# EDGAR Filing Document

**Accession Number:** 0000356476
**File Stem:** 0001193125-26-050261
**Filing Date:** 2026-2
**Character Count:** 337792
**Document Hash:** 788013a94e0fc43612bfbac5a3516059
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-050261.hdr.sgml**: 20260213

**ACCESSION NUMBER**: 0001193125-26-050261

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260213

**DATE AS OF CHANGE**: 20260213

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** EMPOWER FUNDS, INC.
- **CENTRAL INDEX KEY:** 0000356476

**ORGANIZATION NAME:**
- **EIN:** 840876044
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-03364
- **FILM NUMBER:** 26629803

**BUSINESS ADDRESS:**
- **STREET 1:** 8515 E ORCHARD ROAD
- **CITY:** GREENWOOD VILLAGE
- **STATE:** CO
- **ZIP:** 80111
- **BUSINESS PHONE:** 303-737-3000

**MAIL ADDRESS:**
- **STREET 1:** 8515 E ORCHARD ROAD
- **CITY:** GREENWOOD VILLAGE
- **STATE:** CO
- **ZIP:** 80111

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** GREAT-WEST FUNDS INC
- **DATE OF NAME CHANGE:** 20121005

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MAXIM SERIES FUND INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### Empower Global Bond Fund (Series ID: S000023758)

| Class ID   | Class Name          | Ticker Symbol   |
|:---|:---|:---|
| C000069835 | Investor Class      | MXGBX           |
| C000155784 | Institutional Class | MXZMX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** EMPOWER FUNDS, INC.

- **b. Investment Company Act file number:** 811-03364

- **c. CIK number of Registrant:** 0000356476

- **d. LEI of Registrant:** RUYOMHMDMSPQ01U66388

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

  - **Street Address 1:** 8515 E Orchard Road

  - **City:** Greenwood Village

  - **State:** CO

  - **Foreign country:** US

  - **Zip / Postal Code:** 80111

  - **Telephone number:** 866-831-7129

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

- **a. Name of Series:** Empower Global Bond Fund

- **b. EDGAR series identifier (if any):** S000023758

- **c. LEI of Series:** 7GR1S1AD7LQ0IIU4UM51

**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:** $713704326.46

**Total Liabilities:** $48736438.87

**Net Assets:** $664967887.59

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 261.684980719528 | **1-Year:** 5344.760270118031 | **5-Year:** 51749.983769097753 | **10-Year:** 71708.745937304124 | **30-Year:** 37816.170536324257

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

- **3-Month:** 0.000000000000 | **1-Year:** 1162.606685394101 | **5-Year:** 8666.777403878343 | **10-Year:** 7776.437749015759 | **30-Year:** 5581.152680623619

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000069835 | -0.42%               | 0.14%                | 0.26%                |
| Class ID C000155784 | -0.37%               | 0.12%                | 0.33%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2083492.13              | $-7128851.33                               |
| Month 2  | $1646544.94              | $-556144.30                                |
| Month 3  | $3593096.63              | $-1727488.71                               |

**Designated Index Information**

- **Index Name:** Securities Portfolio

- **Index Identifier:** 7GR1S1AD7LQ0IIU4UM51

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Dreyfus Instl Resv                                                                   | Dreyfus Instl Resv PFD GOVT INSTL                                      | CUSIP: 26200X100<br>LEI: 549300FG0OZ5YKPLK622 | Long             | STIV             | RF                | US        |     1012077 | PA      | $1012076.75   | 0.15%             | 2026-01-01      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 789456288<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $190000.00    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 789456289<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $4430547.56   | 0.67%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 789456290<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $5818.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 789456311<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $323583.88    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 789456312<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $209104.07    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 789456313<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $295745.34    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 789456382<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $305475.61    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 789456383<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $722625.69    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES INC                                                             | JP MORGAN SECURITIES INC                                               | CUSIP: 789456384<br>LEI: ZBUT11V806EZRVTWT807 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $21888.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS INVESTMENT BANK                                                                  | UBS INVESTMENT BANK                                                    | CUSIP: 789456433<br>LEI: 549300G2BM6HG0OCX065 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $6016328.17   | 0.90%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS INVESTMENT BANK                                                                  | UBS INVESTMENT BANK                                                    | CUSIP: 789456434<br>LEI: 549300G2BM6HG0OCX065 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $358805.19    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                                                                  | WELLS FARGO BANK NA                                                    | CUSIP: 789456435<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $70000.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: 789456411<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1654380.21   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: 789456412<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $9586305.17   | 1.44%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: 789456413<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $518006.81    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: 789456414<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $5018763.46   | 0.75%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: 789456415<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $4140041.82   | 0.62%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: 789456416<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $327343.26    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International Plc                                                             | Nomura International Plc                                               | CUSIP: 789456417<br>LEI: DGQCSV2PHVF7I2743539 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1402918.76   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura International Plc                                                             | Nomura International Plc                                               | CUSIP: 789456418<br>LEI: DGQCSV2PHVF7I2743539 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $2133652.32   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| RBC CAPITAL MARKETS                                                                  | RBC CAPITAL MARKETS                                                    | CUSIP: 789456419<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $580403.08    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| ROYAL BANK OF SCOTLAND                                                               | ROYAL BANK OF SCOTLAND                                                 | CUSIP: 789456420<br>LEI: 549300WHU4EIHRP28H10 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1527843.20   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                                               | SKANDINAVISKA ENSKILDA                                                 | CUSIP: 789456421<br>LEI: AC28XWWI3WIBK2824319 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $3223619.58   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | BARCLAYS BANK INTL                                                     | CUSIP: 789456219<br>LEI: AC28XWWI3WIBK2824319 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $444904.32    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 789456220<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $4352012.34   | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 789456221<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $3649355.94   | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 789456222<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1758289.69   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 789456223<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $213966.37    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 789456224<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $3140000.00   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 789456225<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $4670000.00   | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 789456226<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $21524608.98  | 3.24%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 789456227<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $3140000.00   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 789456231<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $706336.27    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 789456232<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $299371.11    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 789456233<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1267745.71   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 789456234<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $174163.63    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 789456235<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $172824.72    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 789456236<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $866977.07    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 789456237<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $482053.88    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 789456238<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $161000.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 789456239<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $792281.55    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 789456240<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $406376.57    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 789456241<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $325630.97    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 789456242<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $261845.88    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN                                                              | BROWN BROTHERS HARRIMAN                                                | CUSIP: 789456243<br>LEI: 2J5703FH5U5M97R1I237 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $547358.60    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN                                                              | BROWN BROTHERS HARRIMAN                                                | CUSIP: 789456244<br>LEI: 2J5703FH5U5M97R1I237 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $3647390.47   | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN                                                              | BROWN BROTHERS HARRIMAN                                                | CUSIP: 789456245<br>LEI: 2J5703FH5U5M97R1I237 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $160000.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN                                                              | BROWN BROTHERS HARRIMAN                                                | CUSIP: 789456246<br>LEI: 2J5703FH5U5M97R1I237 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $669705.35    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN                                                              | BROWN BROTHERS HARRIMAN                                                | CUSIP: 789456247<br>LEI: 2J5703FH5U5M97R1I237 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $55630.11     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN                                                              | BROWN BROTHERS HARRIMAN                                                | CUSIP: 789456248<br>LEI: 2J5703FH5U5M97R1I237 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $30580.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN                                                              | BROWN BROTHERS HARRIMAN                                                | CUSIP: 789456249<br>LEI: 2J5703FH5U5M97R1I237 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $5882517.48   | 0.88%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN                                                              | BROWN BROTHERS HARRIMAN                                                | CUSIP: 789456250<br>LEI: 2J5703FH5U5M97R1I237 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $47937.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                                             | CITIGROUP GLOBAL MARKETS                                               | CUSIP: 789456254<br>LEI: XKZZ2JZF41MRHTR1V493 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $21520010.04  | 3.24%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                                             | CITIGROUP GLOBAL MARKETS                                               | CUSIP: 789456255<br>LEI: XKZZ2JZF41MRHTR1V493 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $236474.93    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                                             | CITIGROUP GLOBAL MARKETS                                               | CUSIP: 789456256<br>LEI: XKZZ2JZF41MRHTR1V493 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $4056246.62   | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                                             | CITIGROUP GLOBAL MARKETS                                               | CUSIP: 789456257<br>LEI: XKZZ2JZF41MRHTR1V493 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $753026.40    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                                             | CITIGROUP GLOBAL MARKETS                                               | CUSIP: 789456258<br>LEI: XKZZ2JZF41MRHTR1V493 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $18438579.69  | 2.77%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                                             | CITIGROUP GLOBAL MARKETS                                               | CUSIP: 789456259<br>LEI: XKZZ2JZF41MRHTR1V493 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $3186843.27   | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                                             | CITIGROUP GLOBAL MARKETS                                               | CUSIP: 789456260<br>LEI: XKZZ2JZF41MRHTR1V493 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $2007715.18   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                                             | CITIGROUP GLOBAL MARKETS                                               | CUSIP: 789456261<br>LEI: XKZZ2JZF41MRHTR1V493 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $168985.79    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                                             | CITIGROUP GLOBAL MARKETS                                               | CUSIP: 789456262<br>LEI: XKZZ2JZF41MRHTR1V493 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $828941.49    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                                             | CITIGROUP GLOBAL MARKETS                                               | CUSIP: 789456263<br>LEI: XKZZ2JZF41MRHTR1V493 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $92342.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                                             | CITIGROUP GLOBAL MARKETS                                               | CUSIP: 789456264<br>LEI: XKZZ2JZF41MRHTR1V493 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $270920.20    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                                             | CITIGROUP GLOBAL MARKETS                                               | CUSIP: 789456265<br>LEI: XKZZ2JZF41MRHTR1V493 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $993254.45    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 789456314<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $417515.78    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 789456315<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $4055707.01   | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 789456316<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $312416.90    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 789456317<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $301935.04    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 789456318<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $457283.97    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 789456319<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $547324.73    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 789456320<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1813454.25   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 789456321<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $731538.35    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 789456325<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $9586422.35   | 1.44%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 789456326<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $228393.91    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 789456361<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $209681.96    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 789456359<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $419171.22    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 789456360<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $536850.02    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | BARCLAYS BANK INTL                                                     | CUSIP: 789456198<br>LEI: AC28XWWI3WIBK2824319 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $826973.60    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 789456327<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $406164.43    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 789456328<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $341413.58    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 789456329<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $269599.00    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 789456330<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $380264.09    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 789456331<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $549793.59    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 789456332<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $589821.39    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 789456333<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $368491.21    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 789456334<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $162887.15    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 789456335<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1214701.89   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 789456336<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1043484.20   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 789456337<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $200898.36    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 789456338<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $163157.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 789456339<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $954764.20    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 789456340<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $205688.40    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 789456341<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $250971.67    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 789456342<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $444904.32    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 789456343<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $230691.13    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                                             | CITIGROUP GLOBAL MARKETS                                               | CUSIP: 789456268<br>LEI: XKZZ2JZF41MRHTR1V493 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1546395.15   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                                             | CITIGROUP GLOBAL MARKETS                                               | CUSIP: 789456269<br>LEI: XKZZ2JZF41MRHTR1V493 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $718712.52    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                                             | CITIGROUP GLOBAL MARKETS                                               | CUSIP: 789456270<br>LEI: XKZZ2JZF41MRHTR1V493 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $325643.61    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                                             | CITIGROUP GLOBAL MARKETS                                               | CUSIP: 789456271<br>LEI: XKZZ2JZF41MRHTR1V493 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $315927.70    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                                             | CITIGROUP GLOBAL MARKETS                                               | CUSIP: 789456272<br>LEI: XKZZ2JZF41MRHTR1V493 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $389119.14    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                                             | CITIGROUP GLOBAL MARKETS                                               | CUSIP: 789456273<br>LEI: XKZZ2JZF41MRHTR1V493 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $368557.91    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                                             | CITIGROUP GLOBAL MARKETS                                               | CUSIP: 789456274<br>LEI: XKZZ2JZF41MRHTR1V493 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $236454.39    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                                             | CITIGROUP GLOBAL MARKETS                                               | CUSIP: 789456275<br>LEI: XKZZ2JZF41MRHTR1V493 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $5941301.76   | 0.89%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE                                                                      | CREDIT AGRICOLE                                                        | CUSIP: 789456276<br>LEI: 2J5703FH5U5M97R1I237 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $3725878.40   | 0.56%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE                                                                      | CREDIT AGRICOLE                                                        | CUSIP: 789456277<br>LEI: 2J5703FH5U5M97R1I237 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $6572623.97   | 0.99%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE                                                                      | CREDIT AGRICOLE                                                        | CUSIP: 789456278<br>LEI: 2J5703FH5U5M97R1I237 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $536950.71    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT AGRICOLE                                                                      | CREDIT AGRICOLE                                                        | CUSIP: 789456279<br>LEI: 2J5703FH5U5M97R1I237 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $699941.26    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 789456280<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $642521.10    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 789456281<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $68080.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 789456282<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $260167.40    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 789456283<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $347308.68    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 789456284<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $46383.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 789456285<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $298203.44    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 789456286<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $573193.36    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 789456287<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $6306067.21   | 0.95%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 789456291<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $225551.58    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 789456292<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $409886.32    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 789456293<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1185446.15   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 789456294<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $221841.75    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 789456295<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $3338759.49   | 0.50%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 789456296<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $161228.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 789456297<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $6830754.07   | 1.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 789456298<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $4230914.15   | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 789456299<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $161678.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 789456300<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $214244.93    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 789456301<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $205256.65    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 789456302<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $166265.76    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 789456303<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $578122.38    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 789456304<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $163113.30    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 789456305<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1598122.85   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 789456306<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $403223.31    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 789456307<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $611535.98    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 789456308<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $85003.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 789456309<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $2713.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 789456310<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $924992.66    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 789456362<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $2168236.30   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 789456363<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $939135.49    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 789456364<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $2187435.24   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 789456365<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $3030856.53   | 0.46%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 789456366<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $521337.92    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 789456367<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $385810.64    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 789456368<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $2807804.18   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 789456369<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $263647.49    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 789456370<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $196607.13    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 789456371<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1472787.54   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 789456372<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $301385.78    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 789456373<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $169869.52    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 789456374<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $386925.02    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 789456375<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $284579.43    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 789456376<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $524139.42    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 789456377<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $322427.65    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 789456378<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $460258.64    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 789456379<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $288722.16    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 789456380<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $2332261.95   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 789456381<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1185143.98   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES INC                                                             | JP MORGAN SECURITIES INC                                               | CUSIP: 789456385<br>LEI: ZBUT11V806EZRVTWT807 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $158696.69    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES INC                                                             | JP MORGAN SECURITIES INC                                               | CUSIP: 789456386<br>LEI: ZBUT11V806EZRVTWT807 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $451223.74    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES INC                                                             | JP MORGAN SECURITIES INC                                               | CUSIP: 789456387<br>LEI: ZBUT11V806EZRVTWT807 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $216233.68    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES INC                                                             | JP MORGAN SECURITIES INC                                               | CUSIP: 789456388<br>LEI: ZBUT11V806EZRVTWT807 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $426124.36    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES INC                                                             | JP MORGAN SECURITIES INC                                               | CUSIP: 789456389<br>LEI: ZBUT11V806EZRVTWT807 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $453853.26    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES INC                                                             | JP MORGAN SECURITIES INC                                               | CUSIP: 789456390<br>LEI: ZBUT11V806EZRVTWT807 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $10849.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: 789456391<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $4672514.24   | 0.70%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: 789456392<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $77419.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: 789456393<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $365637.52    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SKANDINAVISKA ENSKILDA                                                               | SKANDINAVISKA ENSKILDA                                                 | CUSIP: 789456422<br>LEI: 2J5703FH5U5M97R1I237 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $3258897.46   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| STANDRD CHARTERED BANK                                                               | STANDRD CHARTERED BANK                                                 | CUSIP: 789456423<br>LEI: RILFO74KP1CM8P6PCT96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $13661508.14  | 2.05%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK                                                                    | STATE STREET BANK                                                      | CUSIP: 789456424<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $3858453.06   | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| STATE STREET BANK                                                                    | STATE STREET BANK                                                      | CUSIP: 789456425<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1186278.23   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK                                                                | TORONTO DOMINION BANK                                                  | CUSIP: 789456426<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $2158847.66   | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK                                                                | TORONTO DOMINION BANK                                                  | CUSIP: 789456427<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $4863440.39   | 0.73%             |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK                                                                | TORONTO DOMINION BANK                                                  | CUSIP: 789456428<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $489729.71    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK                                                                | TORONTO DOMINION BANK                                                  | CUSIP: 789456429<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $9351286.37   | 1.41%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS INVESTMENT BANK                                                                  | UBS INVESTMENT BANK                                                    | CUSIP: 789456430<br>LEI: 549300G2BM6HG0OCX065 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $3110000.00   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS INVESTMENT BANK                                                                  | UBS INVESTMENT BANK                                                    | CUSIP: 789456431<br>LEI: 549300G2BM6HG0OCX065 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $3268505.10   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS INVESTMENT BANK                                                                  | UBS INVESTMENT BANK                                                    | CUSIP: 789456432<br>LEI: 549300G2BM6HG0OCX065 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1635043.31   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: 789456397<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $190336.18    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: 789456398<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $96958.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: 789456399<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $226171.59    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                                   | Banco Santander SA                                                     | CUSIP: 789456178<br>LEI: 7245000NHIQTPK869X55 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $3278405.48   | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                                      | BANK OF AMERICA                                                        | CUSIP: 789456179<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $2223323.52   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                                      | BANK OF AMERICA                                                        | CUSIP: 789456180<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $2718664.17   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                                      | BANK OF AMERICA                                                        | CUSIP: 789456181<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1943753.38   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                                      | BANK OF AMERICA                                                        | CUSIP: 789456182<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1555000.00   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                                      | BANK OF AMERICA                                                        | CUSIP: 789456183<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $2360000.00   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                                      | BANK OF AMERICA                                                        | CUSIP: 789456184<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $3140000.00   | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                                      | BANK OF AMERICA                                                        | CUSIP: 789456185<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $540000.00    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                                      | BANK OF AMERICA                                                        | CUSIP: 789456186<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $6323924.69   | 0.95%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: 789456394<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $163191.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: 789456395<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1540259.29   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: 789456396<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $6447037.48   | 0.97%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: 789456400<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $199615.96    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: 789456401<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $811641.53    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: 789456402<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $351650.20    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: 789456403<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $101786.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: 789456404<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $9591972.82   | 1.44%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: 789456405<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $420880.75    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: 789456406<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $118558.76    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: 789456407<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $519337.32    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: 789456408<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $331225.57    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: 789456409<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $321513.14    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                                      | BANK OF AMERICA                                                        | CUSIP: 789456187<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1432386.63   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                                      | BANK OF AMERICA                                                        | CUSIP: 789456188<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $711778.21    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                                      | BANK OF AMERICA                                                        | CUSIP: 789456189<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $262312.57    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                                      | BANK OF AMERICA                                                        | CUSIP: 789456190<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $262535.27    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                                      | BANK OF AMERICA                                                        | CUSIP: 789456191<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $262576.20    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA                                                                  | BANK OF NOVA SCOTIA                                                    | CUSIP: 789456192<br>LEI: N/A                  | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1580000.00   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | BARCLAYS BANK INTL                                                     | CUSIP: 789456193<br>LEI: AC28XWWI3WIBK2824319 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $575947.99    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | BARCLAYS BANK INTL                                                     | CUSIP: 789456194<br>LEI: AC28XWWI3WIBK2824319 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $497187.29    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | BARCLAYS BANK INTL                                                     | CUSIP: 789456195<br>LEI: AC28XWWI3WIBK2824319 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $443340.57    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | BARCLAYS BANK INTL                                                     | CUSIP: 789456196<br>LEI: AC28XWWI3WIBK2824319 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $6267408.60   | 0.94%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | BARCLAYS BANK INTL                                                     | CUSIP: 789456217<br>LEI: AC28XWWI3WIBK2824319 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $426175.61    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | BARCLAYS BANK INTL                                                     | CUSIP: 789456218<br>LEI: AC28XWWI3WIBK2824319 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $204164.78    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: 789456410<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $274255.66    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 789456228<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $13066226.20  | 1.96%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 789456229<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $6413124.72   | 0.96%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: 789456230<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $5999800.11   | 0.90%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN                                                              | BROWN BROTHERS HARRIMAN                                                | CUSIP: 789456251<br>LEI: 2J5703FH5U5M97R1I237 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $165385.72    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN                                                              | BROWN BROTHERS HARRIMAN                                                | CUSIP: 789456252<br>LEI: 2J5703FH5U5M97R1I237 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $125825.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BROWN BROTHERS HARRIMAN                                                              | BROWN BROTHERS HARRIMAN                                                | CUSIP: 789456253<br>LEI: 2J5703FH5U5M97R1I237 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $680777.88    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 789456322<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $185554.44    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 789456323<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $206245.76    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 789456324<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $291680.89    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: 789456344<br>LEI: FOR8UP27PHTHYVLBNG30 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $259096.07    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 789456345<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $100542.34    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 789456346<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $135595.97    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 789456347<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $269114.08    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 789456348<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $18921352.13  | 2.85%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 789456349<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $88971.55     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 789456350<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $10220016.58  | 1.54%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 789456351<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $972753.82    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 789456352<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $727287.38    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 789456353<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $108696.36    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 789456354<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $12888746.66  | 1.94%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 789456355<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $17625.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 789456356<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $35772.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 789456357<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $94076.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: 789456358<br>LEI: CYYGQCGNHMHPSMRL3R97 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $137120.77    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | BARCLAYS BANK INTL                                                     | CUSIP: 789456197<br>LEI: AC28XWWI3WIBK2824319 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $2880000.00   | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                                             | CITIGROUP GLOBAL MARKETS                                               | CUSIP: 789456266<br>LEI: XKZZ2JZF41MRHTR1V493 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $791237.95    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                                             | CITIGROUP GLOBAL MARKETS                                               | CUSIP: 789456267<br>LEI: XKZZ2JZF41MRHTR1V493 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $759072.44    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                                                                  | WELLS FARGO BANK NA                                                    | CUSIP: 789456436<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $162838.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WELLS FARGO BANK NA                                                                  | WELLS FARGO BANK NA                                                    | CUSIP: 789456437<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $344524.90    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | BARCLAYS BANK INTL                                                     | CUSIP: 789456199<br>LEI: AC28XWWI3WIBK2824319 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $410000.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | BARCLAYS BANK INTL                                                     | CUSIP: 789456200<br>LEI: AC28XWWI3WIBK2824319 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $1098706.86   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | BARCLAYS BANK INTL                                                     | CUSIP: 789456201<br>LEI: AC28XWWI3WIBK2824319 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $9049855.68   | 1.36%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | BARCLAYS BANK INTL                                                     | CUSIP: 789456202<br>LEI: AC28XWWI3WIBK2824319 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $4197996.61   | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | BARCLAYS BANK INTL                                                     | CUSIP: 789456203<br>LEI: AC28XWWI3WIBK2824319 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $9139286.19   | 1.37%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | BARCLAYS BANK INTL                                                     | CUSIP: 789456204<br>LEI: AC28XWWI3WIBK2824319 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $555266.15    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | BARCLAYS BANK INTL                                                     | CUSIP: 789456205<br>LEI: AC28XWWI3WIBK2824319 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $63721.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | BARCLAYS BANK INTL                                                     | CUSIP: 789456206<br>LEI: AC28XWWI3WIBK2824319 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $2168346.80   | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | BARCLAYS BANK INTL                                                     | CUSIP: 789456207<br>LEI: AC28XWWI3WIBK2824319 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $463284.94    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | BARCLAYS BANK INTL                                                     | CUSIP: 789456208<br>LEI: AC28XWWI3WIBK2824319 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $382967.68    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | BARCLAYS BANK INTL                                                     | CUSIP: 789456209<br>LEI: AC28XWWI3WIBK2824319 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $161426.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | BARCLAYS BANK INTL                                                     | CUSIP: 789456210<br>LEI: AC28XWWI3WIBK2824319 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $449805.02    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | BARCLAYS BANK INTL                                                     | CUSIP: 789456211<br>LEI: AC28XWWI3WIBK2824319 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $430669.28    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | BARCLAYS BANK INTL                                                     | CUSIP: 789456212<br>LEI: AC28XWWI3WIBK2824319 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $711038.59    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | BARCLAYS BANK INTL                                                     | CUSIP: 789456213<br>LEI: AC28XWWI3WIBK2824319 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $194493.40    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | BARCLAYS BANK INTL                                                     | CUSIP: 789456214<br>LEI: AC28XWWI3WIBK2824319 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $6609397.34   | 0.99%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | BARCLAYS BANK INTL                                                     | CUSIP: 789456215<br>LEI: AC28XWWI3WIBK2824319 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $396992.87    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | BARCLAYS BANK INTL                                                     | CUSIP: 789456216<br>LEI: AC28XWWI3WIBK2824319 | Long             | DFE              | CORP              | N/A       |           1 | NC      | $814295.16    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | R Tot Ret PAY EUR3M 03/20/2026                                         | CUSIP: AA9N59C71<br>LEI: N/A                  | Long             | DIR              |  | US        |      600000 | NS      | $4034.43      | 0.00%             | 2026-03-20      | Floating      | 2.02%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | R Tot Ret PAY EUR3M 03/20/2026                                         | CUSIP: AA9N52531<br>LEI: N/A                  | Long             | DIR              |  | US        |     3700000 | NS      | $44760.98     | 0.01%             | 2026-03-20      | Floating      | 2.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                                      | RCV 100.00 PAY 1.00 12/20/2029                                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | Long             | DCR              |  | US        |       -2399 | OU      | $-9039.85     | -0.00%            | 2029-12-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | RCV 100.00 PAY 5.00 12/20/2030                                         | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | DCR              |  | US        |      -98757 | OU      | $-102336.54   | -0.02%            | 2030-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | RCV 100.00 PAY 5.00 12/20/2030                                         | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | DCR              |  | US        |      -60919 | OU      | $-63976.59    | -0.01%            | 2030-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | RCV 100.00 PAY 1.00 12/20/2030                                         | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | DCR              |  | US        |          -0 | OU      | $-3803.09     | -0.00%            | 2030-12-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | RCV 100.00 PAY 1.00 12/20/2030                                         | CUSIP: N/A<br>LEI: RCNB6OTYUAMMP879YW96       | Long             | DCR              |  | US        |      -68141 | OU      | $-73271.89    | -0.01%            | 2030-12-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | RCV 1.00 PAY 100.00 12/20/2029                                         | CUSIP: N/A<br>LEI: RCNB6OTYUAMMP879YW96       | Long             | DCR              |  | US        |           0 | OU      | $-336.55      | -0.00%            | 2029-12-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | RCV 1.00 PAY 100.00 12/20/2029                                         | CUSIP: N/A<br>LEI: RCNB6OTYUAMMP879YW96       | Long             | DCR              |  | US        |           0 | OU      | $-887.29      | -0.00%            | 2029-12-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | RCV 1.00 PAY 100.00 12/20/2029                                         | CUSIP: N/A<br>LEI: RCNB6OTYUAMMP879YW96       | Long             | DCR              |  | US        |           0 | OU      | $-734.31      | -0.00%            | 2029-12-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | RCV 100.00 PAY 1.00 12/20/2030                                         | CUSIP: N/A<br>LEI: RCNB6OTYUAMMP879YW96       | Long             | DCR              |  | US        |      -34634 | OU      | $-34068.46    | -0.01%            | 2030-12-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | RCV 100.00 PAY 1.00 12/20/2029                                         | CUSIP: N/A<br>LEI: RCNB6OTYUAMMP879YW96       | Long             | DCR              |  | US        |       30499 | OU      | $-17751.18    | -0.00%            | 2029-12-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | RCV 100.00 PAY 1.00 12/20/2029                                         | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | DCR              |  | US        |       33357 | OU      | $-13925.49    | -0.00%            | 2029-12-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CITIBANK                                                                             | RCV 100.00 PAY 1.00 12/20/2029                                         | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | Long             | DCR              |  | US        |       14483 | OU      | $-5824.28     | -0.00%            | 2029-12-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                                                                        | RCV 100.00 PAY 5.00 12/20/2030                                         | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | Long             | DCR              |  | US        |      -82687 | OU      | $-86342.39    | -0.01%            | 2030-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                                                                        | RCV 100.00 PAY 1.00 12/20/2030                                         | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | Long             | DCR              |  | US        |      -54040 | OU      | $-57824.80    | -0.01%            | 2030-12-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                                                                        | RCV 100.00 PAY 5.00 12/20/2030                                         | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | Long             | DCR              |  | US        |      -61198 | OU      | $-63976.59    | -0.01%            | 2030-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK                                                                        | RCV 100.00 PAY 5.00 12/20/2030                                         | CUSIP: N/A<br>LEI: 9J6MBOOO7BECTDTUZW19       | Long             | DCR              |  | US        |     -277909 | OU      | $-287894.68   | -0.04%            | 2030-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | RCV 1.00 PAY 100.00 12/20/2030                                         | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Long             | DCR              |  | US        |           0 | OU      | $788693.85    | 0.12%             | 2030-12-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | RCV 1.00 PAY 100.00 12/20/2029                                         | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Long             | DCR              |  | US        |           0 | OU      | $-428.35      | -0.00%            | 2029-12-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | RCV 100.00 PAY 1.00 12/20/2030                                         | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Long             | DCR              |  | US        |     -418706 | OU      | $-467965.90   | -0.07%            | 2030-12-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | RCV 100.00 PAY 5.00 12/20/2029                                         | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Long             | DCR              |  | US        |      -90546 | OU      | $-84449.09    | -0.01%            | 2029-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | RCV 5.00 PAY 100.00 12/20/2029                                         | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Long             | DCR              |  | US        |           0 | OU      | $17011.65     | 0.00%             | 2029-12-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | RCV 5.00 PAY 100.00 12/20/2029                                         | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Long             | DCR              |  | US        |           0 | OU      | $15251.82     | 0.00%             | 2029-12-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | RCV 1.00 PAY 100.00 12/20/2030                                         | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Long             | DCR              |  | US        |           0 | OU      | $437758.17    | 0.07%             | 2030-12-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | RCV 1.00 PAY 100.00 06/20/2029                                         | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Long             | DCR              |  | US        |           0 | OU      | $941.77       | 0.00%             | 2029-06-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK NA                                                              | RCV 100.00 PAY 5.00 12/20/2030                                         | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | Long             | DCR              |  | US        |     -122750 | OU      | $-127953.19   | -0.02%            | 2030-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE BANK NA                                                              | RCV 100.00 PAY 5.00 12/20/2030                                         | CUSIP: N/A<br>LEI: 7H6GLXDRUGQFU57RNE97       | Long             | DCR              |  | US        |     -146617 | OU      | $-153439.79   | -0.02%            | 2030-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JP MORGAN SECURITIES INC                                                             | RCV 100.00 PAY 1.00 12/20/2030                                         | CUSIP: N/A<br>LEI: ZBUT11V806EZRVTWT807       | Long             | DCR              |  | US        |      -86175 | OU      | $-85171.14    | -0.01%            | 2030-12-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                                      | RCV 100.00 PAY 1.00 12/20/2030                                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | Long             | DCR              |  | US        |      -51749 | OU      | $-51102.69    | -0.01%            | 2030-12-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                                      | RCV 100.00 PAY 1.00 12/20/2030                                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | Long             | DCR              |  | US        |     -150811 | OU      | $-161149.30   | -0.02%            | 2030-12-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | RCV 100.00 PAY 1.00 06/20/2030                                         | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DCR              |  | US        |       31744 | OU      | $-13218.55    | -0.00%            | 2030-06-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | RCV 5.00 PAY 100.00 12/20/2030                                         | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DCR              |  | US        |           0 | OU      | $140608.14    | 0.02%             | 2030-12-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | RCV 100.00 PAY 1.00 06/20/2030                                         | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DCR              |  | US        |       25395 | OU      | $-10574.84    | -0.00%            | 2030-06-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | RCV 100.00 PAY 1.00 12/20/2030                                         | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DCR              |  | US        |          47 | OU      | $-1460.50     | -0.00%            | 2030-12-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| UBS INVESTMENT BANK                                                                  | RCV 5.00 PAY 100.00 12/20/2030                                         | CUSIP: N/A<br>LEI: 549300G2BM6HG0OCX065       | Long             | DCR              |  | US        |           0 | OU      | $364821.12    | 0.05%             | 2030-12-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | RCV 0.00 PAY 0.00 07/28/2053                                           | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Long             | DIR              |  | US        |      -62207 | OU      | $-86196.92    | -0.01%            | 2053-07-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | RCV 0.00 PAY 0.00 07/28/2053                                           | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Long             | DIR              |  | US        |           0 | OU      | $793003.43    | 0.12%             | 2053-07-28      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | BARCLAYS BANK INTL                                                     | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | DIR              | CORP              | N/A       |           0 | OU      | $82486.56     | 0.01%             | 2035-11-21      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: N/A<br>LEI: RCNB6OTYUAMMP879YW96       | Long             | DIR              | CORP              | N/A       |           0 | OU      | $5197.22      | 0.00%             | 2029-01-18      | Floating      | 2.54%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: N/A<br>LEI: RCNB6OTYUAMMP879YW96       | Long             | DIR              | CORP              | N/A       |           0 | OU      | $-12891.10    | -0.00%            | 2029-11-27      | Floating      | 2.76%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: N/A<br>LEI: RCNB6OTYUAMMP879YW96       | Long             | DIR              | CORP              | N/A       |           0 | OU      | $49793.04     | 0.01%             | 2029-09-02      | Floating      | 1.85%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: N/A<br>LEI: RCNB6OTYUAMMP879YW96       | Long             | DIR              | CORP              | N/A       |           0 | OU      | $-90748.56    | -0.01%            | 2033-03-22      | Floating      | 3.67%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Long             | DIR              | CORP              | N/A       |           0 | OU      | $268027.07    | 0.04%             | 2055-11-25      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Long             | DIR              | CORP              | N/A       |       35459 | OU      | $-249036.99   | -0.04%            | 2035-11-25      | Floating      | 2.12%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Long             | DIR              | CORP              | N/A       |           0 | OU      | $69201.99     | 0.01%             | 2035-11-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Long             | DIR              | CORP              | N/A       |           0 | OU      | $-18034.95    | -0.00%            | 2035-02-13      | Floating      | 2.60%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Long             | DIR              | CORP              | N/A       |           0 | OU      | $-105258.12   | -0.02%            | 2035-11-06      | Floating      | 2.13%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Long             | DIR              | CORP              | N/A       |           0 | OU      | $83998.54     | 0.01%             | 2035-11-06      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | GOLDMAN SACHS GROUP INC                                                | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Long             | DIR              | CORP              | N/A       |           0 | OU      | $-106625.35   | -0.02%            | 2035-11-06      | Floating      | 2.13%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | Long             | DIR              | CORP              | N/A       |           0 | OU      | $122565.45    | 0.02%             | 2033-01-19      | Floating      | 2.54%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | Long             | DIR              | CORP              | N/A       |           0 | OU      | $19337.35     | 0.00%             | 2028-10-19      | Floating      | 3.22%                 | No            |                  2 | On Loan: No      |
| HSBC SECURITIES INC                                                                  | HSBC SECURITIES INC                                                    | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | Long             | DIR              | CORP              | N/A       |           0 | OU      | $8892.90      | 0.00%             | 2029-06-19      | Floating      | 1.53%                 | No            |                  2 | On Loan: No      |
| MERRILL LYNCH                                                                        | MERRILL LYNCH                                                          | CUSIP: N/A<br>LEI: 8NAV47T0Y26Q87Y0QP81       | Long             | DIR              | CORP              | N/A       |           0 | OU      | $-127003.37   | -0.02%            | 2031-01-02      | Floating      | 0.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DIR              | CORP              | N/A       |           0 | OU      | $46786.99     | 0.01%             | 2055-12-03      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DIR              | CORP              | N/A       |           0 | OU      | $-43833.38    | -0.01%            | 2035-12-03      | Floating      | 2.11%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DIR              | CORP              | N/A       |           0 | OU      | $-2518.85     | -0.00%            | 2030-11-12      | Floating      | 4.36%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DIR              | CORP              | N/A       |           0 | OU      | $3719.53      | 0.00%             | 2030-08-27      | Floating      | 2.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | MORGAN STANLEY                                                         | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DIR              | CORP              | N/A       |           0 | OU      | $10643.74     | 0.00%             | 2030-12-15      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| Nomura International Plc                                                             | Nomura International Plc                                               | CUSIP: N/A<br>LEI: DGQCSV2PHVF7I2743539       | Long             | DIR              | CORP              | N/A       |           0 | OU      | $7322.57      | 0.00%             | 2030-10-14      | Floating      | 2.15%                 | No            |                  2 | On Loan: No      |
| STANDRD CHARTERED BANK                                                               | STANDRD CHARTERED BANK                                                 | CUSIP: N/A<br>LEI: RILFO74KP1CM8P6PCT96       | Long             | DIR              | CORP              | N/A       |           0 | OU      | $-13536.87    | -0.00%            | 2035-07-25      | Floating      | 2.54%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | R Tot Ret PAY EUR3M 03/20/2026                                         | CUSIP: AA9N5AKL1<br>LEI: N/A                  | Long             | DIR              |  | US        |     1250000 | NS      | $6811.86      | 0.00%             | 2026-03-20      | Floating      | 2.02%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | R Tot Ret PAY EUR3M 03/20/2026                                         | CUSIP: AA9N54UZ1<br>LEI: N/A                  | Long             | DIR              |  | US        |     3800000 | NS      | $72090.55     | 0.01%             | 2026-03-20      | Floating      | 2.02%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA                                                                      | RCV 100.00 PAY 1.00 12/20/2029                                         | CUSIP: N/A<br>LEI: B4TYDEB6GKMZO031MB27       | Long             | DCR              |  | US        |       -2897 | OU      | $-13648.40    | -0.00%            | 2029-12-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS BANK INTL                                                                   | RCV 100.00 PAY 5.00 12/20/2030                                         | CUSIP: N/A<br>LEI: G5GSEF7VJP5I7OUK5573       | Long             | DCR              |  | US        |      -60919 | OU      | $-63976.59    | -0.01%            | 2030-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                                       | RCV 100.00 PAY 1.00 06/20/2030                                         | CUSIP: N/A<br>LEI: IGJSJL3JD5P30I6NJZ34       | Long             | DCR              |  | US        |       36055 | OU      | $-15013.85    | -0.00%            | 2030-06-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | RCV 100.00 PAY 5.00 12/20/2030                                         | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Long             | DCR              |  | US        |     -101521 | OU      | $-105977.48   | -0.02%            | 2030-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | RCV 5.00 PAY 100.00 12/20/2029                                         | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Long             | DCR              |  | US        |           0 | OU      | $39417.71     | 0.01%             | 2029-12-20      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                                              | RCV 100.00 PAY 1.00 06/20/2030                                         | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | Long             | DCR              |  | US        |       22485 | OU      | $-9362.82     | -0.00%            | 2030-06-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| BNP PARIBAS                                                                          | BNP PARIBAS                                                            | CUSIP: N/A<br>LEI: RCNB6OTYUAMMP879YW96       | Long             | DIR              | CORP              | N/A       |           0 | OU      | $-9124.86     | -0.00%            | 2030-02-06      | Floating      | 1.53%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                                             | CITIGROUP GLOBAL MARKETS                                               | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | Long             | DIR              | CORP              | N/A       |           0 | OU      | $616698.85    | 0.09%             | 2029-03-20      | Floating      | 1.53%                 | No            |                  2 | On Loan: No      |
| CITIGROUP GLOBAL MARKETS                                                             | CITIGROUP GLOBAL MARKETS                                               | CUSIP: N/A<br>LEI: XKZZ2JZF41MRHTR1V493       | Long             | DIR              | CORP              | N/A       |           0 | OU      | $-38782.34    | -0.01%            | 2029-12-24      | Floating      | 1.85%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 4.8 03/01/50                                                      | CUSIP: 161175BT0<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |     1633000 | NS      | $1226708.97   | 0.18%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Citadel Finance LLC                                                                  | CITADL 5.9 02/10/30 144A                                               | CUSIP: 17287HAD2<br>LEI: 549300BQL283NCR7P163 | Long             | DBT              | CORP              | US        |     1290000 | NS      | $1316949.25   | 0.20%             | 2030-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR SD6304                                                              | CUSIP: 3132DUAD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1628477 | NS      | $1667688.38   | 0.25%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MERCHANTS FLEET FUNDING LLC                                                          | MFF 2025-1A A                                                          | CUSIP: 588926AL9<br>LEI: 254900Z2OOQUA5IN2X83 | Long             | ABS-O            | CORP              | US        |      619000 | NS      | $621106.00    | 0.09%             | 2039-01-20      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Ontario (Province Of)                                                                | ONT 4.15 12/02/54                                                      | CUSIP: 68333ZBA4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | MUN               | CA        |     1032000 | NS      | $698417.88    | 0.11%             | 2054-12-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| TIF FUNDING III LLC 2024-1                                                           | TIF 2024-1A A                                                          | CUSIP: 88655AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      758419 | NS      | $761270.63    | 0.11%             | 2049-04-20      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Canada (Government of)                                                               | CAN 4 06/01/41                                                         | CUSIP: 135087YQ1<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      710000 | NS      | $539890.69    | 0.08%             | 2041-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Aareal Bank AG                                                                       | AARB V5.625 12/12/34 EMTN                                              | CUSIP: D0037WVL3<br>LEI: EZKODONU5TYHW4PP1R34 | Long             | DBT              | CORP              | DE        |      100000 | NS      | $122148.15    | 0.02%             | 2034-12-12      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Commerzbank AG                                                                       | CMZB V6.5 PERP                                                         | CUSIP: D1706B8H2<br>LEI: 851WYGNLUQLFZBSYGB56 | Long             | DBT              | CORP              | DE        |      400000 | NS      | $499459.40    | 0.08%             | 2500-12-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Germany (Federal Republic Of)                                                        | DBR 0 08/15/31 TWIN                                                    | CUSIP: D206593K8<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     2110000 | NS      | $2159682.00   | 0.32%             | 2031-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Germany (Federal Republic Of)                                                        | OBL 2.4 10/19/28 188                                                   | CUSIP: D2R8H4KD0<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1600000 | NS      | $1890073.13   | 0.28%             | 2028-10-19      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Germany (Federal Republic Of)                                                        | DBR 2.5 02/15/35 TWIN                                                  | CUSIP: D2S11ZAA9<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1298480 | NS      | $1487029.13   | 0.22%             | 2035-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                                 | UKT 3.25 01/31/33                                                      | CUSIP: G4527HYX3<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1750000 | NS      | $2215772.69   | 0.33%             | 2033-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Japan (Government Of)                                                                | JGB 0.1 12/20/27 349                                                   | CUSIP: J2S39KUX2<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   600000000 | NS      | $3754060.00   | 0.56%             | 2027-12-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Netherlands (Kingdom Of)                                                             | NETHER 2.5 07/15/34                                                    | CUSIP: N82128BW3<br>LEI: 254900G14ALGVKORFN62 | Long             | DBT              | NUSS              | NL        |     1300000 | NS      | $1484497.00   | 0.22%             | 2034-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Chile (Republic Of)                                                                  | BTPCL 4.7 09/01/30                                                     | CUSIP: P9T38EAW8<br>LEI: 549300FLZTJM5YJF8D34 | Long             | DBT              | NUSS              | CL        |    90000000 | NS      | $99806.84     | 0.02%             | 2030-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| New Zealand (Government Of)                                                          | NZGB 4.25 05/15/34 0534                                                | CUSIP: Q54627FF8<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      950000 | NS      | $545035.93    | 0.08%             | 2034-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Thailand (Kingdom Of)                                                                | THAIGB 2.41 03/17/35                                                   | CUSIP: Y603FFAA2<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    43000000 | NS      | $1459132.71   | 0.22%             | 2035-03-17      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Thailand (Kingdom Of)                                                                | THAIGB 2 12/17/31                                                      | CUSIP: Y6065BNK9<br>LEI: 254900PHJ6MSKT6C7026 | Long             | DBT              | NUSS              | TH        |    22850000 | NS      | $753193.06    | 0.11%             | 2031-12-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Africa Finance Corporation                                                           | AFRFIN 4.375 04/17/26 REGS                                             | CUSIP: V0055BAJ4<br>LEI: 213800LXFHRRXIJRXW97 | Long             | DBT              | NUSS              | XX        |      363000 | NS      | $362488.06    | 0.05%             | 2026-04-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance N.V.                                                | VW V4.375 PERP .                                                       | CUSIP: N93695TS8<br>LEI: 5299004PWNHKYTR23649 | Long             | DBT              | CORP              | NL        |      500000 | NS      | $576445.95    | 0.09%             | 2500-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Northumbrian Water Finance plc                                                       | NWGLN 6.375 10/28/34 EMTN                                              | CUSIP: G6661MAK7<br>LEI: 213800JTFA6F3S7XX781 | Long             | DBT              | CORP              | GB        |      859000 | NS      | $1218827.91   | 0.18%             | 2034-10-28      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Realty Income Corporation                                                            | O 5.125 07/06/34                                                       | CUSIP: 756109BV5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      266000 | NS      | $339922.22    | 0.05%             | 2034-07-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Veralto Corp.                                                                        | VLTO 4.15 09/19/31                                                     | CUSIP: N/A<br>LEI: 635400FJE6GSOJUSNY27       | Long             | DBT              | CORP              | US        |      163000 | NS      | $198840.37    | 0.03%             | 2031-09-19      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Heathrow Funding Ltd.                                                                | HTHROW 3.875 01/16/36 EMTN                                             | CUSIP: G4R1K8AA2<br>LEI: 7TI96JO3DYEIQWZ7Z726 | Long             | DBT              | CORP              | JE        |      570000 | NS      | $660371.25    | 0.10%             | 2038-01-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| American National Group Inc.                                                         | ANGINC 6 07/15/35                                                      | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |      492000 | NS      | $498901.50    | 0.08%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC                                                                            | APTV 3.1 12/01/51                                                      | CUSIP: 03835VAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |      300000 | NS      | $192691.18    | 0.03%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                             | AESOP 2023-4A A                                                        | CUSIP: 05377RGY4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |      370000 | NS      | $379339.38    | 0.06%             | 2029-06-20      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| COLT 2023-2 MORTGAGE LOAN TRUST                                                      | COLT 2023-2 A1                                                         | CUSIP: 12598UAA4<br>LEI: 213800IHRVKO9R6JZ883 | Long             | ABS-O            | CORP              | US        |      164992 | NS      | $165822.06    | 0.02%             | 2068-07-25      | Variable      | 6.60%                 | No            |                  2 | On Loan: No      |
| CYRUSONE DATA CENTERS ISSUER I LLC                                                   | CYRUS 2023-2A A2                                                       | CUSIP: 23284BAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      502000 | NS      | $506242.19    | 0.08%             | 2048-11-20      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                        | ENBCN V8.5 01/15/84                                                    | CUSIP: 29250NBT1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      480000 | NS      | $550400.81    | 0.08%             | 2084-01-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                              | CDEL 5.95 01/08/34 144A                                                | CUSIP: 21987BBG2<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      540000 | NS      | $564630.75    | 0.08%             | 2034-01-08      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Corporacion Nacional del Cobre de Chile                                              | CDEL 6.3 09/08/53 144A                                                 | CUSIP: 21987BBH0<br>LEI: 549300UVMBCBCIPSUI70 | Long             | DBT              | CORP              | CL        |      220000 | NS      | $225175.50    | 0.03%             | 2053-09-08      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                   | META 4.6 11/15/32                                                      | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     1150000 | NS      | $1159245.00   | 0.17%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                                   | META 4.875 11/15/35                                                    | CUSIP: 30303MAD4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |      450000 | NS      | $449397.00    | 0.07%             | 2035-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN FS9562                                                              | CUSIP: 3140XRTU9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      815646 | NS      | $853894.81    | 0.13%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR RJ2655                                                              | CUSIP: 3142GS5R5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1178709 | NS      | $1183855.90   | 0.18%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC.                                                               | FABSJV 6.1 01/25/36                                                    | CUSIP: 350930AH6<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      640000 | NS      | $669079.50    | 0.10%             | 2036-01-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                                  | GPN 5.55 11/15/35                                                      | CUSIP: 37940XAY8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      800000 | NS      | $795145.75    | 0.12%             | 2035-11-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo S.p.A.                                                               | ISPIM V8.248 11/21/33 144A                                             | CUSIP: 46115HBV8<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      650000 | NS      | $767371.38    | 0.12%             | 2033-11-21      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                     | NTT 3.678 07/16/33 144A                                                | CUSIP: 62954WAY1<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |      505000 | NS      | $596757.19    | 0.09%             | 2033-07-16      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust                                                  | NRZT 2022-NQM1 A1                                                      | CUSIP: 64830JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      409323 | NS      | $365812.03    | 0.06%             | 2061-04-25      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos Sa De CV                                                         | PEMEX 6.7 02/16/32                                                     | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     3333000 | NS      | $3324101.69   | 0.50%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Regatta XXV FDG Ltd.                                                                 | REG25 2023-1A A1R                                                      | CUSIP: 758978AL4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      575000 | NS      | $577166.00    | 0.09%             | 2038-07-15      | Variable      | 0.00%                 | No            |                  2 | On Loan: No      |
| Retained Vantage Data Centers Issuer LLC / Vantage Data Centers Cda Qc4 Ltd.         | VDCR 2023-1A A2A                                                       | CUSIP: 76134KAA2<br>LEI: 254900N4NW6XZ9B4HM15 | Long             | ABS-O            | CORP              | US        |      565000 | NS      | $563237.88    | 0.08%             | 2048-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SUNNOVA HESTIA I 2023-GRIDI                                                          | SNVA 2023-GRID1 1A                                                     | CUSIP: 86746BAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       86873 | NS      | $86902.61     | 0.01%             | 2050-12-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Tricon American Homes 2019-Sfr1                                                      | TAH 2019-SFR1 A                                                        | CUSIP: 89612LAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      564832 | NS      | $562547.69    | 0.08%             | 2038-03-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TRINITY RAIL LEASING 2020-2                                                          | TRL 2020-2A A1                                                         | CUSIP: 89656YAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      235391 | NS      | $229410.84    | 0.03%             | 2050-11-19      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                       | MEX 4.5 03/19/34                                                       | CUSIP: 91087BBN9<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     3806000 | NS      | $4460965.09   | 0.67%             | 2034-03-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 1.125 05/15/40                                                       | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5008000 | NS      | $3177536.81   | 0.48%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4.5 11/15/33                                                         | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      463000 | NS      | $478065.59    | 0.07%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4 03/31/30                                                           | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1300000 | NS      | $1316554.75   | 0.20%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.875 05/31/27                                                       | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    12500000 | NS      | $12563965.00  | 1.89%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| WEA Finance LLC                                                                      | URWFP 4.125 09/20/28 144A                                              | CUSIP: 92928QAE8<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |      125000 | NS      | $124018.39    | 0.02%             | 2028-09-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Austria (Republic of)                                                                | RAGB 2.9 02/20/34                                                      | CUSIP: A0654UD40<br>LEI: 529900QWWUI4XRVR7I03 | Long             | DBT              | NUSS              | AT        |     1100000 | NS      | $1283207.25   | 0.19%             | 2034-02-20      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Sequoia Logistics 2025-1 DAC                                                         | PELOG 2025-1A B                                                        | CUSIP: BCC3K74L6<br>LEI: 635400SNUE4YGPESHU40 | Long             | ABS-O            | CORP              | IE        |      723000 | NS      | $849184.25    | 0.13%             | 2037-02-17      | Floating      | 3.81%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                | ROMANI 2.875 04/13/42 REGS                                             | CUSIP: X7360WBX9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     2924000 | NS      | $2267707.75   | 0.34%             | 2042-04-13      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Canada (Government of)                                                               | CAN 3.25 06/01/35                                                      | CUSIP: 135087S62<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     2778000 | NS      | $1999682.38   | 0.30%             | 2035-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft, Frankfurt Branch                                   | DB V7.375 PERP                                                         | CUSIP: D1T7GFKM8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      600000 | NS      | $758990.31    | 0.11%             | 2500-12-31      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Germany (Federal Republic Of)                                                        | DBR 0.5 02/15/28                                                       | CUSIP: D2R8H4DB2<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     2410000 | NS      | $2739320.09   | 0.41%             | 2028-02-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Spain (Kingdom of)                                                                   | SPGB 0.7 04/30/32                                                      | CUSIP: E8922AMC1<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     3175000 | NS      | $3274367.06   | 0.49%             | 2032-04-30      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Spain (Kingdom of)                                                                   | SPGB 4 10/31/54                                                        | CUSIP: E8922APG9<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1940000 | NS      | $2233195.50   | 0.34%             | 2054-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| France (Republic Of)                                                                 | FRTR 2.75 02/25/29 OAT                                                 | CUSIP: F26348BS4<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1025000 | NS      | $1213542.25   | 0.18%             | 2029-02-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                             | EDF V7.5 PERP EMTN                                                     | CUSIP: F3R505JM9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |      400000 | NS      | $511944.81    | 0.08%             | 2500-12-31      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                       | BNP V4.75 11/13/32 EMTN                                                | CUSIP: F105CVH69<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      500000 | NS      | $622725.94    | 0.09%             | 2032-11-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Severn Trent Utilities Finance PLC                                                   | SVTLN 5.25 04/04/36 EMTN                                               | CUSIP: G80571AK1<br>LEI: 213800KY9PT6WBH33232 | Long             | DBT              | CORP              | GB        |      146000 | NS      | $192700.47    | 0.03%             | 2036-04-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                                 | UKT 4.375 07/31/54                                                     | CUSIP: G4527HF22<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     4875000 | NS      | $5760769.19   | 0.87%             | 2054-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Japan (Government Of)                                                                | JGB 2.2 06/20/54 83                                                    | CUSIP: J2S39L3F9<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   896600016 | NS      | $4498339.88   | 0.68%             | 2054-06-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Wintershall Dea Finance 2 B.V.                                                       | HBRLN V3 PERP NC8                                                      | CUSIP: N963A2AA6<br>LEI: 529900DV88FUQZSVVL48 | Long             | DBT              | CORP              | NL        |      800000 | NS      | $902552.50    | 0.14%             | 2500-12-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ministerio de Hacienda y Credito Publico                                             | COLTES 11.75 01/24/35 B                                                | CUSIP: P6S337RP2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 14460699648 | NS      | $3571862.00   | 0.54%             | 2035-01-24      | Fixed         | 11.75%                | No            |                  2 | On Loan: No      |
| Iceland (Republic Of)                                                                | ICEGB 6.5 01/24/31                                                     | CUSIP: X3446PER1<br>LEI: 254900IPCJWRC6XAJN15 | Long             | DBT              | NUSS              | IS        |   150051888 | NS      | $1189091.13   | 0.18%             | 2031-01-24      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                | ROMANI 2.625 12/02/40 REGS                                             | CUSIP: X7360WBR2<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1619000 | NS      | $1253135.62   | 0.19%             | 2040-12-02      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn Finance GmbH (Berlin)                                                  | DBHNGR 0.625 12/08/50 EMTN                                             | CUSIP: D1T0VZCY5<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |      120000 | NS      | $64327.09     | 0.01%             | 2050-12-08      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Segro Capital Sarl                                                                   | SGROLN 1.25 03/23/26 EMTN                                              | CUSIP: L8223HAB9<br>LEI: 549300HY425AKJLQVX75 | Long             | DBT              | CORP              | LU        |     2500000 | NS      | $2928798.75   | 0.44%             | 2026-03-23      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| DS Smith PLC                                                                         | SMDSLN 4.5 07/27/30 EMTN                                               | CUSIP: G2848QAE7<br>LEI: 39RSBE4RCI4M15BLWH36 | Long             | DBT              | CORP              | GB        |      333000 | NS      | $409871.12    | 0.06%             | 2030-07-27      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                                              | CUSIP: 01F060618<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2620000 | NS      | $2690026.00   | 0.40%             | 2055-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                             | AESOP 2023-8A A                                                        | CUSIP: 05377RHM9<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |      281000 | NS      | $294469.41    | 0.04%             | 2030-02-20      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                | ROMANI 5.625 02/22/36 144A                                             | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     1089000 | NS      | $1265459.63   | 0.19%             | 2036-02-22      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Medtronic, Inc.                                                                      | MDT 4.15 10/15/43                                                      | CUSIP: 585055BX3<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |      700000 | NS      | $807127.25    | 0.12%             | 2043-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 3.85 04/01/61                                                     | CUSIP: 161175BY9<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      924000 | NS      | $550621.06    | 0.08%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 5.85 12/01/35                                                     | CUSIP: 161175CS1<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      357000 | NS      | $356134.01    | 0.05%             | 2035-12-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Aptiv PLC / Aptiv Global Financing DAC                                               | APTV 4.25 06/11/36                                                     | CUSIP: 03837EAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |      663000 | NS      | $772518.28    | 0.12%             | 2036-06-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| W. P. Carey Inc                                                                      | WPC 3.7 11/19/34                                                       | CUSIP: N/A<br>LEI: 54930042CRNE713E3Q67       | Long             | DBT              | CORP              | US        |      429000 | NS      | $488034.75    | 0.07%             | 2034-11-19      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| CTP NV                                                                               | CTPNV 4.25 03/10/35                                                    | CUSIP: N2368SAM7<br>LEI: 3157000YTVO4TN65UM14 | Long             | DBT              | CORP              | NL        |      371000 | NS      | $432715.45    | 0.07%             | 2035-03-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| P3 Group S.a r.l.                                                                    | PTHREE 3.75 04/02/33 EMTN                                              | CUSIP: L7S57TAE0<br>LEI: 529900GR62MT0O5VW110 | Long             | DBT              | CORP              | LU        |      490000 | NS      | $566345.75    | 0.09%             | 2033-04-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                | ROMANI 6.5 10/07/45 144A                                               | CUSIP: X7360WDR0<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1090000 | NS      | $1276156.38   | 0.19%             | 2045-10-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| China (People's Republic Of)                                                         | CGB 1.61 02/15/35 INBK                                                 | CUSIP: Y6S39BAY6<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    46780000 | NS      | $6550185.50   | 0.99%             | 2035-02-15      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. | CHTR 6.7 12/01/55                                                      | CUSIP: 161175CT9<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      163000 | NS      | $156282.45    | 0.02%             | 2055-12-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2-30YR-Multi                                                          | CUSIP: 21H050615<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     5220000 | NS      | $5207662.00   | 0.78%             | 2055-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Amcor UK Finance PLC                                                                 | AMCR 3.95 05/29/32                                                     | CUSIP: 0234EVAB7<br>LEI: 549300DEUV6BE727FP17 | Long             | DBT              | CORP              | GB        |      768000 | NS      | $914012.44    | 0.14%             | 2032-05-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN FS9008                                                              | CUSIP: 3140XRAJ4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      970240 | NS      | $992317.25    | 0.15%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                        | F 7.2 06/10/30                                                         | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      200000 | NS      | $214301.83    | 0.03%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Company LLC                                                        | F 7.122 11/07/33                                                       | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      900000 | NS      | $966657.06    | 0.15%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos Sa De CV                                                         | PEMEX 5.95 01/28/31                                                    | CUSIP: 71654QDE9<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     1894000 | NS      | $1833093.38   | 0.28%             | 2031-01-28      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd.                                               | PFE 5.3 05/19/53                                                       | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |      215000 | NS      | $203578.42    | 0.03%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                                   | RPRX 5.9 09/02/54                                                      | CUSIP: 78081BAS2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |      670000 | NS      | $661411.69    | 0.10%             | 2054-09-02      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                                      | SBATOW 1.884 01/15/26 144A                                             | CUSIP: 78403DAP5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      840000 | NS      | $839064.75    | 0.13%             | 2050-07-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Textainer Marine Containers Ltd                                                      | TMCL 2021-1A A                                                         | CUSIP: 88315LAL2<br>LEI: 549300Q7RHLEMSLA9Y26 | Long             | ABS-O            | CORP              | BM        |      659333 | NS      | $620653.81    | 0.09%             | 2046-02-20      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 4.625 02/15/55                                                       | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1275000 | NS      | $1233562.50   | 0.19%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.5 02/15/33                                                         | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3740000 | NS      | $3634666.50   | 0.55%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.5 09/30/29                                                         | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    11147200 | NS      | $11095382.75  | 1.67%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Alberta (Province Of)                                                                | ALTA 4.45 12/01/54                                                     | CUSIP: 013051ES2<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | MUN               | CA        |      367000 | NS      | $260834.58    | 0.04%             | 2054-12-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Quebec (Province Of)                                                                 | Q 4.2 12/01/57                                                         | CUSIP: 74814ZFU2<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | MUN               | CA        |      590000 | NS      | $396151.34    | 0.06%             | 2057-12-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn Finance GmbH (Berlin)                                                  | DBHNGR 0.625 04/15/36 EMTN                                             | CUSIP: D1T0VZDC2<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |      370000 | NS      | $329096.05    | 0.05%             | 2036-04-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Denmark (Kingdom Of)                                                                 | DGB 4.5 11/15/39 31Y                                                   | CUSIP: K5675SHC6<br>LEI: 549300PTO6LS1PTM6607 | Long             | DBT              | NUSS              | DK        |     1550000 | NS      | $286896.98    | 0.04%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                                 | UKT 4.75 12/07/30                                                      | CUSIP: G4527HNZ0<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1429541 | NS      | $2000973.91   | 0.30%             | 2030-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Japan (Government Of)                                                                | JGB 1.8 09/20/53 80                                                    | CUSIP: J2S39LP57<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   590000000 | NS      | $2698617.09   | 0.41%             | 2053-09-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Japan (Government Of)                                                                | JGB 1.6 12/20/53 81                                                    | CUSIP: J2S39LU44<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   606049984 | NS      | $2628138.19   | 0.40%             | 2053-12-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Japan (Government Of)                                                                | JGB 2.2 03/20/64 17                                                    | CUSIP: J2S39L2J2<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |  1637749952 | NS      | $7603868.91   | 1.14%             | 2064-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                       | MBONO 7.5 05/26/33 M                                                   | CUSIP: P4R07XU53<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    17000000 | NS      | $878033.63    | 0.13%             | 2033-05-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Secretaria Do Tesouro Nacional                                                       | BNTNF 10 01/01/33 NTNF                                                 | CUSIP: P8T60NKJ9<br>LEI: N/A                  | Long             | DBT              | NUSS              | BR        |       28560 | NS      | $4388642.38   | 0.66%             | 2033-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| ASTM S.p.A.                                                                          | ATIM 2.375 11/25/33 EMTN                                               | CUSIP: T0510NAB7<br>LEI: 8156003F2286CFA55E20 | Long             | DBT              | CORP              | IT        |      600000 | NS      | $629431.50    | 0.09%             | 2033-11-25      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                       | C V3.493 10/22/34                                                      | CUSIP: U17408SZ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      680000 | NS      | $783798.06    | 0.12%             | 2034-10-22      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Hungary (Republic Of)                                                                | HGB 2.25 04/20/33 33/A                                                 | CUSIP: X51627GG0<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |       70000 | NS      | $160.71       | 0.00%             | 2033-04-20      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos Sa De CV                                                         | PEMEX 4.75 02/26/29                                                    | CUSIP: P7S08VBV2<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2296000 | NS      | $2711571.48   | 0.41%             | 2029-02-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn Finance GmbH (Berlin)                                                  | DBHNGR 1.125 05/29/51 EMTN                                             | CUSIP: D1T0VZDG3<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |       80000 | NS      | $49959.19     | 0.01%             | 2051-05-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Bayer AG                                                                             | BAYNGR V7 09/25/83                                                     | CUSIP: D0R154AA9<br>LEI: 549300J4U55H3WP1XT59 | Long             | DBT              | CORP              | DE        |      600000 | NS      | $774750.38    | 0.12%             | 2083-09-25      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc.                                                        | ATDBCN 4.011 02/12/36 REGS                                             | CUSIP: C0219CAP2<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |      407000 | NS      | $478746.00    | 0.07%             | 2036-02-12      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Korea (Republic Of)                                                                  | KTB 4.25 12/10/32 3212                                                 | CUSIP: Y7277FV80<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1236000000 | NS      | $903428.20    | 0.14%             | 2032-12-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| South Africa (Republic of)                                                           | SAGB 8.875 02/28/35 2035                                               | CUSIP: S69124WF8<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    38160001 | NS      | $2397593.56   | 0.36%             | 2035-02-28      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                                              | CUSIP: 01F022618<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3790000 | NS      | $3203438.44   | 0.48%             | 2055-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                       | BNP V2.871 04/19/32 144A                                               | CUSIP: 09659W2P8<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      330000 | NS      | $301255.09    | 0.05%             | 2032-04-19      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| ENT AUTO RECEIVABLES TRUST 2023-1                                                    | ENT 2023-1A A3                                                         | CUSIP: 293601AE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      128147 | NS      | $128903.31    | 0.02%             | 2029-01-16      | Fixed         | 6.24%                 | No            |                  2 | On Loan: No      |
| Germany (Federal Republic Of)                                                        | DBR 4.75 07/04/34                                                      | CUSIP: D20658UR5<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      290000 | NS      | $392169.13    | 0.06%             | 2034-07-04      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corporation                                                      | QTC 4.5 08/22/35                                                       | CUSIP: Q7943Q6L8<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      685000 | NS      | $427797.00    | 0.06%             | 2035-08-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                                 | UKT 0.875 01/31/46                                                     | CUSIP: G4527HTX9<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     3629281 | NS      | $2305521.00   | 0.35%             | 2046-01-31      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Greece (Republic Of)                                                                 | GGB 4.375 07/18/38                                                     | CUSIP: X32332U34<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      361000 | NS      | $453812.47    | 0.07%             | 2038-07-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Becton, Dickinson and Company                                                        | BDX 3.828 06/07/32                                                     | CUSIP: 075887CV9<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |      635000 | NS      | $760474.59    | 0.11%             | 2032-06-07      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2-30YR-Multi                                                          | CUSIP: 21H032613<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2210000 | NS      | $2010839.63   | 0.30%             | 2055-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CYRUSONE DATA CENTERS ISSUER I LLC                                                   | CYRUS 2023-1A B                                                        | CUSIP: 23284BAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      109028 | NS      | $107472.89    | 0.02%             | 2048-04-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co. (The)                                                               | DOW 5.95 03/15/55                                                      | CUSIP: 260543DM2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |      590000 | NS      | $536769.75    | 0.08%             | 2055-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Eagle Funding Luxco S.a.r.l.                                                         | MEXPCP 5.5 08/17/30 144A                                               | CUSIP: 26951TAA8<br>LEI: 894500VDP08MVIZ6OA60 | Long             | DBT              | CORP              | LU        |     4100000 | NS      | $4176219.00   | 0.63%             | 2030-08-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN CB9205                                                              | CUSIP: 3140QVGP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1688263 | NS      | $1693084.75   | 0.25%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR SL3456                                                              | CUSIP: 31427QZW5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2194698 | NS      | $2228709.25   | 0.34%             | 2055-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AES Corp.                                                                            | AES 5.8 03/15/32                                                       | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |      430000 | NS      | $440960.23    | 0.07%             | 2032-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                             | AESOP 2025-3A A                                                        | CUSIP: 05377RKW3<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |      113000 | NS      | $112780.05    | 0.02%             | 2030-02-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                       | BNP V7.75 PERP 144A                                                    | CUSIP: 05565AM34<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      789000 | NS      | $833325.25    | 0.13%             | 2500-12-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Canada (Government of)                                                               | CAN 2.75 12/01/55                                                      | CUSIP: 135087P99<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1486000 | NS      | $876139.69    | 0.13%             | 2055-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                              | FR SD5726                                                              | CUSIP: 3132DTLF5<br>LEI: 2549001DPIFGXC1TOL40 | Long             | ABS-MBS          | USGSE             | US        |      131140 | NS      | $117371.13    | 0.02%             | 2052-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR RA6135                                                              | CUSIP: 3133KMY82<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      484189 | NS      | $416719.56    | 0.06%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN CA6051                                                              | CUSIP: 3140QDWM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2318521 | NS      | $2096407.00   | 0.32%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN CB9361                                                              | CUSIP: 3140QVMK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1925877 | NS      | $1934095.00   | 0.29%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc.                                                               | GFLCN 6.75 01/15/31 144A                                               | CUSIP: 36168QAQ7<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |      510000 | NS      | $535077.75    | 0.08%             | 2031-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                                    | INTC 5.6 02/21/54                                                      | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      477000 | NS      | $440366.35    | 0.07%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Mosaic Solar Loan Trust 2023-2                                                       | MSAIC 2023-2A A                                                        | CUSIP: 61945WAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      201639 | NS      | $193896.20    | 0.03%             | 2053-09-22      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| Store Capital LLC                                                                    | STOR 5.4 04/30/30                                                      | CUSIP: 862123AA4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |      150000 | NS      | $152793.06    | 0.02%             | 2030-04-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                         | UBS V7 PERP 144a                                                       | CUSIP: 902613BS6<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      680000 | NS      | $694080.75    | 0.10%             | 2500-12-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 1.25 05/15/50                                                        | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3590000 | NS      | $1718432.00   | 0.26%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.75 06/30/30                                                        | CUSIP: 91282CHJ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3400000 | NS      | $3408101.50   | 0.51%             | 2030-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4.125 11/30/29                                                       | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5850000 | NS      | $5951003.81   | 0.89%             | 2029-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4.375 12/31/29                                                       | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2175000 | NS      | $2233113.25   | 0.34%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4.125 02/28/27                                                       | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2975000 | NS      | $2994988.25   | 0.45%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4 11/15/35                                                           | CUSIP: 91282CPJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7900000 | NS      | $7786437.50   | 1.17%             | 2035-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Finland (Republic Of)                                                                | RFGB 0.5 09/15/27 10Y                                                  | CUSIP: X8T03RBC6<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      750000 | NS      | $857345.56    | 0.13%             | 2027-09-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Australia (Commonwealth of)                                                          | ACGB 4.5 04/21/33 140                                                  | CUSIP: Q08184MK8<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     2675000 | NS      | $1780828.13   | 0.27%             | 2033-04-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Belgium (Kingdom Of)                                                                 | BGB 3.3 06/22/54 98                                                    | CUSIP: B1121KHY4<br>LEI: 549300SZ25JZFHRHWD76 | Long             | DBT              | NUSS              | BE        |      750000 | NS      | $738480.13    | 0.11%             | 2054-06-22      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Alberta (Province Of)                                                                | ALTA 3.1 06/01/50                                                      | CUSIP: 013051ED5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | MUN               | CA        |      368000 | NS      | $209423.92    | 0.03%             | 2050-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Czech (Republic of)                                                                  | CZGB 3 03/03/33 156                                                    | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |     8790000 | NS      | $391876.72    | 0.06%             | 2033-03-03      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CI Financial Corp                                                                    | CIXCN 4.625 12/12/31 144a                                              | CUSIP: DC1465970<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |      420000 | NS      | $496135.44    | 0.07%             | 2031-12-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Germany (Federal Republic Of)                                                        | DBR 2.4 11/15/30                                                       | CUSIP: D2R8H4KF5<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     4211000 | NS      | $4937226.70   | 0.74%             | 2030-11-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                                 | UKT 3.5 01/22/45                                                       | CUSIP: G4527HDA6<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     2159140 | NS      | $2342867.75   | 0.35%             | 2045-01-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Spain (Kingdom of)                                                                   | SPGB 2.35 07/30/33                                                     | CUSIP: E8922ACY4<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     2648000 | NS      | $2975331.00   | 0.45%             | 2033-07-30      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| European Union                                                                       | EU 3 03/04/53 UFA                                                      | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | XX        |     2797247 | NS      | $2738677.62   | 0.41%             | 2053-03-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| France (Republic Of)                                                                 | FRTR 4 10/25/38 OAT                                                    | CUSIP: F43750JP8<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     1475000 | NS      | $1767264.66   | 0.27%             | 2038-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                              | BPCEGP 4.5 01/13/33 EMtN                                               | CUSIP: F1883HGB6<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      600000 | NS      | $738978.06    | 0.11%             | 2033-01-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Japan (Government Of)                                                                | JGB 1.4 12/20/42 183                                                   | CUSIP: J2S39LA61<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   360800000 | NS      | $1883604.38   | 0.28%             | 2042-12-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                       | MBONO 8.5 03/01/29 M                                                   | CUSIP: P4R07X3Z7<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    26760000 | NS      | $1497296.88   | 0.23%             | 2029-03-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Portugal (Republic Of)                                                               | PGB 2.875 10/20/34 11Y                                                 | CUSIP: X6694NCT6<br>LEI: 549300P6U1FJ3IMP7K42 | Long             | DBT              | NUSS              | PT        |      500000 | NS      | $579179.00    | 0.09%             | 2034-10-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corporation                                                 | NSWTC 2 03/08/33                                                       | CUSIP: Q6715PB65<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     1961000 | NS      | $1075182.75   | 0.16%             | 2033-03-08      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Sweden (Kingdom Of)                                                                  | SGB 2.25 05/11/35 1066                                                 | CUSIP: W7S736LX4<br>LEI: ERE94C0BSULG2RM19605 | Long             | DBT              | NUSS              | SE        |     4400000 | NS      | $458346.28    | 0.07%             | 2035-05-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Singapore (Republic of)                                                              | SIGB 3.375 09/01/33                                                    | CUSIP: V81778CZ9<br>LEI: 549300ZSV6VOGFH1ER70 | Long             | DBT              | NUSS              | SG        |      630000 | NS      | $535077.81    | 0.08%             | 2033-09-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                  | BTPS 2.45 09/01/50 30Y                                                 | CUSIP: T6052BVK1<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      100000 | NS      | $85801.25     | 0.01%             | 2050-09-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| WEA Finance LLC                                                                      | URWFP 2.875 01/15/27 REGS                                              | CUSIP: U94303AF8<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |      277000 | NS      | $272630.56    | 0.04%             | 2027-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                       | MEX 4 03/15/15                                                         | CUSIP: P9767G4W8<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     4220000 | NS      | $3467239.80   | 0.52%             | 2115-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: —       |
| Intesa Sanpaolo S.p.A.                                                               | ISPIM V7.75 PERP                                                       | CUSIP: T5R13HZX7<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      580000 | NS      | $709778.84    | 0.11%             | 2500-12-31      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Autostrade per l'Italia S.p.A.                                                       | ATOSTR 2 01/15/30                                                      | CUSIP: T0R553AJ6<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |      292000 | NS      | $327820.03    | 0.05%             | 2030-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                       | VARNO V7.862 11/15/83                                                  | CUSIP: R9576ZAG3<br>LEI: 549300LIVN3FFOJN2K47 | Long             | DBT              | CORP              | NO        |      440000 | NS      | $567729.69    | 0.09%             | 2083-11-15      | Fixed         | 7.86%                 | No            |                  2 | On Loan: No      |
| MSD Netherlands Capital BV                                                           | MRK 3.5 05/30/37                                                       | CUSIP: N59340AB0<br>LEI: 724500V56VDH8898Q807 | Long             | DBT              | CORP              | NL        |      266000 | NS      | $306627.94    | 0.05%             | 2037-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| London Power Networks PLC                                                            | UKPONE 3.837 06/11/37 EMTN                                             | CUSIP: G5607DAH3<br>LEI: 213800JDI3GTKPG4XI38 | Long             | DBT              | CORP              | GB        |     1209000 | NS      | $1409232.22   | 0.21%             | 2037-06-11      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| BMS Ireland Capital Funding DAC                                                      | BMY 3.363 11/10/33                                                     | CUSIP: 05594KAB2<br>LEI: 9845002AC2D55DFID596 | Long             | DBT              | CORP              | IE        |      504000 | NS      | $585327.19    | 0.09%             | 2033-11-10      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                                              | INDOGB 7 09/15/30 FR82                                                 | CUSIP: Y6S86ZMP1<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 18826999808 | NS      | $1188277.88   | 0.18%             | 2030-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Indonesia (Republic of)                                                              | INDOGB 7.5 04/15/40 FR83                                               | CUSIP: Y6S86ZNH8<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 12050000128 | NS      | $788773.80    | 0.12%             | 2040-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DATABANK ISSUER II LLC                                                               | HYPER 2025-1A A2                                                       | CUSIP: 23802YAA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      907000 | NS      | $893430.44    | 0.13%             | 2055-09-27      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                              | ENIIM 5.5 05/15/34 144A                                                | CUSIP: 26874RAN8<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      336000 | NS      | $346306.66    | 0.05%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR SD1657                                                              | CUSIP: 3132DNZW6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     1602269 | NS      | $1381984.75   | 0.21%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR RA8715                                                              | CUSIP: 3133KQVG8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2241674 | NS      | $2246743.50   | 0.34%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN FA0447                                                              | CUSIP: 3140W0P90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1367156 | NS      | $1417031.50   | 0.21%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN FS4165                                                              | CUSIP: 3140XKTX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1066494 | NS      | $921838.88    | 0.14%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 787612                                                              | CUSIP: 3622ADKZ0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      386665 | NS      | $379575.13    | 0.06%             | 2050-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                            | KHC 5 06/04/42                                                         | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      381000 | NS      | $349603.70    | 0.05%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Company                                                            | KHC 4.375 06/01/46                                                     | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |      250000 | NS      | $206529.91    | 0.03%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| The Kroger Co.                                                                       | KR 5.65 09/15/64                                                       | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |      379000 | NS      | $361527.80    | 0.05%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Nigeria (Federal Republic of)                                                        | NGERIA 8.6308 01/13/36 144A                                            | CUSIP: 65412AFF4<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      600000 | NS      | $644227.92    | 0.10%             | 2036-01-13      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| Repsol E&p Capital Markets US LLC                                                    | REPSEP 5.976 09/16/35 144A                                             | CUSIP: 76026AAC1<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |      400000 | NS      | $407952.28    | 0.06%             | 2035-09-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Societe Generale S.A.                                                                | SOCGEN V9.375 PERP 144A                                                | CUSIP: 83370RAC2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |      350000 | NS      | $373854.94    | 0.06%             | 2500-12-31      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 5 05/15/45                                                           | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2000000 | NS      | $2053125.00   | 0.31%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ford Auto Securitization Trust II                                                    | FASTR 2022-AA A3                                                       | CUSIP: 345214AE0<br>LEI: 549300OMOD4L2OWKWN21 | Long             | ABS-O            | CORP              | CA        |     1189407 | NS      | $881226.88    | 0.13%             | 2028-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Inversiones CMPC SA                                                                  | CMPCCI 6.125 06/23/33 144A                                             | CUSIP: 46128MAS0<br>LEI: 549300G475ACIABB4385 | Long             | DBT              | CORP              | CL        |      200000 | NS      | $205286.00    | 0.03%             | 2033-06-23      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 2.75 08/15/32                                                        | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1770000 | NS      | $1649902.76   | 0.25%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4 02/28/30                                                           | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     8700000 | NS      | $8810789.25   | 1.32%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4.125 11/30/31                                                       | CUSIP: 91282CLZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5000000 | NS      | $5075195.50   | 0.76%             | 2031-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.875 04/30/30                                                       | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      684000 | NS      | $689343.75    | 0.10%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| VERUS SEC TR 2023-5                                                                  | VERUS 2023-5 A1                                                        | CUSIP: 924934AA0<br>LEI: 984500BADC7CFE3B0756 | Long             | ABS-O            | CORP              | US        |      156574 | NS      | $157127.52    | 0.02%             | 2068-06-25      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| VERUS SEC TR 2023-4                                                                  | VERUS 2023-4 A1                                                        | CUSIP: 92539TAA1<br>LEI: 2138008DC17PCNG48R87 | Long             | ABS-O            | CORP              | US        |      146502 | NS      | $146544.08    | 0.02%             | 2068-05-25      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| WEA Finance LLC                                                                      | URWFP 2.875 01/15/27 144A                                              | CUSIP: 92928QAH1<br>LEI: 3CYEJKBUJZO3UW777J80 | Long             | DBT              | CORP              | US        |      683000 | NS      | $672226.25    | 0.10%             | 2027-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ITRAXX EUROPE SERIES 44                                                              | CDX SWAPTIONS                                                          | CUSIP: AA9N5LLP1<br>LEI: N/A                  | Long             | DCR              |  | US        |    21700000 | NS      | $3348.39      | 0.00%             | 2026-01-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corporation                                                      | QTC 1.75 07/20/34                                                      | CUSIP: Q7943QD89<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |     2209000 | NS      | $1121777.41   | 0.17%             | 2034-07-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Australia (Commonwealth of)                                                          | ACGB 3 03/21/47 150                                                    | CUSIP: Q08184MX0<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |      500000 | NS      | $240620.38    | 0.04%             | 2047-03-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| European Union                                                                       | EU 3.125 12/04/30 UFA                                                  | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | XX        |      830000 | NS      | $997881.19    | 0.15%             | 2030-12-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| European Union                                                                       | EU 3.75 10/12/45 UFA                                                   | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | XX        |      651843 | NS      | $755547.13    | 0.11%             | 2045-10-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                                 | UKT 4.25 07/31/34                                                      | CUSIP: G4527HK26<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     1475000 | NS      | $1964316.63   | 0.30%             | 2034-07-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                                 | UKT 4.5 06/07/28                                                       | CUSIP: G4527HA76<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     2950000 | NS      | $4044502.63   | 0.61%             | 2028-06-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Japan (Government Of)                                                                | JGB 1.5 06/20/34 149                                                   | CUSIP: J2615QSH9<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   431500000 | NS      | $2664617.00   | 0.40%             | 2034-06-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank U.A.                                                           | RABOBK V4.875 PERP                                                     | CUSIP: N22616MH1<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      400000 | NS      | $475420.50    | 0.07%             | 2500-12-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Colombia (Republic Of)                                                               | COLTES 13.25 02/09/33 B                                                | CUSIP: P6S32JW71<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 28336000256 | NS      | $7575356.06   | 1.14%             | 2033-02-09      | Fixed         | 13.25%                | No            |                  2 | On Loan: No      |
| New Zealand (Government Of)                                                          | NZGB 3.5 04/14/33 0433                                                 | CUSIP: Q54627BK1<br>LEI: 549300237GPHG2AI7C34 | Long             | DBT              | NUSS              | NZ        |      670000 | NS      | $369437.97    | 0.06%             | 2033-04-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Treasury Corporation of Victoria                                                     | TCV 4.75 09/15/36 MTN                                                  | CUSIP: Q9194YRJ5<br>LEI: 549300ZJM7BQW1P9UV75 | Long             | DBT              | NUSS              | AU        |     4733000 | NS      | $2972851.75   | 0.45%             | 2036-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Greece (Republic Of)                                                                 | GGB 3.625 06/15/35                                                     | CUSIP: X3R2CRAA0<br>LEI: 2138003EKTMKZ5598902 | Long             | DBT              | NUSS              | GR        |      339000 | NS      | $404412.66    | 0.06%             | 2035-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                | ROMANI 3.375 02/08/38 REGS                                             | CUSIP: X7360WAT9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      298000 | NS      | $274321.37    | 0.04%             | 2038-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Wintershall Dea Finance B.V.                                                         | HBRLN 1.823 09/25/31                                                   | CUSIP: N9639XAD4<br>LEI: 529900SUC9JUI6M74U66 | Long             | DBT              | CORP              | NL        |      600000 | NS      | $624379.32    | 0.09%             | 2031-09-25      | Fixed         | 1.82%                 | No            |                  2 | On Loan: No      |
| Cellnex Finance Company S.A.U.                                                       | CLNXSM 2 02/15/33 EMTN                                                 | CUSIP: E2R41NAB8<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |      100000 | NS      | $104654.37    | 0.02%             | 2033-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Eurofins Scientific SE                                                               | ERFFP 4.75 09/06/30                                                    | CUSIP: L31839CP3<br>LEI: 529900JEHFM47DYY3S57 | Long             | DBT              | CORP              | LU        |      790000 | NS      | $981681.63    | 0.15%             | 2030-09-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                | ROMANI 6.375 09/18/33 REGS                                             | CUSIP: X7360WCS9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     2470000 | NS      | $3115756.75   | 0.47%             | 2033-09-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                | ROMANI 5.25 05/30/32 144a                                              | CUSIP: X7360WCX8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      749000 | NS      | $900767.34    | 0.14%             | 2032-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Iceland (Republic Of)                                                                | ICEGB 7 09/17/35                                                       | CUSIP: X20146BU3<br>LEI: 254900IPCJWRC6XAJN15 | Long             | DBT              | NUSS              | IS        |   141644768 | NS      | $1168658.45   | 0.18%             | 2035-09-17      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| OBX 2025-NQM18 TRUST                                                                 | OBX 2025-NQM18 A1                                                      | CUSIP: 673918AC2<br>LEI: 254900JLM1WC0WGYCA96 | Long             | ABS-O            | CORP              | US        |      515131 | NS      | $516539.03    | 0.08%             | 2065-09-25      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.875 08/31/32                                                       | CUSIP: 91282CNW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4200000 | NS      | $4189007.75   | 0.63%             | 2032-08-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Zions Bancorporation Natl Assn Global Bank                                           | ZION V6.816 11/19/35                                                   | CUSIP: 98971DAC4<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |      557000 | NS      | $591537.78    | 0.09%             | 2035-11-19      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| Volksbank Wien AG                                                                    | VOWIBA V5.5 12/04/35                                                   | CUSIP: A9092GBS1<br>LEI: 529900D4CD6DIB3CI904 | Long             | DBT              | CORP              | AT        |      600000 | NS      | $732955.88    | 0.11%             | 2035-12-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Canada (Government of)                                                               | CAN 3.25 09/01/28                                                      | CUSIP: 135087Q49<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     2150000 | NS      | $1588592.38   | 0.24%             | 2028-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Deutsche Bahn Finance GmbH (Berlin)                                                  | DBHNGR 1.375 03/03/34 EMTN                                             | CUSIP: D1T0VZDM0<br>LEI: 52990063S23N13HU4E98 | Long             | DBT              | CORP              | DE        |      134000 | NS      | $136187.34    | 0.02%             | 2034-03-03      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Germany (Federal Republic Of)                                                        | DBR 0.25 02/15/29                                                      | CUSIP: D2R8H4DU0<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     2916000 | NS      | $3224926.26   | 0.48%             | 2029-02-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Spain (Kingdom of)                                                                   | SPGB 3.45 10/31/34                                                     | CUSIP: E8922APQ7<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1440000 | NS      | $1726766.29   | 0.26%             | 2034-10-31      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| France (Republic Of)                                                                 | FRTR 3 05/25/33 OAT                                                    | CUSIP: F26348BQ8<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |     2400000 | NS      | $2781221.13   | 0.42%             | 2033-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ireland (Republic Of)                                                                | IRISH 2.6 10/18/34                                                     | CUSIP: G4R49GBB8<br>LEI: 549300KXBEJAOJ9OVF93 | Long             | DBT              | NUSS              | IE        |      450000 | NS      | $512227.47    | 0.08%             | 2034-10-18      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Japan (Government Of)                                                                | JGB 2.1 09/20/54 84                                                    | CUSIP: J2S39L4X9<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   641550000 | NS      | $3141153.66   | 0.47%             | 2054-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                  | BTPS 4.4 05/01/33 10Y                                                  | CUSIP: T6052BS90<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     5250000 | NS      | $6671397.00   | 1.00%             | 2033-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                       | C V4.113 04/29/36                                                      | CUSIP: U17408FX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      830000 | NS      | $991370.50    | 0.15%             | 2036-04-29      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Finland (Republic Of)                                                                | RFGB 3 09/15/33 10Y                                                    | CUSIP: X27717MY4<br>LEI: 743700M6Y2OQRVSBRD14 | Long             | DBT              | NUSS              | FI        |      150000 | NS      | $176668.31    | 0.03%             | 2033-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                                              | CUSIP: 01F030611<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6290000 | NS      | $5562473.00   | 0.84%             | 2055-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                                              | CUSIP: 01F052615<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    23170000 | NS      | $23493976.00  | 3.53%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC                                             | AESOP 2025-2A A                                                        | CUSIP: 05377RKQ6<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |      326000 | NS      | $334023.63    | 0.05%             | 2031-08-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BALLYROCK CLO 24 LTD                                                                 | BALLY 2023-24A A1R                                                     | CUSIP: 05875AAJ7<br>LEI: 254900B0CDDYIJW8YL36 | Long             | ABS-CBDO         | CORP              | JE        |      545000 | NS      | $545741.75    | 0.08%             | 2038-07-15      | Floating      | 5.22%                 | No            |                  2 | On Loan: No      |
| FMC Corp.                                                                            | FMC 5.65 05/18/33                                                      | CUSIP: 302491AX3<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |      280000 | NS      | $245433.17    | 0.04%             | 2033-05-18      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR SD7526                                                              | CUSIP: 3132DVLF0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      964397 | NS      | $832983.00    | 0.13%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN CA5689                                                              | CUSIP: 3140QDKB9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      288928 | NS      | $260846.91    | 0.04%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN CA7025                                                              | CUSIP: 3140QEYX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     3298142 | NS      | $2863418.25   | 0.43%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Gildan Activewear Inc.                                                               | GILCN 4.7 10/07/30 144A                                                | CUSIP: 375916AF0<br>LEI: 549300SB3IBI34M00Z45 | Long             | DBT              | CORP              | CA        |      700000 | NS      | $696564.94    | 0.10%             | 2030-10-07      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| INVESCO CLO 2022-2. LTD.                                                             | INVCO 2023-3A AR                                                       | CUSIP: 46091RAL7<br>LEI: 54930008L2A8UYGN7A86 | Long             | ABS-CBDO         | CORP              | JE        |      975000 | NS      | $976444.00    | 0.15%             | 2038-07-15      | Floating      | 5.21%                 | No            |                  2 | On Loan: No      |
| Onemain Financial Issuance Trust 2014-2                                              | OMFIT 2020-2A A                                                        | CUSIP: 682696AA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      748399 | NS      | $736682.25    | 0.11%             | 2035-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 5.95 09/26/55                                                     | CUSIP: 68389XDR3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      588000 | NS      | $520976.36    | 0.08%             | 2055-09-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PENFED AUTO RECEIVABLES OWNER TRUST 2025-A                                           | PNFED 2025-A A3                                                        | CUSIP: 706916AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      124000 | NS      | $124263.38    | 0.02%             | 2030-07-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Peru (Republic Of)                                                                   | PERU 7.6 08/12/39 144A                                                 | CUSIP: 715638EA6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      320000 | NS      | $103893.27    | 0.02%             | 2039-08-12      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| RWE Finance US LLC                                                                   | RWE 5.875 04/16/34 144A                                                | CUSIP: 749983AA0<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |      460000 | NS      | $484924.67    | 0.07%             | 2034-04-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RWE Finance US LLC                                                                   | RWE 6.25 04/16/54 144A                                                 | CUSIP: 749983AB8<br>LEI: 529900J7MYLKI84UP772 | Long             | DBT              | CORP              | US        |      440000 | NS      | $451542.38    | 0.07%             | 2054-04-16      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Raizen Fuels Finance SA                                                              | RAIZBZ 6.45 03/05/34 144A                                              | CUSIP: 75102XAB2<br>LEI: 52990010NH26VC32Q522 | Long             | DBT              | CORP              | LU        |      320000 | NS      | $261003.69    | 0.04%             | 2034-03-05      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Repsol E&p Capital Markets US LLC                                                    | REPSEP 5.204 09/16/30 144A                                             | CUSIP: 76026AAB3<br>LEI: 894500D0J12FRZ3Q0M15 | Long             | DBT              | CORP              | US        |      451000 | NS      | $457381.22    | 0.07%             | 2030-09-16      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | TII 0.125 02/15/52                                                     | CUSIP: 912810TE8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     4890000 | NS      | $3014704.00   | 0.45%             | 2052-02-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4.25 11/15/34                                                        | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1650000 | NS      | $1667337.88   | 0.25%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4.25 05/15/35                                                        | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    11150000 | NS      | $11242336.00  | 1.69%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4.25 08/15/35                                                        | CUSIP: 91282CNT4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     7409700 | NS      | $7462957.22   | 1.12%             | 2035-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                                 | UKT 1.25 07/31/51                                                      | CUSIP: G4527HUU3<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |     2850000 | NS      | $1704137.72   | 0.26%             | 2051-07-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Canada (Government of)                                                               | CAN 1.5 12/01/31                                                       | CUSIP: 135087N26<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      730000 | NS      | $486436.19    | 0.07%             | 2031-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ontario (Province Of)                                                                | ONT 4.6 12/02/55                                                       | CUSIP: 68333ZBF3<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | MUN               | CA        |     1762000 | NS      | $1286083.50   | 0.19%             | 2055-12-02      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Switzerland (Government Of)                                                          | SWISS 0.5 06/27/32                                                     | CUSIP: H210694S7<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |     1410000 | NS      | $1814202.41   | 0.27%             | 2032-06-27      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Germany (Federal Republic Of)                                                        | DBR 0 02/15/30                                                         | CUSIP: D2R8H4ES4<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1447000 | NS      | $1545126.36   | 0.23%             | 2030-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Germany (Federal Republic Of)                                                        | DBR 2.3 02/15/33 TWIN                                                  | CUSIP: D1444RCB2<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     4911000 | NS      | $5640323.11   | 0.85%             | 2033-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| European Union                                                                       | EU 3 12/04/34 UFA                                                      | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | XX        |     1666000 | NS      | $1945361.00   | 0.29%             | 2034-12-04      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA                                                                       | BNP V6.875 PERP                                                        | CUSIP: F105CUTN1<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |      200000 | NS      | $251657.27    | 0.04%             | 2500-12-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                                 | UKT 1.5 07/31/53                                                       | CUSIP: G4527HWA5<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |    10720000 | NS      | $6644559.31   | 1.00%             | 2053-07-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Switzerland (Government Of)                                                          | SWISS 3.5 04/08/33                                                     | CUSIP: H7351PYD2<br>LEI: 5067006OA1BJ88912Q83 | Long             | DBT              | NUSS              | CH        |      930000 | NS      | $1450769.50   | 0.22%             | 2033-04-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                  | BTPS 3.65 08/01/35 10Y                                                 | CUSIP: T6025AAC8<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1638000 | NS      | $1955355.25   | 0.29%             | 2035-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Japan (Government Of)                                                                | JGB 2.8 06/20/55 87                                                    | CUSIP: J2615UAJ5<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    70500000 | NS      | $402338.00    | 0.06%             | 2055-06-20      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Peru (Republic Of)                                                                   | PERUGB 6.15 08/12/32                                                   | CUSIP: P6S32DDY6<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      393000 | NS      | $126104.29    | 0.02%             | 2032-08-12      | Fixed         | 6.15%                 | No            |                  2 | On Loan: —       |
| Australia (Commonwealth of)                                                          | ACGB 1.75 06/21/51 162                                                 | CUSIP: Q08184NC5<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     7785000 | NS      | $2656374.19   | 0.40%             | 2051-06-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corporation                                                 | NSWTC 4.25 02/20/36                                                    | CUSIP: Q6715QJL2<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |     1060400 | NS      | $647020.50    | 0.10%             | 2036-02-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                  | BTPS 2.15 03/01/72 50Y                                                 | CUSIP: T6052BZK7<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      699000 | NS      | $485532.77    | 0.07%             | 2072-03-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V3.521 05/22/31 .                                                   | CUSIP: U6176TPH5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      240000 | NS      | $285144.63    | 0.04%             | 2031-05-22      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                | ROMANI 3.375 01/28/50 REGS                                             | CUSIP: X7360WBF8<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     1664000 | NS      | $1253237.64   | 0.19%             | 2050-01-28      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Sartorius Finance BV                                                                 | SRTGR 4.875 09/14/35                                                   | CUSIP: N7750FAC2<br>LEI: 529900JCAKTMRXK9EA58 | Long             | DBT              | CORP              | NL        |      700000 | NS      | $869339.19    | 0.13%             | 2035-09-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Malaysia (Government Of)                                                             | MGS 4.642 11/07/33 0318                                                | CUSIP: Y2R35QBZ3<br>LEI: 254900GSIL471JOBYY43 | Long             | DBT              | NUSS              | MY        |     5810000 | NS      | $1544737.47   | 0.23%             | 2033-11-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| China (People's Republic Of)                                                         | CGB 1.92 01/15/55 INBK                                                 | CUSIP: Y603FQAA8<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |    35830000 | NS      | $4718569.14   | 0.71%             | 2055-01-15      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| China (People's Republic Of)                                                         | CGB 3.81 09/14/50 INBK                                                 | CUSIP: Y6S39BYR5<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     3530000 | NS      | $640130.08    | 0.10%             | 2050-09-14      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo S.p.A.                                                               | ISPIM V9.125 PERP                                                      | CUSIP: T5R13TRW2<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |      500000 | NS      | $678383.38    | 0.10%             | 2500-12-31      | Fixed         | 9.12%                 | No            |                  2 | On Loan: No      |
| Cellnex Finance Company S.A.U.                                                       | CLNXSM 3.5 05/22/32 EMTn                                               | CUSIP: E2R41NAJ1<br>LEI: 549300OUROMFTRFA7T23 | Long             | DBT              | CORP              | ES        |      100000 | NS      | $116650.21    | 0.02%             | 2032-05-22      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Germany (Federal Republic Of)                                                        | DBR 4 01/04/37                                                         | CUSIP: D20658A30<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      100000 | NS      | $128841.72    | 0.02%             | 2037-01-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AUTONATION FINANCE TRUST 2025-1                                                      | DRVPNK 2025-1A A3                                                      | CUSIP: 05330QAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      228000 | NS      | $230088.95    | 0.03%             | 2029-11-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 785078                                                              | CUSIP: 3622AAQ72<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      441653 | NS      | $420836.75    | 0.06%             | 2050-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 3.65 03/25/41                                                     | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     1074000 | NS      | $783504.13    | 0.12%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CDX.NA.IG.45                                                                         | CDX SWAPTIONS                                                          | CUSIP: AA9N5LKL1<br>LEI: N/A                  | Short            | DCR              |  | US        |   -31100000 | NS      | $-5010.21     | -0.00%            | 2026-01-21      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| European Union                                                                       | EU 0.2 06/04/36 SURE                                                   | CUSIP: B3S09CAH9<br>LEI: 529900FZRK8FGMPEOM08 | Long             | DBT              | NUSS              | XX        |     1474000 | NS      | $1271831.63   | 0.19%             | 2036-06-04      | Fixed         | 0.20%                 | No            |                  2 | On Loan: No      |
| France (Republic Of)                                                                 | FRTR 3 11/25/34 OAT                                                    | CUSIP: F26348DT0<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      319000 | NS      | $362828.19    | 0.05%             | 2034-11-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Japan (Government Of)                                                                | JGB 1.1 03/20/43 184                                                   | CUSIP: J2S39LE83<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   159000000 | NS      | $784778.23    | 0.12%             | 2043-03-20      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V4.099 05/22/36                                                     | CUSIP: U6176TPF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      560000 | NS      | $669297.19    | 0.10%             | 2036-05-22      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Stryker Corporation                                                                  | SYK 2.125 11/30/27                                                     | CUSIP: 863667AT8<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     1500000 | NS      | $1749732.38   | 0.26%             | 2027-11-30      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Fiserv Funding ULC                                                                   | FISV 4 06/15/36                                                        | CUSIP: 337735AC8<br>LEI: 254900RNWK5SE9A0I712 | Long             | DBT              | CORP              | IE        |      428000 | NS      | $491617.38    | 0.07%             | 2036-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Korea (Republic Of)                                                                  | KTB 3.25 03/10/53 5303                                                 | CUSIP: Y7277FX88<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |   857000000 | NS      | $588783.17    | 0.09%             | 2053-03-10      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Iceland (Republic Of)                                                                | ICEGB 6.5 02/15/38                                                     | CUSIP: X20146CL2<br>LEI: 254900IPCJWRC6XAJN15 | Long             | DBT              | NUSS              | IS        |   220746561 | NS      | $1761548.71   | 0.26%             | 2038-02-15      | Fixed         |  | No            |                  2 | On Loan: No      |
| A&D MORTGAGE TRUST 2023-NQM2                                                         | ADMT 2023-NQM2 A1                                                      | CUSIP: 00002DAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      245756 | NS      | $245860.97    | 0.04%             | 2068-05-25      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| ALIGNED DATA CENTERS ISSUER LLC                                                      | ADC 2023-1A A2                                                         | CUSIP: 01627AAD0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      397000 | NS      | $399922.66    | 0.06%             | 2048-08-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Avolon Holdings Funding Ltd.                                                         | AVOL 2.75 02/21/28 144A                                                | CUSIP: 05401AAP6<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     1692000 | NS      | $1638583.63   | 0.25%             | 2028-02-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Eni SpA                                                                              | ENIIM 5.95 05/15/54 144A                                               | CUSIP: 26874RAP3<br>LEI: BUCRF72VH5RBN7X3VL35 | Long             | DBT              | CORP              | IT        |      431000 | NS      | $427316.33    | 0.06%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD                               | FRESR 2017-SR01 A3                                                     | CUSIP: 3137FCJG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-O            | CORP              | US        |      222962 | NS      | $219451.92    | 0.03%             | 2027-11-25      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN CB2371                                                              | CUSIP: 3140QMT53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1554560 | NS      | $1340222.00   | 0.20%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC.                                                               | FABSJV 6.2 01/25/37                                                    | CUSIP: 350930AJ2<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      630000 | NS      | $662004.94    | 0.10%             | 2037-01-25      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2 MA8347                                                              | CUSIP: 36179XHY5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     2159100 | NS      | $2118677.00   | 0.32%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NTT Finance Corp                                                                     | NTT 4.091 07/16/37 144A                                                | CUSIP: 62954WAZ8<br>LEI: 3538007PR116187GD960 | Long             | DBT              | CORP              | JP        |      376000 | NS      | $447241.13    | 0.07%             | 2037-07-16      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 3.6 04/01/40                                                      | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      410000 | NS      | $304071.50    | 0.05%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 4.8 09/26/32                                                      | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      200000 | NS      | $193084.41    | 0.03%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                | ROMANI 6.625 02/17/28 144A                                             | CUSIP: 77586RAQ3<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      680000 | NS      | $708820.00    | 0.11%             | 2028-02-17      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Stack Infrastructure Issuer Llc                                                      | SIDC 2023-1A A2                                                        | CUSIP: 85236KAF9<br>LEI: 254900AV7V87H3A2WM57 | Long             | ABS-O            | CORP              | US        |      156000 | NS      | $156370.53    | 0.02%             | 2048-03-25      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc.                                                   | TTWO 5.6 06/12/34                                                      | CUSIP: 874054AN9<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |      140000 | NS      | $146117.16    | 0.02%             | 2034-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                       | MEX 5.375 03/22/33                                                     | CUSIP: 91087BBK5<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1690000 | NS      | $1674790.00   | 0.25%             | 2033-03-22      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bonds                                                         | T 4.75 05/15/55                                                        | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2800000 | NS      | $2751437.51   | 0.41%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 2.25 08/15/27                                                        | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     5300000 | NS      | $5196898.50   | 0.78%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.875 11/30/29                                                       | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    10300000 | NS      | $10386101.38  | 1.56%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.75 04/30/27                                                        | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    40992000 | NS      | $41120100.25  | 6.18%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.875 07/31/27                                                       | CUSIP: 91282CNP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    13500000 | NS      | $13578574.00  | 2.04%             | 2027-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                                          | VTRS 4 06/22/50                                                        | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |      646000 | NS      | $430212.13    | 0.06%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ministerio de Hacienda y Credito Publico                                             | COLTES 11 08/22/29 B                                                   | CUSIP: P6S337KA2<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 16947300352 | NS      | $4226878.00   | 0.64%             | 2029-08-22      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                       | MS V4.892 10/22/36 I                                                   | CUSIP: 61748UAN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      917000 | NS      | $908882.25    | 0.14%             | 2036-10-22      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Oracle Corp.                                                                         | ORCL 5.2 09/26/35                                                      | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      780000 | NS      | $747303.00    | 0.11%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Germany (Federal Republic Of)                                                        | DBR 0 05/15/35                                                         | CUSIP: D2R8H4FE4<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     2350000 | NS      | $2118758.73   | 0.32%             | 2035-05-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Germany (Federal Republic Of)                                                        | DBR 1.7 08/15/32                                                       | CUSIP: D2R8H4JD2<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |      845000 | NS      | $939847.50    | 0.14%             | 2032-08-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Iceland (Republic Of)                                                                | ICEGB 4.5 02/17/42                                                     | CUSIP: X20146AZ3<br>LEI: 254900IPCJWRC6XAJN15 | Long             | DBT              | NUSS              | IS        |   286078016 | NS      | $1850319.13   | 0.28%             | 2042-02-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Colombia (Republic Of)                                                               | COLTES 7 03/26/31 B                                                    | CUSIP: P6S32JV64<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        | 15896999936 | NS      | $3286314.50   | 0.49%             | 2031-03-26      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Germany (Federal Republic Of)                                                        | BKO 1.9 09/16/27                                                       | CUSIP: D2R8H4MD8<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     1630000 | NS      | $1909072.25   | 0.29%             | 2027-09-16      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Indigo Group SAS                                                                     | VPARKI 4.5 04/18/30                                                    | CUSIP: F5197NAD7<br>LEI: 213800H5J9NKEXSUQX44 | Long             | DBT              | CORP              | FR        |      400000 | NS      | $490996.38    | 0.07%             | 2030-04-18      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| European Union                                                                       | EU 3.375 10/05/54 UFA                                                  | CUSIP: N/A<br>LEI: 529900FZRK8FGMPEOM08       | Long             | DBT              | NUSS              | XX        |      572384 | NS      | $595577.50    | 0.09%             | 2054-10-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                             | EDF 2 12/09/49 EMTN                                                    | CUSIP: F4065QLG3<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     1000000 | NS      | $691479.31    | 0.10%             | 2049-12-09      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Engie SA                                                                             | ENGIFP 4.5 09/06/42 EMTN                                               | CUSIP: F3R09S2F4<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | DBT              | CORP              | FR        |      400000 | NS      | $469486.44    | 0.07%             | 2042-09-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                         | BACR V9.25 PERP                                                        | CUSIP: G0809LJC4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      320000 | NS      | $465310.63    | 0.07%             | 2500-12-31      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland                                 | UKT 1.625 10/22/28                                                     | CUSIP: G4527HBW0<br>LEI: ECTRVYYCEF89VWYS6K36 | Long             | DBT              | NUSS              | GB        |      600000 | NS      | $765053.19    | 0.12%             | 2028-10-22      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                  | BTPS 4.3 10/01/54 30Y                                                  | CUSIP: T6031QAS0<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     6185000 | NS      | $7214184.78   | 1.08%             | 2054-10-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Japan (Government Of)                                                                | JGB 0.1 03/20/27 346                                                   | CUSIP: J2S39KRZ1<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   669400000 | NS      | $4230159.81   | 0.64%             | 2027-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Japan (Government Of)                                                                | JGB 1.8 03/20/54 82                                                    | CUSIP: J2S39LY81<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    87750000 | NS      | $400062.44    | 0.06%             | 2054-03-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Japan (Government Of)                                                                | JGB 2.3 12/20/54 85                                                    | CUSIP: J2S39L6L3<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   447600000 | NS      | $2294521.37   | 0.35%             | 2054-12-20      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Japan (Government Of)                                                                | JGB 1 03/20/62 15                                                      | CUSIP: J2S39LUV4<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   328600000 | NS      | $1062726.41   | 0.16%             | 2062-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Australia (Commonwealth of)                                                          | ACGB 3.25 06/21/39 147                                                 | CUSIP: Q08184MU6<br>LEI: 213800J6B7JSBDETCB42 | Long             | DBT              | NUSS              | AU        |     1385000 | NS      | $772431.94    | 0.12%             | 2039-06-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Posco                                                                                | POHANG 5.75 01/17/28 144A                                              | CUSIP: 73730EAD5<br>LEI: 9884000N94NH7G6LQ816 | Long             | DBT              | CORP              | KR        |      200000 | NS      | $206074.94    | 0.03%             | 2028-01-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Springcastle I Spv Llc                                                               | SCFT 2020-AA A                                                         | CUSIP: 85022WAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      161985 | NS      | $153032.88    | 0.02%             | 2037-09-25      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 1.625 05/15/31                                                       | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6180000 | NS      | $5536652.32   | 0.83%             | 2031-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Germany (Federal Republic Of)                                                        | DBR 0 02/15/32                                                         | CUSIP: D2R8H4JB6<br>LEI: 529900AQBND3S6YJLY83 | Long             | DBT              | NUSS              | DE        |     3870000 | NS      | $3898134.00   | 0.59%             | 2032-02-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Mexico (United Mexican States)                                                       | MBONO 8 02/21/36 M                                                     | CUSIP: P4R1NQAV3<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    92000000 | NS      | $4730151.50   | 0.71%             | 2036-02-21      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| NBN Co Ltd.                                                                          | NBNAUS 4.375 03/15/33 GMTN                                             | CUSIP: Q6633FFD7<br>LEI: 2549007CRZ2NT7S96A24 | Long             | DBT              | CORP              | AU        |      139000 | NS      | $173273.02    | 0.03%             | 2033-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BMS Ireland Capital Funding DAC                                                      | BMY 4.581 11/10/55                                                     | CUSIP: 05594KAE6<br>LEI: 9845002AC2D55DFID596 | Long             | DBT              | CORP              | IE        |      451000 | NS      | $517183.13    | 0.08%             | 2055-11-10      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Korea (Republic Of)                                                                  | KTB 2.625 06/10/35 3506                                                | CUSIP: Y7277F6Z8<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        | 15000000000 | NS      | $9771992.25   | 1.47%             | 2035-06-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FNMA-30YR                                                              | CUSIP: 01F020612<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     6100000 | NS      | $4929538.41   | 0.74%             | 2055-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Foundry JV Holdco LLC.                                                               | FABSJV 6.25 01/25/35                                                   | CUSIP: 350930AD5<br>LEI: 21380048QROAMGM6EP30 | Long             | DBT              | CORP              | US        |      640000 | NS      | $678650.44    | 0.10%             | 2035-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Intel Corporation                                                                    | INTC 5.7 02/10/53                                                      | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |      450000 | NS      | $418930.88    | 0.06%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.875 07/31/30                                                       | CUSIP: 91282CNN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2200000 | NS      | $2216242.25   | 0.33%             | 2030-07-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Queensland Treasury Corporation                                                      | QTC 2 08/22/33                                                         | CUSIP: Q7943QZ36<br>LEI: 98INKCEEHOU5YJS0HQ88 | Long             | DBT              | NUSS              | AU        |      846000 | NS      | $454469.66    | 0.07%             | 2033-08-22      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                                  | GPN 4.875 03/17/31                                                     | CUSIP: 37940XAS1<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |      517000 | NS      | $632348.56    | 0.10%             | 2031-03-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| COLT 2023-4 MORTGAGE LOAN TRUST                                                      | COLT 2023-4 A1                                                         | CUSIP: 12598WAA0<br>LEI: 213800EHDFO4A3F7P416 | Long             | ABS-O            | CORP              | US        |      408096 | NS      | $413108.59    | 0.06%             | 2068-10-25      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2019-3                                                | CRVNA 2021-N2 C                                                        | CUSIP: 14686KAD9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       56791 | NS      | $55572.05     | 0.01%             | 2028-03-10      | Fixed         | 1.07%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association                                             | G2-30YR-Multi                                                          | CUSIP: 21H022614<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1430000 | NS      | $1233263.25   | 0.19%             | 2055-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp.                                                 | CAT 3.742 09/04/26 EMTN                                                | CUSIP: U1491MBF8<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     2500000 | NS      | $2965734.50   | 0.45%             | 2026-09-04      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Realty Income Corporation                                                            | O 3.875 06/20/35 .                                                     | CUSIP: 756109CV4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      352000 | NS      | $408513.97    | 0.06%             | 2035-06-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Korea (Republic Of)                                                                  | KTB 3.125 09/10/52 5209                                                | CUSIP: Y7277FV64<br>LEI: 549300O0QCVSQGPGDT58 | Long             | DBT              | NUSS              | KR        |  1219000064 | NS      | $818866.19    | 0.12%             | 2052-09-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc.                                                        | ATDBCN 4.011 02/12/36 144A                                             | CUSIP: ZF8249715<br>LEI: 549300OSW32RVX8CCZ87 | Long             | DBT              | CORP              | CA        |      300000 | NS      | $352884.03    | 0.05%             | 2036-02-12      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                                                          | COF V7.964 11/02/34                                                    | CUSIP: 254709AT5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      560000 | NS      | $660237.63    | 0.10%             | 2034-11-02      | Fixed         | 7.96%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR SD4362                                                              | CUSIP: 3132E0Z39<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     2700470 | NS      | $2776995.75   | 0.42%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp.                                                     | FR RA2650                                                              | CUSIP: 3133KH5K8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      641285 | NS      | $577068.69    | 0.09%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN CB1186                                                              | CUSIP: 3140QLJ80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1419274 | NS      | $1152821.75   | 0.17%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                                | FN FS9412                                                              | CUSIP: 3140XRN68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     2281238 | NS      | $2333824.75   | 0.35%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GLP Capital L.P. and GLP Financing II, Inc.                                          | GLPI 5.75 11/01/37                                                     | CUSIP: 361841AW9<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |     1266000 | NS      | $1259182.38   | 0.19%             | 2037-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| OCTAGON 61                                                                           | OCT61 2023-2A A1R                                                      | CUSIP: 675947AL9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |      680000 | NS      | $682237.19    | 0.10%             | 2038-04-20      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd.                                               | PFE 5.11 05/19/43                                                      | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |      574000 | NS      | $552357.56    | 0.08%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 4.625 02/15/35                                                       | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9800000 | NS      | $10172476.75  | 1.53%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Notes                                                         | T 3.625 09/30/30                                                       | CUSIP: 91282CPA3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6420000 | NS      | $6395172.63   | 0.96%             | 2030-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt Fuer Wiederaufbau                                                      | KFW 0.375 04/23/30 EMTN                                                | CUSIP: D4S46MCX1<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | NUSS              | DE        |     1070000 | NS      | $1148250.69   | 0.17%             | 2030-04-23      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| JAB Holdings B.V.                                                                    | JABHOL 5 06/12/33                                                      | CUSIP: N4717KBL9<br>LEI: 529900RRNKUM3INJGF98 | Long             | DBT              | CORP              | NL        |      600000 | NS      | $753154.64    | 0.11%             | 2033-06-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                                                     | DB V1.75 11/19/30 EMTN                                                 | CUSIP: D1T7F65H7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |      900000 | NS      | $998469.90    | 0.15%             | 2030-11-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Spain (Kingdom of)                                                                   | SPGB 1 10/31/50                                                        | CUSIP: E8922AJL5<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |      241000 | NS      | $151016.28    | 0.02%             | 2050-10-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Spain (Kingdom of)                                                                   | SPGB 3.25 04/30/34                                                     | CUSIP: E8922APE4<br>LEI: 9598007A56S18711AH60 | Long             | DBT              | NUSS              | ES        |     1060000 | NS      | $1256490.32   | 0.19%             | 2034-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Credit Agricole S.A.                                                                 | ACAFP 4.375 11/27/33 EMTN                                              | CUSIP: F2R125K95<br>LEI: 969500TJ5KRTCJQWXH05 | Long             | DBT              | CORP              | FR        |     1100000 | NS      | $1348589.75   | 0.20%             | 2033-11-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ubisoft Entertainment S.A.                                                           | UBIFP 0.878 11/24/27                                                   | CUSIP: F9396NFJ0<br>LEI: 969500I7C8V1LBIMSM05 | Long             | DBT              | CORP              | FR        |     1000000 | NS      | $1080733.75   | 0.16%             | 2027-11-24      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                              | BPCEGP V2.125 10/13/46 NC10                                            | CUSIP: F1883FA91<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     1400000 | NS      | $1476155.88   | 0.22%             | 2046-10-13      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| France (Republic Of)                                                                 | FRTR 3.25 05/25/55 OAT                                                 | CUSIP: F26348DM5<br>LEI: 969500KCGF3SUYJHPV70 | Long             | DBT              | NUSS              | FR        |      650000 | NS      | $615008.25    | 0.09%             | 2055-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| RLGH Finance Bermuda Ltd.                                                            | RESLIF 8.25 07/17/31                                                   | CUSIP: G7586KAA3<br>LEI: 549300JARQYXR76TRX40 | Long             | DBT              | CORP              | BM        |      635000 | NS      | $718839.06    | 0.11%             | 2031-07-17      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Yorkshire Water Finance PLC                                                          | KEL 6.6011 04/17/31 .                                                  | CUSIP: G98590AD7<br>LEI: 213800O8BDOGHJMTCP32 | Long             | DBT              | CORP              | GB        |      200000 | NS      | $283775.06    | 0.04%             | 2031-04-17      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Japan (Government Of)                                                                | JGB 1.5 03/20/45 46                                                    | CUSIP: J2S39KGX8<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   589699968 | NS      | $2988819.50   | 0.45%             | 2045-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Japan (Government Of)                                                                | JGB 0.8 12/20/47 57                                                    | CUSIP: J2S39KUZ7<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |   163700000 | NS      | $667988.75    | 0.10%             | 2047-12-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Japan (Government Of)                                                                | JGB 0.7 12/20/50 69                                                    | CUSIP: J2S39LKG8<br>LEI: 353800WZS8AXZXFUC241 | Long             | DBT              | NUSS              | JP        |    23950000 | NS      | $85572.62     | 0.01%             | 2050-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Poland (Republic of)                                                                 | POLGB 6 10/25/33 1033                                                  | CUSIP: X8T024CH6<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |     1325000 | NS      | $394542.88    | 0.06%             | 2033-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| New South Wales Treasury Corporation                                                 | NSWTC 4.75 02/20/35                                                    | CUSIP: Q6715QGC5<br>LEI: TC7LRO17HPNPLTAV0H77 | Long             | DBT              | NUSS              | AU        |      989000 | NS      | $637372.56    | 0.10%             | 2035-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                  | BTPS 2.15 09/01/52 30Y                                                 | CUSIP: T6052BJ90<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |      394000 | NS      | $307908.28    | 0.05%             | 2052-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Italy (Republic Of)                                                                  | BTPS 0.95 03/01/37 16Y                                                 | CUSIP: T6052BYU6<br>LEI: 815600DE60799F5A9309 | Long             | DBT              | NUSS              | IT        |     1652000 | NS      | $1471796.63   | 0.22%             | 2037-03-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Romania (Republic Of)                                                                | ROMANI 4.625 04/03/49 REGS                                             | CUSIP: X7360WBA9<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |      849000 | NS      | $784639.47    | 0.12%             | 2049-04-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Autostrade per l'Italia S.p.A.                                                       | ATOSTR 2.25 01/25/32 EMTN                                              | CUSIP: T0R553AK3<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |      629000 | NS      | $686842.38    | 0.10%             | 2032-01-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Autostrade per l'Italia S.p.A.                                                       | ATOSTR 4.625 02/28/36 EMTN                                             | CUSIP: T0R553AP2<br>LEI: 815600149448CEB9B230 | Long             | DBT              | CORP              | IT        |      425000 | NS      | $516695.74    | 0.08%             | 2036-02-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Finance (Netherlands) B.V.                                              | TOYOTA 3.125 04/21/28 EMTN                                             | CUSIP: N87618ZS1<br>LEI: 724500OPA8GZSQUNSR96 | Long             | DBT              | CORP              | NL        |     1500000 | NS      | $1781712.25   | 0.27%             | 2028-04-21      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                                  | NEE V4.496 05/15/56 .                                                  | CUSIP: 65339KDV9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      742000 | NS      | $868596.56    | 0.13%             | 2056-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corporation                                                           | AVY 4 09/11/35                                                         | CUSIP: 053611AR0<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |      428000 | NS      | $504586.49    | 0.08%             | 2035-09-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| China (People's Republic Of)                                                         | CGB 3.73 05/25/70 INBK                                                 | CUSIP: Y6S39BXL9<br>LEI: 300300CHN201808MOF68 | Long             | DBT              | NUSS              | CN        |     3600000 | NS      | $696071.05    | 0.10%             | 2070-05-25      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                               | US T-NOTE 2YR                                                          | CUSIP: 00002TUH6<br>LEI: 549300EX04Q2QBFQTQ27 | Short            | DIR              | CORP              | US        |         -48 | NC      | $-3973.54     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                               | US T-NOTE 2YR                                                          | CUSIP: 00002TUH6<br>LEI: 549300EX04Q2QBFQTQ27 | Long             | DIR              | CORP              | US        |          81 | NC      | $-10440.74    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ASX - TRADE24                                                                        | ASX 3 Year Treasury Bond Futures                                       | CUSIP: 00002YMH6<br>LEI: 549300SDXT36XYPVWI79 | Long             | DIR              | CORP              | AU        |          16 | NC      | $213.55       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                    | FGBL Mar 2026                                                          | CUSIP: 00002RXH6<br>LEI: 529900UT4DG0LG5R9O07 | Long             | DIR              | CORP              | DE        |         128 | NC      | $15129.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                    | FOAT Mar 2026                                                          | CUSIP: 0002OATH6<br>LEI: 529900UT4DG0LG5R9O07 | Long             | DIR              | CORP              | DE        |          61 | NC      | $-43742.23    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                    | FOAT Mar 2026                                                          | CUSIP: 0002OATH6<br>LEI: 529900UT4DG0LG5R9O07 | Short            | DIR              | CORP              | DE        |        -133 | NC      | $72959.45     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                               | US T-NOTE 5YR                                                          | CUSIP: 00002FVH6<br>LEI: 549300EX04Q2QBFQTQ27 | Long             | DIR              | CORP              | US        |         341 | NC      | $-2553.23     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN 10YR BOND FUTURES                                                           | CANADIAN 10YR BOND FUTURES                                             | CUSIP: 00002CNH6<br>LEI: FOR8UP27PHTHYVLBNG30 | Short            | DIR              | CORP              | CA        |         -10 | NC      | $9544.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                               | US T-NOTE 5YR                                                          | CUSIP: 00002FVH6<br>LEI: 549300EX04Q2QBFQTQ27 | Short            | DIR              | CORP              | US        |        -140 | NC      | $-9843.82     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN 10YR BOND FUTURES                                                           | CANADIAN 10YR BOND FUTURES                                             | CUSIP: 00002CNH6<br>LEI: 9R7GPTSO7KV3UQJZQ078 | Long             | DIR              | CORP              | CA        |          51 | NC      | $-40501.26    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| LONG GILT                                                                            | LONG GILT                                                              | CUSIP: 00002G9H6<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DIR              |  | US        |          20 | NC      | $19302.64     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LONG GILT                                                                            | LONG GILT                                                              | CUSIP: 00002G9H6<br>LEI: RCNB6OTYUAMMP879YW96 | Short            | DIR              |  | US        |         -86 | NC      | $-162292.59   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| LONG GILT                                                                            | LONG GILT                                                              | CUSIP: 00002G9H6<br>LEI: RCNB6OTYUAMMP879YW96 | Long             | DIR              |  | US        |          56 | NC      | $-25372.98    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ICE FUTURES EUROPE - FINANCIAL PRODUCTS DIVISION                                     | Three Month SONIA - ICEU - Dec26                                       | CUSIP: 0002SFIZ6<br>LEI: 549300UF4R84F48NCH34 | Long             | DIR              | CORP              | GB        |         240 | NC      | $-13293.60    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                               | US T-BOND ULTRA                                                        | CUSIP: 00002WNH6<br>LEI: 549300EX04Q2QBFQTQ27 | Short            | DIR              | CORP              | US        |        -219 | NC      | $321318.37    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                               | US T-BOND ULTRA                                                        | CUSIP: 00002WNH6<br>LEI: 549300EX04Q2QBFQTQ27 | Long             | DIR              | CORP              | US        |          81 | NC      | $-142611.86   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                               | US T-BOND ULTRA                                                        | CUSIP: 00002WNH6<br>LEI: 549300EX04Q2QBFQTQ27 | Long             | DIR              | CORP              | US        |           3 | NC      | $-1468.75     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                    | FGBM Mar 2026                                                          | CUSIP: 00002OEH6<br>LEI: 529900UT4DG0LG5R9O07 | Short            | DIR              | CORP              | DE        |         -16 | NC      | $11469.94     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                    | FGBM Mar 2026                                                          | CUSIP: 00002OEH6<br>LEI: 529900UT4DG0LG5R9O07 | Long             | DIR              | CORP              | DE        |          73 | NC      | $-34768.25    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                    | FGBM Mar 2026                                                          | CUSIP: 00002OEH6<br>LEI: 529900UT4DG0LG5R9O07 | Short            | DIR              | CORP              | DE        |          -2 | NC      | $705.12       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                    | FBTP Mar 2026                                                          | CUSIP: 00002IKH6<br>LEI: 529900UT4DG0LG5R9O07 | Long             | DIR              | CORP              | DE        |          19 | NC      | $-1082.31     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                    | FBTP Mar 2026                                                          | CUSIP: 00002IKH6<br>LEI: 529900UT4DG0LG5R9O07 | Short            | DIR              | CORP              | DE        |         -33 | NC      | $-35701.37    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                               | US T-NOTE ULTRA 10Y                                                    | CUSIP: 0002UXYH6<br>LEI: 549300EX04Q2QBFQTQ27 | Long             | DIR              | CORP              | US        |           2 | NC      | $-312.50      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                               | US T-NOTE ULTRA 10Y                                                    | CUSIP: 0002UXYH6<br>LEI: 549300EX04Q2QBFQTQ27 | Short            | DIR              | CORP              | US        |        -238 | NC      | $118000.23    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OSAKA EXCHANGE                                                                       | 10-year JGB Trade Future MAR 2026                                      | CUSIP: 00002JBH6<br>LEI: 353800578ADEGIJTVW07 | Short            | DIR              | CORP              | JP        |         -50 | NC      | $333447.37    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                    | FGBX Mar 2026                                                          | CUSIP: 00002UBH6<br>LEI: 529900UT4DG0LG5R9O07 | Short            | DIR              | CORP              | DE        |         -22 | NC      | $51815.41     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                    | FGBX Mar 2026                                                          | CUSIP: 00002UBH6<br>LEI: 529900UT4DG0LG5R9O07 | Short            | DIR              | CORP              | DE        |         -16 | NC      | $46443.98     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                    | FGBX Mar 2026                                                          | CUSIP: 00002UBH6<br>LEI: 529900UT4DG0LG5R9O07 | Long             | DIR              | CORP              | DE        |          62 | NC      | $-116097.87   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                    | FGBX Mar 2026                                                          | CUSIP: 00002UBH6<br>LEI: 529900UT4DG0LG5R9O07 | Short            | DIR              | CORP              | DE        |         -17 | NC      | $33597.25     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                               | US T-NOTE 10YR                                                         | CUSIP: 00002TYH6<br>LEI: 549300EX04Q2QBFQTQ27 | Long             | DIR              | CORP              | US        |          89 | NC      | $-36396.64    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                               | US T-NOTE 10YR                                                         | CUSIP: 00002TYH6<br>LEI: 549300EX04Q2QBFQTQ27 | Short            | DIR              | CORP              | US        |         -66 | NC      | $1031.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                               | US T-NOTE 10YR                                                         | CUSIP: 00002TYH6<br>LEI: 549300EX04Q2QBFQTQ27 | Short            | DIR              | CORP              | US        |         -96 | NC      | $29649.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                               | US T-BOND 30YR                                                         | CUSIP: 00002USH6<br>LEI: 549300EX04Q2QBFQTQ27 | Long             | DIR              | CORP              | US        |          30 | NC      | $-18010.20    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL                                           | S&P/TSX Capped Information Technology Index Futures,Mar-2026,Composite | CUSIP: 00002DUH6<br>LEI: 549300DKBYNOI0B1NP44 | Long             | DE               | CORP              | CA        |          14 | NC      | $-2509.05     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| THE MONTREAL EXCHANGE / BOURSE DE MONTREAL                                           | S&P/TSX Capped Information Technology Index Futures,Mar-2026,Composite | CUSIP: 00002DUH6<br>LEI: 549300DKBYNOI0B1NP44 | Long             | DE               | CORP              | CA        |         111 | NC      | $-11217.27    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                    | FGBL Mar 2026                                                          | CUSIP: 00002RXH6<br>LEI: 529900UT4DG0LG5R9O07 | Short            | DIR              | CORP              | DE        |        -123 | NC      | $185786.59    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX DEUTSCHLAND                                                                    | FGBL Mar 2026                                                          | CUSIP: 00002RXH6<br>LEI: 529900UT4DG0LG5R9O07 | Short            | DIR              | CORP              | DE        |         -70 | NC      | $97482.76     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                               | US T-BOND 30YR                                                         | CUSIP: 00002USH6<br>LEI: 549300EX04Q2QBFQTQ27 | Long             | DIR              | CORP              | US        |          32 | NC      | $-19241.28    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ASX - TRADE24                                                                        | ASX 10 Year Treasury Bond Futures                                      | CUSIP: 00002XMH6<br>LEI: 549300SDXT36XYPVWI79 | Long             | DIR              | CORP              | AU        |           8 | NC      | $-533.88      | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ASX - TRADE24                                                                        | ASX 10 Year Treasury Bond Futures                                      | CUSIP: 00002XMH6<br>LEI: 549300SDXT36XYPVWI79 | Long             | DIR              | CORP              | AU        |         208 | NC      | $6128.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2026-02-12

**Name of Applicant:** EMPOWER FUNDS, INC.

**Signature:** /s/Kelly New

**Name of Signer:** Kelly New

**Title:** Treasurer, Empower Funds, Inc.