 29364WBE7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     2520000 | PA      | $2226403.09   | 0.03%             | 2030-12-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| ENTERGY TEXAS INC                                | Entergy Texas Inc                                                                | CUSIP: 29365TAG9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49928.08     | 0.00%             | 2029-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                             | Entergy Arkansas LLC                                                             | CUSIP: 29366MAE8<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |      720000 | PA      | $749839.97    | 0.01%             | 2033-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ENTERGY MISSISSIPPI LLC                          | Entergy Mississippi LLC                                                          | CUSIP: 29366WAD8<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |      920000 | PA      | $935031.20    | 0.01%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                      | Equifax Inc                                                                      | CUSIP: 294429AX3<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     5130000 | PA      | $5213225.53   | 0.07%             | 2029-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                      | Equinix Inc                                                                      | CUSIP: 29444UBQ8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              |  | US        |     3465000 | PA      | $3433308.24   | 0.04%             | 2026-05-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                          | Essential Utilities Inc                                                          | CUSIP: 29670GAD4<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |      220000 | PA      | $206572.46    | 0.00%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                          | Essential Utilities Inc                                                          | CUSIP: 29670GAH5<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |      645000 | PA      | $665752.71    | 0.01%             | 2034-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| SK INVICTUS INTERMEDIATE                         | SK Invictus Intermediate II Sarl                                                 | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     6407000 | PA      | $6344190.06   | 0.08%             | 2029-10-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Evergy Inc                                       | Evergy Inc                                                                       | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |       36884 | NS      | $2673721.16   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERGY INC                                       | Evergy Inc                                                                       | CUSIP: 30034WAB2<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |      100000 | PA      | $95289.64     | 0.00%             | 2029-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL                            | Evergy Kansas Central Inc                                                        | CUSIP: 30036FAC5<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |      860000 | PA      | $921776.00    | 0.01%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                | Eversource Energy                                                                | CUSIP: 30040WAE8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $982185.02    | 0.01%             | 2028-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                | Eversource Energy                                                                | CUSIP: 30040WAU2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     3070000 | PA      | $3100581.56   | 0.04%             | 2033-05-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                      | Exelon Corp                                                                      | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |      168518 | NS      | $7345699.62   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORP                                      | Exelon Corp                                                                      | CUSIP: 30161NBJ9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     2050000 | PA      | $2094377.87   | 0.03%             | 2028-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Exelixis Inc                                     | Exelixis Inc                                                                     | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |        5612 | NS      | $245973.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings Inc                          | ExlService Holdings Inc                                                          | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |        5604 | NS      | $237833.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Expeditors International of Washington Inc       | Expeditors International of Washington Inc                                       | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |        1963 | NS      | $292506.63    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EZCORP INC                                       | EZCORP Inc                                                                       | CUSIP: 302301AJ5<br>LEI: 5493003K6PG3ZQ7TUQ63 | Long             | DBT              | CORP              | US        |     1021000 | PA      | $1083238.12   | 0.01%             | 2032-04-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                 | Exxon Mobil Corp                                                                 | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |       88532 | NS      | $10653940.88  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC CORP                                         | FMC Corp                                                                         | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     9790000 | PA      | $7748841.10   | 0.10%             | 2055-11-01      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                         | Fortescue Treasury Pty Ltd                                                       | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |      993000 | PA      | $960354.05    | 0.01%             | 2031-04-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| FORTESCUE TREASURY PTY L                         | Fortescue Treasury Pty Ltd                                                       | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |     3864000 | PA      | $4032020.82   | 0.05%             | 2032-04-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                              | FS KKR Capital Corp                                                              | CUSIP: 302635AH0<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     5275000 | PA      | $5129401.56   | 0.06%             | 2027-01-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                              | FS KKR Capital Corp                                                              | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     4080000 | PA      | $3764857.82   | 0.05%             | 2028-10-12      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                              | FS KKR Capital Corp                                                              | CUSIP: 302635AL1<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     2810000 | PA      | $2712316.28   | 0.03%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                              | FS KKR Capital Corp                                                              | CUSIP: 302635AP2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     3617000 | PA      | $3560297.12   | 0.04%             | 2030-01-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                               | Meta Platforms Inc                                                               | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |        8255 | NS      | $5449042.95   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                               | Meta Platforms Inc                                                               | CUSIP: 30303M8M7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     2890000 | PA      | $2975934.73   | 0.04%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                               | Meta Platforms Inc                                                               | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      170000 | PA      | $171393.37    | 0.00%             | 2034-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                               | Meta Platforms Inc                                                               | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     2740000 | PA      | $2762027.16   | 0.03%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FactSet Research Systems Inc                     | FactSet Research Systems Inc                                                     | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |         876 | NS      | $254206.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS                         | FactSet Research Systems Inc                                                     | CUSIP: 303075AA3<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |     9015000 | PA      | $8878871.52   | 0.11%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS                         | FactSet Research Systems Inc                                                     | CUSIP: 303075AB1<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |     5934000 | PA      | $5513915.11   | 0.07%             | 2032-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                  | Fair Isaac Corp                                                                  | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |     1375000 | PA      | $1412327.13   | 0.02%             | 2033-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                           | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     1005000 | PA      | $948657.40    | 0.01%             | 2031-03-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                           | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BL5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     6370000 | PA      | $6645239.99   | 0.08%             | 2032-08-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD                           | Fairfax Financial Holdings Ltd                                                   | CUSIP: 303901BN1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    14566000 | PA      | $15445598.64  | 0.19%             | 2033-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 30711XC36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      932839 | PA      | $945850.42    | 0.01%             | 2030-08-25      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 30711XJV7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1762207 | PA      | $1801761.79   | 0.02%             | 2029-10-25      | Floating      | 6.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 30711XQV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     4738982 | PA      | $4826632.29   | 0.06%             | 2030-02-25      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 30711XR63<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1598564 | PA      | $1641463.31   | 0.02%             | 2030-12-25      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                 | Fannie Mae Connecticut Avenue Securities                                         | CUSIP: 30711XYV0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3450018 | PA      | $3479626.89   | 0.04%             | 2030-07-25      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Fastenal Co                                      | Fastenal Co                                                                      | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |       10099 | NS      | $405272.87    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJ2M1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       21757 | PA      | $20436.57     | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJVB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       13323 | PA      | $12678.43     | 0.00%             | 2044-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJYM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        4902 | PA      | $4457.94      | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3128MJZM5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        6420 | PA      | $5827.65      | 0.00%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 31329PS53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       42830 | PA      | $42578.95     | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 31329PZC0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       69154 | PA      | $68592.09     | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 31329QCR0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        5742 | PA      | $5539.92      | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 31329QHM6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        5053 | PA      | $4869.49      | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3132A5HX6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      493464 | PA      | $445394.97    | 0.01%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3132A8TN9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2430873 | PA      | $2397985.11   | 0.03%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3132AED52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      227290 | PA      | $225466.64    | 0.00%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3132CWM84<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1286333 | PA      | $1245185.83   | 0.02%             | 2032-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DPFY9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      560499 | PA      | $577464.24    | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DV5F8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       11949 | PA      | $11462.03     | 0.00%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DVK38<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      713572 | PA      | $668719.69    | 0.01%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DVLA1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1779498 | PA      | $1537401.47   | 0.02%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3132DVLC7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      806319 | PA      | $698214.40    | 0.01%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132L93U7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       20733 | PA      | $19595.74     | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132LA2L5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       62251 | PA      | $58711.18     | 0.00%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132LAS94<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        9801 | PA      | $9477.80      | 0.00%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132LAV82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       25878 | PA      | $25725.15     | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132LAWV0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       20006 | PA      | $19322.49     | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132VQGS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       41727 | PA      | $39343.58     | 0.00%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132VQLR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       61574 | PA      | $58072.82     | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 3132XCSD8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       33883 | PA      | $33717.33     | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31335ALX4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        4064 | PA      | $4096.44      | 0.00%             | 2042-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31335ANR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        2981 | PA      | $2983.72      | 0.00%             | 2045-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31335AUF3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        6123 | PA      | $5808.36      | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31335CAQ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        4037 | PA      | $3911.54      | 0.00%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31335CB78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       13568 | PA      | $12866.94     | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Gold Pool                                                            | CUSIP: 31335CBP8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |          62 | PA      | $59.54        | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3133A9HE8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1856438 | PA      | $1515596.55   | 0.02%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3133BG4A3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      936145 | PA      | $921071.64    | 0.01%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3133BJAB8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      540549 | PA      | $531844.73    | 0.01%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3133BRKQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      464497 | PA      | $473071.35    | 0.01%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3133BRMF8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      602312 | PA      | $612753.52    | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KGGQ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      115061 | PA      | $107517.10    | 0.00%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KL7K7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      527042 | PA      | $433482.23    | 0.01%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 3133KQDR4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1268685 | PA      | $1307084.24   | 0.02%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR Securitized Participation Interests Trust 2018-SPI1            | CUSIP: 3137G1CL9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       44906 | PA      | $43791.05     | 0.00%             | 2048-02-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR Securitized Participation Interests Trust 2018-SPI2            | CUSIP: 3137G1CT2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       62539 | PA      | $60842.28     | 0.00%             | 2048-05-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Federal Signal Corp                              | Federal Signal Corp                                                              | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |        1994 | NS      | $216528.46    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3138ELBU6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6628 | PA      | $6816.33      | 0.00%             | 2041-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3138EQTZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4530 | PA      | $4551.04      | 0.00%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3138W9A26<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      299688 | PA      | $285584.83    | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WFHS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3148710 | PA      | $2989050.81   | 0.04%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3138WGFQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6430 | PA      | $6109.17      | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140EVJC2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       16424 | PA      | $15510.14     | 0.00%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140F9WL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3783 | PA      | $3576.36      | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140FCNG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7412 | PA      | $7000.37      | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140FXF23<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       16970 | PA      | $15911.48     | 0.00%             | 2057-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140FXFM9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       17194 | PA      | $16346.62     | 0.00%             | 2057-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140FXGQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       19077 | PA      | $18469.35     | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140GSNW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       73905 | PA      | $71469.75     | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140HJ2A8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        9282 | PA      | $9369.76      | 0.00%             | 2048-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J5G78<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       12684 | PA      | $12003.65     | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J82T9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13333 | PA      | $13423.74     | 0.00%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J92F7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       37674 | PA      | $36425.01     | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J92G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3863 | PA      | $3736.78      | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J93T6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       10935 | PA      | $10601.93     | 0.00%             | 2035-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J9NG2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2292009 | PA      | $2283311.70   | 0.03%             | 2048-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140J9Q53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5593 | PA      | $5431.41      | 0.00%             | 2045-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140JAFC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       13616 | PA      | $13291.56     | 0.00%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140JLL28<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        7498 | PA      | $7238.68      | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140JLMJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      398554 | PA      | $395356.57    | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140JM4A7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       33785 | PA      | $31826.93     | 0.00%             | 2049-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140JNY95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4601 | PA      | $4428.46      | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140JPN35<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       86814 | PA      | $82276.01     | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140MATV6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      230178 | PA      | $227254.88    | 0.00%             | 2052-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140Q7EF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       17305 | PA      | $16730.82     | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140Q7NJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        4647 | PA      | $4493.53      | 0.00%             | 2047-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140Q7RS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       18360 | PA      | $18260.74     | 0.00%             | 2047-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140Q9DC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       12451 | PA      | $12375.00     | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140Q9JK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       53685 | PA      | $54535.59     | 0.00%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140Q9XX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       89204 | PA      | $88525.30     | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QAJQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       12684 | PA      | $12879.69     | 0.00%             | 2049-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QAR36<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       35272 | PA      | $34025.93     | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QAW97<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       45163 | PA      | $42802.37     | 0.00%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QAXL9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      137054 | PA      | $139308.34    | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QAXY1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       32890 | PA      | $33404.34     | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QBBH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       44865 | PA      | $43238.81     | 0.00%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QBCF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      154435 | PA      | $149004.07    | 0.00%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QBHB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       50819 | PA      | $49310.23     | 0.00%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QCKU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      560144 | PA      | $523366.10    | 0.01%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QDDQ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      465743 | PA      | $416817.47    | 0.01%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QFFJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1942816 | PA      | $1665498.43   | 0.02%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QGLT2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1199232 | PA      | $991613.42    | 0.01%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QRBX0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1238878 | PA      | $1283627.89   | 0.02%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QRPW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1325677 | PA      | $1341240.25   | 0.02%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QRRZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    16134986 | PA      | $16479435.81  | 0.21%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140QSEC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      852213 | PA      | $868365.20    | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140W0M77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    18628562 | PA      | $18728382.04  | 0.23%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140W3CQ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6531169 | PA      | $6666761.07   | 0.08%             | 2055-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X4EZ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        5398 | PA      | $5357.38      | 0.00%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X53Z4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      674956 | PA      | $604050.70    | 0.01%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X7VQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1880486 | PA      | $1626183.22   | 0.02%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140X8SQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1639810 | PA      | $1353866.42   | 0.02%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XJYA5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      533173 | PA      | $549311.21    | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 3140XJYC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      649317 | PA      | $668126.21    | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 31410LQ21<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6083 | PA      | $5523.80      | 0.00%             | 2047-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 31418C3D4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       30867 | PA      | $29809.87     | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 31418CU77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        3822 | PA      | $3588.32      | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 31418CXM1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       40243 | PA      | $37715.04     | 0.00%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 31418DCB6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       95553 | PA      | $94667.92     | 0.00%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                       | Fannie Mae Pool                                                                  | CUSIP: 31418EJU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     5210721 | PA      | $5012262.35   | 0.06%             | 2037-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 31427N4X4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     7404457 | PA      | $7765881.86   | 0.10%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 31427QJ78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    21254371 | PA      | $21799545.64  | 0.27%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                      | Freddie Mac Pool                                                                 | CUSIP: 31427QL67<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    10513540 | PA      | $10920563.01  | 0.14%             | 2055-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ferguson Enterprises Inc                         | Ferguson Enterprises Inc                                                         | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |        1661 | NS      | $369788.43    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIFTH THIRD BANCORP                              | Fifth Third Bancorp                                                              | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     2325000 | PA      | $2448507.67   | 0.03%             | 2029-07-27      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                              | Fifth Third Bancorp                                                              | CUSIP: 316773DL1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |      390000 | PA      | $409338.96    | 0.01%             | 2032-01-29      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                    | FirstCash Inc                                                                    | CUSIP: 31944TAA8<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |      965000 | PA      | $968586.91    | 0.01%             | 2030-01-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                         | First Quantum Minerals Ltd                                                       | CUSIP: 335934AU9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     5448000 | PA      | $5728912.50   | 0.07%             | 2031-06-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                         | First Quantum Minerals Ltd                                                       | CUSIP: 335934AV7<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     3874000 | PA      | $4079322.00   | 0.05%             | 2029-03-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                         | First Quantum Minerals Ltd                                                       | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     2665000 | PA      | $2839637.45   | 0.04%             | 2033-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS L                         | First Quantum Minerals Ltd                                                       | CUSIP: 335934AX3<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |     1035000 | PA      | $1087733.25   | 0.01%             | 2034-02-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                    | FirstCash Inc                                                                    | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |     2712000 | PA      | $2821027.01   | 0.04%             | 2032-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                       | Fiserv Inc                                                                       | CUSIP: 337738BD9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      950000 | PA      | $972788.90    | 0.01%             | 2028-03-02      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                       | Fiserv Inc                                                                       | CUSIP: 337738BE7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     9930000 | PA      | $10249527.24  | 0.13%             | 2033-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                       | Fiserv Inc                                                                       | CUSIP: 337738BG2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     7660000 | PA      | $7855610.89   | 0.10%             | 2028-08-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                       | Fiserv Inc                                                                       | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |     2800000 | PA      | $2838970.48   | 0.04%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                 | FirstEnergy Corp                                                                 | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |      174791 | NS      | $7825393.07   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRSTENERGY CORP                                 | FirstEnergy Corp                                                                 | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     2590000 | PA      | $1786379.13   | 0.02%             | 2050-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| FLASH COMPUTE LLC                                | Flash Compute LLC                                                                | CUSIP: 33853QAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1415000 | PA      | $1401929.42   | 0.02%             | 2030-12-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                         | Florida Power & Light Co                                                         | CUSIP: 341081GG6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      190000 | PA      | $171455.79    | 0.00%             | 2032-02-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT CO                         | Florida Power & Light Co                                                         | CUSIP: 341081HA8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     1340000 | PA      | $1327261.75   | 0.02%             | 2036-02-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                         | Ford Motor Credit Co LLC                                                         | CUSIP: 345397H89<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     3380000 | PA      | $3338023.95   | 0.04%             | 2035-10-31      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| FORESTAR GROUP INC                               | Forestar Group Inc                                                               | CUSIP: 346232AG6<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |     1428000 | PA      | $1456338.66   | 0.02%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fortis Inc/Canada                                | Fortis Inc/Canada                                                                | CUSIP: 349553107<br>LEI: 549300MQYQ9Y065XPR71 | Long             | EC               | CORP              | CA        |        6058 | NS      | $314652.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                                     | Fortinet Inc                                                                     | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |        5736 | NS      | $455495.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTINET INC                                     | Fortinet Inc                                                                     | CUSIP: 34959EAB5<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |      750000 | PA      | $671625.88    | 0.01%             | 2031-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| FTAI AVIATION INVESTORS                          | FTAI Aviation Investors LLC                                                      | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      900000 | PA      | $957063.60    | 0.01%             | 2030-12-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| FORTREA HOLDINGS INC                             | Fortrea Holdings Inc                                                             | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |     4269000 | PA      | $4363370.51   | 0.05%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                         | Fox Corp                                                                         | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |        4968 | NS      | $363011.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Franco-Nevada Corp                               | Franco-Nevada Corp                                                               | CUSIP: 351858105<br>LEI: 98450064C1B5D3E94864 | Long             | EC               | CORP              | CA        |        1854 | NS      | $384297.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR Trust 2018-DNA3                                                | CUSIP: 35563WBE3<br>LEI: 549300BL200YC56BUV20 | Long             | ABS-MBS          | USGSE             | US        |     2000000 | PA      | $2287939.40   | 0.03%             | 2048-09-25      | Floating      | 11.74%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2022-HQA2                                          | CUSIP: 35564KB65<br>LEI: 5493000IRLADKYZNON28 | Long             | ABS-MBS          | USGSE             | US        |    26030000 | PA      | $27840589.53  | 0.35%             | 2042-07-25      | Floating      | 9.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2021-DNA1                                          | CUSIP: 35564KBD0<br>LEI: 5493000IT1PBTE7DAT80 | Long             | ABS-MBS          | USGSE             | US        |    51948500 | PA      | $54388385.98  | 0.68%             | 2051-01-25      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2021-DNA1                                          | CUSIP: 35564KBE8<br>LEI: 5493000IT1PBTE7DAT80 | Long             | ABS-MBS          | USGSE             | US        |    30167500 | PA      | $33438673.64  | 0.42%             | 2051-01-25      | Floating      | 8.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2021-HQA1                                          | CUSIP: 35564KCN7<br>LEI: 5493000ISMYB8CLVZD05 | Long             | ABS-MBS          | USGSE             | US        |    77264686 | PA      | $83946806.47  | 1.05%             | 2033-08-25      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2021-HQA1                                          | CUSIP: 35564KCP2<br>LEI: 5493000ISMYB8CLVZD05 | Long             | ABS-MBS          | USGSE             | US        |    14160000 | PA      | $16476474.05  | 0.21%             | 2033-08-25      | Floating      | 8.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2021-DNA2                                          | CUSIP: 35564KDX4<br>LEI: 5493007ZK0X40BI7UF30 | Long             | ABS-MBS          | USGSE             | US        |    56875000 | PA      | $62711256.56  | 0.78%             | 2033-08-25      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2021-DNA2                                          | CUSIP: 35564KDY2<br>LEI: 5493007ZK0X40BI7UF30 | Long             | ABS-MBS          | USGSE             | US        |    21766000 | PA      | $26821839.13  | 0.34%             | 2033-08-25      | Floating      | 9.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2021-DNA3                                          | CUSIP: 35564KFG9<br>LEI: 5493000ISUYHCRLRBE46 | Long             | ABS-MBS          | USGSE             | US        |    43269224 | PA      | $48428157.33  | 0.60%             | 2033-10-25      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2021-DNA3                                          | CUSIP: 35564KFH7<br>LEI: 5493000ISUYHCRLRBE46 | Long             | ABS-MBS          | USGSE             | US        |    17644000 | PA      | $21988859.70  | 0.27%             | 2033-10-25      | Floating      | 10.12%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2021-HQA2                                          | CUSIP: 35564KGR4<br>LEI: 5493000ISM9M3KNO6J64 | Long             | ABS-MBS          | USGSE             | US        |     7450061 | PA      | $8220289.28   | 0.10%             | 2033-12-25      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2021-HQA2                                          | CUSIP: 35564KGS2<br>LEI: 5493000ISM9M3KNO6J64 | Long             | ABS-MBS          | USGSE             | US        |    14800000 | PA      | $17502617.64  | 0.22%             | 2033-12-25      | Floating      | 9.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2022-DNA6                                          | CUSIP: 35564KH77<br>LEI: 5493000IS30HKV5IAS29 | Long             | ABS-MBS          | USGSE             | US        |     8000000 | PA      | $8618808.80   | 0.11%             | 2042-09-25      | Floating      | 9.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2021-DNA5                                          | CUSIP: 35564KJA8<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | USGSE             | US        |    54371647 | PA      | $57752062.79  | 0.72%             | 2034-01-25      | Floating      | 6.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2021-DNA5                                          | CUSIP: 35564KJB6<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-MBS          | USGSE             | US        |    36545000 | PA      | $43671275.00  | 0.55%             | 2034-01-25      | Floating      | 9.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2021-HQA3                                          | CUSIP: 35564KJP5<br>LEI: 5493000ISHRHX47NOH65 | Long             | ABS-MBS          | USGSE             | US        |    30450000 | PA      | $30693191.97  | 0.38%             | 2041-09-25      | Floating      | 5.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2021-HQA3                                          | CUSIP: 35564KKK4<br>LEI: 5493000ISHRHX47NOH65 | Long             | ABS-MBS          | USGSE             | US        |    63977325 | PA      | $64891516.19  | 0.81%             | 2041-09-25      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2022-DNA7                                          | CUSIP: 35564KL72<br>LEI: 5493000IRUQLXTG4SV18 | Long             | ABS-MBS          | USGSE             | US        |    33705000 | PA      | $36979578.94  | 0.46%             | 2052-03-25      | Floating      | 10.87%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2021-DNA6                                          | CUSIP: 35564KLU1<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-MBS          | USGSE             | US        |    69408011 | PA      | $70628814.62  | 0.88%             | 2041-10-25      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2021-DNA7                                          | CUSIP: 35564KND7<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-MBS          | USGSE             | US        |    78692253 | PA      | $80481455.15  | 1.01%             | 2041-11-25      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2021-HQA4                                          | CUSIP: 35564KNS4<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | USGSE             | US        |     4010000 | PA      | $4044251.01   | 0.05%             | 2041-12-25      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2021-HQA4                                          | CUSIP: 35564KPN3<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-MBS          | USGSE             | US        |    57744000 | PA      | $58982851.32  | 0.74%             | 2041-12-25      | Floating      | 7.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2022-DNA1                                          | CUSIP: 35564KQY8<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-MBS          | USGSE             | US        |    42320000 | PA      | $43299631.82  | 0.54%             | 2042-01-25      | Floating      | 7.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2022-DNA2                                          | CUSIP: 35564KSJ9<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-MBS          | USGSE             | US        |    23354000 | PA      | $24273271.83  | 0.30%             | 2042-02-25      | Floating      | 8.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2022-HQA1                                          | CUSIP: 35564KTJ8<br>LEI: 5493000IRODEKU3J3Q16 | Long             | ABS-MBS          | USGSE             | US        |    80033000 | PA      | $83949694.97  | 1.05%             | 2042-03-25      | Floating      | 9.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2022-HQA1                                          | CUSIP: 35564KUE7<br>LEI: 5493000IRODEKU3J3Q16 | Long             | ABS-MBS          | USGSE             | US        |    22439000 | PA      | $23924475.26  | 0.30%             | 2042-03-25      | Floating      | 10.87%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2022-DNA3                                          | CUSIP: 35564KVE6<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | USGSE             | US        |    18341300 | PA      | $19103865.23  | 0.24%             | 2042-04-25      | Floating      | 8.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2022-DNA3                                          | CUSIP: 35564KWA3<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-MBS          | USGSE             | US        |     1620000 | PA      | $1711606.14   | 0.02%             | 2042-04-25      | Floating      | 9.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2022-DNA4                                          | CUSIP: 35564KXA2<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-MBS          | USGSE             | US        |    38750000 | PA      | $40913982.13  | 0.51%             | 2042-05-25      | Floating      | 9.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2022-DNA5                                          | CUSIP: 35564KYW3<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-MBS          | USGSE             | US        |     7500000 | PA      | $8100105.00   | 0.10%             | 2042-06-25      | Floating      | 10.62%                | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2023-HQA3                                          | CUSIP: 35564NAA1<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-MBS          | USGSE             | US        |     3724328 | PA      | $3896511.13   | 0.05%             | 2043-11-25      | Floating      | 7.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2024-HQA1                                          | CUSIP: 35564NCA9<br>LEI: 529900PGKDI4ZEXFQ523 | Long             | ABS-MBS          | USGSE             | US        |     3805000 | PA      | $3828444.51   | 0.05%             | 2044-03-25      | Floating      | 5.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac Stacr Remic Trust 2025-Hqa1                                          | CUSIP: 35564NHA4<br>LEI: 529900MBUPRSJMB6GN48 | Long             | ABS-MBS          | USGSE             | US        |     5200000 | PA      | $5206326.32   | 0.07%             | 2045-02-25      | Floating      | 5.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2020-HQA5                                          | CUSIP: 35565TBD0<br>LEI: 5493000IT2BRJ2Q9YQ96 | Long             | ABS-MBS          | USGSE             | US        |    38231637 | PA      | $41998256.11  | 0.52%             | 2050-11-25      | Floating      | 7.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2020-DNA6                                          | CUSIP: 35566CBD6<br>LEI: 5493000ITBQFEOXM0S98 | Long             | ABS-MBS          | USGSE             | US        |    17025000 | PA      | $18177381.39  | 0.23%             | 2050-12-25      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                              | Freddie Mac STACR REMIC Trust 2020-DNA6                                          | CUSIP: 35566CBE4<br>LEI: 5493000ITBQFEOXM0S98 | Long             | ABS-MBS          | USGSE             | US        |     3000000 | PA      | $3453844.20   | 0.04%             | 2050-12-25      | Floating      | 9.52%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                             | Freeport-McMoRan Inc                                                             | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |      975000 | PA      | $972001.14    | 0.01%             | 2028-03-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                             | Freeport-McMoRan Inc                                                             | CUSIP: 35671DCF0<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |      750000 | PA      | $743623.73    | 0.01%             | 2030-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                             | Freeport-McMoRan Inc                                                             | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |      240000 | PA      | $240074.11    | 0.00%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GCI LLC                                          | GCI LLC                                                                          | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |     5112000 | PA      | $4985572.57   | 0.06%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc                            | GFL Environmental Inc                                                            | CUSIP: 36168Q104<br>LEI: 894500E7NLBY9VZRT696 | Long             | EC               | CORP              | CA        |        5966 | NS      | $256239.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179QWE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        9251 | PA      | $8648.27      | 0.00%             | 2044-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179R7H6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       26203 | PA      | $23847.46     | 0.00%             | 2046-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179RD63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        5574 | PA      | $5091.65      | 0.00%             | 2045-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179T7K5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       15117 | PA      | $14516.04     | 0.00%             | 2048-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179TG41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      112520 | PA      | $104089.17    | 0.00%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179TLT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       74350 | PA      | $71591.73     | 0.00%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179TUB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        7710 | PA      | $7420.02      | 0.00%             | 2048-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179UEA6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      413530 | PA      | $409892.29    | 0.01%             | 2048-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179UH62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      348591 | PA      | $353668.97    | 0.00%             | 2048-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179UKW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       51816 | PA      | $48129.81     | 0.00%             | 2049-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179UPB2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      726848 | PA      | $719988.12    | 0.01%             | 2049-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179UQ70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        3370 | PA      | $3429.45      | 0.00%             | 2049-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179USW3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       43186 | PA      | $43881.22     | 0.00%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179VDQ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3687525 | PA      | $3526596.87   | 0.04%             | 2050-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 36179XNG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      426236 | PA      | $434015.88    | 0.01%             | 2052-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 3617NWHH8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1267591 | PA      | $1074376.34   | 0.01%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 3617NWHS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1316565 | PA      | $1115888.98   | 0.01%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 3617NX3P3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      315657 | PA      | $267542.56    | 0.00%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 3617QG2H6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      382405 | PA      | $324116.19    | 0.00%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 3617QG3N2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1229657 | PA      | $1042226.96   | 0.01%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP / FIN II                          | GLP Capital LP / GLP Financing II Inc                                            | CUSIP: 361841AV1<br>LEI: N/A                  | Long             | DBT              |  | US        |    11500000 | PA      | $11541653.00  | 0.14%             | 2033-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 3618N5GL7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     6079656 | PA      | $5745595.10   | 0.07%             | 2055-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 3618N5GN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     6175521 | PA      | $6165130.52   | 0.08%             | 2055-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 3618N5VM8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    13263882 | PA      | $12076696.20  | 0.15%             | 2055-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 3622A26S6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |        6986 | PA      | $6430.28      | 0.00%             | 2048-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 3622A2B92<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2071173 | PA      | $1957409.41   | 0.02%             | 2042-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                | CUSIP: 3622A2FW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       13345 | PA      | $12398.91     | 0.00%             | 2043-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                | CUSIP: 3622A2XW7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       45851 | PA      | $41469.33     | 0.00%             | 2046-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae I Pool                                                                | CUSIP: 3622AADS0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      127445 | PA      | $115559.23    | 0.00%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association         | Ginnie Mae II Pool                                                               | CUSIP: 3622AAP40<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     3987231 | PA      | $3636189.29   | 0.05%             | 2049-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GAP INC/THE                                      | Gap Inc/The                                                                      | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     3493000 | PA      | $3228589.33   | 0.04%             | 2031-10-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GARRETT MOTION HLD/SARL                          | Garrett Motion Holdings Inc / Garrett LX I Sarl                                  | CUSIP: 366504AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6571000 | PA      | $6984110.56   | 0.09%             | 2032-05-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                            | General Dynamics Corp                                                            | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |        1814 | NS      | $610701.24    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL DYNAMICS CORP                            | General Dynamics Corp                                                            | CUSIP: 369550BC1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     1243000 | PA      | $1245036.59   | 0.02%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                            | General Dynamics Corp                                                            | CUSIP: 369550BL1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     3532000 | PA      | $3524096.23   | 0.04%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| General Electric Co                              | General Electric Co                                                              | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |        5474 | NS      | $1686156.22   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| General Mills Inc                                | General Mills Inc                                                                | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | EC               | CORP              | US        |      177693 | NS      | $8262724.50   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co Inc                                                  | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    14390000 | PA      | $14100707.18  | 0.18%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                           | General Motors Financial Co Inc                                                  | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     5760000 | PA      | $5768193.60   | 0.07%             | 2028-10-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                            | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1150000 | PA      | $1210169.15   | 0.02%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                            | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1809000 | PA      | $1888382.54   | 0.02%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                            | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3639000 | PA      | $3793329.99   | 0.05%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP/FIN                            | Genesis Energy LP / Genesis Energy Finance Corp                                  | CUSIP: 37185LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1431000 | PA      | $1485523.96   | 0.02%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Gentex Corp                                      | Gentex Corp                                                                      | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |        9503 | NS      | $221134.81    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GENMAB A/S/GENMAB FIN                            | GENMAB A/S/GENMAB FINANCE LLC                                                    | CUSIP: 37230JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |     1010000 | PA      | $1035095.01   | 0.01%             | 2032-12-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S/GENMAB FIN                            | GENMAB A/S/GENMAB FINANCE LLC                                                    | CUSIP: 37230JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | DK        |     3140000 | PA      | $3298293.27   | 0.04%             | 2033-12-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co                                 | Genuine Parts Co                                                                 | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |       34293 | NS      | $4216667.28   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GENTING NY LLC/GENNY CAP                         | Genting New York LLC / GENNY Capital Inc                                         | CUSIP: 37255JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4102244.48   | 0.05%             | 2029-10-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                 | Georgia Power Co                                                                 | CUSIP: 373334KH3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49686.00     | 0.00%             | 2027-03-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                 | Georgia Power Co                                                                 | CUSIP: 373334KL4<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |      700000 | PA      | $666027.40    | 0.01%             | 2029-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                 | Georgia Power Co                                                                 | CUSIP: 373334KQ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |      900000 | PA      | $912246.90    | 0.01%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                 | Georgia Power Co                                                                 | CUSIP: 373334KS9<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3046958.94   | 0.04%             | 2028-05-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                 | Georgia Power Co                                                                 | CUSIP: 373334LD1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |      900000 | PA      | $874762.43    | 0.01%             | 2055-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GETTY IMAGES INC                                 | Getty Images Inc                                                                 | CUSIP: 374276AM5<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |     1010000 | PA      | $947051.55    | 0.01%             | 2030-02-21      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| GETTY IMAGES INC                                 | Getty Images Inc                                                                 | CUSIP: 374276AR4<br>LEI: 5493005NV20IG4VEKZ40 | Long             | DBT              | CORP              | US        |     3025000 | PA      | $3049995.58   | 0.04%             | 2030-11-15      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                              | Gilead Sciences Inc                                                              | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |       70397 | NS      | $8640527.78   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Glaukos Corp                                     | Glaukos Corp                                                                     | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |        2084 | NS      | $235304.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GLOBAL PART/GLP FINANCE                          | Global Partners LP / GLP Finance Corp                                            | CUSIP: 37954FAK0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3522000 | PA      | $3709638.07   | 0.05%             | 2032-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Globus Medical Inc                               | Globus Medical Inc                                                               | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |        2880 | NS      | $251452.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     3015000 | PA      | $2997316.93   | 0.04%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     3090000 | PA      | $2903580.92   | 0.04%             | 2030-02-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    14815000 | PA      | $14739293.42  | 0.18%             | 2027-03-09      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     1545000 | PA      | $1408751.04   | 0.02%             | 2032-04-22      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     8880000 | PA      | $7953030.65   | 0.10%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                          | Goldman Sachs Group Inc/The                                                      | CUSIP: 38141GZT4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     5985000 | PA      | $5994314.34   | 0.07%             | 2027-06-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC                                | Golub Capital BDC Inc                                                            | CUSIP: 38173MAB8<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |      620000 | PA      | $610564.97    | 0.01%             | 2026-08-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Graco Inc                                        | Graco Inc                                                                        | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |        3196 | NS      | $261976.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WW Grainger Inc                                  | WW Grainger Inc                                                                  | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |         425 | NS      | $428846.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WW GRAINGER INC                                  | WW Grainger Inc                                                                  | CUSIP: 384802AF1<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |     8340000 | PA      | $8265349.08   | 0.10%             | 2034-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Grand Canyon Education Inc                       | Grand Canyon Education Inc                                                       | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |        1349 | NS      | $224352.19    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GRIFOLS SA                                       | Grifols SA                                                                       | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |     3828000 | PA      | $3780512.89   | 0.05%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Guidewire Software Inc                           | Guidewire Software Inc                                                           | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |        1309 | NS      | $263122.09    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GULFPORT ENERGY OP CORP                          | Gulfport Energy Operating Corp                                                   | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |     5190000 | PA      | $5359614.60   | 0.07%             | 2029-09-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                          | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     3740000 | PA      | $3596601.63   | 0.04%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                          | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     9030000 | PA      | $8529107.80   | 0.11%             | 2032-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                          | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     7947000 | PA      | $8294275.71   | 0.10%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                          | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    13781000 | PA      | $14372476.80  | 0.18%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HCA INC                                          | HCA Inc                                                                          | CUSIP: 404119DE6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     1925000 | PA      | $1907566.72   | 0.02%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HCA Healthcare Inc                               | HCA Healthcare Inc                                                               | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |        1418 | NS      | $662007.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HNI CORP                                         | HNI Corp                                                                         | CUSIP: 404251AA8<br>LEI: 549300SKRADLC4O5HV93 | Long             | DBT              | CORP              | US        |     1838000 | PA      | $1801240.00   | 0.02%             | 2029-01-18      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                | HSBC Holdings PLC                                                                | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    15205000 | PA      | $15461579.81  | 0.19%             | 2028-08-11      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                | HSBC Holdings PLC                                                                | CUSIP: 404280DX4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     1900000 | PA      | $2053966.79   | 0.03%             | 2034-06-20      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                | HSBC Holdings PLC                                                                | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    23435000 | PA      | $24179754.46  | 0.30%             | 2030-11-19      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                | HSBC Holdings PLC                                                                | CUSIP: 404280ES4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    11560000 | PA      | $11926491.65  | 0.15%             | 2036-03-03      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                | HSBC Holdings PLC                                                                | CUSIP: 404280FG9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     5550000 | PA      | $5565179.31   | 0.07%             | 2036-11-06      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Hecla Mining Co                                  | Hecla Mining Co                                                                  | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |       15311 | NS      | $293818.09    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO Corp                                       | HEICO Corp                                                                       | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |        1174 | NS      | $379894.66    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jack Henry & Associates Inc                      | Jack Henry & Associates Inc                                                      | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |        1465 | NS      | $267333.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co/The                                   | Hershey Co/The                                                                   | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |       30388 | NS      | $5530008.24   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| HERSHEY COMPANY                                  | Hershey Co/The                                                                   | CUSIP: 427866BJ6<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     7530000 | PA      | $7554246.83   | 0.09%             | 2033-05-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                        | Hess Corp                                                                        | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     1255000 | PA      | $1260308.79   | 0.02%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                         | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc        | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      434000 | PA      | $444844.36    | 0.01%             | 2032-01-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                         | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc        | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1889000 | PA      | $1834838.40   | 0.02%             | 2029-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC LLC/INC                         | Hilton Grand Vacations Borrower LLC / Hilton Grand Vacations Borrower Inc        | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3757000 | PA      | $3507236.52   | 0.04%             | 2031-07-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hilton Worldwide Holdings Inc                    | Hilton Worldwide Holdings Inc                                                    | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |        1729 | NS      | $496655.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot Inc/The                               | Home Depot Inc/The                                                               | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |        5141 | NS      | $1769018.10   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HOME DEPOT INC                                   | Home Depot Inc/The                                                               | CUSIP: 437076CA8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |      150000 | PA      | $147586.01    | 0.00%             | 2027-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                               | Honda Motor Co Ltd                                                               | CUSIP: 438127AB8<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |     4480000 | PA      | $4405405.72   | 0.06%             | 2027-03-10      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                               | Honda Motor Co Ltd                                                               | CUSIP: 438127AE2<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |     9080000 | PA      | $9193331.57   | 0.11%             | 2030-07-08      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                               | Honda Motor Co Ltd                                                               | CUSIP: 438127AF9<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    10460000 | PA      | $10687819.32  | 0.13%             | 2035-07-08      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                      | Honeywell International Inc                                                      | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |        3904 | NS      | $761631.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| HONEYWELL INTERNATIONAL                          | Honeywell International Inc                                                      | CUSIP: 438516CM6<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     7150000 | PA      | $7086537.17   | 0.09%             | 2034-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hormel Foods Corp                                | Hormel Foods Corp                                                                | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |      350136 | NS      | $8298223.20   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| HOST HOTELS & RESORTS LP                         | Host Hotels & Resorts LP                                                         | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              |  | US        |     2150000 | PA      | $2176271.84   | 0.03%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                               | Howard Hughes Corp/The                                                           | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     2466000 | PA      | $2396363.37   | 0.03%             | 2029-02-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP                               | Howard Hughes Corp/The                                                           | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |     2973000 | PA      | $2830572.19   | 0.04%             | 2031-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                             | Howmet Aerospace Inc                                                             | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |        2795 | NS      | $573030.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Inc                                      | Hubbell Inc                                                                      | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |         711 | NS      | $315762.21    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries Inc                | Huntington Ingalls Industries Inc                                                | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |         810 | NS      | $275456.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HYATT HOTELS CORP                                | Hyatt Hotels Corp                                                                | CUSIP: 448579AQ5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     2180000 | PA      | $2213478.52   | 0.03%             | 2027-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                | Hyatt Hotels Corp                                                                | CUSIP: 448579AT9<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     4855000 | PA      | $5000657.96   | 0.06%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| IBM INTERNAT CAPITAL                             | IBM International Capital Pte Ltd                                                | CUSIP: 449276AD6<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |    16600000 | PA      | $16898013.33  | 0.21%             | 2031-02-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| IHO VERWALTUNGS GMBH                             | IHO Verwaltungs GmbH                                                             | CUSIP: 44963BAF5<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |     3193804 | PA      | $3355854.17   | 0.04%             | 2030-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                  | IHS Holding Ltd                                                                  | CUSIP: 44963HAC9<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     4130000 | PA      | $4246466.00   | 0.05%             | 2030-05-29      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                                  | IHS Holding Ltd                                                                  | CUSIP: 44963HAD7<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |     2338000 | PA      | $2439048.36   | 0.03%             | 2031-11-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| ITT Inc                                          | ITT Inc                                                                          | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |        1410 | NS      | $244649.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                            | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3721000 | PA      | $3709613.74   | 0.05%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| ICAHN ENTERPRISES/FIN                            | Icahn Enterprises LP / Icahn Enterprises Finance Corp                            | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6121000 | PA      | $6116682.98   | 0.08%             | 2029-11-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| IDACORP Inc                                      | IDACORP Inc                                                                      | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |       11277 | NS      | $1427217.12   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX Corp                                        | IDEX Corp                                                                        | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |        1478 | NS      | $262995.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEX CORP                                        | IDEX Corp                                                                        | CUSIP: 45167RAH7<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |     4980000 | PA      | $4548210.89   | 0.06%             | 2031-06-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| IDEXX Laboratories Inc                           | IDEXX Laboratories Inc                                                           | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |         624 | NS      | $422154.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc                          | Illinois Tool Works Inc                                                          | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |        2161 | NS      | $532254.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Incyte Corp                                      | Incyte Corp                                                                      | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |        2775 | NS      | $274086.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANE TECH FIN LTD                               | Trane Technologies Financing Ltd                                                 | CUSIP: 456873AE8<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |     1555000 | PA      | $1552943.75   | 0.02%             | 2026-03-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                               | Ingersoll Rand Inc                                                               | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |        4351 | NS      | $344686.22    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ingredion Inc                                    | Ingredion Inc                                                                    | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |        2119 | NS      | $233640.94    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Insmed Inc                                       | Insmed Inc                                                                       | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |        1897 | NS      | $330153.88    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTALEXCHANGE                         | Intercontinental Exchange Inc                                                    | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    10687000 | PA      | $9093151.51   | 0.11%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp             | International Business Machines Corp                                             | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |       29483 | NS      | $8733159.43   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| IBM CORP                                         | International Business Machines Corp                                             | CUSIP: 459200KM2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     5120000 | PA      | $5026443.32   | 0.06%             | 2027-02-09      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| IBM CORP                                         | International Business Machines Corp                                             | CUSIP: 459200KT7<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    19620000 | PA      | $19723369.74  | 0.25%             | 2027-07-27      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                         | Interstate Power and Light Co                                                    | CUSIP: 461070AS3<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |      310000 | PA      | $284586.11    | 0.00%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER & LIGHT                         | Interstate Power and Light Co                                                    | CUSIP: 461070AV6<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |      900000 | PA      | $896006.12    | 0.01%             | 2034-09-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                       | Intuit Inc                                                                       | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |        1538 | NS      | $1018801.96   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical Inc                           | Intuitive Surgical Inc                                                           | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |        1951 | NS      | $1104968.36   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUIT INC                                       | Intuit Inc                                                                       | CUSIP: 46124HAD8<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |      438000 | PA      | $393446.90    | 0.00%             | 2030-07-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                       | Intuit Inc                                                                       | CUSIP: 46124HAG1<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |     7585000 | PA      | $7929790.51   | 0.10%             | 2033-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC                                | Iron Mountain Inc                                                                | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              |  | US        |     1508000 | PA      | $1511399.79   | 0.02%             | 2028-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ITHACA ENERGY NORTH                              | Ithaca Energy North Sea PLC                                                      | CUSIP: 46567TAC8<br>LEI: 213800BMMUN3AKWBIO91 | Long             | DBT              | CORP              | GB        |     7410000 | PA      | $7654848.85   | 0.10%             | 2029-10-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| ITC HOLDINGS CORP                                | ITC Holdings Corp                                                                | CUSIP: 465685AP0<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     5420000 | PA      | $5360761.73   | 0.07%             | 2027-11-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| IVANHOE MINES LTD                                | Ivanhoe Mines Ltd                                                                | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |     4602000 | PA      | $4740060.00   | 0.06%             | 2030-01-23      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                        | Jabil Inc                                                                        | CUSIP: 466313AL7<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     2580000 | PA      | $2562057.75   | 0.03%             | 2026-04-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                        | Jabil Inc                                                                        | CUSIP: 466313AM5<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     4140000 | PA      | $4145754.14   | 0.05%             | 2027-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       35000 | PA      | $35113.49     | 0.00%             | 2029-07-23      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     5525000 | PA      | $4908326.79   | 0.06%             | 2031-11-19      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      428000 | PA      | $391214.21    | 0.00%             | 2032-04-22      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    22140000 | PA      | $21735963.60  | 0.27%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     3385000 | PA      | $3106347.71   | 0.04%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    14675000 | PA      | $14863668.84  | 0.19%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     5300000 | PA      | $5399156.96   | 0.07%             | 2033-07-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     8025000 | PA      | $8338050.92   | 0.10%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     3389000 | PA      | $3496370.26   | 0.04%             | 2035-07-22      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1318252.68   | 0.02%             | 2030-10-22      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2650000 | PA      | $2676124.07   | 0.03%             | 2035-10-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      852000 | PA      | $867838.66    | 0.01%             | 2029-01-24      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                              | JPMorgan Chase & Co                                                              | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    10225000 | PA      | $10577239.80  | 0.13%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| JABIL INC                                        | Jabil Inc                                                                        | CUSIP: 46656PAA2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     3345000 | PA      | $3453047.95   | 0.04%             | 2029-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Jacobs Solutions Inc                             | Jacobs Solutions Inc                                                             | CUSIP: 46982L108<br>LEI: 254900E3KHXCC2C8K272 | Long             | EC               | CORP              | US        |        2002 | NS      | $265184.92    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JAGUAR LAND ROVER AUTOMO                         | Jaguar Land Rover Automotive PLC                                                 | CUSIP: 47010BAF1<br>LEI: 529900L73GEWN1O5NH84 | Long             | DBT              | CORP              | GB        |     1457000 | PA      | $1439873.69   | 0.02%             | 2027-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JANE STREET GRP/JSG FIN                          | Jane Street Group / JSG Finance Inc                                              | CUSIP: 47077WAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1660000 | PA      | $1732701.94   | 0.02%             | 2033-05-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| JAZZ SECURITIES DAC                              | Jazz Securities DAC                                                              | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |     3715000 | PA      | $3664148.11   | 0.05%             | 2029-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS/LOYALTY                          | JetBlue Airways Corp / JetBlue Loyalty LP                                        | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     6971000 | PA      | $7023012.09   | 0.09%             | 2031-09-20      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                | Johnson & Johnson                                                                | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       50520 | NS      | $10455114.00  | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| KAROON USA FINANCE INC                           | Karoon USA Finance Inc                                                           | CUSIP: 48575AAA9<br>LEI: 254900I4IZ164TOMZH46 | Long             | DBT              | CORP              | US        |     1669000 | PA      | $1713946.17   | 0.02%             | 2029-05-14      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                             | Keurig Dr Pepper Inc                                                             | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |       13541 | NS      | $379283.41    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES                            | Keysight Technologies Inc                                                        | CUSIP: 49338LAG8<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |     2055000 | PA      | $2069817.23   | 0.03%             | 2034-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                              | Kimberly-Clark Corp                                                              | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |       67820 | NS      | $6842359.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc                                | Kinder Morgan Inc                                                                | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      308653 | NS      | $8484870.97   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDER MORGAN INC                                | Kinder Morgan Inc                                                                | CUSIP: 49456BAU5<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     3850000 | PA      | $3779126.16   | 0.05%             | 2026-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                | Kinder Morgan Inc                                                                | CUSIP: 49456BAZ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     9430000 | PA      | $9696805.25   | 0.12%             | 2029-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Kirby Corp                                       | Kirby Corp                                                                       | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |        2004 | NS      | $220800.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KIOXIA HOLDINGS CORP                             | Kioxia Holdings Corp                                                             | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |     7410000 | PA      | $7623672.31   | 0.10%             | 2030-07-24      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| KIOXIA HOLDINGS CORP                             | Kioxia Holdings Corp                                                             | CUSIP: 49726JAB4<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |     1050000 | PA      | $1091869.41   | 0.01%             | 2033-07-24      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| KLABIN AUSTRIA GMBH                              | Klabin Austria GmbH                                                              | CUSIP: 49836AAB0<br>LEI: 984500578YEA8DD41B09 | Long             | DBT              | CORP              | AT        |     3987000 | PA      | $4134837.96   | 0.05%             | 2049-04-03      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| KLABIN AUSTRIA GMBH                              | Klabin Austria GmbH                                                              | CUSIP: 49836AAC8<br>LEI: 984500578YEA8DD41B09 | Long             | DBT              | CORP              | AT        |     3084000 | PA      | $2769586.20   | 0.03%             | 2031-01-12      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| KOHL'S CORPORATION                               | Kohl's Corp                                                                      | CUSIP: 500255AX2<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |     5329000 | PA      | $4687525.89   | 0.06%             | 2031-05-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| KOHL'S CORPORATION                               | Kohl's Corp                                                                      | CUSIP: 500255AY0<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |     2060000 | PA      | $2268599.72   | 0.03%             | 2030-06-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Kraft Heinz Co/The                               | Kraft Heinz Co/The                                                               | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |       13074 | NS      | $317044.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kratos Defense & Security Solutions Inc          | Kratos Defense & Security Solutions Inc                                          | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |        3403 | NS      | $258321.73    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                    | Kroger Co/The                                                                    | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |      125395 | NS      | $7834679.60   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| KROGER CO                                        | Kroger Co/The                                                                    | CUSIP: 501044DP3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |       40000 | PA      | $36800.29     | 0.00%             | 2030-05-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                        | Kroger Co/The                                                                    | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     4110000 | PA      | $4132704.54   | 0.05%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LKQ Corp                                         | LKQ Corp                                                                         | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | EC               | CORP              | US        |       18508 | NS      | $558941.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings Inc                       | LPL Financial Holdings Inc                                                       | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |         930 | NS      | $332168.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LPL HOLDINGS INC                                 | LPL Holdings Inc                                                                 | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     6855000 | PA      | $7026380.48   | 0.09%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| LSB INDUSTRIES                                   | LSB Industries Inc                                                               | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |     3406000 | PA      | $3400564.36   | 0.04%             | 2028-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                        | L3Harris Technologies Inc                                                        | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |       25816 | NS      | $7578803.12   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| LYB INTERNATIONAL FINANC                         | LYB International Finance II BV                                                  | CUSIP: 50247WAB3<br>LEI: 549300ZSNDBYN4Z4VZ93 | Long             | DBT              | CORP              | NL        |     2480000 | PA      | $2467032.43   | 0.03%             | 2027-03-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Labcorp Holdings Inc                             | Labcorp Holdings Inc                                                             | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1127 | NS      | $282741.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lam Research Corp                                | Lam Research Corp                                                                | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |        6998 | NS      | $1197917.64   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LAS VEGAS SANDS CORP                             | Las Vegas Sands Corp                                                             | CUSIP: 517834AK3<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     2260000 | PA      | $2358911.84   | 0.03%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LD HOLDINGS GROUP LLC                            | LD Holdings Group LLC                                                            | CUSIP: 521088AC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5050000 | PA      | $4698007.63   | 0.06%             | 2028-04-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Leidos Holdings Inc                              | Leidos Holdings Inc                                                              | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |        1645 | NS      | $296758.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LEIDOS INC                                       | Leidos Inc                                                                       | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |     5070000 | PA      | $4561693.26   | 0.06%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Lennox International Inc                         | Lennox International Inc                                                         | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |         561 | NS      | $272410.38    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LEVEL 3 FINANCING INC                            | Level 3 Financing Inc                                                            | CUSIP: 527298BR3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2387500.00   | 0.03%             | 2028-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                            | Level 3 Financing Inc                                                            | CUSIP: 527298CM3<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     3470000 | PA      | $3550774.66   | 0.04%             | 2033-06-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                            | Level 3 Financing Inc                                                            | CUSIP: 527298CN1<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     1475000 | PA      | $1520093.64   | 0.02%             | 2034-03-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LEVEL 3 FINANCING INC                            | Level 3 Financing Inc                                                            | CUSIP: 527298CQ4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     1650000 | PA      | $1689571.36   | 0.02%             | 2036-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| LIFE TIME INC                                    | Life Time Inc                                                                    | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |     1770000 | PA      | $1813384.47   | 0.02%             | 2031-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LIGHT & WONDER INTL INC                          | Light & Wonder International Inc                                                 | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |      715000 | PA      | $723864.46    | 0.01%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                   | Eli Lilly & Co                                                                   | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |        4349 | NS      | $4673783.32   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY & CO                                   | Eli Lilly & Co                                                                   | CUSIP: 532457CF3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     1010000 | PA      | $1031125.74   | 0.01%             | 2033-02-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Lincoln Electric Holdings Inc                    | Lincoln Electric Holdings Inc                                                    | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |        1073 | NS      | $257133.72    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                         | Lindblad Expeditions LLC                                                         | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |     2410000 | PA      | $2514063.80   | 0.03%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN                         | Live Nation Entertainment Inc                                                    | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     1447000 | PA      | $1422544.40   | 0.02%             | 2028-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Loar Holdings Inc                                | Loar Holdings Inc                                                                | CUSIP: 53947R105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3327 | NS      | $226236.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                             | Lockheed Martin Corp                                                             | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       19209 | NS      | $9290817.03   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORP                             | Lockheed Martin Corp                                                             | CUSIP: 539830CA5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    28270000 | PA      | $28663016.61  | 0.36%             | 2034-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                   | Lowe's Cos Inc                                                                   | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |        3374 | NS      | $813673.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWE'S COS INC                                   | Lowe's Cos Inc                                                                   | CUSIP: 548661DP9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     9171000 | PA      | $9069373.21   | 0.11%             | 2027-05-03      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                   | Lowe's Cos Inc                                                                   | CUSIP: 548661EA1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     1155000 | PA      | $1059630.03   | 0.01%             | 2031-04-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC                           | Lumen Technologies Inc                                                           | CUSIP: 550241AK9<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DBT              | CORP              | US        |      597000 | PA      | $599985.00    | 0.01%             | 2032-10-15      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                             | M&T Bank Corp                                                                    | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    21874000 | PA      | $23731418.24  | 0.30%             | 2029-10-30      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| MGIC INVESTMENT CORP                             | MGIC Investment Corp                                                             | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |      597000 | PA      | $597013.27    | 0.01%             | 2028-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MPH ACQUISITION HOLDINGS                         | MPH Acquisition Holdings LLC                                                     | CUSIP: 553283AG7<br>LEI: 5493002WXOPRPTXWTU06 | Long             | DBT              | CORP              | US        |     3228000 | PA      | $2832570.00   | 0.04%             | 2030-12-31      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                          | MPLX LP                                                                          | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    12830000 | PA      | $12863883.90  | 0.16%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                          | MPLX LP                                                                          | CUSIP: 55336VBR0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7968449.92   | 0.10%             | 2026-03-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                          | MPLX LP                                                                          | CUSIP: 55336VBV1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    20410000 | PA      | $20505910.88  | 0.26%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                          | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAH7<br>LEI: N/A                  | Long             | DBT              |  | US        |     1997000 | PA      | $1927866.66   | 0.02%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                          | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAJ3<br>LEI: N/A                  | Long             | DBT              |  | US        |     8988000 | PA      | $7530053.82   | 0.09%             | 2029-08-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                          | MPT Operating Partnership LP / MPT Finance Corp                                  | CUSIP: 55342UAQ7<br>LEI: N/A                  | Long             | DBT              |  | US        |      475000 | PA      | $507268.38    | 0.01%             | 2032-02-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| MSC Industrial Direct Co Inc                     | MSC Industrial Direct Co Inc                                                     | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |        2445 | NS      | $205624.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI Inc                                         | MSCI Inc                                                                         | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |         690 | NS      | $395873.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM Technology Solutions Holdings Inc          | MACOM Technology Solutions Holdings Inc                                          | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1515 | NS      | $259489.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                          | Macy's Retail Holdings LLC                                                       | CUSIP: 55617LAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2415000 | PA      | $2444281.88   | 0.03%             | 2032-03-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HLDGS LLC                          | Macy's Retail Holdings LLC                                                       | CUSIP: 55617LAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2543896.80   | 0.03%             | 2033-08-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Madison Square Garden Sports Corp                | Madison Square Garden Sports Corp                                                | CUSIP: 55825T103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         988 | NS      | $255546.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                         | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     4975000 | PA      | $4367154.50   | 0.05%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                         | Warnermedia Holdings Inc                                                         | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     8745000 | PA      | $6154293.75   | 0.08%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| MAGNOLIA OIL GAS/MAG FIN                         | Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp               | CUSIP: 559665AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      997000 | PA      | $1024689.68   | 0.01%             | 2032-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Manhattan Associates Inc                         | Manhattan Associates Inc                                                         | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |        1342 | NS      | $232582.02    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MARSH & MCLENNAN COS INC                         | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     4215000 | PA      | $3848657.83   | 0.05%             | 2030-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                         | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BP6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     2381000 | PA      | $2135382.16   | 0.03%             | 2031-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                         | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BR2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    21330000 | PA      | $22850830.71  | 0.29%             | 2032-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                         | Marsh & McLennan Cos Inc                                                         | CUSIP: 571748BU5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     9993000 | PA      | $10496127.16  | 0.13%             | 2033-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                    | Marriott International Inc/MD                                                    | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |        1866 | NS      | $578907.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT INTERNATIONAL                           | Marriott International Inc/MD                                                    | CUSIP: 571903BB8<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      193000 | PA      | $196371.25    | 0.00%             | 2028-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                           | Marriott International Inc/MD                                                    | CUSIP: 571903BE2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      170000 | PA      | $172537.30    | 0.00%             | 2030-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                           | Marriott International Inc/MD                                                    | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     8145000 | PA      | $7551100.81   | 0.09%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                           | Marriott International Inc/MD                                                    | CUSIP: 571903BJ1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     2480000 | PA      | $2521926.46   | 0.03%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                           | Marriott International Inc/MD                                                    | CUSIP: 571903BL6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      605000 | PA      | $618500.10    | 0.01%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                           | Marriott International Inc/MD                                                    | CUSIP: 571903BN2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     2120000 | PA      | $2201517.46   | 0.03%             | 2028-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                           | Marriott International Inc/MD                                                    | CUSIP: 571903BQ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     2620000 | PA      | $2702179.76   | 0.03%             | 2034-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                           | Marriott International Inc/MD                                                    | CUSIP: 571903BT9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     2495000 | PA      | $2569411.00   | 0.03%             | 2032-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL                           | Marriott International Inc/MD                                                    | CUSIP: 571903BX0<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     4400000 | PA      | $4459398.37   | 0.06%             | 2035-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                    | Martin Marietta Materials Inc                                                    | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |         591 | NS      | $367992.06    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MARTIN MARIETTA MATERIAL                         | Martin Marietta Materials Inc                                                    | CUSIP: 573284BA3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     2055000 | PA      | $2096726.20   | 0.03%             | 2034-12-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                       | Masco Corp                                                                       | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |        3995 | NS      | $253522.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MASCO CORP                                       | Masco Corp                                                                       | CUSIP: 574599BN5<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     2925000 | PA      | $2895074.50   | 0.04%             | 2027-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                   | Mastercard Inc                                                                   | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |        4463 | NS      | $2547837.44   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MASTERCARD INC                                   | Mastercard Inc                                                                   | CUSIP: 57636QAM6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      260000 | PA      | $251847.55    | 0.00%             | 2029-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                   | Mastercard Inc                                                                   | CUSIP: 57636QAS3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |      167000 | PA      | $149824.56    | 0.00%             | 2031-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                   | Mastercard Inc                                                                   | CUSIP: 57636QBC7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     4385000 | PA      | $4384259.42   | 0.05%             | 2035-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                   | Mastercard Inc                                                                   | CUSIP: 57636QBG8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $8285215.76   | 0.10%             | 2032-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MATADOR RESOURCES CO                             | Matador Resources Co                                                             | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |     1182000 | PA      | $1207869.25   | 0.02%             | 2028-04-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC                           | Match Group Holdings II LLC                                                      | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     1626000 | PA      | $1539027.21   | 0.02%             | 2030-08-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| McCormick & Co Inc/MD                            | McCormick & Co Inc/MD                                                            | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |        4136 | NS      | $281702.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| McDonald's Corp                                  | McDonald's Corp                                                                  | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |        3899 | NS      | $1191651.37   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALD'S CORP                                  | McDonald's Corp                                                                  | CUSIP: 58013MFS8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    12453000 | PA      | $12679476.98  | 0.16%             | 2032-09-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION                            | McGraw-Hill Education Inc                                                        | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     2436000 | PA      | $2570118.85   | 0.03%             | 2031-09-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                   | Merck & Co Inc                                                                   | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |       64016 | NS      | $6738324.16   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK & CO INC                                   | Merck & Co Inc                                                                   | CUSIP: 58933YBE4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1335426.11   | 0.02%             | 2031-12-10      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| MERCK & CO INC                                   | Merck & Co Inc                                                                   | CUSIP: 58933YBK0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     3805000 | PA      | $3838602.07   | 0.05%             | 2033-05-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Merit Medical Systems Inc                        | Merit Medical Systems Inc                                                        | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |        2496 | NS      | $219997.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International Inc                 | Mettler-Toledo International Inc                                                 | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |         227 | NS      | $316481.13    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                                   | Microsoft Corp                                                                   | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       10889 | NS      | $5266138.18   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                                   | Microsoft Corp                                                                   | CUSIP: 594918CS1<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |      250000 | PA      | $224046.43    | 0.00%             | 2030-09-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartment Communities Inc            | Mid-America Apartment Communities Inc                                            | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |       38288 | NS      | $5318586.08   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| MID-AMERICA APARTMENTS                           | Mid-America Apartments LP                                                        | CUSIP: 59523UAT4<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              |  | US        |      260000 | PA      | $254830.08    | 0.00%             | 2026-09-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| MIDAMERICAN ENERGY CO                            | MidAmerican Energy Co                                                            | CUSIP: 595620AT2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |      310000 | PA      | $306322.66    | 0.00%             | 2029-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                           | Millicom International Cellular SA                                               | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |     4997000 | PA      | $4640364.11   | 0.06%             | 2031-04-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTL CELLULAR                           | Millicom International Cellular SA                                               | CUSIP: 600814AS6<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |     7629000 | PA      | $7931795.01   | 0.10%             | 2032-04-02      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                          | Millrose Properties Inc                                                          | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              |  | US        |     3213000 | PA      | $3287618.71   | 0.04%             | 2030-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                          | Millrose Properties Inc                                                          | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              |  | US        |     2394000 | PA      | $2415506.24   | 0.03%             | 2032-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                            | Mineral Resources Ltd                                                            | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |     2380000 | PA      | $2481873.97   | 0.03%             | 2031-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                           | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822BZ6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     4770000 | PA      | $4681804.32   | 0.06%             | 2027-10-13      | Fixed         | 1.64%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                           | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822CC6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      485000 | PA      | $476518.91    | 0.01%             | 2028-01-19      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FIN GRP                           | Mitsubishi UFJ Financial Group Inc                                               | CUSIP: 606822DC5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      780000 | PA      | $815182.60    | 0.01%             | 2034-04-19      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP                           | Mizuho Financial Group Inc                                                       | CUSIP: 60687YDL0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     8120000 | PA      | $8224839.92   | 0.10%             | 2031-07-08      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                       | Mondelez International Inc                                                       | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |      150417 | NS      | $8096947.11   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| MONDELEZ INTERNATIONAL                           | Mondelez International Inc                                                       | CUSIP: 609207BA2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     2070000 | PA      | $2037036.47   | 0.03%             | 2027-03-17      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Monster Beverage Corp                            | Monster Beverage Corp                                                            | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |        6958 | NS      | $533469.86    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp                                     | Moody's Corp                                                                     | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |        1197 | NS      | $611487.45    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MOOG INC                                         | Moog Inc                                                                         | CUSIP: 615394AM5<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DBT              | CORP              | US        |      145000 | PA      | $143610.15    | 0.00%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                   | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    14427000 | PA      | $13532476.80  | 0.17%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                   | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    19064000 | PA      | $16742971.15  | 0.21%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                   | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      325000 | PA      | $322776.31    | 0.00%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                   | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     3212000 | PA      | $2854144.62   | 0.04%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                   | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    19787000 | PA      | $17746147.65  | 0.22%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                   | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       13000 | PA      | $12785.58     | 0.00%             | 2028-01-21      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                   | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    10910000 | PA      | $11232513.78  | 0.14%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                   | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2005000 | PA      | $2058265.85   | 0.03%             | 2030-01-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                   | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1115000 | PA      | $1159014.98   | 0.01%             | 2035-01-18      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                   | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     4540000 | PA      | $4824461.10   | 0.06%             | 2035-04-19      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                   | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     2595000 | PA      | $2711736.75   | 0.03%             | 2036-01-18      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                   | Morgan Stanley                                                                   | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      509000 | PA      | $508639.34    | 0.01%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                           | Motorola Solutions Inc                                                           | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |        1288 | NS      | $493716.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                           | Motorola Solutions Inc                                                           | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |      650000 | PA      | $657802.02    | 0.01%             | 2029-05-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                           | Motorola Solutions Inc                                                           | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |      200000 | PA      | $181642.14    | 0.00%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                           | Motorola Solutions Inc                                                           | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     3485000 | PA      | $3188446.54   | 0.04%             | 2031-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                           | Motorola Solutions Inc                                                           | CUSIP: 620076BW8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |    11250000 | PA      | $11830758.30  | 0.15%             | 2032-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                           | Motorola Solutions Inc                                                           | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     5765000 | PA      | $5953169.48   | 0.07%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                           | Motorola Solutions Inc                                                           | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     4950000 | PA      | $5144044.80   | 0.06%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Mueller Industries Inc                           | Mueller Industries Inc                                                           | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |        2297 | NS      | $263695.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Multifamily Connecticut Avenue Securities        | Multifamily Connecticut Avenue Securities Trust 2019-01                          | CUSIP: 62547NAB5<br>LEI: 549300HG8ZEWVWVSN227 | Long             | ABS-MBS          | CORP              | US        |    19355487 | PA      | $19667126.07  | 0.25%             | 2049-10-25      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| Hold For CS                                      | Multifamily Connecticut Avenue Securities Trust 2024-01                          | CUSIP: 62548RAA7<br>LEI: 254900QY3MMJFMNKXA93 | Long             | ABS-MBS          | CORP              | US        |     5119371 | PA      | $5182349.59   | 0.06%             | 2054-07-25      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| NGL ENRGY OP/FIN CORP                            | NGL Energy Operating LLC / NGL Energy Finance Corp                               | CUSIP: 62922LAC2<br>LEI: 5299005YSRP46BE8Z459 | Long             | DBT              | CORP              | US        |     6730000 | PA      | $6985499.27   | 0.09%             | 2029-02-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| NRG ENERGY INC                                   | NRG Energy Inc                                                                   | CUSIP: 629377CT7<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |     7070000 | PA      | $7815100.23   | 0.10%             | 2033-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| NVR Inc                                          | NVR Inc                                                                          | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Long             | EC               | CORP              | US        |          39 | NS      | $284418.03    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR INC                                          | NVR Inc                                                                          | CUSIP: 62944TAF2<br>LEI: 529900RWXR4JI3JYTV70 | Long             | DBT              | CORP              | US        |    10320000 | PA      | $9767781.65   | 0.12%             | 2030-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Natera Inc                                       | Natera Inc                                                                       | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1459 | NS      | $334242.31    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| National Fuel Gas Co                             | National Fuel Gas Co                                                             | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |        2853 | NS      | $228411.18    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL FUEL GAS CO                             | National Fuel Gas Co                                                             | CUSIP: 636180BU4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     4450000 | PA      | $4651430.76   | 0.06%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                         | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432NS0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98753.55     | 0.00%             | 2029-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                         | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432NV3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     1105000 | PA      | $1031596.36   | 0.01%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                         | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 637432PA7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     2350000 | PA      | $2519773.07   | 0.03%             | 2033-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                         | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 63743HEW8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     6475000 | PA      | $6387060.37   | 0.08%             | 2026-06-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                         | National Rural Utilities Cooperative Finance Corp                                | CUSIP: 63743HFJ6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |      790000 | PA      | $810528.48    | 0.01%             | 2028-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS LLC                                   | NCR Atleos Corp                                                                  | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |     3806000 | PA      | $4130941.06   | 0.05%             | 2029-04-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| NESCO HOLDINGS II INC                            | NESCO Holdings II Inc                                                            | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |     2530000 | PA      | $2492193.45   | 0.03%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                       | NetApp Inc                                                                       | CUSIP: 64110DAN4<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |     3777000 | PA      | $3952800.13   | 0.05%             | 2035-03-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                      | Netflix Inc                                                                      | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |       20978 | NS      | $1966897.28   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| NetCredit Combined Receivables 2023 LLC          | NetCredit Combined Receivables 2023 LLC                                          | CUSIP: 64110XAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     2620655 | PA      | $2623807.95   | 0.03%             | 2027-12-20      | Fixed         | 7.78%                 | No            |                  2 | On Loan: No      |
| Enva 2018-A, LLC                                 | NetCredit Combined Receivables A LLC                                             | CUSIP: 64112RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6749236 | PA      | $6888836.74   | 0.09%             | 2031-10-20      | Fixed         | 7.29%                 | No            |                  2 | On Loan: No      |
| Enva 2018-A, LLC                                 | NetCredit Combined Receivables 2024 LLC                                          | CUSIP: 64113EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       86708 | PA      | $86788.09     | 0.00%             | 2030-10-21      | Fixed         | 7.43%                 | No            |                  2 | On Loan: No      |
| Enva 2018-A, LLC                                 | NetCredit Combined Receivables 2024 LLC                                          | CUSIP: 64113EAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     6000000 | PA      | $6067740.84   | 0.08%             | 2030-10-21      | Fixed         | 8.31%                 | No            |                  2 | On Loan: No      |
| Neurocrine Biosciences Inc                       | Neurocrine Biosciences Inc                                                       | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |        1807 | NS      | $256286.81    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEVADA POWER CO                                  | Nevada Power Co                                                                  | CUSIP: 641423CD8<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |      700000 | PA      | $646793.62    | 0.01%             | 2030-05-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| NEW FLYER HOLDINGS                               | New Flyer Holdings Inc                                                           | CUSIP: 64438WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3014000 | PA      | $3239513.51   | 0.04%             | 2030-07-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| NEW GOLD INC                                     | New Gold Inc                                                                     | CUSIP: 644535AJ5<br>LEI: 5493005G0GNCHP0H6L96 | Long             | DBT              | CORP              | CA        |      340000 | PA      | $360822.28    | 0.00%             | 2032-04-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP                               | Rithm Capital Corp                                                               | CUSIP: 64828TAB8<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              |  | US        |     5857000 | PA      | $6013387.35   | 0.08%             | 2029-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP                               | Rithm Capital Corp                                                               | CUSIP: 64828TAC6<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              |  | US        |     1015000 | PA      | $1038003.08   | 0.01%             | 2030-07-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| New York Times Co/The                            | New York Times Co/The                                                            | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |        3752 | NS      | $260463.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OVINTIV INC                                      | Ovintiv Inc                                                                      | CUSIP: 651290AR9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |      605000 | PA      | $605000.00    | 0.01%             | 2026-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NewMarket Corp                                   | NewMarket Corp                                                                   | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |         309 | NS      | $212363.34    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| News Corp                                        | News Corp                                                                        | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |       10393 | NS      | $271465.16    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXSTAR MEDIA INC                                | Nexstar Media Inc                                                                | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     6984000 | PA      | $6933329.68   | 0.09%             | 2028-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Inc                               | NextEra Energy Inc                                                               | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |       11786 | NS      | $946180.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                           | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KBJ8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      150000 | PA      | $147016.69    | 0.00%             | 2029-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                           | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KBM1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     1005000 | PA      | $957194.43    | 0.01%             | 2029-11-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                           | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KBW9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     1335000 | PA      | $1272145.12   | 0.02%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                           | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KCP3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     7450000 | PA      | $7624693.86   | 0.10%             | 2033-02-28      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                           | NextEra Energy Capital Holdings Inc                                              | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     1405000 | PA      | $1463306.84   | 0.02%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                | Nexstar Media Inc                                                                | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     1077000 | PA      | $1079898.26   | 0.01%             | 2027-07-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NICKEL INDUSTRIES LTD                            | Nickel Industries Ltd                                                            | CUSIP: 653890AB9<br>LEI: 54930007K0WX53TSIK16 | Long             | DBT              | CORP              | AU        |     3890000 | PA      | $4026150.00   | 0.05%             | 2030-09-30      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                     | NiSource Inc                                                                     | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |        6711 | NS      | $280251.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                          | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAE5<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      692000 | PA      | $699615.83    | 0.01%             | 2026-09-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                          | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAK1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |      565000 | PA      | $566592.17    | 0.01%             | 2028-09-29      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE                          | Nissan Motor Acceptance Co LLC                                                   | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     1840000 | PA      | $1840256.88   | 0.02%             | 2030-09-30      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                  | Nissan Motor Co Ltd                                                              | CUSIP: 654922AB9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     1966000 | PA      | $2062993.69   | 0.03%             | 2030-07-17      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                  | Nissan Motor Co Ltd                                                              | CUSIP: 654922AC7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     4533000 | PA      | $4814999.56   | 0.06%             | 2032-07-17      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO                                  | Nissan Motor Co Ltd                                                              | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |     7142000 | PA      | $7589248.82   | 0.09%             | 2035-07-17      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                             | Noble Finance II LLC                                                             | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7188000 | PA      | $7467711.60   | 0.09%             | 2030-04-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Nordson Corp                                     | Nordson Corp                                                                     | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |        1083 | NS      | $260385.69    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN OIL & GAS INC                           | Northern Oil & Gas Inc                                                           | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |     2750000 | PA      | $2776386.25   | 0.03%             | 2031-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                           | Northern Oil & Gas Inc                                                           | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |      925000 | PA      | $900630.41    | 0.01%             | 2033-10-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                            | Northrop Grumman Corp                                                            | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |        1010 | NS      | $575912.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| NOVARTIS CAPITAL CORP                            | Novartis Capital Corp                                                            | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |      180000 | PA      | $166473.81    | 0.00%             | 2030-08-14      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                     | Novelis Corp                                                                     | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     5925000 | PA      | $5715610.50   | 0.07%             | 2030-01-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                     | Novelis Corp                                                                     | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     5105000 | PA      | $5300781.86   | 0.07%             | 2030-01-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                     | Novelis Corp                                                                     | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     1260000 | PA      | $1277351.60   | 0.02%             | 2033-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                      | NVIDIA Corp                                                                      | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |       29189 | NS      | $5443748.50   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORP                                      | NVIDIA Corp                                                                      | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23882.13     | 0.00%             | 2030-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| OGE Energy Corp                                  | OGE Energy Corp                                                                  | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |       75902 | NS      | $3241015.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| O'Reilly Automotive Inc                          | O'Reilly Automotive Inc                                                          | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |        5873 | NS      | $535676.33    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHORD ENERGY CORP                                | Chord Energy Corp                                                                | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |     3406000 | PA      | $3522202.50   | 0.04%             | 2033-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                | Chord Energy Corp                                                                | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |      835000 | PA      | $845239.61    | 0.01%             | 2030-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                               | Ohio Power Co                                                                    | CUSIP: 677415CV1<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |      500000 | PA      | $506604.21    | 0.01%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                               | Ohio Power Co                                                                    | CUSIP: 677415CW9<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     1295000 | PA      | $1350363.46   | 0.02%             | 2034-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Old Dominion Freight Line Inc                    | Old Dominion Freight Line Inc                                                    | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |        2409 | NS      | $377731.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Republic International Corp                  | Old Republic International Corp                                                  | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |      141656 | NS      | $6465179.84   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Omnicom Group Inc                                | Omnicom Group Inc                                                                | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |       49596 | NS      | $4004877.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICOM GROUP INC                                | Omnicom Group Inc                                                                | CUSIP: 681919BK1<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |      430000 | PA      | $386039.55    | 0.00%             | 2031-03-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| OMEGA HLTHCARE INVESTORS                         | Omega Healthcare Investors Inc                                                   | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              |  | US        |    11600000 | PA      | $11805123.03  | 0.15%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                          | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JCF9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      555000 | PA      | $543071.95    | 0.01%             | 2032-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                          | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JCK8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      385000 | PA      | $384686.42    | 0.00%             | 2032-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                          | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JCQ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     1405000 | PA      | $1416123.53   | 0.02%             | 2028-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY                          | Oncor Electric Delivery Co LLC                                                   | CUSIP: 68233JCS1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      355000 | PA      | $377077.45    | 0.00%             | 2033-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ONE Gas Inc                                      | ONE Gas Inc                                                                      | CUSIP: 68235P108<br>LEI: 549300HXDWI0LATTX840 | Long             | EC               | CORP              | US        |         887 | NS      | $68520.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ONE GAS INC                                      | ONE Gas Inc                                                                      | CUSIP: 68235PAM0<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |     1625000 | PA      | $1600319.35   | 0.02%             | 2032-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                        | ONEOK Inc                                                                        | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     2330000 | PA      | $2500704.51   | 0.03%             | 2031-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                             | OneMain Finance Corp                                                             | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     5379000 | PA      | $5687281.25   | 0.07%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                             | OneMain Finance Corp                                                             | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     5851000 | PA      | $6156126.43   | 0.08%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                             | OneMain Finance Corp                                                             | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     1143000 | PA      | $1193106.54   | 0.01%             | 2031-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                             | OneMain Finance Corp                                                             | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     1770000 | PA      | $1792352.59   | 0.02%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| OneMain Financial Issuance Trust                 | OneMain Financial Issuance Trust 2019-2                                          | CUSIP: 68269BAA6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      500000 | PA      | $492926.35    | 0.01%             | 2036-10-14      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                                      | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     4960000 | PA      | $4928727.50   | 0.06%             | 2026-03-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                                      | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    21445000 | PA      | $19270299.86  | 0.24%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                                      | CUSIP: 68389XCP8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     7650000 | PA      | $7362309.05   | 0.09%             | 2033-02-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                                      | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     4810000 | PA      | $4809344.40   | 0.06%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                                      | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     8060000 | PA      | $7897852.47   | 0.10%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                                      | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     4305000 | PA      | $4211736.65   | 0.05%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                                      | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     3995000 | PA      | $3856861.01   | 0.05%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                      | Oracle Corp                                                                      | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     4040000 | PA      | $3870646.19   | 0.05%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| OR Royalties Inc                                 | OR Royalties Inc                                                                 | CUSIP: 68390D106<br>LEI: 549300TJZTXZMPQ6K004 | Long             | EC               | CORP              | CA        |        6401 | NS      | $226531.39    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Ormat Technologies Inc                           | Ormat Technologies Inc                                                           | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |        2058 | NS      | $227347.26    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp                              | Otis Worldwide Corp                                                              | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |        4000 | NS      | $349400.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OTIS WORLDWIDE CORP                              | Otis Worldwide Corp                                                              | CUSIP: 68902VAJ6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |       65000 | PA      | $63672.98     | 0.00%             | 2027-04-05      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                                   | Owens-Brockway Glass Container Inc                                               | CUSIP: 69073TAU7<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |     3972000 | PA      | $4054526.24   | 0.05%             | 2031-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PECO ENERGY CO                                   | PECO Energy Co                                                                   | CUSIP: 693304BF3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     1510000 | PA      | $1542609.78   | 0.02%             | 2033-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                        | PG&E Corp                                                                        | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      603000 | PA      | $601329.99    | 0.01%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                        | PG&E Corp                                                                        | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     9009000 | PA      | $8945192.32   | 0.11%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                           | PNC Financial Services Group Inc/The                                             | CUSIP: 693475BZ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     1197000 | PA      | $1238120.24   | 0.02%             | 2035-07-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                           | PNC Financial Services Group Inc/The                                             | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    12580000 | PA      | $12802352.38  | 0.16%             | 2032-10-21      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                           | PNC Financial Services Group Inc/The                                             | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     2910000 | PA      | $2992891.29   | 0.04%             | 2036-07-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| PPG INDUSTRIES INC                               | PPG Industries Inc                                                               | CUSIP: 693506BU0<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |     8910000 | PA      | $8858427.67   | 0.11%             | 2026-03-15      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| PPL Corp                                         | PPL Corp                                                                         | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |        8831 | NS      | $309261.62    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL ELECTRIC UTILITIES                           | PPL Electric Utilities Corp                                                      | CUSIP: 69351UBA0<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |      500000 | PA      | $511874.29    | 0.01%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES                           | PPL Electric Utilities Corp                                                      | CUSIP: 69351UBC6<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     2265000 | PA      | $2288946.80   | 0.03%             | 2034-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                          | PPL Capital Funding Inc                                                          | CUSIP: 69352PAL7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |     1070000 | PA      | $1066468.06   | 0.01%             | 2026-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PTC Inc                                          | PTC Inc                                                                          | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |        1684 | NS      | $293369.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1265000 | PA      | $1138450.29   | 0.01%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       35000 | PA      | $34849.64     | 0.00%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308JP3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     2350000 | PA      | $2350000.00   | 0.03%             | 2026-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1750000 | PA      | $1628354.40   | 0.02%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1265000 | PA      | $1226594.94   | 0.02%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                           | Pacific Gas and Electric Co                                                      | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     3358000 | PA      | $3621254.41   | 0.05%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                       | PacifiCorp                                                                       | CUSIP: 695114DC9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      725000 | PA      | $745784.90    | 0.01%             | 2031-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                        | Packaging Corp of America                                                        | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |        1384 | NS      | $285422.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PACKAGING CORP OF AMERIC                         | Packaging Corp of America                                                        | CUSIP: 695156AX7<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    10640000 | PA      | $11224245.80  | 0.14%             | 2033-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PAGAYA US HOLDINGS CO                            | Pagaya US Holdings Co LLC                                                        | CUSIP: 69549FAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3942000 | PA      | $3432033.08   | 0.04%             | 2030-08-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Palantir Technologies Inc                        | Palantir Technologies Inc                                                        | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |       11778 | NS      | $2093539.50   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| PARK-OHIO INDUSTRIES INC                         | Park-Ohio Industries Inc                                                         | CUSIP: 700677AS6<br>LEI: 5493006LQUO5SLMNYM18 | Long             | DBT              | CORP              | US        |      970000 | PA      | $996015.40    | 0.01%             | 2030-08-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                             | Parker-Hannifin Corp                                                             | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |         803 | NS      | $705804.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PATRICK INDUSTRIES INC                           | Patrick Industries Inc                                                           | CUSIP: 703343AH6<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |     2920000 | PA      | $2995771.08   | 0.04%             | 2032-11-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Pembina Pipeline Corp                            | Pembina Pipeline Corp                                                            | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Long             | EC               | CORP              | CA        |        8274 | NS      | $314908.44    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PENNYMAC FIN SVCS INC                            | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAC1<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     4416000 | PA      | $4437316.03   | 0.06%             | 2031-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                            | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAE7<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     2861000 | PA      | $3007566.17   | 0.04%             | 2030-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                            | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAF4<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     1619000 | PA      | $1690159.37   | 0.02%             | 2033-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                            | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAG2<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     3551000 | PA      | $3717523.72   | 0.05%             | 2032-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FIN SVCS INC                            | PennyMac Financial Services Inc                                                  | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      385000 | PA      | $397984.90    | 0.00%             | 2034-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PENTAIR FINANCE SARL                             | Pentair Finance Sarl                                                             | CUSIP: 709629AR0<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |     4300000 | PA      | $4318403.87   | 0.05%             | 2029-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Penumbra Inc                                     | Penumbra Inc                                                                     | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |         840 | NS      | $261164.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                      | PepsiCo Inc                                                                      | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |       61017 | NS      | $8757159.84   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Co                        | Performance Food Group Co                                                        | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |        2761 | NS      | $248269.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PERIMETER HOL                                    | Perimeter Holdings LLC                                                           | CUSIP: 71384AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      765000 | PA      | $759973.07    | 0.01%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                          | Pfizer Investment Enterprises Pte Ltd                                            | CUSIP: 716973AD4<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     2600000 | PA      | $2651351.20   | 0.03%             | 2030-05-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTER                          | Pfizer Investment Enterprises Pte Ltd                                            | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |     3885000 | PA      | $3926194.91   | 0.05%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                  | Philip Morris International Inc                                                  | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |        8320 | NS      | $1334528.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTL INC                           | Philip Morris International Inc                                                  | CUSIP: 718172CB3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49465.41     | 0.00%             | 2027-08-17      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                           | Philip Morris International Inc                                                  | CUSIP: 718172CJ6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     4436000 | PA      | $4327531.11   | 0.05%             | 2029-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                           | Philip Morris International Inc                                                  | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      790000 | PA      | $723652.43    | 0.01%             | 2030-05-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                           | Philip Morris International Inc                                                  | CUSIP: 718172CR8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     7476000 | PA      | $7400657.17   | 0.09%             | 2026-05-01      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                           | Philip Morris International Inc                                                  | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    19819000 | PA      | $20835285.22  | 0.26%             | 2029-11-17      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                           | Philip Morris International Inc                                                  | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     7800000 | PA      | $8336122.55   | 0.10%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                           | Philip Morris International Inc                                                  | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     2340000 | PA      | $2446909.92   | 0.03%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                           | Philip Morris International Inc                                                  | CUSIP: 718172DD8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       13000 | PA      | $13669.23     | 0.00%             | 2030-09-07      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                           | Philip Morris International Inc                                                  | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     4590000 | PA      | $4868565.03   | 0.06%             | 2033-09-07      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                           | Philip Morris International Inc                                                  | CUSIP: 718172DQ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     8240000 | PA      | $8305942.99   | 0.10%             | 2034-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PHINIA INC                                       | Phinia Inc                                                                       | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |     1631000 | PA      | $1688055.64   | 0.02%             | 2029-04-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| PHINIA INC                                       | Phinia Inc                                                                       | CUSIP: 71880KAB7<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |     3594000 | PA      | $3721388.97   | 0.05%             | 2032-10-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                          | Piedmont Natural Gas Co Inc                                                      | CUSIP: 720186AL9<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48874.69     | 0.00%             | 2029-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS CO                          | Piedmont Natural Gas Co Inc                                                      | CUSIP: 720186AQ8<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     1255000 | PA      | $1304042.41   | 0.02%             | 2033-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp                       | Pinnacle West Capital Corp                                                       | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |       17992 | NS      | $1595890.40   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                         | Plains All American Pipeline LP / PAA Finance Corp                               | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3162000 | PA      | $3071826.62   | 0.04%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                         | Plains All American Pipeline LP / PAA Finance Corp                               | CUSIP: 72650RBP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1485000 | PA      | $1531371.59   | 0.02%             | 2034-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPE                         | Plains All American Pipeline LP                                                  | CUSIP: 72650RBQ4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |     5320000 | PA      | $5540423.19   | 0.07%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Post Holdings Inc                                | Post Holdings Inc                                                                | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |        2143 | NS      | $212264.15    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| POST HOLDINGS INC                                | Post Holdings Inc                                                                | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     3131000 | PA      | $3162309.75   | 0.04%             | 2033-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                | Post Holdings Inc                                                                | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |     1053000 | PA      | $1058844.89   | 0.01%             | 2034-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SU                         | Premier Entertainment Sub LLC / Premier Entertainment Finance Corp               | CUSIP: 74052HAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3960000 | PA      | $2623500.00   | 0.03%             | 2031-09-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                                     | ADT Security Corp/The                                                            | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     3150000 | PA      | $3051017.33   | 0.04%             | 2032-07-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PRIMO / TRITON WATER HLD                         | Primo Water Holdings Inc / Triton Water Holdings Inc                             | CUSIP: 74168RAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2171000 | PA      | $2112131.40   | 0.03%             | 2029-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GRP                          | Principal Financial Group Inc                                                    | CUSIP: 74251VAT9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     2650000 | PA      | $2767731.47   | 0.03%             | 2033-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                          | Procter & Gamble Co/The                                                          | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |       65703 | NS      | $9415896.93   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PROG HOLDINGS INC                                | PROG Holdings Inc                                                                | CUSIP: 74319RAA9<br>LEI: 549300DHYTLBOVRXIG52 | Long             | DBT              | CORP              | US        |     2262000 | PA      | $2235014.34   | 0.03%             | 2029-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP                                 | Progressive Corp/The                                                             | CUSIP: 743315AW3<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     4830000 | PA      | $4671808.85   | 0.06%             | 2030-03-26      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                      | Prologis LP                                                                      | CUSIP: 74340XCE9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     3435000 | PA      | $3463987.93   | 0.04%             | 2033-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                      | Prologis LP                                                                      | CUSIP: 74340XCG4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              |  | US        |     1245000 | PA      | $1274409.94   | 0.02%             | 2028-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Protagonist Therapeutics Inc                     | Protagonist Therapeutics Inc                                                     | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2546 | NS      | $222367.64    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC SERVICE COLORADO                          | Public Service Co of Colorado                                                    | CUSIP: 744448CW9<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     1370000 | PA      | $1342053.52   | 0.02%             | 2032-06-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COLORADO                          | Public Service Co of Colorado                                                    | CUSIP: 744448CZ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     2085000 | PA      | $2142321.22   | 0.03%             | 2034-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE OKLAHOMA                          | Public Service Co of Oklahoma                                                    | CUSIP: 744533BR0<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1920544.09   | 0.02%             | 2035-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PUB SVC NEW HAMP                                 | Public Service Co of New Hampshire                                               | CUSIP: 744538AE9<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |      380000 | PA      | $341054.61    | 0.00%             | 2031-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                          | Public Service Electric and Gas Co                                               | CUSIP: 74456QCB0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1269447.90   | 0.02%             | 2030-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                          | Public Service Electric and Gas Co                                               | CUSIP: 74456QCL8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     1575000 | PA      | $1583963.84   | 0.02%             | 2033-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                          | Public Service Electric and Gas Co                                               | CUSIP: 74456QCN4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      740000 | PA      | $767675.83    | 0.01%             | 2033-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                          | Public Service Electric and Gas Co                                               | CUSIP: 74456QCS3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      270000 | PA      | $272187.09    | 0.00%             | 2034-08-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC                          | Public Service Electric and Gas Co                                               | CUSIP: 74456QCU8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     4490000 | PA      | $4587111.79   | 0.06%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc              | Public Service Enterprise Group Inc                                              | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |        4684 | NS      | $376125.20    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                         | Public Service Enterprise Group Inc                                              | CUSIP: 744573AQ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |      110000 | PA      | $97493.09     | 0.00%             | 2030-08-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                         | Public Service Enterprise Group Inc                                              | CUSIP: 744573AZ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |      300000 | PA      | $309918.35    | 0.00%             | 2034-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Public Storage                                   | Public Storage                                                                   | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |       26631 | NS      | $6910744.50   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| PUGET ENERGY INC                                 | Puget Energy Inc                                                                 | CUSIP: 745310AM4<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |      170000 | PA      | $162671.69    | 0.00%             | 2028-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PUGET SOUND ENERGY INC                           | Puget Sound Energy Inc                                                           | CUSIP: 745332CN4<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |      240000 | PA      | $237662.19    | 0.00%             | 2054-06-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| PulteGroup Inc                                   | PulteGroup Inc                                                                   | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2452 | NS      | $287521.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services Inc                              | Quanta Services Inc                                                              | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |        1096 | NS      | $462577.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QUANTA SERVICES INC                              | Quanta Services Inc                                                              | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     4900000 | PA      | $4586223.99   | 0.06%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                              | Quanta Services Inc                                                              | CUSIP: 74762EAH5<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     5895000 | PA      | $5191678.28   | 0.06%             | 2032-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| QXO BUILDING PRODUCTS                            | QXO Building Products Inc                                                        | CUSIP: 74825NAA5<br>LEI: 549300HDXQWWCBOYXP31 | Long             | DBT              | CORP              | US        |     5629000 | PA      | $5879032.75   | 0.07%             | 2032-04-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                            | Quest Diagnostics Inc                                                            | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |       44874 | NS      | $7786985.22   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKETMTGE CO-ISSUER INC                         | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer Inc                              | CUSIP: 74841CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4046000 | PA      | $3842060.56   | 0.05%             | 2031-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                 | RELX Capital Inc                                                                 | CUSIP: 74949LAG7<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |     1090000 | PA      | $1124987.80   | 0.01%             | 2035-03-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RLJ LODGING TRUST LP                             | RLJ Lodging Trust LP                                                             | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              |  | US        |     3032000 | PA      | $2875802.88   | 0.04%             | 2029-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| RPM International Inc                            | RPM International Inc                                                            | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |        2407 | NS      | $250328.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RAIN CARBON INC                                  | Rain Carbon Inc                                                                  | CUSIP: 75079LAB7<br>LEI: 25490038N6JQH7QXUK52 | Long             | DBT              | CORP              | US        |     3261000 | PA      | $3395795.07   | 0.04%             | 2029-09-01      | Fixed         | 12.25%                | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                | Rakuten Group Inc                                                                | CUSIP: 75102WAG3<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |     1151000 | PA      | $1230649.71   | 0.02%             | 2027-02-15      | Fixed         | 11.25%                | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                | Rakuten Group Inc                                                                | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |     9927000 | PA      | $11102956.39  | 0.14%             | 2029-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| RALPH LAUREN CORP                                | Ralph Lauren Corp                                                                | CUSIP: 751212AD3<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | DBT              | CORP              | US        |    13000000 | PA      | $13357918.73  | 0.17%             | 2032-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                         | RTX Corp                                                                         | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |        7308 | NS      | $1340287.20   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX CORP                                         | RTX Corp                                                                         | CUSIP: 75513ECU3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      785000 | PA      | $821054.66    | 0.01%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                         | RTX Corp                                                                         | CUSIP: 75513ECV1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     1530000 | PA      | $1648042.24   | 0.02%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                         | RTX Corp                                                                         | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      350000 | PA      | $382933.11    | 0.00%             | 2034-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| RBC Bearings Inc                                 | RBC Bearings Inc                                                                 | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         600 | NS      | $269058.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANYWHERE REAL EST/CO-ISS                         | Anywhere Real Estate Group LLC / Anywhere Co-Issuer Corp                         | CUSIP: 75606DAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4800000 | PA      | $4779330.24   | 0.06%             | 2030-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ANYWHERE RE GRP/REALOGY                          | Anywhere Real Estate Group LLC / Realogy Co-Issuer Corp                          | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4040000 | PA      | $4384498.88   | 0.05%             | 2030-04-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                               | Realty Income Corp                                                               | CUSIP: 756109CF9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              |  | US        |     7390000 | PA      | $7523519.86   | 0.09%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Reddit Inc                                       | Reddit Inc                                                                       | CUSIP: 75734B100<br>LEI: 529900APN1YHPBHPI679 | Long             | EC               | CORP              | US        |        1789 | NS      | $411237.43    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corp                             | Regency Centers Corp                                                             | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |      113045 | NS      | $7803496.35   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                    | Regeneron Pharmaceuticals Inc                                                    | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |         726 | NS      | $560377.62    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENERON PHARMACEUTICAL                         | Regeneron Pharmaceuticals Inc                                                    | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    20690000 | PA      | $18457904.66  | 0.23%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Reliance Inc                                     | Reliance Inc                                                                     | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |         925 | NS      | $267204.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RELIANCE INC                                     | Reliance Inc                                                                     | CUSIP: 759509AG7<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1810197.74   | 0.02%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE HOLDINGS L                         | RenaissanceRe Holdings Ltd                                                       | CUSIP: 75968NAE1<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |     6590000 | PA      | $6890479.29   | 0.09%             | 2033-06-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UPBOUND GROUP INC                                | Upbound Group Inc                                                                | CUSIP: 76009NAL4<br>LEI: 529900QUHE15UQNCCJ63 | Long             | DBT              | CORP              | US        |     3666000 | PA      | $3611040.39   | 0.05%             | 2029-02-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                            | Republic Services Inc                                                            | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |        2306 | NS      | $488710.58    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| REPUBLIC SERVICES INC                            | Republic Services Inc                                                            | CUSIP: 760759AT7<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     2485000 | PA      | $2489181.91   | 0.03%             | 2028-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                            | Republic Services Inc                                                            | CUSIP: 760759BL3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     9280000 | PA      | $9492691.85   | 0.12%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ResMed Inc                                       | ResMed Inc                                                                       | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |        1461 | NS      | $351911.07    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Residential Mortgage Loan Trust                  | Residential Mortgage Loan Trust 2020-2                                           | CUSIP: 76123MAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4000000 | PA      | $3899711.20   | 0.05%             | 2060-05-25      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Restaurant Brands International Inc              | Restaurant Brands International Inc                                              | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |        4808 | NS      | $328049.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RIO TINTO FIN USA LTD                            | Rio Tinto Finance USA Ltd                                                        | CUSIP: 767201AD8<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |      699000 | PA      | $752184.14    | 0.01%             | 2028-07-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FIN USA PLC                            | RIO TINTO FIN USA PLC                                                            | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     8315000 | PA      | $8568062.20   | 0.11%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RB GLOBAL HOLDINGS INC                           | Ritchie Bros Holdings Inc                                                        | CUSIP: 76774LAB3<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |     1848000 | PA      | $1889860.73   | 0.02%             | 2028-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                   | Rocket Cos Inc                                                                   | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1125000 | PA      | $1162889.03   | 0.01%             | 2030-08-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                   | Rocket Cos Inc                                                                   | CUSIP: 77311WAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1295000 | PA      | $1350191.61   | 0.02%             | 2033-08-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ROCKET COS INC                                   | Rocket Cos Inc                                                                   | CUSIP: 77311WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2890000 | PA      | $2980710.68   | 0.04%             | 2029-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                          | Rockwell Automation Inc                                                          | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |        1007 | NS      | $391793.49    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rogers Communications Inc                        | Rogers Communications Inc                                                        | CUSIP: 775109200<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | EC               | CORP              | CA        |        7478 | NS      | $282144.94    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Rollins Inc                                      | Rollins Inc                                                                      | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |        5419 | NS      | $325248.38    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Roper Technologies Inc                           | Roper Technologies Inc                                                           | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |         923 | NS      | $410854.99    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROPER TECHNOLOGIES INC                           | Roper Technologies Inc                                                           | CUSIP: 776696AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     5950000 | PA      | $6006159.02   | 0.08%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                           | Roper Technologies Inc                                                           | CUSIP: 776696AM8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1410644.91   | 0.02%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                           | Roper Technologies Inc                                                           | CUSIP: 776743AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |       75000 | PA      | $67849.11     | 0.00%             | 2030-06-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ross Stores Inc                                  | Ross Stores Inc                                                                  | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |        2588 | NS      | $466202.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROYAL BANK OF CANADA                             | Royal Bank of Canada                                                             | CUSIP: 78016EYV3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     8000000 | PA      | $7854708.96   | 0.10%             | 2027-01-21      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                             | Royal Bank of Canada                                                             | CUSIP: 78016EZQ3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     1495000 | PA      | $1482380.09   | 0.02%             | 2026-04-27      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                             | Royal Bank of Canada                                                             | CUSIP: 78016FZX5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     1880000 | PA      | $1935346.75   | 0.02%             | 2033-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                             | Royal Bank of Canada                                                             | CUSIP: 78016HZS2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     1220000 | PA      | $1257740.22   | 0.02%             | 2028-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                             | Royal Bank of Canada                                                             | CUSIP: 78016HZV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     1840000 | PA      | $1888721.89   | 0.02%             | 2029-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                             | Royal Bank of Canada                                                             | CUSIP: 78017DAA6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     6940000 | PA      | $7068562.88   | 0.09%             | 2029-01-24      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| ROYAL CARIBBEAN CRUISES                          | Royal Caribbean Cruises Ltd                                                      | CUSIP: 78017TAB9<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     2755000 | PA      | $2766537.25   | 0.03%             | 2036-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Royal Gold Inc                                   | Royal Gold Inc                                                                   | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |        1347 | NS      | $299424.63    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                                   | S&P Global Inc                                                                   | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |        1798 | NS      | $939616.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P GLOBAL INC                                   | S&P Global Inc                                                                   | CUSIP: 78409VAP9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |      115000 | PA      | $108379.74    | 0.00%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                   | S&P Global Inc                                                                   | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     1905000 | PA      | $1674566.21   | 0.02%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                   | S&P Global Inc                                                                   | CUSIP: 78409VBH6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    11965000 | PA      | $11774689.85  | 0.15%             | 2027-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                   | S&P Global Inc                                                                   | CUSIP: 78409VBK9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    11640000 | PA      | $10728202.95  | 0.13%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                   | S&P Global Inc                                                                   | CUSIP: 78409VBR4<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     2775000 | PA      | $2766445.26   | 0.03%             | 2035-12-04      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SLM CORP                                         | SLM Corp                                                                         | CUSIP: 78442PGF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2516000 | PA      | $2604205.93   | 0.03%             | 2030-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SPX Technologies Inc                             | SPX Technologies Inc                                                             | CUSIP: 78473E103<br>LEI: P761FCI0CPOG24I8JE10 | Long             | EC               | CORP              | US        |        1138 | NS      | $227668.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SAN DIEGO G & E                                  | San Diego Gas & Electric Co                                                      | CUSIP: 797440CE2<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     3365000 | PA      | $3448641.89   | 0.04%             | 2028-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA                           | Santander Holdings USA Inc                                                       | CUSIP: 80282KBL9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     5259000 | PA      | $5639201.09   | 0.07%             | 2035-05-31      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                              | Charles Schwab Corp/The                                                          | CUSIP: 808513AU9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      129000 | PA      | $127231.87    | 0.00%             | 2028-01-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                              | Charles Schwab Corp/The                                                          | CUSIP: 808513BG9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |       84000 | PA      | $73673.77     | 0.00%             | 2031-03-11      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                              | Charles Schwab Corp/The                                                          | CUSIP: 808513BP9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |       13000 | PA      | $12501.38     | 0.00%             | 2028-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                              | Charles Schwab Corp/The                                                          | CUSIP: 808513BR5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     2135000 | PA      | $2113923.51   | 0.03%             | 2026-05-13      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                              | Charles Schwab Corp/The                                                          | CUSIP: 808513BS3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      394000 | PA      | $356679.48    | 0.00%             | 2031-05-13      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                              | Charles Schwab Corp/The                                                          | CUSIP: 808513BT1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     3118000 | PA      | $2730381.15   | 0.03%             | 2031-12-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                              | Charles Schwab Corp/The                                                          | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     1495000 | PA      | $1471413.07   | 0.02%             | 2027-03-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                              | Charles Schwab Corp/The                                                          | CUSIP: 808513CA1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      148000 | PA      | $135534.52    | 0.00%             | 2032-03-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                              | Charles Schwab Corp/The                                                          | CUSIP: 808513CD5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     2734000 | PA      | $2838150.69   | 0.04%             | 2029-05-19      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                              | Charles Schwab Corp/The                                                          | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     2347000 | PA      | $2514093.77   | 0.03%             | 2034-05-19      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                              | Charles Schwab Corp/The                                                          | CUSIP: 808513CG8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     6560000 | PA      | $6631802.35   | 0.08%             | 2026-08-24      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                              | Charles Schwab Corp/The                                                          | CUSIP: 808513CJ2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     6824000 | PA      | $7217355.97   | 0.09%             | 2029-11-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                              | Charles Schwab Corp/The                                                          | CUSIP: 808513CK9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     5880000 | PA      | $5871219.22   | 0.07%             | 2031-11-14      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| EW SCRIPPS CO                                    | EW Scripps Co/The                                                                | CUSIP: 811054AH8<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |     2290000 | PA      | $2286996.00   | 0.03%             | 2030-08-15      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Sempra                                           | Sempra                                                                           | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |        5131 | NS      | $453015.99    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA                                           | Sempra                                                                           | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49238.31     | 0.00%             | 2028-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                           | Sempra                                                                           | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      350000 | PA      | $344473.79    | 0.00%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                           | Sempra                                                                           | CUSIP: 816851BR9<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      640000 | PA      | $668336.90    | 0.01%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sensient Technologies Corp                       | Sensient Technologies Corp                                                       | CUSIP: 81725T100<br>LEI: CMMZHMFZQG86EI7WZU92 | Long             | EC               | CORP              | US        |        2206 | NS      | $207253.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                                   | ServiceNow Inc                                                                   | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |        5820 | NS      | $891565.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SERVICENOW INC                                   | ServiceNow Inc                                                                   | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $881023.20    | 0.01%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                          | Sherwin-Williams Co/The                                                          | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |        1690 | NS      | $547610.70    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SHERWIN-WILLIAMS CO                              | Sherwin-Williams Co/The                                                          | CUSIP: 824348BT2<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     4335000 | PA      | $4436873.97   | 0.06%             | 2031-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Shopify Inc                                      | Shopify Inc                                                                      | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |        6954 | NS      | $1119385.38   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMON PROPERTY GROUP LP                          | Simon Property Group LP                                                          | CUSIP: 828807DP9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |     2920000 | PA      | $2844690.57   | 0.04%             | 2027-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                          | Simon Property Group LP                                                          | CUSIP: 828807DU8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |     2760000 | PA      | $2906515.73   | 0.04%             | 2033-03-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                          | Simon Property Group LP                                                          | CUSIP: 828807DY0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |     4320000 | PA      | $4296471.25   | 0.05%             | 2034-09-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Simpson Manufacturing Co Inc                     | Simpson Manufacturing Co Inc                                                     | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |        1351 | NS      | $218145.97    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SINCLAIR TELEVISION GROU                         | Sinclair Television Group Inc                                                    | CUSIP: 829259AY6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     2675000 | PA      | $2423764.00   | 0.03%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                         | Sinclair Television Group Inc                                                    | CUSIP: 829259BF6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     1578000 | PA      | $1242438.30   | 0.02%             | 2032-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU                         | Sinclair Television Group Inc                                                    | CUSIP: 829259BG4<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |     2150000 | PA      | $2370375.00   | 0.03%             | 2033-02-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                              | Sirius XM Radio LLC                                                              | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     3810000 | PA      | $3623566.79   | 0.05%             | 2030-07-01      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SISECAM UK PLC                                   | Sisecam UK PLC                                                                   | CUSIP: 829688AA8<br>LEI: 789000T82YRLMLUOC889 | Long             | DBT              | CORP              | GB        |     2277000 | PA      | $2345310.00   | 0.03%             | 2029-05-02      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SISECAM UK PLC                                   | Sisecam UK PLC                                                                   | CUSIP: 829688AB6<br>LEI: 789000T82YRLMLUOC889 | Long             | DBT              | CORP              | GB        |     5929000 | PA      | $6151337.50   | 0.08%             | 2032-05-02      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Snap-on Inc                                      | Snap-on Inc                                                                      | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |         818 | NS      | $281882.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CALIF GAS CO                            | Southern California Gas Co                                                       | CUSIP: 842434CZ3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     2630000 | PA      | $2715624.67   | 0.03%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                  | Southern Co/The                                                                  | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |       97052 | NS      | $8462934.40   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CO                                      | Southern Co/The                                                                  | CUSIP: 842587DR5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     1320000 | PA      | $1356205.18   | 0.02%             | 2033-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                          | Southern Co Gas Capital Corp                                                     | CUSIP: 8426EPAG3<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |      380000 | PA      | $402662.89    | 0.01%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO GAS CAPITAL                          | Southern Co Gas Capital Corp                                                     | CUSIP: 8426EPAH1<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     1220000 | PA      | $1223390.56   | 0.02%             | 2034-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                               | Southwest Gas Corp                                                               | CUSIP: 845011AC9<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |       25000 | PA      | $22717.98     | 0.00%             | 2030-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                               | Southwest Gas Corp                                                               | CUSIP: 845011AE5<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     2995000 | PA      | $2889144.27   | 0.04%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELEC POWER                          | Southwestern Electric Power Co                                                   | CUSIP: 845437BU5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |      920000 | PA      | $945252.54    | 0.01%             | 2033-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                              | Sprint Capital Corp                                                              | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |     2510000 | PA      | $3035483.99   | 0.04%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Stantec Inc                                      | Stantec Inc                                                                      | CUSIP: 85472N109<br>LEI: 549300MZ7NGUZDCP2T16 | Long             | EC               | CORP              | CA        |        2526 | NS      | $238353.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STARBUCKS CORP                                   | Starbucks Corp                                                                   | CUSIP: 855244AT6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39282.29     | 0.00%             | 2029-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                          | Starwood Property Trust Inc                                                      | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     3691000 | PA      | $3898072.48   | 0.05%             | 2029-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                          | Starwood Property Trust Inc                                                      | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |      955000 | PA      | $980213.91    | 0.01%             | 2030-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST                          | Starwood Property Trust Inc                                                      | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              |  | US        |     1523000 | PA      | $1587870.66   | 0.02%             | 2030-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STILLWATER MINING CO                             | Stillwater Mining Co                                                             | CUSIP: 86074QAP7<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |     3801000 | PA      | $3767741.25   | 0.05%             | 2026-11-16      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| STILLWATER MINING CO                             | Stillwater Mining Co                                                             | CUSIP: 86074QAQ5<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |     4969000 | PA      | $4683282.50   | 0.06%             | 2029-11-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| STONEX GROUP INC                                 | StoneX Group Inc                                                                 | CUSIP: 861896AA6<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |     5447000 | PA      | $5787001.74   | 0.07%             | 2031-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| STONEX ESCROW ISSUER LLC                         | Stonex Escrow Issuer LLC                                                         | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2960000 | PA      | $3070206.72   | 0.04%             | 2032-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                     | Stryker Corp                                                                     | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |        2264 | NS      | $795728.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                         | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MCH1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     7800000 | PA      | $7662960.01   | 0.10%             | 2026-09-17      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                         | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MCM0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     2735000 | PA      | $2685366.37   | 0.03%             | 2027-01-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                         | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MCR9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     5590000 | PA      | $5757430.56   | 0.07%             | 2028-01-13      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINL GRP                         | Sumitomo Mitsui Financial Group Inc                                              | CUSIP: 86562MCT5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     5130000 | PA      | $5132200.92   | 0.06%             | 2026-01-13      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Sunbit Asset Securitization Trust                | Sunbit Asset Securitization Trust 2025-1                                         | CUSIP: 86709SAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     8000000 | PA      | $8052914.40   | 0.10%             | 2030-07-15      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| SUNCOKE ENERGY INC                               | SunCoke Energy Inc                                                               | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |     4245000 | PA      | $3941568.76   | 0.05%             | 2029-06-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                        | Sunoco LP                                                                        | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     2528000 | PA      | $2636592.77   | 0.03%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                        | Sunoco LP                                                                        | CUSIP: 86765KAL3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     3326000 | PA      | $3418517.85   | 0.04%             | 2032-08-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                              | Synchrony Financial                                                              | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     6319000 | PA      | $6787941.27   | 0.08%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                       | Sysco Corp                                                                       | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |       80831 | NS      | $5956436.39   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SYSTEM ENERGY RESOURCES                          | System Energy Resources Inc                                                      | CUSIP: 871911AV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10440000 | PA      | $10552499.25  | 0.13%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                  | TJX Cos Inc/The                                                                  | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |        6310 | NS      | $969279.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TKO Group Holdings Inc                           | TKO Group Holdings Inc                                                           | CUSIP: 87256C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1872 | NS      | $391248.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                                  | T-Mobile US Inc                                                                  | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |        5977 | NS      | $1213570.08   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     4975000 | PA      | $4617646.50   | 0.06%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     6900000 | PA      | $6623657.28   | 0.08%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ADF9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     3045000 | PA      | $3112675.28   | 0.04%             | 2034-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ADM4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     9750000 | PA      | $9579239.28   | 0.12%             | 2035-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                 | T-Mobile USA Inc                                                                 | CUSIP: 87264ADT9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     7870000 | PA      | $8069223.62   | 0.10%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                          | Talen Energy Supply LLC                                                          | CUSIP: 87422VAK4<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     1862000 | PA      | $1971400.43   | 0.02%             | 2030-06-01      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                          | Talen Energy Supply LLC                                                          | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     2075000 | PA      | $2116321.34   | 0.03%             | 2034-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                          | Talen Energy Supply LLC                                                          | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |     2275000 | PA      | $2352553.95   | 0.03%             | 2036-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                             | Talos Production Inc                                                             | CUSIP: 87485LAD6<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |     5108000 | PA      | $5305357.80   | 0.07%             | 2029-02-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                             | Talos Production Inc                                                             | CUSIP: 87485LAE4<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |     3636000 | PA      | $3792373.45   | 0.05%             | 2031-02-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| TAMPA ELECTRIC CO                                | Tampa Electric Co                                                                | CUSIP: 875127BN1<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     7765000 | PA      | $7874013.07   | 0.10%             | 2035-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TAPESTRY INC                                     | Tapestry Inc                                                                     | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     9216000 | PA      | $9461196.20   | 0.12%             | 2030-03-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                         | Targa Resources Partners LP / Targa Resources Partners Finance Corp              | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4159000 | PA      | $4160033.80   | 0.05%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS                         | Targa Resources Partners LP / Targa Resources Partners Finance Corp              | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5230000 | PA      | $5261974.76   | 0.07%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                             | Targa Resources Corp                                                             | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     9930000 | PA      | $10163459.36  | 0.13%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                             | Targa Resources Corp                                                             | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     4680000 | PA      | $4755886.71   | 0.06%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TASEKO MINES LTD                                 | Taseko Mines Ltd                                                                 | CUSIP: 876511AG1<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |     4255000 | PA      | $4519805.67   | 0.06%             | 2030-05-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| TC Energy Corp                                   | TC Energy Corp                                                                   | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |        8538 | NS      | $469675.38    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Teledyne Technologies Inc                        | Teledyne Technologies Inc                                                        | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |         615 | NS      | $314098.95    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN                         | Teledyne Technologies Inc                                                        | CUSIP: 879360AE5<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2776135.23   | 0.03%             | 2031-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                       | TELUS Corp                                                                       | CUSIP: 87971M103<br>LEI: 894500WE70KKZRQMBU11 | Long             | EC               | CORP              | CA        |       22786 | NS      | $300091.62    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOMNIGROUP INTL INC                              | Somnigroup International Inc                                                     | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |     2697000 | PA      | $2627643.41   | 0.03%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| SOMNIGROUP INTL INC                              | Somnigroup International Inc                                                     | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |     1713000 | PA      | $1601124.66   | 0.02%             | 2031-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                            | Tenet Healthcare Corp                                                            | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     1717000 | PA      | $1720189.12   | 0.02%             | 2028-06-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                            | Tenet Healthcare Corp                                                            | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     2103000 | PA      | $2063409.13   | 0.03%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Teradyne Inc                                     | Teradyne Inc                                                                     | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |        1830 | NS      | $354214.80    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                        | Tesla Inc                                                                        | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |       12064 | NS      | $5425422.08   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS INSTRUMENTS INC                            | Texas Instruments Inc                                                            | CUSIP: 882508BJ2<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |      145000 | PA      | $131994.98    | 0.00%             | 2030-05-04      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                            | Texas Instruments Inc                                                            | CUSIP: 882508BL7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     2445000 | PA      | $2169435.74   | 0.03%             | 2031-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                            | Texas Instruments Inc                                                            | CUSIP: 882508CB8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    12480000 | PA      | $12874930.47  | 0.16%             | 2033-03-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Texas Roadhouse Inc                              | Texas Roadhouse Inc                                                              | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |        1444 | NS      | $239704.00    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc                     | Thermo Fisher Scientific Inc                                                     | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |        2035 | NS      | $1179180.75   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Thomson Reuters Corp                             | Thomson Reuters Corp                                                             | CUSIP: 884903808<br>LEI: 549300561UZND4C7B569 | Long             | EC               | CORP              | CA        |        3472 | NS      | $457922.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TIDEWATER INC                                    | Tidewater Inc                                                                    | CUSIP: 88642RAE9<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |     2813000 | PA      | $3018177.58   | 0.04%             | 2030-07-15      | Fixed         | 9.13%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                           | Toll Brothers Finance Corp                                                       | CUSIP: 88947EAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5010000 | PA      | $5026313.46   | 0.06%             | 2028-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP                           | Toll Brothers Finance Corp                                                       | CUSIP: 88947EAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2750000 | PA      | $2704774.88   | 0.03%             | 2029-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| TORONTO-DOMINION BANK                            | Toronto-Dominion Bank/The                                                        | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     6755000 | PA      | $6842933.35   | 0.09%             | 2027-09-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Tractor Supply Co                                | Tractor Supply Co                                                                | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |        6006 | NS      | $300360.06    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                         | Toyota Motor Credit Corp                                                         | CUSIP: 89236TNA9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     5661000 | PA      | $5828933.17   | 0.07%             | 2030-01-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TransDigm Group Inc                              | TransDigm Group Inc                                                              | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         406 | NS      | $539919.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANSDIGM INC                                    | TransDigm Inc                                                                    | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     2730000 | PA      | $2778091.49   | 0.03%             | 2028-08-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                    | TransDigm Inc                                                                    | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4709280.06   | 0.06%             | 2030-12-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                    | TransDigm Inc                                                                    | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     4700000 | PA      | $4846964.07   | 0.06%             | 2029-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                    | TransDigm Inc                                                                    | CUSIP: 893647BY2<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     2495000 | PA      | $2560186.87   | 0.03%             | 2033-05-31      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                    | TransDigm Inc                                                                    | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      160000 | PA      | $166028.96    | 0.00%             | 2034-01-31      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                    | TransDigm Inc                                                                    | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      445000 | PA      | $463549.47    | 0.01%             | 2034-01-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Trimble Inc                                      | Trimble Inc                                                                      | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |        3471 | NS      | $271952.85    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP                            | Truist Financial Corp                                                            | CUSIP: 89788MAE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |      199000 | PA      | $189059.77    | 0.00%             | 2029-06-07      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                            | Truist Financial Corp                                                            | CUSIP: 89788MAR3<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     4635000 | PA      | $4798764.52   | 0.06%             | 2030-01-24      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| TUCSON ELECTRIC POWER CO                         | Tucson Electric Power Co                                                         | CUSIP: 898813AS9<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |       30000 | PA      | $26673.77     | 0.00%             | 2030-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TURNING POINT BRANDS INC                         | Turning Point Brands Inc                                                         | CUSIP: 90041LAG0<br>LEI: 549300IYG00QF0VVP302 | Long             | DBT              | CORP              | US        |     1088000 | PA      | $1157971.46   | 0.01%             | 2032-03-15      | Fixed         | 7.63%                 | No            |                  2 | On Loan: No      |
| TUTOR PERINI CORP                                | Tutor Perini Corp                                                                | CUSIP: 901109AG3<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | DBT              | CORP              | US        |     1988000 | PA      | $2206987.40   | 0.03%             | 2029-04-30      | Fixed         | 11.88%                | No            |                  2 | On Loan: No      |
| Tyler Technologies Inc                           | Tyler Technologies Inc                                                           | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |         612 | NS      | $277817.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods Inc                                  | Tyson Foods Inc                                                                  | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |       50742 | NS      | $2974496.04   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| UWM HOLDINGS LLC                                 | UWM Holdings LLC                                                                 | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6033000 | PA      | $6108889.11   | 0.08%             | 2030-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| UWM HOLDINGS LLC                                 | UWM Holdings LLC                                                                 | CUSIP: 903522AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1075000 | PA      | $1073286.21   | 0.01%             | 2031-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                            | Uber Technologies Inc                                                            | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |       11974 | NS      | $978395.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC                            | Uber Technologies Inc                                                            | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3998842.00   | 0.05%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| UNDER ARMOUR INC                                 | Under Armour Inc                                                                 | CUSIP: 904311AD9<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |      473000 | PA      | $473459.14    | 0.01%             | 2030-07-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                | Union Electric Co                                                                | CUSIP: 906548CP5<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49127.64     | 0.00%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC CO                                | Union Electric Co                                                                | CUSIP: 906548CR1<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |      240000 | PA      | $228742.13    | 0.00%             | 2030-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                               | Union Pacific Corp                                                               | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |        8326 | NS      | $1925970.32   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED PARCEL SERVICE                            | United Parcel Service Inc                                                        | CUSIP: 911312BY1<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1221435.23   | 0.02%             | 2030-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                          | United Rentals North America Inc                                                 | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |     3290000 | PA      | $3287670.88   | 0.04%             | 2033-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                       | US Bancorp                                                                       | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     1445000 | PA      | $1525780.04   | 0.02%             | 2035-01-23      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                       | US Bancorp                                                                       | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    12910000 | PA      | $13417751.98  | 0.17%             | 2036-02-12      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| US Foods Holding Corp                            | US Foods Holding Corp                                                            | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |        3482 | NS      | $262264.24    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                                              | CUSIP: 912797PD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   422100000 | PA      | $421266745.05 | 5.26%             | 2026-01-22      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                                              | CUSIP: 912797RL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   507500000 | PA      | $505802625.65 | 6.32%             | 2026-02-05      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                                              | CUSIP: 912797SE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    31100000 | PA      | $31088061.02  | 0.39%             | 2026-01-06      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                                              | CUSIP: 912797SQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    16500000 | PA      | $16436747.42  | 0.21%             | 2026-02-10      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                                              | CUSIP: 912797TJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   170600000 | PA      | $168776081.28 | 2.11%             | 2026-04-21      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury                           | U.S. Treasury Bills                                                              | CUSIP: 912797TK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |    86400000 | PA      | $85417937.86  | 1.07%             | 2026-04-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| United Therapeutics Corp                         | United Therapeutics Corp                                                         | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |         595 | NS      | $289913.75    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNITED WHOLESALE MTGE LL                         | United Wholesale Mortgage LLC                                                    | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |     5278000 | PA      | $5240174.69   | 0.07%             | 2029-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     3585000 | PA      | $3269636.23   | 0.04%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                           | UnitedHealth Group Inc                                                           | CUSIP: 91324PFA5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    10340000 | PA      | $10616900.44  | 0.13%             | 2031-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                            | Universal Health Services Inc                                                    | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |     1918000 | PA      | $1749099.17   | 0.02%             | 2030-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SVCS                            | Universal Health Services Inc                                                    | CUSIP: 913903BA7<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |     5782000 | PA      | $5105378.56   | 0.06%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                       | Unum Group                                                                       | CUSIP: 91529YAN6<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     4996000 | PA      | $4941814.93   | 0.06%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Uranium Energy Corp                              | Uranium Energy Corp                                                              | CUSIP: 916896103<br>LEI: 549300VD69WD2USLIP04 | Long             | EC               | CORP              | US        |       18857 | NS      | $220249.76    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| USA COM PART/USA COM FIN                         | USA Compression Partners LP / USA Compression Finance Corp                       | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3184000 | PA      | $3295794.54   | 0.04%             | 2029-03-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| USA COM PART/USA COM FIN                         | USA Compression Partners LP / USA Compression Finance Corp                       | CUSIP: 91740PAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      715000 | PA      | $723572.85    | 0.01%             | 2033-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| VF CORP                                          | VF Corp                                                                          | CUSIP: 918204BC1<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |     4610000 | PA      | $4173196.23   | 0.05%             | 2030-04-23      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| VFH PARENT / VALOR CO                            | VFH Parent LLC / Valor Co-Issuer Inc                                             | CUSIP: 91824YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6513000 | PA      | $6822250.27   | 0.09%             | 2031-06-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VALLOUREC SACA                                   | Vallourec SACA                                                                   | CUSIP: 92023RAA8<br>LEI: 969500P2Q1B47H4MCJ34 | Long             | DBT              | CORP              | FR        |     1608000 | PA      | $1707346.49   | 0.02%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Valmont Industries Inc                           | Valmont Industries Inc                                                           | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |         570 | NS      | $229322.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems Inc                                | Veeva Systems Inc                                                                | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |        1559 | NS      | $348015.57    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTAS REALTY LP                                 | Ventas Realty LP                                                                 | CUSIP: 92277GBB2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              |  | US        |     6700000 | PA      | $6886932.88   | 0.09%             | 2032-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                            | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     3462000 | PA      | $3790728.95   | 0.05%             | 2035-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUE                            | Venture Global Plaquemines LNG LLC                                               | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |     2035000 | PA      | $2084430.84   | 0.03%             | 2036-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                           | Venture Global LNG Inc                                                           | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     6109000 | PA      | $6074947.82   | 0.08%             | 2031-06-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                           | Venture Global LNG Inc                                                           | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      998000 | PA      | $1034404.05   | 0.01%             | 2029-02-01      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                           | Venture Global LNG Inc                                                           | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     5901000 | PA      | $6096160.41   | 0.08%             | 2032-02-01      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| Veralto Corp                                     | Veralto Corp                                                                     | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |        3082 | NS      | $307521.96    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VeriSign Inc                                     | VeriSign Inc                                                                     | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |        1190 | NS      | $289110.50    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VERISIGN INC                                     | VeriSign Inc                                                                     | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |    14505000 | PA      | $13205092.36  | 0.16%             | 2031-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC                                     | VeriSign Inc                                                                     | CUSIP: 92343EAQ5<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |     2345000 | PA      | $2410319.58   | 0.03%             | 2032-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                       | Verizon Communications Inc                                                       | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |       23891 | NS      | $973080.43    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS                           | Verizon Communications Inc                                                       | CUSIP: 92343VFX7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     2273000 | PA      | $2015552.52   | 0.03%             | 2030-10-30      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                           | Verizon Communications Inc                                                       | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     7765000 | PA      | $7892252.35   | 0.10%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                           | Verizon Communications Inc                                                       | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     3090000 | PA      | $3087580.28   | 0.04%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                             | Verisk Analytics Inc                                                             | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |        1513 | NS      | $338442.97    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VERSANT MEDIA GROUP INC                          | Versant Media Group Inc                                                          | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |      275000 | PA      | $283714.56    | 0.00%             | 2031-01-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Inc                       | Vertex Pharmaceuticals Inc                                                       | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |        1601 | NS      | $725829.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VIASAT INC                                       | Viasat Inc                                                                       | CUSIP: 92552VAN0<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     1629000 | PA      | $1583789.71   | 0.02%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VIASAT INC                                       | Viasat Inc                                                                       | CUSIP: 92552VAR1<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |     5189000 | PA      | $4933680.50   | 0.06%             | 2031-05-30      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                           | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAB1<br>LEI: N/A                  | Long             | DBT              |  | US        |      100000 | PA      | $99804.84     | 0.00%             | 2029-12-01      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                           | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAD7<br>LEI: N/A                  | Long             | DBT              |  | US        |      615000 | PA      | $610932.42    | 0.01%             | 2027-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                           | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAE5<br>LEI: N/A                  | Long             | DBT              |  | US        |      300000 | PA      | $290905.61    | 0.00%             | 2030-08-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                           | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAJ4<br>LEI: N/A                  | Long             | DBT              |  | US        |      160000 | PA      | $161795.78    | 0.00%             | 2027-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES / NOTE                           | VICI Properties LP / VICI Note Co Inc                                            | CUSIP: 92564RAL9<br>LEI: N/A                  | Long             | DBT              |  | US        |      620000 | PA      | $607948.38    | 0.01%             | 2029-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                               | VICI Properties LP                                                               | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              |  | US        |     6575000 | PA      | $6714316.95   | 0.08%             | 2035-04-01      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| VICI Properties Inc                              | VICI Properties Inc                                                              | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               |  | US        |      279357 | NS      | $7855518.84   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                         | Virginia Electric and Power Co                                                   | CUSIP: 927804GE8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     5135000 | PA      | $4564604.61   | 0.06%             | 2031-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                         | Virginia Electric and Power Co                                                   | CUSIP: 927804GM0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |      310000 | PA      | $321816.16    | 0.00%             | 2033-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                         | Virginia Electric and Power Co                                                   | CUSIP: 927804GT5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     1670000 | PA      | $1699160.97   | 0.02%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                         | Visa Inc                                                                         | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |        9459 | NS      | $3317365.89   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co                              | Vulcan Materials Co                                                              | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |        1283 | NS      | $365937.26    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WP Carey Inc                                     | WP Carey Inc                                                                     | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               |  | US        |      118723 | NS      | $7641012.28   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC Energy Group Inc                             | WEC Energy Group Inc                                                             | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |       76918 | NS      | $8111772.28   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC ENERGY GROUP INC                             | WEC Energy Group Inc                                                             | CUSIP: 92939UAM8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |      516000 | PA      | $521162.14    | 0.01%             | 2026-09-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp         | Westinghouse Air Brake Technologies Corp                                         | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |        1729 | NS      | $369055.05    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                      | Walmart Inc                                                                      | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |       38636 | NS      | $4304436.76   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BlackRock Liquidity Funds                        | BlackRock Liquidity Funds: T-Fund, Institutional Shares                          | CUSIP: 09248U718<br>LEI: 5493007YVNX55LTRQ706 | Long             | STIV             | RF                | US        |    54139966 | NS      | $54139965.73  | 0.68%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE CONNECTIONS INC                            | Waste Connections Inc                                                            | CUSIP: 941053AH3<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     4000000 | PA      | $4027802.36   | 0.05%             | 2028-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                            | Waste Connections Inc                                                            | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |        2262 | NS      | $396664.32    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE CONNECTIONS INC                            | Waste Connections Inc                                                            | CUSIP: 94106BAA9<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |      110000 | PA      | $103732.75    | 0.00%             | 2030-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                            | Waste Connections Inc                                                            | CUSIP: 94106BAE1<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     1390000 | PA      | $1293596.31   | 0.02%             | 2032-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                             | Waste Management Inc                                                             | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |        2721 | NS      | $597830.91    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE MANAGEMENT INC                             | Waste Management Inc                                                             | CUSIP: 94106LBY4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     9985000 | PA      | $10335622.68  | 0.13%             | 2031-07-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Waters Corp                                      | Waters Corp                                                                      | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |         761 | NS      | $289050.63    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Watsco Inc                                       | Watsco Inc                                                                       | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |         757 | NS      | $255071.15    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Watts Water Technologies Inc                     | Watts Water Technologies Inc                                                     | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |         863 | NS      | $238205.26    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WAYFAIR LLC                                      | Wayfair LLC                                                                      | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     6696000 | PA      | $6988414.32   | 0.09%             | 2029-10-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                      | Wayfair LLC                                                                      | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     4025000 | PA      | $4288480.53   | 0.05%             | 2030-09-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                 | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       31000 | PA      | $30796.25     | 0.00%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                 | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    13455000 | PA      | $12799647.18  | 0.16%             | 2030-10-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                 | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    18075000 | PA      | $16881770.74  | 0.21%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                 | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     5840000 | PA      | $5878590.84   | 0.07%             | 2031-04-04      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                 | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |        3000 | PA      | $2931.28      | 0.00%             | 2028-06-02      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                 | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     1875000 | PA      | $1750006.56   | 0.02%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                 | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     5564000 | PA      | $5626301.50   | 0.07%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                            | Wells Fargo & Co                                                                 | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     2631000 | PA      | $2724452.94   | 0.03%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                 | Welltower OP LLC                                                                 | CUSIP: 95040QAR5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     6180000 | PA      | $5963374.75   | 0.07%             | 2032-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                 | Welltower OP LLC                                                                 | CUSIP: 95041AAF5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     5730000 | PA      | $5793869.45   | 0.07%             | 2030-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                 | Welltower OP LLC                                                                 | CUSIP: 95041AAG3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              |  | US        |     6840000 | PA      | $6980787.45   | 0.09%             | 2035-07-01      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| WESCO DISTRIBUTION INC                           | WESCO Distribution Inc                                                           | CUSIP: 95081QAS3<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     1195000 | PA      | $1247680.42   | 0.02%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| West Fraser Timber Co Ltd                        | West Fraser Timber Co Ltd                                                        | CUSIP: 952845105<br>LEI: 5493005WD1ZK6WBVR988 | Long             | EC               | CORP              | CA        |        3540 | NS      | $216329.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| West Pharmaceutical Services Inc                 | West Pharmaceutical Services Inc                                                 | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |        1052 | NS      | $289447.28    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                         | Western Midstream Operating LP                                                   | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     2560000 | PA      | $2710693.81   | 0.03%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT                         | Western Midstream Operating LP                                                   | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      860000 | PA      | $905011.53    | 0.01%             | 2029-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE                           | Westinghouse Air Brake Technologies Corp                                         | CUSIP: 960386AR1<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     4940000 | PA      | $5187341.75   | 0.06%             | 2034-03-11      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                   | Whirlpool Corp                                                                   | CUSIP: 963320AV8<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     4267000 | PA      | $3203956.91   | 0.04%             | 2046-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                   | Whirlpool Corp                                                                   | CUSIP: 963320AX4<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     3489000 | PA      | $2564946.03   | 0.03%             | 2050-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                   | Whirlpool Corp                                                                   | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     1115000 | PA      | $1113645.03   | 0.01%             | 2030-06-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                   | Whirlpool Corp                                                                   | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |     2320000 | PA      | $2249718.15   | 0.03%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                             | Williams Cos Inc/The                                                             | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      137495 | NS      | $8264824.45   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS COMPANIES INC                           | Williams Cos Inc/The                                                             | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    11280000 | PA      | $10297755.76  | 0.13%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                            | Williams Scotsman Inc                                                            | CUSIP: 96949VAL7<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     1528000 | PA      | $1596290.38   | 0.02%             | 2031-10-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                            | Williams Scotsman Inc                                                            | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |      560000 | PA      | $578408.88    | 0.01%             | 2029-06-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                            | Williams Scotsman Inc                                                            | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |      492000 | PA      | $508525.79    | 0.01%             | 2030-04-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                         | Willis North America Inc                                                         | CUSIP: 970648AM3<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |    12160000 | PA      | $12540081.23  | 0.16%             | 2033-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| WINDSTREAM SERVICES/ESCR                         | Windstream Services LLC / Windstream Escrow Finance Corp                         | CUSIP: 97381AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6123000 | PA      | $6427739.08   | 0.08%             | 2031-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER                         | Wisconsin Electric Power Co                                                      | CUSIP: 976656CM8<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |      175000 | PA      | $166208.24    | 0.00%             | 2028-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| WISCONSIN POWER & LIGHT                          | Wisconsin Power and Light Co                                                     | CUSIP: 976826BQ9<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     1155000 | PA      | $1112804.25   | 0.01%             | 2032-09-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Woodward Inc                                     | Woodward Inc                                                                     | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |         941 | NS      | $284483.12    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WULF COMPUTE LLC                                 | WULF Compute LLC                                                                 | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5846000 | PA      | $6022832.32   | 0.08%             | 2030-10-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                  | Xcel Energy Inc                                                                  | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |      860000 | PA      | $855289.07    | 0.01%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                  | Xcel Energy Inc                                                                  | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |       14610 | NS      | $1079094.60   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| XCEL ENERGY INC                                  | Xcel Energy Inc                                                                  | CUSIP: 98389BBA7<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |      260000 | PA      | $268374.04    | 0.00%             | 2033-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| XCEL ENERGY INC                                  | Xcel Energy Inc                                                                  | CUSIP: 98389BBB5<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |      350000 | PA      | $360892.39    | 0.00%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Xylem Inc/NY                                     | Xylem Inc/NY                                                                     | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |        2493 | NS      | $339496.74    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands Inc                                  | Yum! Brands Inc                                                                  | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |        2578 | NS      | $389999.84    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZEGONA FINANCE PLC                               | Zegona Finance PLC                                                               | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |     6287000 | PA      | $6668507.73   | 0.08%             | 2029-07-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                           | Zimmer Biomet Holdings Inc                                                       | CUSIP: 98956PAX0<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2791402.18   | 0.03%             | 2028-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS                           | Zimmer Biomet Holdings Inc                                                       | CUSIP: 98956PBA9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    12420000 | PA      | $12522722.72  | 0.16%             | 2027-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                       | Zoetis Inc                                                                       | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | EC               | CORP              | US        |        3461 | NS      | $435463.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOETIS INC                                       | Zoetis Inc                                                                       | CUSIP: 98978VAL7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    11280000 | PA      | $11118229.35  | 0.14%             | 2027-09-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                       | Zoetis Inc                                                                       | CUSIP: 98978VAN3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |      250000 | PA      | $249846.62    | 0.00%             | 2028-08-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                       | Zoetis Inc                                                                       | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     2215000 | PA      | $2026443.96   | 0.03%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Zurn Elkay Water Solutions Corp                  | Zurn Elkay Water Solutions Corp                                                  | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |        4848 | NS      | $225383.52    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| YEOMAN CAP SA                                    | YEOMAN CAP SA                                                                    | CUSIP: 000000000<br>LEI: 549300ORV6YW6ESSNQ21 | Long             | EC               | CORP              | LU        |      195536 | NS      | $1694730.05   | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| Eurex Deutschland                                | EURO-BUND FUTURE MAR26                                                           | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |         -31 | NC      | $36395.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US LONG BOND(CBT) MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -1272 | NC      | $2226264.58   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 10YR NOTE (CBT)MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -8312 | NC      | $7284926.65   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US ULTRA BOND CBT MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        -428 | NC      | $1245587.00   | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 5YR NOTE (CBT) MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        5318 | NC      | $-2134185.21  | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 2YR NOTE (CBT) MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       15568 | NC      | $-1788077.76  | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                           | US 10YR ULTRA FUT MAR26                                                          | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        5667 | NC      | $-3938362.45  | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe - Financial Products Division | LONG GILT FUTURE MAR26                                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | GB        |         690 | NC      | $-97090.62    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ASX Clear (Futures)                              | AUST 10Y BOND FUT MAR26                                                          | CUSIP: 000000000<br>LEI: 549300ZD7BBOVZFVHK49 | N/A              | DIR              |  | AU        |         913 | NC      | $402893.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| The Montreal Exchange / Bourse De Montreal       | CAN 10YR BOND FUT MAR26                                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              |  | CA        |        -338 | NC      | $386069.36    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LCH Ltd.                                         | SWP: IFS 2.593290 03-SEP-2035 USC                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |      780000 | OU      | $-10951.10    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: IFS 2.549200 18-SEP-2035 USC                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |     5460000 | OU      | $-55823.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: IFS 2.539700 19-SEP-2035 USC                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |    14960000 | OU      | $-140682.61   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: IFS 2.561040 22-SEP-2035 USC                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |    37570000 | OU      | $-424564.66   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: HUF 6.098000 18-MAR-2031 BUB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   843530000 | OU      | $-2048.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: IFS 2.545700 10-OCT-2035 USC                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |     8190000 | OU      | $-83851.52    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 3.535400 18-MAR-2031 SHI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    15530000 | OU      | $19170.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 3.536500 18-MAR-2031 SHI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    19110000 | OU      | $23295.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: CZK 3.943040 18-MAR-2031 PRI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    49930000 | OU      | $-10554.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 3.560000 18-MAR-2031 SHI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     7090000 | OU      | $6305.38      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: PLN 3.989000 18-MAR-2031 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    17520000 | OU      | $-50965.43    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: KRW 2.856000 18-MAR-2031 KRW                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  8264300000 | OU      | $84730.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: KRW 2.826000 18-MAR-2031 KRW                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  8276530000 | OU      | $92870.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: KRW 2.995000 18-MAR-2031 KRW                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 40008820000 | OU      | $230670.35    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: IFS 2.469000 18-NOV-2035 USC                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |    24370000 | OU      | $-117479.54   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA NA                               | FSWP: OIS 4.765000 18-MAR-2031 CLI                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DIR              |  | US        |  5702370000 | OU      | $12484.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: CZK 4.112000 18-MAR-2031 PRI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    98500000 | OU      | $-57980.20    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: MYR 3.318000 18-MAR-2031 KLI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    19540000 | OU      | $12165.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: ZAR 6.740000 18-MAR-2031 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    90100000 | OU      | $-21980.64    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: HUF 6.436000 18-MAR-2031 BUB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  2875060000 | OU      | $-131527.02   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC BANK PLC                                    | FSWP: OIS 4.745000 18-MAR-2031 CLI                                               | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DIR              |  | US        |  9248880000 | OU      | $29481.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: CZK 4.065000 18-MAR-2031 PRI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   401590000 | OU      | $-194246.19   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: PLN 3.888000 18-MAR-2031 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    59460000 | OU      | $-98769.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: MYR 3.294000 18-MAR-2031 KLI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    44900000 | OU      | $40274.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 3.577500 18-MAR-2031 SHI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    60910000 | OU      | $39215.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 5.726500 18-MAR-2031 INR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   247570000 | OU      | $-24405.07    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 1.311000 18-MAR-2031 THO                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    78990000 | OU      | $8490.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 5.713000 18-MAR-2031 INR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   495420000 | OU      | $-51943.30    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: MYR 3.340000 18-MAR-2031 KLI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    22160000 | OU      | $8221.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 4.024340 18-MAR-2056 SOF                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    33330000 | OU      | $831632.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 3.346780 18-MAR-2031 SOF                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   179703126 | OU      | $-1012282.07  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 3.682330 18-MAR-2036 SOF                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    95441962 | OU      | $-1060386.95  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 3.215690 18-MAR-2028 SOF                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   542132000 | OU      | $585011.53    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 4.018220 18-MAR-2036 SON                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   154610000 | OU      | $47302.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 3.654910 18-MAR-2031 SON                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    38888646 | OU      | $-20849.46    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 4.493100 18-MAR-2056 SON                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    62790000 | OU      | $-389201.59   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 3.469390 18-MAR-2028 SON                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   217993457 | OU      | $-18142.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: EUR 2.222850 18-MAR-2028 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    70450000 | OU      | $-129796.28   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: EUR 3.134520 18-MAR-2056 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    15205000 | OU      | $438232.51    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: EUR 2.831010 18-MAR-2036 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    34427500 | OU      | $-458318.85   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: EUR 2.488950 18-MAR-2031 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    29320000 | OU      | $191866.26    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: ZAR 6.720000 18-MAR-2031 JIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   158310000 | OU      | $-30565.98    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: MYR 3.361500 18-MAR-2031 KLI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    32510000 | OU      | $4070.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: JPY 1.110000 18-MAR-2028 FTO                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  5791216000 | OU      | $-93788.81    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: JPY 1.803000 18-MAR-2036 FTO                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  1251525000 | OU      | $86502.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: EUR 3.129450 18-MAR-2056 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |     7450000 | OU      | $223358.72    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: EUR 2.819520 18-MAR-2036 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    16030000 | OU      | $-232229.79   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 3.684500 18-MAR-2031 SHI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    24960000 | OU      | $-21397.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | FSWP: OIS 7.572500 12-MAR-2031 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   165000000 | OU      | $77995.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: MYR 3.362000 18-MAR-2031 KLI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    32240000 | OU      | $3851.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: CZK 4.039000 18-MAR-2031 PRI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   197870000 | OU      | $-84221.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: PLN 3.922500 18-MAR-2031 WIB                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    53510000 | OU      | $-111694.92   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 3.733000 18-MAR-2031 SHI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    45050000 | OU      | $-69272.60    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Mercantile Exchange                      | FSWP: OIS 7.725000 12-MAR-2031 TII                                               | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DIR              |  | US        |   210320000 | OU      | $26326.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: HKD 2.947500 18-MAR-2031 HKD                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   130770000 | OU      | $-125851.83   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 2.032000 18-MAR-2031 SOR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    19706640 | OU      | $-41254.25    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: MYR 3.410000 18-MAR-2031 KLI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    69330000 | OU      | $-29767.09    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 3.724520 18-MAR-2031 SON                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    26570000 | OU      | $-97246.73    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 4.053460 18-MAR-2036 SON                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    14810000 | OU      | $61708.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 3.792120 18-MAR-2036 SOF                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    11960000 | OU      | $-23892.47    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 3.488870 18-MAR-2031 SOF                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    20370000 | OU      | $-17036.84    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: HKD 2.910000 18-MAR-2031 HKD                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   136560000 | OU      | $-100244.30   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: JPY 1.134000 18-MAR-2028 FTO                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 25666000000 | OU      | $-338060.88   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: JPY 1.802500 18-MAR-2036 FTO                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |  5478000000 | OU      | $380220.82    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: OIS 2.017500 18-MAR-2031 SOR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    21920000 | OU      | $-34084.53    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: MYR 3.420500 18-MAR-2031 KLI                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    73180000 | OU      | $-40205.82    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: IFS 1.970000 15-DEC-2035 CPT                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |     9105000 | OU      | $-56853.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: IFS 1.968600 15-DEC-2035 CPT                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |     9105000 | OU      | $-55491.16    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | SWP: IFS 1.966250 15-DEC-2035 CPT                                                | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DO               |  | US        |     9000000 | OU      | $-52590.76    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: EUR 2.615500 18-MAR-2031 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |      120000 | OU      | $46.27        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: EUR 2.922870 18-MAR-2036 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    31280000 | OU      | $122672.84    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: EUR 2.345520 18-MAR-2028 EUR                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   138790000 | OU      | $131981.53    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Ltd.                                         | FSWP: KRW 3.256000 18-MAR-2031 KRW                                               | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        | 22442330000 | OU      | $-59693.23    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Allegion plc                                     | Allegion plc                                                                     | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |        1605 | NS      | $255548.10    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Amdocs Ltd                                       | Amdocs Ltd                                                                       | CUSIP: 000000000<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               | CORP              | GG        |      107096 | NS      | $8622298.96   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH PLC                                          | CRH PLC                                                                          | CUSIP: 000000000<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |        4672 | NS      | $583065.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corp PLC                                   | Eaton Corp PLC                                                                   | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |        2365 | NS      | $753276.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                        | Linde PLC                                                                        | CUSIP: 000000000<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |        2562 | NS      | $1092411.18   | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic PLC                                    | Medtronic PLC                                                                    | CUSIP: 000000000<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |       85246 | NS      | $8188730.76   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric PLC                               | nVent Electric PLC                                                               | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |        2577 | NS      | $262776.69    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Roivant Sciences Ltd                             | Roivant Sciences Ltd                                                             | CUSIP: 000000000<br>LEI: 549300DL466NY5J6U724 | Long             | EC               | CORP              | BM        |       11951 | NS      | $259336.70    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Pentair PLC                                      | Pentair PLC                                                                      | CUSIP: 000000000<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |        2595 | NS      | $270243.30    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                                       | STERIS PLC                                                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |        1180 | NS      | $299153.60    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies PLC                           | Trane Technologies PLC                                                           | CUSIP: 000000000<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |        1468 | NS      | $571345.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Viking Holdings Ltd                              | Viking Holdings Ltd                                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |        5005 | NS      | $357407.05    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcon AG                                         | Alcon AG                                                                         | CUSIP: 000000000<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |        4739 | NS      | $373480.59    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                                       | Garmin Ltd                                                                       | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |        1884 | NS      | $382169.40    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Spotify Technology SA                            | Spotify Technology SA                                                            | CUSIP: 000000000<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |        1274 | NS      | $739824.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferrovial SE                                     | Ferrovial SE                                                                     | CUSIP: 000000000<br>LEI: 72450022R2ZFL41Y6I04 | Long             | EC               | CORP              | NL        |        6290 | NS      | $406396.90    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| QIAGEN NV                                        | QIAGEN NV                                                                        | CUSIP: 000000000<br>LEI: 54930036WK3GMCN17Z57 | Long             | EC               | CORP              | NL        |        5098 | NS      | $229257.06    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIBANK NA                                      | AMAZON COM INC                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      117112 | OU      | $-27031791.84 | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | AMAZON COM INC                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      146357 | OU      | $-33782122.74 | -0.42%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AMAZON COM INC                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       17352 | OU      | $-4005188.64  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | AES CORP                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |     1071893 | OU      | $-15370945.62 | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AES CORP                                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       26898 | OU      | $-385717.32   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | TD SYNNEX CORP                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      149020 | OU      | $-22387274.60 | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | INTERNATIONAL BUSINESS MACHINES CO                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      112322 | OU      | $-33270899.62 | -0.42%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | INTERNATIONAL BUSINESS MACHINES CO                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       32831 | OU      | $-9724870.51  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ADVANCED MICRO DEVICES INC                                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      144897 | OU      | $31031141.52  | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | ALEXANDRIA REAL ESTATE EQUITIES RE                                               | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      378886 | OU      | $18542680.84  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AGCO CORP                                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      138749 | OU      | $-14474295.68 | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | ALLSTATE CORP                                                                    | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      113310 | OU      | $23585476.50  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ALLSTATE CORP                                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       32031 | OU      | $6667252.65   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | ALLSTATE CORP                                                                    | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      134111 | OU      | $27915204.65  | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HONEYWELL INTERNATIONAL INC                                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        7308 | OU      | $1425717.72   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | HONEYWELL INTERNATIONAL INC                                                      | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |       14183 | OU      | $2766961.47   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AMGEN INC                                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       93032 | OU      | $-30450303.92 | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | AMGEN INC                                                                        | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |       20952 | OU      | $-6857799.12  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | AMERICAN EXPRESS                                                                 | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |        9684 | OU      | $3582595.80   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AMERICAN EXPRESS                                                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       20027 | OU      | $-7408988.65  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AMERICAN ELECTRIC POWER INC                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      248774 | OU      | $28686129.94  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AFLAC INC                                                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      305607 | OU      | $-33699283.89 | -0.42%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AMERICAN INTERNATIONAL GROUP INC                                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      383230 | OU      | $32785326.50  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | AMERICAN INTERNATIONAL GROUP INC                                                 | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |       94043 | OU      | $-8045378.65  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | VALERO ENERGY CORP                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      179333 | OU      | $29193619.07  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | OMEGA HEALTHCARE INVESTORS REIT IN                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       40283 | OU      | $-1786148.22  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | OMEGA HEALTHCARE INVESTORS REIT IN                                               | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |       21756 | OU      | $-964661.04   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | COMCAST CORP CLASS A                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |     1027230 | OU      | $30703904.70  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | COMCAST CORP CLASS A                                                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      204733 | OU      | $-6119469.37  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ALBEMARLE CORP                                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       43899 | OU      | $-6209074.56  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ARCHER DANIELS MIDLAND                                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      190794 | OU      | $10968747.06  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ARROW ELECTRONICS INC                                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      221727 | OU      | $-24429880.86 | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AUTOZONE INC                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        2624 | OU      | $8899296.00   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AUTOZONE INC                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        8605 | OU      | $29183857.50  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BALL CORP                                                                        | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      659698 | OU      | $34944203.06  | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BALL CORP                                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      591449 | OU      | $31329053.53  | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BAXTER INTERNATIONAL INC                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      190191 | OU      | $-3634550.01  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | BAXTER INTERNATIONAL INC                                                         | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |     1516830 | OU      | $-28986621.30 | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BECTON DICKINSON                                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        3717 | OU      | $-721358.19   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | VERIZON COMMUNICATIONS INC                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      278763 | OU      | $-11354016.99 | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BEST BUY CO INC                                                                  | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      430410 | OU      | $28807341.30  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BEST BUY INC                                                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      479981 | OU      | $32125128.33  | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BIO RAD LABORATORIES INC CLASS A                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       27313 | OU      | $-8275565.87  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | YUM BRANDS INC                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      227052 | OU      | $34348426.56  | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | YUM BRANDS INC                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      184228 | OU      | $27870011.84  | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FIRSTENERGY CORP                                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      660172 | OU      | $-29555900.44 | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SLM CORP                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      376400 | OU      | $-10185384.00 | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | H R BLOCK INC                                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      648913 | OU      | $28279628.54  | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | H R BLOCK INC                                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      705290 | OU      | $30736538.20  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BOEING                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      142201 | OU      | $-30874681.12 | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | BOEING                                                                           | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       73930 | OU      | $-16051681.60 | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | BORGWARNER INC                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      690691 | OU      | $31122536.46  | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BORGWARNER INC                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       94362 | OU      | $4251951.72   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOSTON SCIENTIFIC CORP                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      243841 | OU      | $-23250239.35 | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOYD GAMING CORP                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      287139 | OU      | $24475728.36  | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BOYD GAMING CORP                                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       54650 | OU      | $4658366.00   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TAKE TWO INTERACTIVE SOFTWARE INC                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       14777 | OU      | $-3783355.31  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CANADIAN NATURAL RESOURCES LTD                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      680513 | OU      | $-23035365.05 | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CANADIAN NATURAL RESOURCES LTD                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      237976 | OU      | $-8055487.60  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ROGERS COMMUNICATIONS NON-VOTING I                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      828198 | OU      | $-31247910.54 | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ROGERS COMMUNICATIONS NON-VOTING I                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       72087 | OU      | $-2719842.51  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BRISTOL MYERS SQUIBB                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      470624 | OU      | $25385458.56  | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BRISTOL MYERS SQUIBB                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      502630 | OU      | $27111862.20  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ONEOK INC                                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       19871 | OU      | $-1460518.50  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | UNITED RENTALS INC                                                               | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |       25398 | OU      | $20555109.36  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | UNITED RENTALS INC                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       14331 | OU      | $11598364.92  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SEMPRA                                                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      318133 | OU      | $28087962.57  | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | SEMPRA                                                                           | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      375202 | OU      | $-33126584.58 | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FEDEX CORP                                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        9412 | OU      | $2718750.32   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | FEDEX CORP                                                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       31249 | OU      | $9026586.14   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | VERISIGN INC                                                                     | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      137357 | OU      | $33370883.15  | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BROWN FORMAN CORP CLASS B                                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     1019716 | OU      | $-26573798.96 | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BROWN FORMAN CORP CLASS B                                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      135000 | OU      | $-3518100.00  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | QUANTA SERVICES INC                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |       73762 | OU      | $-31131989.72 | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CSX CORP                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      936610 | OU      | $-33952112.50 | -0.42%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | COTERRA ENERGY INC                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       37451 | OU      | $-985710.32   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COTERRA ENERGY INC                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      223492 | OU      | $-5882309.44  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CAMPBELL SOUP                                                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     1032855 | OU      | $-28785668.85 | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | CAMPBELL SOUP                                                                    | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      199766 | OU      | $-5567478.42  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CAMDEN PROPERTY TRUST REIT                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      315781 | OU      | $34761172.48  | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CONSTELLATION BRANDS INC CLASS A                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       62397 | OU      | $-8608290.12  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CARDINAL HEALTH INC                                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       23255 | OU      | $4778902.50   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CARDINAL HEALTH INC                                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |         911 | OU      | $-187210.50   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CARLISLE COMPANIES INC                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       32942 | OU      | $10536828.12  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CATERPILLAR INC                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       47126 | OU      | $26997071.62  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | EAGLE MATERIALS INC                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        2536 | OU      | $-524140.48   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CHURCH AND DWIGHT INC                                                            | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      197556 | OU      | $16565070.60  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CISCO SYSTEMS INC                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      431730 | OU      | $-33256161.90 | -0.42%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CISCO SYSTEMS INC                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      387029 | OU      | $-29812843.87 | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | CLOROX                                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      182874 | OU      | $18439185.42  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COCA-COLA                                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      476139 | OU      | $-33286877.49 | -0.42%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | COCA COLA CONSOLIDATED INC                                                       | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |        4131 | OU      | $-633282.30   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | COCA COLA CONSOLIDATED INC                                                       | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       16451 | OU      | $-2521938.30  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | COLGATE-PALMOLIVE                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      425453 | OU      | $33619296.06  | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MARRIOTT INTERNATIONAL INC CLASS A                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      110718 | OU      | $-34349152.32 | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MARRIOTT INTERNATIONAL INC CLASS A                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       98825 | OU      | $-30659468.00 | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | MOLINA HEALTHCARE INC                                                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      203528 | OU      | $-35320249.12 | -0.44%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | NRG ENERGY INC                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      150217 | OU      | $23920555.08  | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | NRG ENERGY INC                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       93695 | OU      | $-14919991.80 | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CONAGRA BRANDS INC                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      114389 | OU      | $-1980073.59  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CONAGRA BRANDS INC                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     1719612 | OU      | $-29766483.72 | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CONSOLIDATED EDISON INC                                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      299056 | OU      | $29702241.92  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TEMPUR SEALY INTERNATIONAL INC                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      327290 | OU      | $-29220451.20 | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CORNING INC                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       34665 | OU      | $-3035267.40  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CUMMINS INC                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       40649 | OU      | $-20749282.05 | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | AMKOR TECHNOLOGY INC                                                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      722756 | OU      | $-28534406.88 | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | D R HORTON INC                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       69380 | OU      | $-9992801.40  | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | D R HORTON INC                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      202111 | OU      | $-29110047.33 | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DANAHER CORP                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      145887 | OU      | $-33396452.04 | -0.42%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DANAHER CORP                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      130273 | OU      | $-29822095.16 | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MOODYS CORP                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |         429 | OU      | $-219154.65   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TARGET CORP                                                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      315878 | OU      | $-30877074.50 | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TARGET CORP                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      352238 | OU      | $-34431264.50 | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | DEERE                                                                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |       63082 | OU      | $-29369086.74 | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO LLC                          | WALT DISNEY                                                                      | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      193685 | OU      | $22035542.45  | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | DOLLAR TREE INC                                                                  | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      156261 | OU      | $19221665.61  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | OMNICOM GROUP INC                                                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       41629 | OU      | $-3361541.75  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OMNICOM GROUP INC                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      413822 | OU      | $-33416126.50 | -0.42%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | DARDEN RESTAURANTS INC                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      161477 | OU      | $29714997.54  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | DARDEN RESTAURANTS INC                                                           | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      180099 | OU      | $33141817.98  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | EBAY INC                                                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      395860 | OU      | $34479406.00  | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EASTMAN CHEMICAL                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      116139 | OU      | $7413152.37   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | EASTMAN CHEMICAL                                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       25471 | OU      | $1625813.93   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | ESSEX PROPERTY TRUST REIT INC                                                    | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      129827 | OU      | $33973129.36  | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | EQUIFAX INC                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       15146 | OU      | $3286379.08   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EQUITY RESIDENTIAL REIT                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        2764 | OU      | $174242.56    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | EQUITY RESIDENTIAL REIT                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      486230 | OU      | $30651939.20  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | EQT CORP                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      243052 | OU      | $13027587.20  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | EQT CORP                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      221483 | OU      | $-11871488.80 | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ESTEE LAUDER INC CLASS A                                                         | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      165210 | OU      | $-17300791.20 | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ESTEE LAUDER INC CLASS A                                                         | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      158605 | OU      | $-16609115.60 | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FMC CORP                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     2486361 | OU      | $-34485827.07 | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NEXTERA ENERGY INC                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      366626 | OU      | $-29432735.28 | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | NEXTERA ENERGY INC                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      320528 | OU      | $-25731987.84 | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | FACTSET RESEARCH SYSTEMS INC                                                     | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       19673 | OU      | $-5708907.87  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FAIR ISAAC CORP                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       18871 | OU      | $31903690.02  | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | FISERV INC                                                                       | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      456914 | OU      | $30690913.38  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FISERV INC                                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       16351 | OU      | $1098296.67   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MACYS INC                                                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     1322146 | OU      | $29153319.30  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MACYS INC                                                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       26996 | OU      | $-595261.80   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO LLC                          | FREEPORT MCMORAN INC                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        5334 | OU      | $-270913.86   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FREEPORT MCMORAN INC                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      587212 | OU      | $-29824497.48 | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | FLEX LTD                                                                         | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       40829 | OU      | $-2466888.18  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ARTHUR J GALLAGHER                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       63866 | OU      | $-16527882.14 | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ARTHUR J GALLAGHER                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       12122 | OU      | $-3137052.38  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | GAP INC                                                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      713049 | OU      | $18254054.40  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GAP INC                                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     1077636 | OU      | $27587481.60  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | GENERAL MILLS INC                                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      511030 | OU      | $23762895.00  | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GENUINE PARTS                                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      261713 | OU      | $-32180230.48 | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GILEAD SCIENCES INC                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        1587 | OU      | $194788.38    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GARTNER INC                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      127904 | OU      | $-32267621.12 | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | GOODYEAR TIRE   RUBBER                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |     1547329 | OU      | $-13554602.04 | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GOODYEAR TIRE   RUBBER                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     3151019 | OU      | $-27602926.44 | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | MCKESSON CORP                                                                    | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       10264 | OU      | $-8419456.56  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | HALLIBURTON                                                                      | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |     1072509 | OU      | $-30309104.34 | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HALLIBURTON                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       47767 | OU      | $-1349895.42  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HASBRO INC                                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      413699 | OU      | $33923318.00  | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WESCO INTERNATIONAL INC                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       35640 | OU      | $-8718969.60  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HEICO CORP                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        6021 | OU      | $1948335.39   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO LLC                          | HERSHEY FOODS                                                                    | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |       85392 | OU      | $15539636.16  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CROWN HOLDINGS INC                                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      332988 | OU      | $34287774.36  | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HOME DEPOT INC                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       84636 | OU      | $29123247.60  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | HUMANA INC                                                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      125001 | OU      | $-32016506.13 | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JB HUNT TRANSPORT SERVICES INC                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        3369 | OU      | $654731.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BIOGEN INC                                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      193660 | OU      | $-34082223.40 | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | INTEL CORPORATION CORP                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      451595 | OU      | $-16663855.50 | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | INTERNATIONAL FLAVORS   FRAGRANCES                                               | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      241973 | OU      | $-16306560.47 | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | INTERNATIONAL PAPER                                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      179900 | OU      | $-7086261.00  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | JABIL INC                                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      147781 | OU      | $33697023.62  | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HARTFORD INSURANCE GROUP INC                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      225593 | OU      | $-31086715.40 | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ENBRIDGE INC                                                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      376029 | OU      | $-17985467.07 | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ENBRIDGE INC                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      249701 | OU      | $-11943198.83 | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | DEVON ENERGY CORP                                                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      326129 | OU      | $11946105.27  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | DEVON ENERGY CORP                                                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      526354 | OU      | $-19280347.02 | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | KB HOME                                                                          | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       38529 | OU      | $-2173420.89  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | KB HOME                                                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      361875 | OU      | $-20413368.75 | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | KB HOME                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       23665 | OU      | $-1334942.65  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | KIMBERLY CLARK CORP                                                              | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      326385 | OU      | $32928982.65  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | KOHLS CORP                                                                       | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |     1074912 | OU      | $21938953.92  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KOHLS CORP                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       48342 | OU      | $986660.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KROGER                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      270052 | OU      | $16872848.96  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | KROGER                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      430135 | OU      | $26874834.80  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TELEDYNE TECHNOLOGIES INC                                                        | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        6518 | OU      | $3328938.14   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PACKAGING CORP OF AMERICA                                                        | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      149087 | OU      | $30746212.01  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | LENNAR A CORP CLASS A                                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      306272 | OU      | $-31484761.60 | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO LLC                          | LENNAR A CORP CLASS A                                                            | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        7016 | OU      | $-721244.80   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LENNAR A CORP CLASS A                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      258960 | OU      | $-26621088.00 | -0.33%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LINCOLN NATIONAL CORP                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      394293 | OU      | $-17557867.29 | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | UNITED PARCEL SERVICE INC CLASS B                                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      305110 | OU      | $30263860.90  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | UNITED PARCEL SERVICE INC CLASS B                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      340297 | OU      | $-33754059.43 | -0.42%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AGILENT TECHNOLOGIES INC                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       25691 | OU      | $-3495774.37  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CARNIVAL CORP                                                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      951111 | OU      | $29046929.94  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CARNIVAL CORP                                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     1064613 | OU      | $32513281.02  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ATI INC                                                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      300084 | OU      | $34437639.84  | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LOWES COMPANIES INC                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      121442 | OU      | $-29286952.72 | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | LOWES COMPANIES INC                                                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       14446 | OU      | $-3483797.36  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DOMINION ENERGY INC                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      502912 | OU      | $29465614.08  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MGM RESORTS INTERNATIONAL                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      101103 | OU      | $-3689248.47  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MCCORMICK   CO NON-VOTING INC                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        3655 | OU      | $-248942.05   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MCDONALDS CORP                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       97717 | OU      | $29865246.71  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HOST HOTELS   RESORTS REIT INC                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     1089799 | OU      | $19322136.27  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | HOST HOTELS   RESORTS REIT INC                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       13134 | OU      | $-232865.82   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MARSH   MCLENNAN INC                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      165362 | OU      | $30677958.24  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MASCO CORP                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      537070 | OU      | $34082462.20  | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MARTIN MARIETTA MATERIALS INC                                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       25128 | OU      | $15646200.48  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MATTEL INC                                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       20806 | OU      | $412791.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | METLIFE INC                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      280096 | OU      | $22110778.24  | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | METLIFE INC                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      133281 | OU      | $-10521202.14 | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | METLIFE INC                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      245360 | OU      | $-19368718.40 | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CVS HEALTH CORP                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      389347 | OU      | $30898577.92  | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | CVS HEALTH CORP                                                                  | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      112794 | OU      | $8951331.84   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MICRON TECHNOLOGY INC                                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       92144 | OU      | $26298819.04  | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MID AMERICA APARTMENT COMMUNITIES                                                | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      248260 | OU      | $34485796.60  | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | 3M                                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       78213 | OU      | $12521901.30  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MOHAWK INDUSTRIES INC                                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       84980 | OU      | $9288314.00   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MERITAGE CORP                                                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      380414 | OU      | $-25031241.20 | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CHARLES RIVER LABORATORIES INTERNA                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       50609 | OU      | $10095483.32  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MURPHY OIL CORP                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      940690 | OU      | $-29396562.50 | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ILLUMINA INC                                                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       76585 | OU      | $10044888.60  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | XCEL ENERGY INC                                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      179022 | OU      | $-13222564.92 | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FORD MOTOR CO                                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     1237134 | OU      | $-16231198.08 | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FORD MOTOR CO                                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     1605514 | OU      | $-21064343.68 | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | NEWMONT                                                                          | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      331214 | OU      | $33071717.90  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NEWMONT                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      296964 | OU      | $29651855.40  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | NISOURCE INC                                                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |        5381 | OU      | $-224710.56   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | NORTHROP GRUMMAN CORP                                                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |       33480 | OU      | $19090630.80  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | NUCOR CORP                                                                       | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      210897 | OU      | $-34399409.67 | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CHENIERE ENERGY INC                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      171980 | OU      | $33431192.20  | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | CAPITAL ONE FINANCIAL CORP                                                       | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |       93184 | OU      | $-22584074.24 | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CAPITAL ONE FINANCIAL CORP                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       12469 | OU      | $-3021986.84  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CAPITAL ONE FINANCIAL CORP                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       33029 | OU      | $-8004908.44  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OCCIDENTAL PETROLEUM CORP                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       18802 | OU      | $773138.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | OCCIDENTAL PETROLEUM CORP                                                        | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      750231 | OU      | $-30849498.72 | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | OPEN TEXT CORP                                                                   | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       89650 | OU      | $-2920797.00  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | OPEN TEXT CORP                                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       64110 | OU      | $-2088703.80  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | OPEN TEXT CORP                                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      157534 | OU      | $-5132457.72  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ORACLE CORP                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      175107 | OU      | $-34130105.37 | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ORACLE CORP                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      157000 | OU      | $-30600870.00 | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | EXELON CORP                                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       51063 | OU      | $2225836.17   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | EXELON CORP                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      548721 | OU      | $23918748.39  | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | PEPSICO INC                                                                      | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      203223 | OU      | $-29166564.96 | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | PFIZER INC                                                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     1174561 | OU      | $29246568.90  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CONOCOPHILLIPS                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      321753 | OU      | $30119298.33  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CONOCOPHILLIPS                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      215718 | OU      | $-20193361.98 | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PG E CORP                                                                        | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |     1936938 | OU      | $-31126593.66 | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ALTRIA GROUP INC                                                                 | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      577623 | OU      | $33305742.18  | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ALTRIA GROUP INC                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      517914 | OU      | $29862921.24  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BROWN   BROWN INC                                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      394976 | OU      | $-31479587.20 | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | QUEST DIAGNOSTICS INC                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      165762 | OU      | $28764679.86  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | QUEST DIAGNOSTICS INC                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      128726 | OU      | $22337822.78  | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PROCTER   GAMBLE                                                                 | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      223576 | OU      | $32040676.56  | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PULTEGROUP INC                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       15263 | OU      | $1789739.38   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PULTEGROUP INC                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      164732 | OU      | $-19316474.32 | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | GLOBAL PAYMENTS INC                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      143217 | OU      | $-11084995.80 | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | RAYMOND JAMES INC                                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      203877 | OU      | $-32740607.43 | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | REGENCY CENTERS REIT CORP                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       37722 | OU      | $2603949.66   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | UDR REIT INC                                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      953719 | OU      | $34982412.92  | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | RELIANCE STEEL   ALUMINUM                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       44238 | OU      | $12779031.06  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | REGAL REXNORD CORP                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      222967 | OU      | $31286729.44  | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | REINSURANCE GROUP OF AMERICA INC                                                 | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      130437 | OU      | $26538712.02  | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | AUTONATION INC                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |       68063 | OU      | $-14053648.24 | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ROYAL CARIBBEAN GROUP LTD                                                        | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      103567 | OU      | $-28886907.64 | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | RYDER SYSTEM INC                                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      150739 | OU      | $28849937.21  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | FIDELITY NATIONAL INFORMATION SERV                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       96725 | OU      | $6428343.50   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | MERCK   CO INC                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      325339 | OU      | $-34245183.14 | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SLB NV                                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      865972 | OU      | $-33236005.36 | -0.42%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | ZIMMER BIOMET HOLDINGS INC                                                       | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |        8827 | OU      | $793723.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SERVICE                                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       71464 | OU      | $5572048.08   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | PRINCIPAL FINANCIAL GROUP INC                                                    | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |        7791 | OU      | $-687244.11   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SHERWIN WILLIAMS                                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       99972 | OU      | $32393927.16  | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SHERWIN WILLIAMS                                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       91004 | OU      | $29488026.12  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CENTENE CORP                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      842855 | OU      | $-34683483.25 | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SIMON PROPERTY GROUP REIT INC                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       91397 | OU      | $-16918498.67 | -0.21%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | PRUDENTIAL FINANCIAL INC                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       32095 | OU      | $-3622883.60  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PRUDENTIAL FINANCIAL INC                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |       74360 | OU      | $-8393756.80  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PRUDENTIAL FINANCIAL INC                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      159613 | OU      | $-18017115.44 | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ADVANCE AUTO PARTS INC                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      824918 | OU      | $-32419277.40 | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SOUTHERN COPPER CORP                                                             | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      118464 | OU      | $16996030.08  | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | EDISON INTERNATIONAL                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      196670 | OU      | $-11804133.40 | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SOUTHERN                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       11843 | OU      | $1032709.60   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SOUTHERN                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      347277 | OU      | $-30282554.40 | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SOUTHWEST AIRLINES                                                               | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |       74281 | OU      | $-3070033.73  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SOUTHWEST AIRLINES                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       39579 | OU      | $-1635800.07  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SOUTHWEST AIRLINES                                                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       89383 | OU      | $-3694199.39  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | AT T INC                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      625564 | OU      | $-15539009.76 | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AT T INC                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      576041 | OU      | $-14308858.44 | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | CHEVRON CORP                                                                     | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      184588 | OU      | $-28133057.08 | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | STARBUCKS CORP                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      386187 | OU      | $-32520807.27 | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | STEEL DYNAMICS INC                                                               | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |       40064 | OU      | $-6788844.80  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PUBLIC STORAGE REIT                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      125567 | OU      | $32584636.50  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NETFLIX INC                                                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      298579 | OU      | $27994767.04  | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SUN COMMUNITIES REIT INC                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      269661 | OU      | $33413694.51  | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | SYNOPSYS INC                                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       29826 | OU      | $-14009868.72 | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | THERMO FISHER SCIENTIFIC INC                                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |       58108 | OU      | $-33670680.60 | -0.42%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TOLL BROTHERS INC                                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       17626 | OU      | $-2383387.72  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TOLL BROTHERS INC                                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      231974 | OU      | $-31367524.28 | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | DAVITA INC                                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      286889 | OU      | $32593459.29  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DAVITA INC                                                                       | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      183824 | OU      | $20884244.64  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TYSON FOODS INC CLASS A                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      348469 | OU      | $20427252.78  | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | UNION PACIFIC CORP                                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |        5347 | OU      | $1236868.04   | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | UNION PACIFIC CORP                                                               | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      139089 | OU      | $-32174067.48 | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | UNITEDHEALTH GROUP INC                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |       49155 | OU      | $-16226557.05 | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | UNITEDHEALTH GROUP INC                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |       90431 | OU      | $-29852177.41 | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | UNIVERSAL HEALTH SERVICES INC CLAS                                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      131026 | OU      | $28566288.52  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | VENTAS REIT INC                                                                  | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      185682 | OU      | $-14368073.16 | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VF CORP                                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      669781 | OU      | $-12109640.48 | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | WALMART INC                                                                      | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      263291 | OU      | $-29333250.31 | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | WALMART INC                                                                      | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       17851 | OU      | $-1988779.91  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | JM SMUCKER                                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       14551 | OU      | $-1423233.31  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WESTINGHOUSE AIR BRAKE TECHNOLOGIE                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        4824 | OU      | $-1029682.80  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | WEYERHAEUSER REIT                                                                | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |     1312499 | OU      | $31093101.31  | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WEYERHAEUSER REIT                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      449204 | OU      | $10641642.76  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WHIRLPOOL CORP                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       52021 | OU      | $-3752794.94  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WHIRLPOOL CORP                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      328096 | OU      | $-23668845.44 | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WHIRLPOOL CORP                                                                   | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      308394 | OU      | $-22247543.16 | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | WHIRLPOOL CORP                                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |          50 | OU      | $-3607.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WHIRLPOOL CORP                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       59402 | OU      | $-4285260.28  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WHIRLPOOL CORP                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       18968 | OU      | $-1368351.52  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | WHIRLPOOL CORP                                                                   | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       15402 | OU      | $-1111100.28  | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | WHIRLPOOL CORP                                                                   | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       80452 | OU      | $-5803807.28  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | SKYWORKS SOLUTIONS INC                                                           | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |        1924 | OU      | $122000.84    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | WYNN RESORTS LTD                                                                 | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      143753 | OU      | $17297798.49  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | WILLIAMS INC                                                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        1697 | OU      | $102006.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | WILLIAMS INC                                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      396459 | OU      | $-23831150.49 | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | WILLIAMS INC                                                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      101754 | OU      | $-6116432.94  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | DICKS SPORTING INC                                                               | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      106053 | OU      | $-20995312.41 | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | DICKS SPORTING INC                                                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       57598 | OU      | $-11402676.06 | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | LKQ CORP                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      511191 | OU      | $-15437968.20 | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ALLIANT ENERGY CORP                                                              | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       98522 | OU      | $-6404915.22  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WESTLAKE CORP                                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      449277 | OU      | $-33219541.38 | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | EXTRA SPACE STORAGE REIT INC                                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |       18258 | OU      | $2377556.76   | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO LLC                          | LAS VEGAS SANDS CORP                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      126485 | OU      | $8232908.65   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CELANESE CORP                                                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      345868 | OU      | $-14623299.04 | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CELANESE CORP                                                                    | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      270749 | OU      | $-11447267.72 | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TELUS CORP                                                                       | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     1637269 | OU      | $21562832.73  | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | BUILDERS FIRSTSOURCE INC                                                         | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      145859 | OU      | $15007432.51  | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CF INDUSTRIES HOLDINGS INC                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      428015 | OU      | $33102680.10  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CROCS INC                                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      379056 | OU      | $32416869.12  | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TRANSDIGM GROUP INC                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       23144 | OU      | $30778048.40  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AVIS BUDGET GROUP INC                                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       68425 | OU      | $-8780296.00  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AVIS BUDGET GROUP INC                                                            | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       58890 | OU      | $-7556764.80  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | WESTERN UNION                                                                    | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |     3572350 | OU      | $-33258578.50 | -0.42%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | OWENS CORNING                                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       53665 | OU      | $6005650.15   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BROADRIDGE FINANCIAL SOLUTIONS INC                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      148234 | OU      | $33081381.78  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DELTA AIR LINES INC                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      433142 | OU      | $-30060054.80 | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | MSCI INC                                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |       39521 | OU      | $22674383.33  | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | PHILIP MORRIS INTERNATIONAL INC                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        3660 | OU      | $-587064.00   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GRAPHIC PACKAGING HOLDING                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     1183348 | OU      | $-17821220.88 | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | AMERICAN WATER WORKS INC                                                         | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        1262 | OU      | $164691.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CHUBB LTD                                                                        | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       93403 | OU      | $-29152944.36 | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MARATHON PETROLEUM CORP                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       84690 | OU      | $13773134.70  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MARATHON PETROLEUM CORP                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      178478 | OU      | $29025877.14  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | TRANSOCEAN LTD                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     1759007 | OU      | $7264698.91   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TRANSOCEAN LTD                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     7281547 | OU      | $30072789.11  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MOSAIC                                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     1388286 | OU      | $33443809.74  | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | KINDER MORGAN INC                                                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |     1129971 | OU      | $31062902.79  | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | KINDER MORGAN INC                                                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      695330 | OU      | $19114621.70  | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | XYLEM INC                                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      114342 | OU      | $-15571093.56 | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | STANLEY BLACK   DECKER INC                                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      438341 | OU      | $32559969.48  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | AMERICOLD REALTY INC TRUST                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      908402 | OU      | $-11682049.72 | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | LYONDELLBASELL INDUSTRIES NV CLASS                                               | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      763605 | OU      | $-33064096.50 | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HUNTINGTON INGALLS INDUSTRIES INC                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       54599 | OU      | $-18567481.93 | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PROLOGIS REIT INC                                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      253557 | OU      | $-32369086.62 | -0.40%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO LLC                          | HCA HEALTHCARE INC                                                               | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |        7690 | OU      | $3590153.40   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HCA HEALTHCARE INC                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       22628 | OU      | $10564108.08  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VERISK ANALYTICS INC                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      153994 | OU      | $34446917.86  | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | ALLISON TRANSMISSION HOLDINGS INC                                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      176009 | OU      | $-17231281.10 | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | UNITED AIRLINES HOLDINGS INC                                                     | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      235366 | OU      | $26318626.12  | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | BOOZ ALLEN HAMILTON HOLDING CORP C                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      168337 | OU      | $-14200909.32 | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TARGA RESOURCES CORP                                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      135378 | OU      | $-24977241.00 | -0.31%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TARGA RESOURCES CORP                                                             | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       32302 | OU      | $-5959719.00  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | TARGA RESOURCES CORP                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      124553 | OU      | $-22980028.50 | -0.29%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | DOLLAR GENERAL CORP                                                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      250696 | OU      | $33284907.92  | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HYATT HOTELS CORP CLASS A                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       57334 | OU      | $-9191786.88  | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | HYATT HOTELS CORP CLASS A                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      151450 | OU      | $-24280464.00 | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MOTOROLA SOLUTIONS INC                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       80255 | OU      | $30763346.60  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | MOTOROLA SOLUTIONS INC                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       89296 | OU      | $34228942.72  | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CENOVUS ENERGY INC                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      638861 | OU      | $-10809528.12 | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | CENOVUS ENERGY INC                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      263898 | OU      | $-4465154.16  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | PILGRIMS PRIDE CORP                                                              | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      877841 | OU      | $34227020.59  | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | TESLA INC                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       17959 | OU      | $-8076521.48  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | TESLA INC                                                                        | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       46296 | OU      | $-20820237.12 | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GENERAL MOTORS                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      366632 | OU      | $-29814514.24 | -0.37%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | CUBESMART REIT                                                                   | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      454842 | OU      | $16397054.10  | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | POST HOLDINGS INC                                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      304151 | OU      | $-30126156.55 | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ALLY FINANCIAL INC                                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      104691 | OU      | $4741455.39   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ALLY FINANCIAL INC                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      623595 | OU      | $-28242617.55 | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ALLY FINANCIAL INC                                                               | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       56092 | OU      | $-2540406.68  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | EXPEDIA GROUP INC                                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       43317 | OU      | $-12272139.27 | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | EXPEDIA GROUP INC                                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      101891 | OU      | $-28866739.21 | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | AMERICAN TOWER REIT CORP                                                         | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      189402 | OU      | $33253309.14  | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MATADOR RESOURCES                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       56206 | OU      | $-2385382.64  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | W. P. CAREY REIT INC                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      140366 | OU      | $9033955.76   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MONDELEZ INTERNATIONAL INC CLASS A                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       94848 | OU      | $5105667.84   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | TENET HEALTHCARE CORP                                                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      149723 | OU      | $29752954.56  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | TENET HEALTHCARE CORP                                                            | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      166957 | OU      | $33177695.04  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | WORKDAY INC CLASS A                                                              | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |       30048 | OU      | $6453709.44   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | EATON PLC                                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       23921 | OU      | $7619077.71   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | ABBVIE INC                                                                       | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |       31362 | OU      | $-7165903.38  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | T MOBILE US INC                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        3040 | OU      | $617241.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | T MOBILE US INC                                                                  | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      149206 | OU      | $30294786.24  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ZOETIS INC CLASS A                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      276818 | OU      | $34829240.76  | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | NORWEGIAN CRUISE LINE HOLDINGS LTD                                               | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     1453009 | OU      | $-32431160.88 | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CDW CORP                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |        8912 | OU      | $-1213814.40  | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | AMERICAN HOMES  RENT REIT CLASS A                                                | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      214993 | OU      | $6901275.30   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AMERICAN AIRLINES GROUP INC                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      206888 | OU      | $3171593.04   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MURPHY USA INC                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |         437 | OU      | $176338.24    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | TWILIO INC CLASS A                                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      221936 | OU      | $31568176.64  | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | INVITATION HOMES INC                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     1248231 | OU      | $34688339.49  | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | SNAP INC CLASS A                                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     4304097 | OU      | $34734062.79  | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | NUTRIEN LTD                                                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      552789 | OU      | $34118137.08  | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BAKER HUGHES CLASS A                                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      687304 | OU      | $-31299824.16 | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LAMB WESTON HOLDINGS INC                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      698541 | OU      | $29261882.49  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | LAMB WESTON HOLDINGS INC                                                         | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      778249 | OU      | $32600850.61  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | IQVIA HOLDINGS INC                                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       78605 | OU      | $-17718353.05 | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | LEIDOS HOLDINGS INC                                                              | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       21597 | OU      | $3896098.80   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BROADCOM INC                                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       52582 | OU      | $-18198630.20 | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TAPESTRY INC                                                                     | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      262551 | OU      | $33546141.27  | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ALLEGION PLC                                                                     | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      206784 | OU      | $32924148.48  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ADT INC                                                                          | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |     3697139 | OU      | $29835911.73  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | KKR AND CO INC                                                                   | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      185801 | OU      | $-23685911.48 | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | KKR AND CO INC                                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       65798 | OU      | $-8387929.04  | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ARAMARK                                                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      796050 | OU      | $29342403.00  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CIGNA                                                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      122578 | OU      | $33737142.94  | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | CIGNA                                                                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      111998 | OU      | $30825209.54  | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | DELL TECHNOLOGIES INC CLASS C                                                    | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |       48074 | OU      | $-6051555.12  | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DELL TECHNOLOGIES INC CLASS C                                                    | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      157401 | OU      | $-19813637.88 | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | DOW INC                                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     1425972 | OU      | $-33339225.36 | -0.42%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | DOW INC                                                                          | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     1177815 | OU      | $-27537314.70 | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | OVINTIV INC                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      446387 | OU      | $17493906.53  | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | OVINTIV INC                                                                      | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      318078 | OU      | $-12465476.82 | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | AMCOR PLC                                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      270781 | OU      | $-2258313.54  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FOX CORP CLASS A                                                                 | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        5470 | OU      | $-399692.90   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | TC ENERGY CORP                                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      413530 | OU      | $22748285.30  | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | TC ENERGY CORP                                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      622116 | OU      | $34222601.16  | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | GEN DIGITAL INC                                                                  | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      227744 | OU      | $6192359.36   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ALCON AG                                                                         | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      311569 | OU      | $24554752.89  | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | DUPONT DE NEMOURS INC                                                            | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      118734 | OU      | $-4773106.80  | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO LLC                          | CARRIER GLOBAL CORP                                                              | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      438336 | OU      | $23161674.24  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                      | OTIS WORLDWIDE CORP                                                              | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      376031 | OU      | $32846307.85  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | UBER TECHNOLOGIES INC                                                            | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      411423 | OU      | $33617373.33  | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | GLOBE LIFE INC                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       27007 | OU      | $-3777199.02  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CORTEVA INC                                                                      | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      467323 | OU      | $31324660.69  | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | MATCH GROUP INC                                                                  | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      973150 | OU      | $31423013.50  | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | L3HARRIS TECHNOLOGIES INC                                                        | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |       20008 | OU      | $5873748.56   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | HOWMET AEROSPACE INC                                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      146796 | OU      | $30096115.92  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SEAGATE TECHNOLOGY HOLDINGS PLC                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      117270 | OU      | $32294985.30  | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | GE AEROSPACE                                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       98960 | OU      | $30482648.80  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | GE AEROSPACE                                                                     | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       43756 | OU      | $13478160.68  | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CHORD ENERGY CORP                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      248867 | OU      | $23069970.90  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | FTAI AVIATION LTD                                                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |       93345 | OU      | $-18374963.25 | -0.23%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | RTX CORP                                                                         | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      157450 | OU      | $28876330.00  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | STELLANTIS NV                                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      295661 | OU      | $-3219748.29  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | STELLANTIS NV                                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      340123 | OU      | $-3703939.47  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | F+G ANNUITIES + LIFE INC                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        5832 | OU      | $-179917.20   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ROCKET COMPANIES INC CLASS A                                                     | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |     1407973 | OU      | $27258357.28  | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LUMEN TECHNOLOGIES INC                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     3298528 | OU      | $25629562.56  | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | LUMEN TECHNOLOGIES INC                                                           | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     3867416 | OU      | $30049822.32  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | ROYALTY PHARMA PLC CLASS A                                                       | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |        5360 | OU      | $-207110.40   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VIATRIS INC                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     2769862 | OU      | $-34484781.90 | -0.43%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | CAESARS ENTERTAINMENT INC                                                        | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |     1244828 | OU      | $-29116526.92 | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CAESARS ENTERTAINMENT INC                                                        | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      943902 | OU      | $-22077867.78 | -0.28%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | HF SINCLAIR CORP                                                                 | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |      235124 | OU      | $10834513.92  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | APOLLO GLOBAL MANAGEMENT INC                                                     | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      233022 | OU      | $-33732264.72 | -0.42%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | FIDELITY NATIONAL FINANCIAL INC                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       97212 | OU      | $-5306803.08  | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BARRICK MINING CORPORATION                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      683167 | OU      | $29751922.85  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | MARVELL TECHNOLOGY INC                                                           | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      226385 | OU      | $-19238197.30 | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | APA CORP                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     1137904 | OU      | $27833131.84  | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | APA CORP                                                                         | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     1288934 | OU      | $-31527325.64 | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BATH AND BODY WORKS INC                                                          | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     1216209 | OU      | $24421476.72  | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BATH AND BODY WORKS INC                                                          | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |      336084 | OU      | $6748566.72   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CANADIAN PACIFIC KANSAS CITY LTD                                                 | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      311675 | OU      | $22948630.25  | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | LINDE PLC                                                                        | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |       82030 | OU      | $34976771.70  | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | BROOKFIELD VOTING INC CLASS A WHEN                                               | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       70321 | OU      | $-3227030.69  | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | BROOKFIELD VOTING INC CLASS A WHEN                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      662257 | OU      | $-30390973.73 | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | SYNCHRONY FINANCIAL                                                              | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |        1894 | OU      | $158016.42    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SIRIUSXM HOLDINGS INC                                                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |     1444082 | OU      | $28874419.59  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | SIRIUSXM HOLDINGS INC                                                            | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |     1603918 | OU      | $32070340.41  | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | MILLROSE PROPERTIES INC CLASS A                                                  | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |       91073 | OU      | $-2720350.51  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | SMURFIT WESTROCK PLC                                                             | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      899469 | OU      | $34782466.23  | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | LABCORP HOLDINGS INC                                                             | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      129216 | OU      | $32417710.08  | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | ELEVANCE HEALTH INC                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       31383 | OU      | $-11001310.65 | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | APTIV PLC                                                                        | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      434721 | OU      | $33077920.89  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CROWN CASTLE INC                                                                 | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      378259 | OU      | $33615877.33  | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | IRON MOUNTAIN INC                                                                | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      287397 | OU      | $-23839581.15 | -0.30%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | IRON MOUNTAIN INC                                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       82867 | OU      | $-6873817.65  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | EVERSOURCE ENERGY                                                                | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      493135 | OU      | $33202779.55  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                      | JOHNSON CONTROLS INTERNATIONAL PLC                                               | CUSIP: 000000000<br>LEI: E57ODZWZ7FF32TWEFA76 | N/A              | DE               |  | US        |      255656 | OU      | $30614806.00  | 0.38%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | ALCOA CORP                                                                       | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      499322 | OU      | $26533971.08  | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | ALBERTSONS COMPANY INC CLASS A                                                   | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      609451 | OU      | $10464273.67  | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | ALBERTSONS COMPANY INC CLASS A                                                   | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |       54362 | OU      | $933395.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | ALBERTSONS COMPANY INC CLASS A                                                   | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |        8350 | OU      | $143369.50    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | BLOCK INC CLASS A                                                                | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      278554 | OU      | $18131079.86  | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | KRAFT HEINZ                                                                      | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     1197662 | OU      | $29043303.50  | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY & CO LLC                          | ONEMAIN HOLDINGS INC                                                             | CUSIP: 000000000<br>LEI: 9R7GPTSO7KV3UQJZQ078 | N/A              | DE               |  | US        |      453753 | OU      | $-30651015.15 | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| SG AMERICAS SECURITIES, LLC                      | S P GLOBAL INC                                                                   | CUSIP: 000000000<br>LEI: 549300F35UE0BOM1WJ55 | N/A              | DE               |  | US        |       31143 | OU      | $-16275020.37 | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | US FOODS HOLDING CORP                                                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |        9480 | OU      | $714033.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | HILTON WORLDWIDE HOLDINGS INC                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |        8908 | OU      | $-2558823.00  | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| Merrill Lynch International                      | HILTON WORLDWIDE HOLDINGS INC                                                    | CUSIP: 000000000<br>LEI: GGDZP1UYGU9STUHRDP48 | N/A              | DE               |  | US        |       97391 | OU      | $-27975564.75 | -0.35%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | PERFORMANCE FOOD GROUP                                                           | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |       41913 | OU      | $-3768816.96  | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | WELLTOWER INC                                                                    | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      167155 | OU      | $-31025639.55 | -0.39%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HEWLETT PACKARD ENTERPRISE                                                       | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     1375252 | OU      | $-33033553.04 | -0.41%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | CLEVELAND CLIFFS INC                                                             | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |     1684772 | OU      | $22373772.16  | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | CLEVELAND CLIFFS INC                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     1484429 | OU      | $-19713217.12 | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | PAYPAL HOLDINGS INC                                                              | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |       17869 | OU      | $1043192.22   | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | VICI PPTYS INC                                                                   | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |     1175744 | OU      | $33061921.28  | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Bank PLC                                    | ENCOMPASS HEALTH CORP                                                            | CUSIP: 000000000<br>LEI: MP6I5ZYZBEU3UXPYFY54 | N/A              | DE               |  | US        |      112642 | OU      | $11955821.88  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | HP INC                                                                           | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      331897 | OU      | $-7394665.16  | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                      | WEC ENERGY GROUP INC                                                             | CUSIP: 000000000<br>LEI: R0MUWSFPU8MPRO8K5P83 | N/A              | DE               |  | US        |      110693 | OU      | $11673683.78  | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | TOPBUILD CORP                                                                    | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |       31051 | OU      | $12954166.69  | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co. International PLC           | CHARTER COMMUNICATIONS INC CLASS A                                               | CUSIP: 000000000<br>LEI: 4PQUHN3JPFGFNF3BB653 | N/A              | DE               |  | US        |      146025 | OU      | $-30482718.75 | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                           | CHARTER COMMUNICATIONS INC CLASS A                                               | CUSIP: 000000000<br>LEI: KD3XUN7C6T14HNAYLU02 | N/A              | DE               |  | US        |      162871 | OU      | $-33999321.25 | -0.42%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Bank PLC                                | VISTRA CORP                                                                      | CUSIP: 000000000<br>LEI: G5GSEF7VJP5I7OUK5573 | N/A              | DE               |  | US        |      182528 | OU      | $29447242.24  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                  | SWAP/CDSWAP/ICE: (CDX.NA.HY.45.V1)                                               | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              |  | US        |   145209042 | OU      | $11279594.70  | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-28

**Name of Applicant:** BlackRock Funds IV

**Signature:** Chuck Pulsfort

**Name of Signer:** Chuck Pulsfort

**Title:** Assistant Treasurer