# EDGAR Filing Document

**Accession Number:** 0001699360
**File Stem:** 0002066578-26-002243
**Filing Date:** 2026-6
**Character Count:** 1387335
**Document Hash:** 1407deb06cc1ca2c23b9fc073f816e18
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0002066578-26-002243.hdr.sgml**: 20260626

**ACCESSION NUMBER**: 0002066578-26-002243

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260626

**DATE AS OF CHANGE**: 20260626

**PERIOD START**: 20260430

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23235
- **FILM NUMBER:** 261128082

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

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

## Series and Classes Contracts Data

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

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

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

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

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

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

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

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

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

  - **City:** CHICAGO

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60602

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

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

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

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

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

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

- **a. Date of fiscal year-end:** 2026-04-30

- **b. Date as of which information is reported:** 2026-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $313082147.65

**Total Liabilities:** $55128576.00

**Net Assets:** $257953571.65

**Delayed Delivery Securities:** $11665567.44

**Cash Not Reported:** $40476232.28

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 68.746930708321 | **1-Year:** 4655.090368965473 | **5-Year:** 18441.753464370213 | **10-Year:** 16857.490278921802 | **30-Year:** 335.518077126459

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

- **3-Month:** 146.456951241846 | **1-Year:** 5985.759757860290 | **5-Year:** 10584.923972786924 | **10-Year:** 794.526480306304 | **30-Year:** 214.643357805999

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000186146 | 1.50%                | -1.38%               | 0.00%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $181013.03               | $1059806.45                                |
| Month 2  | $499831.37               | $-2904994.10                               |
| Month 3  | $124907.09               | $1588092.95                                |

**Designated Index Information**

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

- **Index Identifier:** F0000113F2

### Schedule of Portfolio Investments

| Name                                                                      | Title                                                                                                                                                  | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CURRENCY CONTRACT - AUD                                                   | CURRENCY CONTRACT - AUD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -68691 | NC      | $360.21       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                   | CURRENCY CONTRACT - AUD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -64525 | NC      | $210.71       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                   | CURRENCY CONTRACT - AUD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -100339 | NC      | $2374.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                   | CURRENCY CONTRACT - AUD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -173103 | NC      | $3840.10      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                   | CURRENCY CONTRACT - AUD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -57058 | NC      | $1203.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                   | CURRENCY CONTRACT - AUD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -77710 | NC      | $1411.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                   | CURRENCY CONTRACT - AUD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -145509 | NC      | $1944.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                   | CURRENCY CONTRACT - AUD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -165289 | NC      | $7338.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                   | CURRENCY CONTRACT - AUD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -59242 | NC      | $2710.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                   | CURRENCY CONTRACT - AUD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -38758 | NC      | $2025.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                   | CURRENCY CONTRACT - AUD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -129469 | NC      | $6475.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                   | CURRENCY CONTRACT - AUD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -84213 | NC      | $4258.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                   | CURRENCY CONTRACT - AUD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -120035 | NC      | $4400.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                   | CURRENCY CONTRACT - AUD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -179887 | NC      | $8924.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                   | CURRENCY CONTRACT - AUD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -99617 | NC      | $2161.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                   | CURRENCY CONTRACT - AUD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -113811 | NC      | $2713.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                   | CURRENCY CONTRACT - AUD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -157950 | NC      | $1010.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                   | CURRENCY CONTRACT - AUD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -162530 | NC      | $1465.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - AUD                                                   | CURRENCY CONTRACT - AUD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -59580 | NC      | $120.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                                                   | CURRENCY CONTRACT - BRL                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -863009 | NC      | $43313.96     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                                                   | CURRENCY CONTRACT - BRL                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -79322 | NC      | $4755.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                                                   | CURRENCY CONTRACT - BRL                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -18358 | NC      | $1100.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                                                   | CURRENCY CONTRACT - BRL                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -28497 | NC      | $1825.40      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                                                   | CURRENCY CONTRACT - BRL                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -24252 | NC      | $1631.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                                                   | CURRENCY CONTRACT - BRL                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -18798 | NC      | $152.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                                                   | CURRENCY CONTRACT - BRL                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -18817 | NC      | $134.69       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - BRL                                                   | CURRENCY CONTRACT - BRL                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -15050 | NC      | $111.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                   | CURRENCY CONTRACT - CAD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1660534 | NC      | $-5455.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                   | CURRENCY CONTRACT - CAD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -65459 | NC      | $935.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                   | CURRENCY CONTRACT - CAD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -43261 | NC      | $1001.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                   | CURRENCY CONTRACT - CAD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -118119 | NC      | $2977.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                   | CURRENCY CONTRACT - CAD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -84099 | NC      | $2213.89      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                   | CURRENCY CONTRACT - CAD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -218865 | NC      | $4663.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                   | CURRENCY CONTRACT - CAD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -181625 | NC      | $4280.11      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                   | CURRENCY CONTRACT - CAD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -268732 | NC      | $6436.92      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                   | CURRENCY CONTRACT - CAD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -244204 | NC      | $4406.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                   | CURRENCY CONTRACT - CAD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -106475 | NC      | $1969.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                   | CURRENCY CONTRACT - CAD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -106319 | NC      | $1388.18      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CAD                                                   | CURRENCY CONTRACT - CAD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -134010 | NC      | $1730.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                   | CURRENCY CONTRACT - CHF                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -76150 | NC      | $-1566.00     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                   | CURRENCY CONTRACT - CHF                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -71352 | NC      | $-1583.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                   | CURRENCY CONTRACT - CHF                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -71281 | NC      | $-1499.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                   | CURRENCY CONTRACT - CHF                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -83296 | NC      | $-1480.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                   | CURRENCY CONTRACT - CHF                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -5290 | NC      | $-45.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                   | CURRENCY CONTRACT - CHF                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -85092 | NC      | $-762.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                   | CURRENCY CONTRACT - CHF                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -60334 | NC      | $-203.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                   | CURRENCY CONTRACT - CHF                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -60356 | NC      | $-228.90      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                   | CURRENCY CONTRACT - CHF                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -41711 | NC      | $-170.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                   | CURRENCY CONTRACT - CHF                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -96077 | NC      | $-431.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                   | CURRENCY CONTRACT - CHF                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -54749 | NC      | $-67.03       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                   | CURRENCY CONTRACT - CHF                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -87960 | NC      | $754.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                   | CURRENCY CONTRACT - CHF                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -4363 | NC      | $14.29        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                   | CURRENCY CONTRACT - CHF                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -65819 | NC      | $421.39       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                   | CURRENCY CONTRACT - CHF                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -88042 | NC      | $657.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                   | CURRENCY CONTRACT - CHF                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -112331 | NC      | $393.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CHF                                                   | CURRENCY CONTRACT - CHF                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -82523 | NC      | $716.19       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CLP                                                   | CURRENCY CONTRACT - CLP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -32178 | NC      | $-811.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CLP                                                   | CURRENCY CONTRACT - CLP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -36176 | NC      | $-789.60      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CLP                                                   | CURRENCY CONTRACT - CLP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -36218 | NC      | $-831.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CLP                                                   | CURRENCY CONTRACT - CLP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -50400 | NC      | $-432.12      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CLP                                                   | CURRENCY CONTRACT - CLP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -37898 | NC      | $-421.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CLP                                                   | CURRENCY CONTRACT - CLP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -8756 | NC      | $-107.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CLP                                                   | CURRENCY CONTRACT - CLP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -54541 | NC      | $-463.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CLP                                                   | CURRENCY CONTRACT - CLP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -25687 | NC      | $-52.37       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - COP                                                   | CURRENCY CONTRACT - COP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -358048 | NC      | $7508.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - COP                                                   | CURRENCY CONTRACT - COP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -64067 | NC      | $950.83       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - COP                                                   | CURRENCY CONTRACT - COP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -126794 | NC      | $3343.04      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - COP                                                   | CURRENCY CONTRACT - COP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -19178 | NC      | $425.56       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - COP                                                   | CURRENCY CONTRACT - COP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -19244 | NC      | $358.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - COP                                                   | CURRENCY CONTRACT - COP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -23819 | NC      | $23.84        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - COP                                                   | CURRENCY CONTRACT - COP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -66512 | NC      | $-404.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - COP                                                   | CURRENCY CONTRACT - COP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -35062 | NC      | $-408.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - COP                                                   | CURRENCY CONTRACT - COP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -38062 | NC      | $-521.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - COP                                                   | CURRENCY CONTRACT - COP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -33474 | NC      | $-482.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CZK                                                   | CURRENCY CONTRACT - CZK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -53098 | NC      | $71.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CZK                                                   | CURRENCY CONTRACT - CZK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -125316 | NC      | $239.22       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CZK                                                   | CURRENCY CONTRACT - CZK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -33317 | NC      | $251.62       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CZK                                                   | CURRENCY CONTRACT - CZK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -38271 | NC      | $251.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CZK                                                   | CURRENCY CONTRACT - CZK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -60460 | NC      | $85.43        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CZK                                                   | CURRENCY CONTRACT - CZK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -48693 | NC      | $-15.63       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - CZK                                                   | CURRENCY CONTRACT - CZK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -86307 | NC      | $-147.08      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                   | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -989070 | NC      | $15294.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                   | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -24480000 | NC      | $-7204.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                   | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -606271 | NC      | $5413.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                   | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -406632 | NC      | $9485.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                   | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -62882930 | NC      | $-13370.69    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                   | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -423166 | NC      | $4182.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                   | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2163850 | NC      | $-421.72      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                   | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2820590 | NC      | $5163.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                   | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -383252 | NC      | $4931.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                   | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -22330500 | NC      | $-4650.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                   | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -172846 | NC      | $2895.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                   | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1276000 | NC      | $-245.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                   | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -643000 | NC      | $-129.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                   | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -160645 | NC      | $2862.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                   | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1264000 | NC      | $-222.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                   | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -61000 | NC      | $624.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                   | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -551250 | NC      | $372.67       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                   | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -300000 | NC      | $-638.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                   | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -498411 | NC      | $300.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                   | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -65589 | NC      | $36.07        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                   | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -941000 | NC      | $-280.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                   | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -133765 | NC      | $1511.12      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                   | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -857000 | NC      | $-2527.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                   | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -125833 | NC      | $1209.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                   | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1848000 | NC      | $-504.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                   | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -116382 | NC      | $1250.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                   | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -531000 | NC      | $-2066.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                   | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -722000 | NC      | $-3016.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                   | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -216000 | NC      | $-555.44      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                   | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -399000 | NC      | $-193.68      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                   | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -334990 | NC      | $1436.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                   | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -59250 | NC      | $-492.38      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                   | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -71573 | NC      | $182.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                   | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -191800 | NC      | $-38.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                   | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -300300 | NC      | $11.57        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                   | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -716000 | NC      | $238.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                   | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -138244 | NC      | $-615.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                   | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -133000 | NC      | $-973.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                   | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -934000 | NC      | $101.89       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                   | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -855000 | NC      | $508.76       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                   | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -60970 | NC      | $-179.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                   | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -91000 | NC      | $47.18        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                   | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -150832 | NC      | $-263.65      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - EUR                                                   | CURRENCY CONTRACT - EUR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -289438 | NC      | $1111.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                   | CURRENCY CONTRACT - GBP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -46276 | NC      | $393.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                   | CURRENCY CONTRACT - GBP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -107962 | NC      | $2247.50      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                   | CURRENCY CONTRACT - GBP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -99652 | NC      | $2394.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                   | CURRENCY CONTRACT - GBP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -28273 | NC      | $462.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                   | CURRENCY CONTRACT - GBP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -85678 | NC      | $1400.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                   | CURRENCY CONTRACT - GBP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -100390 | NC      | $3016.66      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                   | CURRENCY CONTRACT - GBP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -84938 | NC      | $2140.87      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                   | CURRENCY CONTRACT - GBP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -99416 | NC      | $1269.69      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                   | CURRENCY CONTRACT - GBP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -91500 | NC      | $572.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                   | CURRENCY CONTRACT - GBP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -190729 | NC      | $1117.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - GBP                                                   | CURRENCY CONTRACT - GBP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -89120 | NC      | $680.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - HUF                                                   | CURRENCY CONTRACT - HUF                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -67927 | NC      | $5928.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - HUF                                                   | CURRENCY CONTRACT - HUF                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -93849 | NC      | $8095.32      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - HUF                                                   | CURRENCY CONTRACT - HUF                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -36298 | NC      | $3179.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - HUF                                                   | CURRENCY CONTRACT - HUF                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -57346 | NC      | $4227.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - HUF                                                   | CURRENCY CONTRACT - HUF                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -44147 | NC      | $2899.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - HUF                                                   | CURRENCY CONTRACT - HUF                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -99198 | NC      | $5708.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - HUF                                                   | CURRENCY CONTRACT - HUF                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -56025 | NC      | $2384.34      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - HUF                                                   | CURRENCY CONTRACT - HUF                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -76853 | NC      | $-281.05      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - IDR                                                   | CURRENCY CONTRACT - IDR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -106769 | NC      | $-2511.70     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - IDR                                                   | CURRENCY CONTRACT - IDR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -90367 | NC      | $-2105.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - IDR                                                   | CURRENCY CONTRACT - IDR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -361447 | NC      | $-8398.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - IDR                                                   | CURRENCY CONTRACT - IDR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -66720 | NC      | $-1482.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                   | CURRENCY CONTRACT - INR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -53439 | NC      | $-350.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                   | CURRENCY CONTRACT - INR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -99957 | NC      | $-882.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                   | CURRENCY CONTRACT - INR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -44217 | NC      | $-802.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                   | CURRENCY CONTRACT - INR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -103199 | NC      | $-1897.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - INR                                                   | CURRENCY CONTRACT - INR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -73408 | NC      | $-1170.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                   | CURRENCY CONTRACT - JPY                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -128480 | NC      | $1071.83      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                   | CURRENCY CONTRACT - JPY                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -121524 | NC      | $1536.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                   | CURRENCY CONTRACT - JPY                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -176309 | NC      | $2727.51      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                   | CURRENCY CONTRACT - JPY                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -127722 | NC      | $1714.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                   | CURRENCY CONTRACT - JPY                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -40559 | NC      | $571.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                   | CURRENCY CONTRACT - JPY                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -121676 | NC      | $1715.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                   | CURRENCY CONTRACT - JPY                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -206616 | NC      | $3521.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - JPY                                                   | CURRENCY CONTRACT - JPY                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -201544 | NC      | $3187.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                                                   | CURRENCY CONTRACT - KRW                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -387390 | NC      | $223.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                                                   | CURRENCY CONTRACT - KRW                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -387334 | NC      | $279.03       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                                                   | CURRENCY CONTRACT - KRW                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -74968 | NC      | $313.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                                                   | CURRENCY CONTRACT - KRW                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -109091 | NC      | $1646.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                                                   | CURRENCY CONTRACT - KRW                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -45195 | NC      | $689.61       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                                                   | CURRENCY CONTRACT - KRW                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -39959 | NC      | $619.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                                                   | CURRENCY CONTRACT - KRW                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -22424 | NC      | $-25.91       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                                                   | CURRENCY CONTRACT - KRW                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -39294 | NC      | $-42.89       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                                                   | CURRENCY CONTRACT - KRW                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -101668 | NC      | $-34.56       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                                                   | CURRENCY CONTRACT - KRW                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -69376 | NC      | $4.90         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - KRW                                                   | CURRENCY CONTRACT - KRW                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -65279 | NC      | $73.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                   | CURRENCY CONTRACT - MXN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -118269 | NC      | $1392.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - MXN                                                   | CURRENCY CONTRACT - MXN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -66056 | NC      | $-154.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                   | CURRENCY CONTRACT - NOK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -86637 | NC      | $2983.94      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                   | CURRENCY CONTRACT - NOK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -23149 | NC      | $816.73       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                   | CURRENCY CONTRACT - NOK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -60413 | NC      | $2344.01      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                   | CURRENCY CONTRACT - NOK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -53363 | NC      | $1251.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                   | CURRENCY CONTRACT - NOK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -78539 | NC      | $2164.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                   | CURRENCY CONTRACT - NOK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -33660 | NC      | $966.30       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                   | CURRENCY CONTRACT - NOK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -57841 | NC      | $29.77        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                   | CURRENCY CONTRACT - NOK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -68183 | NC      | $53.46        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NOK                                                   | CURRENCY CONTRACT - NOK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -61077 | NC      | $105.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                   | CURRENCY CONTRACT - NZD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -359791 | NC      | $-1669.78     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                   | CURRENCY CONTRACT - NZD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -169346 | NC      | $1662.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                   | CURRENCY CONTRACT - NZD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -74561 | NC      | $1179.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                   | CURRENCY CONTRACT - NZD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -107856 | NC      | $1566.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                   | CURRENCY CONTRACT - NZD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -57003 | NC      | $689.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - NZD                                                   | CURRENCY CONTRACT - NZD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -82219 | NC      | $1806.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PHP                                                   | CURRENCY CONTRACT - PHP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -45718 | NC      | $-1492.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PHP                                                   | CURRENCY CONTRACT - PHP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -77364 | NC      | $-779.89      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PHP                                                   | CURRENCY CONTRACT - PHP                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -79214 | NC      | $-1435.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                                   | CURRENCY CONTRACT - PLN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -56098 | NC      | $353.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                                   | CURRENCY CONTRACT - PLN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -53979 | NC      | $501.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                                   | CURRENCY CONTRACT - PLN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -108093 | NC      | $-595.02      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                                   | CURRENCY CONTRACT - PLN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -42472 | NC      | $-247.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                                   | CURRENCY CONTRACT - PLN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -42306 | NC      | $-232.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                                   | CURRENCY CONTRACT - PLN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -81326 | NC      | $-297.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                                   | CURRENCY CONTRACT - PLN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -43056 | NC      | $-28.93       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - PLN                                                   | CURRENCY CONTRACT - PLN                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -66046 | NC      | $-176.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                   | CURRENCY CONTRACT - SEK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -49113 | NC      | $-957.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                   | CURRENCY CONTRACT - SEK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -55595 | NC      | $-840.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                   | CURRENCY CONTRACT - SEK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -62140 | NC      | $-448.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                   | CURRENCY CONTRACT - SEK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -41207 | NC      | $-345.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                   | CURRENCY CONTRACT - SEK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -53282 | NC      | $2.59         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                   | CURRENCY CONTRACT - SEK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -175680 | NC      | $-418.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                   | CURRENCY CONTRACT - SEK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -82928 | NC      | $-229.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                   | CURRENCY CONTRACT - SEK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -132754 | NC      | $-449.80      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                   | CURRENCY CONTRACT - SEK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -53852 | NC      | $422.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                   | CURRENCY CONTRACT - SEK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -80591 | NC      | $868.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                   | CURRENCY CONTRACT - SEK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -40242 | NC      | $497.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                   | CURRENCY CONTRACT - SEK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -56593 | NC      | $647.05       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                   | CURRENCY CONTRACT - SEK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -58217 | NC      | $257.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                   | CURRENCY CONTRACT - SEK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -118737 | NC      | $1496.58      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                   | CURRENCY CONTRACT - SEK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -24102 | NC      | $289.74       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                   | CURRENCY CONTRACT - SEK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -100361 | NC      | $-17.07       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                   | CURRENCY CONTRACT - SEK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -84448 | NC      | $349.13       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                   | CURRENCY CONTRACT - SEK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -42202 | NC      | $254.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                   | CURRENCY CONTRACT - SEK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -47309 | NC      | $273.82       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                   | CURRENCY CONTRACT - SEK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -37293 | NC      | $2.42         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                   | CURRENCY CONTRACT - SEK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -67314 | NC      | $-19.55       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SEK                                                   | CURRENCY CONTRACT - SEK                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -84559 | NC      | $1.79         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SGD                                                   | CURRENCY CONTRACT - SGD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -155902 | NC      | $205.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SGD                                                   | CURRENCY CONTRACT - SGD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -80262 | NC      | $78.14        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SGD                                                   | CURRENCY CONTRACT - SGD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -199218 | NC      | $15.68        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SGD                                                   | CURRENCY CONTRACT - SGD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -84677 | NC      | $472.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SGD                                                   | CURRENCY CONTRACT - SGD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -97425 | NC      | $969.47       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SGD                                                   | CURRENCY CONTRACT - SGD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -57678 | NC      | $665.33       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SGD                                                   | CURRENCY CONTRACT - SGD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -16459 | NC      | $97.32        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SGD                                                   | CURRENCY CONTRACT - SGD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -147256 | NC      | $966.86       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SGD                                                   | CURRENCY CONTRACT - SGD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -106298 | NC      | $138.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SGD                                                   | CURRENCY CONTRACT - SGD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -82736 | NC      | $48.27        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - SGD                                                   | CURRENCY CONTRACT - SGD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -86028 | NC      | $-89.88       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - THB                                                   | CURRENCY CONTRACT - THB                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -56003 | NC      | $-1556.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - THB                                                   | CURRENCY CONTRACT - THB                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -30342 | NC      | $72.70        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - THB                                                   | CURRENCY CONTRACT - THB                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -30273 | NC      | $65.16        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - THB                                                   | CURRENCY CONTRACT - THB                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -71490 | NC      | $-126.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - THB                                                   | CURRENCY CONTRACT - THB                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -53161 | NC      | $-7.38        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - THB                                                   | CURRENCY CONTRACT - THB                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -65162 | NC      | $-1066.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                   | CURRENCY CONTRACT - TWD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -59958 | NC      | $379.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                   | CURRENCY CONTRACT - TWD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -39994 | NC      | $231.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                   | CURRENCY CONTRACT - TWD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -37672 | NC      | $348.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                   | CURRENCY CONTRACT - TWD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -51060 | NC      | $474.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                   | CURRENCY CONTRACT - TWD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -56259 | NC      | $551.42       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                   | CURRENCY CONTRACT - TWD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -42520 | NC      | $523.97       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - TWD                                                   | CURRENCY CONTRACT - TWD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -62225 | NC      | $832.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -853900 | NC      | $-16673.95    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1399100 | NC      | $-36184.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -719700 | NC      | $-19622.69    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -375000 | NC      | $-3688.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -363200 | NC      | $721.37       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -71564800 | NC      | $-3284.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -50400 | NC      | $-834.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -631720 | NC      | $-11365.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1756600 | NC      | $-6954.43     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -3067890 | NC      | $877.28       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -28117280 | NC      | $24027.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -88000 | NC      | $242.25       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -221506900 | NC      | $-86.31       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -883050 | NC      | $1958.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -68088740 | NC      | $37803.58     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2009050 | NC      | $-1574.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -116400 | NC      | $-326.39      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -133000 | NC      | $-3383.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -681574000 | NC      | $861.50       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -244000 | NC      | $-75.27       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1563000 | NC      | $-473.99      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -31350000 | NC      | $-2016.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -125000 | NC      | $-2657.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -198000 | NC      | $155.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -6317000 | NC      | $2392.76      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -722377500 | NC      | $796.75       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -77082000 | NC      | $-1005.46     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -10000 | NC      | $-336.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -3626000 | NC      | $-1627.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -183500 | NC      | $-1521.29     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1201000 | NC      | $-1446.20     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -145000 | NC      | $-979.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -5668000 | NC      | $1363.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -883738500 | NC      | $881.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -10000 | NC      | $-303.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        | -1866443790 | NC      | $1804.54      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -104520 | NC      | $-512.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -90000 | NC      | $-1058.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -332250 | NC      | $-1661.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1456000 | NC      | $-494.04      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -4974000 | NC      | $1944.65      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -20000 | NC      | $-198.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -440000 | NC      | $110.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -40000 | NC      | $-178.91      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -11120000 | NC      | $-846.76      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -30000 | NC      | $-86.51       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -40000 | NC      | $-182.31      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -560500 | NC      | $-206.50      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -82176000 | NC      | $-1156.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -10000 | NC      | $-128.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -20000 | NC      | $-554.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -130000 | NC      | $-2607.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -131000 | NC      | $-2628.16     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -97300 | NC      | $-2453.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -471000 | NC      | $-6354.35     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -10000 | NC      | $-236.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -10000 | NC      | $-149.79      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -272000 | NC      | $-1285.42     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -234000 | NC      | $-1090.54     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1085500 | NC      | $9.91         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -213000 | NC      | $-3325.66     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1341000 | NC      | $-1612.65     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -179000 | NC      | $-2850.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -59000 | NC      | $-978.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -161000 | NC      | $-950.81      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -288000 | NC      | $-4139.23     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -29500 | NC      | $-514.78      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -20000 | NC      | $-385.64      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -10242500 | NC      | $-706.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -502260 | NC      | $-644.48      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -79000 | NC      | $-1908.81     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -919000 | NC      | $-1766.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -93000 | NC      | $-2267.83     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -56000 | NC      | $-1688.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -769000 | NC      | $-1477.98     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -169000 | NC      | $-463.53      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -12523000 | NC      | $-1001.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -77700 | NC      | $-1600.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1080950 | NC      | $-1112.49     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -19770000 | NC      | $-359.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -59100 | NC      | $-808.74      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -30619260 | NC      | $-481.94      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -8914340 | NC      | $-138.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -188000 | NC      | $-3928.90     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -120500 | NC      | $-252.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -25500 | NC      | $-309.96      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -128000 | NC      | $-3262.24     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1244750 | NC      | $-1806.67     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -131000 | NC      | $-3706.57     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -9000 | NC      | $-159.17      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -37642150 | NC      | $-1142.22     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -43000 | NC      | $-1248.88     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -34791109 | NC      | $-553.28      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -98000 | NC      | $-3013.40     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -32401391 | NC      | $-512.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -524818500 | NC      | $557.11       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -20654000 | NC      | $-856.55      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -188283000 | NC      | $-826.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -9051 | NC      | $-207.19      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -203000 | NC      | $-7540.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -84249 | NC      | $-1917.53     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -46878750 | NC      | $-1612.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -233363250 | NC      | $-1276.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -185781750 | NC      | $-2752.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -410500 | NC      | $-7788.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -71000 | NC      | $-2811.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2163000 | NC      | $-1025.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -693810500 | NC      | $600.79       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -244500 | NC      | $-9.78        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -86000 | NC      | $-2706.41     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -148000 | NC      | $-1986.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -722631000 | NC      | $677.92       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -285750 | NC      | $-9306.09     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -616500 | NC      | $-734.82      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -60000 | NC      | $-950.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -30134000 | NC      | $-832.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -56500 | NC      | $-1458.28     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -337350 | NC      | $-6399.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -10000 | NC      | $-153.32      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -27148000 | NC      | $-2455.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -20914000 | NC      | $-1296.48     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -78000 | NC      | $-1546.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -161000 | NC      | $-107.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -529449000 | NC      | $361.36       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -92000 | NC      | $-1250.19     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -117259000 | NC      | $-647.42      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -136500 | NC      | $-880.22      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -136000 | NC      | $-2068.86     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -501910500 | NC      | $314.43       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -137000 | NC      | $-254.41      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -3474000 | NC      | $1378.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1106000 | NC      | $694.51       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -135200 | NC      | $-1385.12     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -48000 | NC      | $73.25        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1758000 | NC      | $-11.77       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -253000 | NC      | $-1446.14     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -30000 | NC      | $44.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -104000 | NC      | $-110.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -54000 | NC      | $120.20       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -2857000 | NC      | $663.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -52000 | NC      | $392.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -225000 | NC      | $-376.87      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -3213600 | NC      | $1187.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -5133810 | NC      | $1073.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -223000 | NC      | $-448.73      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -155000 | NC      | $989.64       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -55000 | NC      | $229.27       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -3948138 | NC      | $782.48       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1392500 | NC      | $565.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -113500 | NC      | $-502.83      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1103862 | NC      | $219.66       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -55000 | NC      | $-173.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -58500 | NC      | $-190.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -71820 | NC      | $-359.84      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -3383018 | NC      | $439.77       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -7529942 | NC      | $921.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -300750 | NC      | $278.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -150000 | NC      | $-486.51      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1936000 | NC      | $600.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -117180 | NC      | $-400.86      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -97000 | NC      | $-314.37      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -3380000 | NC      | $801.84       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -7535000 | NC      | $711.06       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -198000 | NC      | $-814.18      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -77000 | NC      | $-159.47      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |   -12333000 | NC      | $-1538.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -480000 | NC      | $-1086.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -193000 | NC      | $-1102.56     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -992000 | NC      | $134.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -10000 | NC      | $-105.52      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -60000 | NC      | $-776.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -112000 | NC      | $-174.07      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -290110 | NC      | $-1428.73     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -152000 | NC      | $-601.13      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -264000 | NC      | $-620.06      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -5737000 | NC      | $176.16       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        | -1369193000 | NC      | $156.08       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -10000 | NC      | $-113.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |  -155915000 | NC      | $-163.40      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -269000 | NC      | $-1507.47     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |     -100000 | NC      | $-579.21      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - USD                                                   | CURRENCY CONTRACT - USD                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |    -1640250 | NC      | $-360.88      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ZAR                                                   | CURRENCY CONTRACT - ZAR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |       -5614 | NC      | $50.92        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ZAR                                                   | CURRENCY CONTRACT - ZAR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -60887 | NC      | $583.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ZAR                                                   | CURRENCY CONTRACT - ZAR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -71520 | NC      | $131.10       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ZAR                                                   | CURRENCY CONTRACT - ZAR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -62877 | NC      | $-1274.44     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ZAR                                                   | CURRENCY CONTRACT - ZAR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -28768 | NC      | $-427.67      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ZAR                                                   | CURRENCY CONTRACT - ZAR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -58901 | NC      | $369.78       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ZAR                                                   | CURRENCY CONTRACT - ZAR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -52262 | NC      | $370.23       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ZAR                                                   | CURRENCY CONTRACT - ZAR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -50289 | NC      | $758.07       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ZAR                                                   | CURRENCY CONTRACT - ZAR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -85349 | NC      | $-988.27      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ZAR                                                   | CURRENCY CONTRACT - ZAR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -84965 | NC      | $-1651.26     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ZAR                                                   | CURRENCY CONTRACT - ZAR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -83905 | NC      | $-1436.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CURRENCY CONTRACT - ZAR                                                   | CURRENCY CONTRACT - ZAR                                                                                                                                | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DFE              | CORP              | XX        |      -75422 | NC      | $-1319.32     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TYSON FOO                                                 | CFD_EQS FIN LEG TYSON FOO                                                                                                                              | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DE               | CORP              | US        |        5700 | PA      | $365199.00    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MCDONALD                                                  | CFD_EQS FIN LEG MCDONALD                                                                                                                               | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DE               | CORP              | US        |         349 | PA      | $102462.91    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MARRIOTT                                                  | CFD_EQS FIN LEG MARRIOTT                                                                                                                               | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Short            | DE               | CORP              | US        |        -104 | PA      | $-37615.76    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HYATT HOT                                                 | CFD_EQS FIN LEG HYATT HOT                                                                                                                              | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Short            | DE               | CORP              | US        |       -1757 | PA      | $-294420.49   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HASBRO IN                                                 | CFD_EQS FIN LEG HASBRO IN                                                                                                                              | CUSIP: 418056107<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DE               | CORP              | US        |        4435 | PA      | $425050.40    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG OMNICOM G                                                 | CFD_EQS FIN LEG OMNICOM G                                                                                                                              | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DE               | CORP              | US        |        5100 | PA      | $391272.00    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LOWE S CO                                                 | CFD_EQS FIN LEG LOWE S CO                                                                                                                              | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DE               | CORP              | US        |        2089 | PA      | $498832.31    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CIGNA COR                                                 | CFD_EQS FIN LEG CIGNA COR                                                                                                                              | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | DE               | CORP              | US        |        2832 | PA      | $822922.56    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BROADCOM                                                  | CFD_EQS FIN LEG BROADCOM                                                                                                                               | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Short            | DE               | CORP              | US        |        -425 | PA      | $-177407.75   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG METLIFE I                                                 | CFD_EQS FIN LEG METLIFE I                                                                                                                              | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DE               | CORP              | US        |         974 | PA      | $78017.40     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AUTONATIO                                                 | CFD_EQS FIN LEG AUTONATIO                                                                                                                              | CUSIP: 05329W102<br>LEI: N/A                  | Short            | DE               | CORP              | US        |        -219 | PA      | $-46511.22    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CARDINAL                                                  | CFD_EQS FIN LEG CARDINAL                                                                                                                               | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DE               | CORP              | US        |        1915 | PA      | $369365.20    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BORGWARNE                                                 | CFD_EQS FIN LEG BORGWARNE                                                                                                                              | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | DE               | CORP              | US        |        7300 | PA      | $415881.00    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ARCHER-DA                                                 | CFD_EQS FIN LEG ARCHER-DA                                                                                                                              | CUSIP: 039483102<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DE               | CORP              | US        |        1929 | PA      | $143787.66    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CONSOLIDA                                                 | CFD_EQS FIN LEG CONSOLIDA                                                                                                                              | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | DE               | CORP              | US        |        2633 | PA      | $293553.17    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MURPHY OI                                                 | CFD_EQS FIN LEG MURPHY OI                                                                                                                              | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Short            | DE               | CORP              | US        |       -9813 | PA      | $-409790.88   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CLEVELAND                                                 | CFD_EQS FIN LEG CLEVELAND                                                                                                                              | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Short            | DE               | CORP              | US        |      -38614 | PA      | $-393862.80   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WESTLAKE                                                  | CFD_EQS FIN LEG WESTLAKE                                                                                                                               | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Short            | DE               | CORP              | US        |       -3836 | PA      | $-442214.08   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG KB HOME                                                   | CFD_EQS FIN LEG KB HOME                                                                                                                                | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Short            | DE               | CORP              | US        |       -7419 | PA      | $-393132.81   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GILEAD SC                                                 | CFD_EQS FIN LEG GILEAD SC                                                                                                                              | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Short            | DE               | CORP              | US        |        -681 | PA      | $-89102.04    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BUILDERS                                                  | CFD_EQS FIN LEG BUILDERS                                                                                                                               | CUSIP: 12008R107<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DE               | CORP              | US        |        1189 | PA      | $94038.01     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG INTL BUSI                                                 | CFD_EQS FIN LEG INTL BUSI                                                                                                                              | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DE               | CORP              | US        |        1528 | PA      | $352937.44    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TARGET CO                                                 | CFD_EQS FIN LEG TARGET CO                                                                                                                              | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Short            | DE               | CORP              | US        |       -1904 | PA      | $-247044.00   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DEERE & C                                                 | CFD_EQS FIN LEG DEERE & C                                                                                                                              | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Short            | DE               | CORP              | US        |        -250 | PA      | $-147467.50   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BEST BUY                                                  | CFD_EQS FIN LEG BEST BUY                                                                                                                               | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DE               | CORP              | US        |        7226 | PA      | $437100.74    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EASTMAN C                                                 | CFD_EQS FIN LEG EASTMAN C                                                                                                                              | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Short            | DE               | CORP              | US        |       -3465 | PA      | $-253256.85   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FORD MOTO                                                 | CFD_EQS FIN LEG FORD MOTO                                                                                                                              | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Short            | DE               | CORP              | US        |      -36212 | PA      | $-437440.96   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WESCO INT                                                 | CFD_EQS FIN LEG WESCO INT                                                                                                                              | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Short            | DE               | CORP              | US        |        -493 | PA      | $-172116.16   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EQUITY RE                                                 | CFD_EQS FIN LEG EQUITY RE                                                                                                                              | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | DE               | CORP              | US        |        5322 | PA      | $347952.36    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EATON COR                                                 | CFD_EQS FIN LEG EATON COR                                                                                                                              | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Short            | DE               | CORP              | IE        |       -1079 | PA      | $-467217.79   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SCHLUMBER                                                 | CFD_EQS FIN LEG SCHLUMBER                                                                                                                              | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Short            | DE               | CORP              | CW        |       -7634 | PA      | $-434221.92   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MARATHON                                                  | CFD_EQS FIN LEG MARATHON                                                                                                                               | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Short            | DE               | CORP              | US        |        -751 | PA      | $-186465.79   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG POST HOLD                                                 | CFD_EQS FIN LEG POST HOLD                                                                                                                              | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Short            | DE               | CORP              | US        |       -3836 | PA      | $-401821.00   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HUNT (JB)                                                 | CFD_EQS FIN LEG HUNT (JB)                                                                                                                              | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | DE               | CORP              | US        |        1820 | PA      | $457784.60    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MCKESSON                                                  | CFD_EQS FIN LEG MCKESSON                                                                                                                               | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | DE               | CORP              | US        |         385 | PA      | $313852.00    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AT&T INC                                                  | CFD_EQS FIN LEG AT&T INC                                                                                                                               | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Short            | DE               | CORP              | US        |       -1865 | PA      | $-48732.45    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TRAVELERS                                                 | CFD_EQS FIN LEG TRAVELERS                                                                                                                              | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | DE               | CORP              | US        |         842 | PA      | $256927.88    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WALMART I                                                 | CFD_EQS FIN LEG WALMART I                                                                                                                              | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Short            | DE               | CORP              | US        |       -3103 | PA      | $-409378.79   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TARGET CO                                                 | CFD_EQS FIN LEG TARGET CO                                                                                                                              | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Short            | DE               | CORP              | US        |       -1478 | PA      | $-191770.50   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CAMPBELL                                                  | CFD_EQS FIN LEG CAMPBELL                                                                                                                               | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DE               | CORP              | US        |        3107 | PA      | $64594.53     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CISCO SYS                                                 | CFD_EQS FIN LEG CISCO SYS                                                                                                                              | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Short            | DE               | CORP              | US        |       -4700 | PA      | $-430050.00   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SOUTHWEST                                                 | CFD_EQS FIN LEG SOUTHWEST                                                                                                                              | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DE               | CORP              | US        |       10174 | PA      | $385798.08    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WEYERHAEU                                                 | CFD_EQS FIN LEG WEYERHAEU                                                                                                                              | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DE               | CORP              | US        |        2276 | PA      | $55807.52     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BOYD GAMI                                                 | CFD_EQS FIN LEG BOYD GAMI                                                                                                                              | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Long             | DE               | CORP              | US        |         528 | PA      | $45909.60     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG VISTRA EN                                                 | CFD_EQS FIN LEG VISTRA EN                                                                                                                              | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Short            | DE               | CORP              | US        |       -1151 | PA      | $-181673.84   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ADVANCED                                                  | CFD_EQS FIN LEG ADVANCED                                                                                                                               | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Short            | DE               | CORP              | US        |        -632 | PA      | $-224037.68   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG VULCAN MA                                                 | CFD_EQS FIN LEG VULCAN MA                                                                                                                              | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DE               | CORP              | US        |         730 | PA      | $220270.20    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EXELON CO                                                 | CFD_EQS FIN LEG EXELON CO                                                                                                                              | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DE               | CORP              | US        |        5559 | PA      | $255658.41    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG T-MOBILE                                                  | CFD_EQS FIN LEG T-MOBILE                                                                                                                               | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | DE               | CORP              | US        |        1114 | PA      | $217787.00    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CANADIAN                                                  | CFD_EQS FIN LEG CANADIAN                                                                                                                               | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Short            | DE               | CORP              | CA        |       -1818 | PA      | $-86700.42    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SIMON PRO                                                 | CFD_EQS FIN LEG SIMON PRO                                                                                                                              | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Short            | DE               | CORP              | US        |       -1113 | PA      | $-226729.23   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG UNITED RE                                                 | CFD_EQS FIN LEG UNITED RE                                                                                                                              | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | DE               | CORP              | US        |         375 | PA      | $359940.00    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BALL CORP                                                 | CFD_EQS FIN LEG BALL CORP                                                                                                                              | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DE               | CORP              | US        |       12799 | PA      | $781762.92    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HOST HOTE                                                 | CFD_EQS FIN LEG HOST HOTE                                                                                                                              | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | DE               | CORP              | US        |       14370 | PA      | $303638.10    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PRUDENTIA                                                 | CFD_EQS FIN LEG PRUDENTIA                                                                                                                              | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Short            | DE               | CORP              | US        |       -3662 | PA      | $-359278.82   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CHEVRON C                                                 | CFD_EQS FIN LEG CHEVRON C                                                                                                                              | CUSIP: 166764100<br>LEI: N/A                  | Long             | DE               | CORP              | US        |        1014 | PA      | $196016.34    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BEST BUY                                                  | CFD_EQS FIN LEG BEST BUY                                                                                                                               | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DE               | CORP              | US        |        6125 | PA      | $370501.25    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GENERAL E                                                 | CFD_EQS FIN LEG GENERAL E                                                                                                                              | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DE               | CORP              | US        |         536 | PA      | $155402.48    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DELL TECH                                                 | CFD_EQS FIN LEG DELL TECH                                                                                                                              | CUSIP: 24703L202<br>LEI: 549300TJB5YBRUPOG437 | Long             | DE               | CORP              | US        |         633 | PA      | $132265.35    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GENERAL M                                                 | CFD_EQS FIN LEG GENERAL M                                                                                                                              | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | DE               | CORP              | US        |        5633 | PA      | $433121.37    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HARTFORD                                                  | CFD_EQS FIN LEG HARTFORD                                                                                                                               | CUSIP: 416515104<br>LEI: IU7C3FTM7Y3BQM112U94 | Short            | DE               | CORP              | US        |       -1249 | PA      | $-170875.69   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GENERAL M                                                 | CFD_EQS FIN LEG GENERAL M                                                                                                                              | CUSIP: 370334104<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DE               | CORP              | US        |       10528 | PA      | $371743.68    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SHERWIN-W                                                 | CFD_EQS FIN LEG SHERWIN-W                                                                                                                              | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DE               | CORP              | US        |        1119 | PA      | $359881.59    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG VALERO EN                                                 | CFD_EQS FIN LEG VALERO EN                                                                                                                              | CUSIP: 91913Y100<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DE               | CORP              | US        |        1717 | PA      | $433679.86    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG KROGER CO                                                 | CFD_EQS FIN LEG KROGER CO                                                                                                                              | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DE               | CORP              | US        |        3543 | PA      | $241172.01    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG VENTAS IN                                                 | CFD_EQS FIN LEG VENTAS IN                                                                                                                              | CUSIP: 92276F100<br>LEI: ORQTRC074CWLT3DKHT41 | Short            | DE               | CORP              | US        |        -485 | PA      | $-42612.10    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PRUDENTIA                                                 | CFD_EQS FIN LEG PRUDENTIA                                                                                                                              | CUSIP: 744320102<br>LEI: 5PRBRS5FEH7NREC8OR45 | Short            | DE               | CORP              | US        |        -342 | PA      | $-33553.62    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SUNCOR EN                                                 | CFD_EQS FIN LEG SUNCOR EN                                                                                                                              | CUSIP: 867224107<br>LEI: 894500XO86FKXQGPYV71 | Short            | DE               | CORP              | CA        |       -2924 | PA      | $-200177.04   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG IRON MOUN                                                 | CFD_EQS FIN LEG IRON MOUN                                                                                                                              | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Short            | DE               | CORP              | US        |        -911 | PA      | $-114776.89   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CONOCOPHI                                                 | CFD_EQS FIN LEG CONOCOPHI                                                                                                                              | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DE               | CORP              | US        |         456 | PA      | $57355.68     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AVIS BUDG                                                 | CFD_EQS FIN LEG AVIS BUDG                                                                                                                              | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Short            | DE               | CORP              | US        |        -430 | PA      | $-77688.10    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NRG ENERG                                                 | CFD_EQS FIN LEG NRG ENERG                                                                                                                              | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Short            | DE               | CORP              | US        |        -506 | PA      | $-78723.48    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PFIZER IN                                                 | CFD_EQS FIN LEG PFIZER IN                                                                                                                              | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DE               | CORP              | US        |       10479 | PA      | $279789.30    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HP INC                                                    | CFD_EQS FIN LEG HP INC                                                                                                                                 | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DE               | CORP              | US        |        2403 | PA      | $50126.58     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HOME DEPO                                                 | CFD_EQS FIN LEG HOME DEPO                                                                                                                              | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DE               | CORP              | US        |        1067 | PA      | $350829.60    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LAMB WEST                                                 | CFD_EQS FIN LEG LAMB WEST                                                                                                                              | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | DE               | CORP              | US        |        3323 | PA      | $144716.65    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG KOHLS COR                                                 | CFD_EQS FIN LEG KOHLS COR                                                                                                                              | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Short            | DE               | CORP              | US        |      -14263 | PA      | $-202106.71   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HCA HEALT                                                 | CFD_EQS FIN LEG HCA HEALT                                                                                                                              | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | DE               | CORP              | US        |         888 | PA      | $385791.60    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CARNIVAL                                                  | CFD_EQS FIN LEG CARNIVAL                                                                                                                               | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DE               | CORP              | PA        |       14021 | PA      | $371696.71    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG JOHNSON C                                                 | CFD_EQS FIN LEG JOHNSON C                                                                                                                              | CUSIP: G51502105<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DE               | CORP              | IE        |        2888 | PA      | $421734.64    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WABTEC CO                                                 | CFD_EQS FIN LEG WABTEC CO                                                                                                                              | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Short            | DE               | CORP              | US        |       -1092 | PA      | $-294719.88   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FEDEX COR                                                 | CFD_EQS FIN LEG FEDEX COR                                                                                                                              | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | DE               | CORP              | US        |         972 | PA      | $392017.32    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SEMPRA EN                                                 | CFD_EQS FIN LEG SEMPRA EN                                                                                                                              | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Short            | DE               | CORP              | US        |       -4591 | PA      | $-436695.92   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HALLIBURT                                                 | CFD_EQS FIN LEG HALLIBURT                                                                                                                              | CUSIP: 406216101<br>LEI: ENYF8GB5SMQZ25S06U51 | Short            | DE               | CORP              | US        |       -1966 | PA      | $-83161.80    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PACKAGING                                                 | CFD_EQS FIN LEG PACKAGING                                                                                                                              | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Short            | DE               | CORP              | US        |        -162 | PA      | $-34578.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SOUTHERN                                                  | CFD_EQS FIN LEG SOUTHERN                                                                                                                               | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Short            | DE               | CORP              | US        |        -520 | PA      | $-50284.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG KINDER MO                                                 | CFD_EQS FIN LEG KINDER MO                                                                                                                              | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DE               | CORP              | US        |       12089 | PA      | $397365.43    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG OVINTIV I                                                 | CFD_EQS FIN LEG OVINTIV I                                                                                                                              | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Short            | DE               | CORP              | US        |       -6690 | PA      | $-411769.50   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HUMANA IN                                                 | CFD_EQS FIN LEG HUMANA IN                                                                                                                              | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Short            | DE               | CORP              | US        |        -175 | PA      | $-41377.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AMERICAN                                                  | CFD_EQS FIN LEG AMERICAN                                                                                                                               | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | DE               | CORP              | US        |        1210 | PA      | $390890.50    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MOTOROLA                                                  | CFD_EQS FIN LEG MOTOROLA                                                                                                                               | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DE               | CORP              | US        |         953 | PA      | $418395.59    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ONEMAIN H                                                 | CFD_EQS FIN LEG ONEMAIN H                                                                                                                              | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Short            | DE               | CORP              | US        |       -6913 | PA      | $-406277.01   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TOLL BROT                                                 | CFD_EQS FIN LEG TOLL BROT                                                                                                                              | CUSIP: 889478103<br>LEI: 529900JB6IS9MSZGVR44 | Long             | DE               | CORP              | US        |        2608 | PA      | $370701.12    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ALLISON T                                                 | CFD_EQS FIN LEG ALLISON T                                                                                                                              | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Short            | DE               | CORP              | US        |       -3339 | PA      | $-448594.65   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BROOKFIEL                                                 | CFD_EQS FIN LEG BROOKFIEL                                                                                                                              | CUSIP: 11271J107<br>LEI: C6J3FGIWG6MBDGTE8F80 | Short            | DE               | CORP              | CA        |      -10054 | PA      | $-453613.92   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HOST HOTE                                                 | CFD_EQS FIN LEG HOST HOTE                                                                                                                              | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | DE               | CORP              | US        |       19953 | PA      | $421606.89    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG INTERNATI                                                 | CFD_EQS FIN LEG INTERNATI                                                                                                                              | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Short            | DE               | CORP              | US        |       -6123 | PA      | $-186261.66   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BRISTOL-M                                                 | CFD_EQS FIN LEG BRISTOL-M                                                                                                                              | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DE               | CORP              | US        |        6548 | PA      | $396743.32    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DAVITA IN                                                 | CFD_EQS FIN LEG DAVITA IN                                                                                                                              | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DE               | CORP              | US        |        2725 | PA      | $422756.50    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ENBRIDGE                                                  | CFD_EQS FIN LEG ENBRIDGE                                                                                                                               | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Short            | DE               | CORP              | CA        |       -7192 | PA      | $-398580.64   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG QUEST DIA                                                 | CFD_EQS FIN LEG QUEST DIA                                                                                                                              | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DE               | CORP              | US        |        3804 | PA      | $738736.80    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ESSEX PRO                                                 | CFD_EQS FIN LEG ESSEX PRO                                                                                                                              | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | DE               | CORP              | US        |         818 | PA      | $215305.78    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG OVINTIV I                                                 | CFD_EQS FIN LEG OVINTIV I                                                                                                                              | CUSIP: 69047Q102<br>LEI: 2549003MEX7YMKLGI239 | Long             | DE               | CORP              | US        |        3401 | PA      | $209331.55    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FREEPORT-                                                 | CFD_EQS FIN LEG FREEPORT-                                                                                                                              | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DE               | CORP              | US        |         691 | PA      | $39925.98     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG OCCIDENTA                                                 | CFD_EQS FIN LEG OCCIDENTA                                                                                                                              | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DE               | CORP              | US        |        6936 | PA      | $420182.88    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MID-AMERI                                                 | CFD_EQS FIN LEG MID-AMERI                                                                                                                              | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | DE               | CORP              | US        |        3417 | PA      | $441408.06    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG KINDER MO                                                 | CFD_EQS FIN LEG KINDER MO                                                                                                                              | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DE               | CORP              | US        |        5961 | PA      | $195938.07    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ARROW ELE                                                 | CFD_EQS FIN LEG ARROW ELE                                                                                                                              | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Short            | DE               | CORP              | US        |       -1670 | PA      | $-313676.10   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TRANSDIGM                                                 | CFD_EQS FIN LEG TRANSDIGM                                                                                                                              | CUSIP: 893641100<br>LEI: N/A                  | Long             | DE               | CORP              | US        |         335 | PA      | $388593.30    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EQT CORP                                                  | CFD_EQS FIN LEG EQT CORP                                                                                                                               | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DE               | CORP              | US        |       11903 | PA      | $715132.24    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG REINSURAN                                                 | CFD_EQS FIN LEG REINSURAN                                                                                                                              | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DE               | CORP              | US        |         411 | PA      | $86910.06     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EXPEDIA G                                                 | CFD_EQS FIN LEG EXPEDIA G                                                                                                                              | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Short            | DE               | CORP              | US        |        -581 | PA      | $-144302.97   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LOCKHEED                                                  | CFD_EQS FIN LEG LOCKHEED                                                                                                                               | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DE               | CORP              | US        |         761 | PA      | $394175.17    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG JOHNSON C                                                 | CFD_EQS FIN LEG JOHNSON C                                                                                                                              | CUSIP: G51502105<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DE               | CORP              | IE        |         313 | PA      | $45707.39     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DEVON ENE                                                 | CFD_EQS FIN LEG DEVON ENE                                                                                                                              | CUSIP: 25179M103<br>LEI: 54930042348RKR3ZPN35 | Short            | DE               | CORP              | US        |       -8280 | PA      | $-425343.60   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FIRSTENER                                                 | CFD_EQS FIN LEG FIRSTENER                                                                                                                              | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Short            | DE               | CORP              | US        |       -8177 | PA      | $-388571.04   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ENBRIDGE                                                  | CFD_EQS FIN LEG ENBRIDGE                                                                                                                               | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DE               | CORP              | CA        |        5457 | PA      | $302426.94    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ALLY FINA                                                 | CFD_EQS FIN LEG ALLY FINA                                                                                                                              | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Short            | DE               | CORP              | US        |       -9032 | PA      | $-400930.48   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG UNION PAC                                                 | CFD_EQS FIN LEG UNION PAC                                                                                                                              | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Short            | DE               | CORP              | US        |       -1689 | PA      | $-455151.72   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CARNIVAL                                                  | CFD_EQS FIN LEG CARNIVAL                                                                                                                               | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DE               | CORP              | PA        |       10614 | PA      | $281377.14    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ONEMAIN H                                                 | CFD_EQS FIN LEG ONEMAIN H                                                                                                                              | CUSIP: 68268W103<br>LEI: 549300E3VEW8SMS5XW09 | Long             | DE               | CORP              | US        |        2012 | PA      | $118245.24    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FORD MOTO                                                 | CFD_EQS FIN LEG FORD MOTO                                                                                                                              | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Short            | DE               | CORP              | US        |      -32912 | PA      | $-397576.96   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG UNITED AI                                                 | CFD_EQS FIN LEG UNITED AI                                                                                                                              | CUSIP: 910047109<br>LEI: 98450079DA0B78DD6764 | Short            | DE               | CORP              | US        |       -2072 | PA      | $-186480.00   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BORGWARNE                                                 | CFD_EQS FIN LEG BORGWARNE                                                                                                                              | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Long             | DE               | CORP              | US        |         377 | PA      | $21477.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EQUIFAX I                                                 | CFD_EQS FIN LEG EQUIFAX I                                                                                                                              | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | DE               | CORP              | US        |         237 | PA      | $41223.78     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BERKSHIRE                                                 | CFD_EQS FIN LEG BERKSHIRE                                                                                                                              | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | DE               | CORP              | US        |         200 | PA      | $94720.00     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BARRICK G                                                 | CFD_EQS FIN LEG BARRICK G                                                                                                                              | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | DE               | CORP              | CA        |       19925 | PA      | $783849.50    | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HUMANA IN                                                 | CFD_EQS FIN LEG HUMANA IN                                                                                                                              | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Short            | DE               | CORP              | US        |       -1819 | PA      | $-430084.36   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG INTEL COR                                                 | CFD_EQS FIN LEG INTEL COR                                                                                                                              | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Short            | DE               | CORP              | US        |       -5264 | PA      | $-497342.72   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MCCORMICK                                                 | CFD_EQS FIN LEG MCCORMICK                                                                                                                              | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DE               | CORP              | US        |         946 | PA      | $48094.64     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FISERV IN                                                 | CFD_EQS FIN LEG FISERV IN                                                                                                                              | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DE               | CORP              | US        |        6561 | PA      | $411046.65    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NUCOR COR                                                 | CFD_EQS FIN LEG NUCOR COR                                                                                                                              | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Short            | DE               | CORP              | US        |       -1226 | PA      | $-276205.54   | -0.11%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DR HORTON                                                 | CFD_EQS FIN LEG DR HORTON                                                                                                                              | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Short            | DE               | CORP              | US        |       -1294 | PA      | $-199094.84   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BOSTON SC                                                 | CFD_EQS FIN LEG BOSTON SC                                                                                                                              | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DE               | CORP              | US        |        7084 | PA      | $408109.24    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CONAGRA B                                                 | CFD_EQS FIN LEG CONAGRA B                                                                                                                              | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Short            | DE               | CORP              | US        |      -22466 | PA      | $-322387.10   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CONSTELLA                                                 | CFD_EQS FIN LEG CONSTELLA                                                                                                                              | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Short            | DE               | CORP              | US        |        -599 | PA      | $-93791.42    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AMGEN INC                                                 | CFD_EQS FIN LEG AMGEN INC                                                                                                                              | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DE               | CORP              | US        |         138 | PA      | $47782.50     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DOLLAR GE                                                 | CFD_EQS FIN LEG DOLLAR GE                                                                                                                              | CUSIP: 256677105<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DE               | CORP              | US        |        3643 | PA      | $422150.84    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG COCA-COLA                                                 | CFD_EQS FIN LEG COCA-COLA                                                                                                                              | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Short            | DE               | CORP              | US        |       -5521 | PA      | $-434833.96   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MOSAIC CO                                                 | CFD_EQS FIN LEG MOSAIC CO                                                                                                                              | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Short            | DE               | CORP              | US        |        -946 | PA      | $-22013.42    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CAMPBELL                                                  | CFD_EQS FIN LEG CAMPBELL                                                                                                                               | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Short            | DE               | CORP              | US        |       -8701 | PA      | $-180893.79   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MCDONALD                                                  | CFD_EQS FIN LEG MCDONALD                                                                                                                               | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DE               | CORP              | US        |        1117 | PA      | $327940.03    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MARRIOTT                                                  | CFD_EQS FIN LEG MARRIOTT                                                                                                                               | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Short            | DE               | CORP              | US        |       -1212 | PA      | $-438368.28   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG COMCAST C                                                 | CFD_EQS FIN LEG COMCAST C                                                                                                                              | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Short            | DE               | CORP              | US        |      -12948 | PA      | $-350113.92   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG OLIN CORP                                                 | CFD_EQS FIN LEG OLIN CORP                                                                                                                              | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Short            | DE               | CORP              | US        |      -13780 | PA      | $-392454.40   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG YUM BRAN                                                  | CFD_EQS FIN LEG YUM BRAN                                                                                                                               | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DE               | CORP              | US        |        2776 | PA      | $443188.40    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TESLA INC                                                 | CFD_EQS FIN LEG TESLA INC                                                                                                                              | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Short            | DE               | CORP              | US        |       -1045 | PA      | $-398803.35   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WALMART I                                                 | CFD_EQS FIN LEG WALMART I                                                                                                                              | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Short            | DE               | CORP              | US        |        -544 | PA      | $-71769.92    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG UNITEDHEA                                                 | CFD_EQS FIN LEG UNITEDHEA                                                                                                                              | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Short            | DE               | CORP              | US        |       -1120 | PA      | $-414937.60   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WYNN RESO                                                 | CFD_EQS FIN LEG WYNN RESO                                                                                                                              | CUSIP: 983134107<br>LEI: 254900CEKKWIHTEAB172 | Long             | DE               | CORP              | US        |        2599 | PA      | $278378.89    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ALLSTATE                                                  | CFD_EQS FIN LEG ALLSTATE                                                                                                                               | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DE               | CORP              | US        |        1904 | PA      | $413663.04    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MSCI INC                                                  | CFD_EQS FIN LEG MSCI INC                                                                                                                               | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | DE               | CORP              | US        |          62 | PA      | $36667.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NEXTERA E                                                 | CFD_EQS FIN LEG NEXTERA E                                                                                                                              | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Short            | DE               | CORP              | US        |       -4367 | PA      | $-427441.96   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CBRE GROU                                                 | CFD_EQS FIN LEG CBRE GROU                                                                                                                              | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | DE               | CORP              | US        |         230 | PA      | $32827.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WESTERN U                                                 | CFD_EQS FIN LEG WESTERN U                                                                                                                              | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Short            | DE               | CORP              | US        |      -44351 | PA      | $-403150.59   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AMERICAN                                                  | CFD_EQS FIN LEG AMERICAN                                                                                                                               | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | DE               | CORP              | US        |        2160 | PA      | $394653.60    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MACY S IN                                                 | CFD_EQS FIN LEG MACY S IN                                                                                                                              | CUSIP: 55616P104<br>LEI: 529900NZQ81TIOW3CW52 | Long             | DE               | CORP              | US        |       17178 | PA      | $335829.90    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ENCOMPASS                                                 | CFD_EQS FIN LEG ENCOMPASS                                                                                                                              | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | DE               | CORP              | US        |        2766 | PA      | $276600.00    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AON PLC-C                                                 | CFD_EQS FIN LEG AON PLC-C                                                                                                                              | CUSIP: G0403H108<br>LEI: 635400FALWQYX5E6QC64 | Long             | DE               | CORP              | IE        |         269 | PA      | $83833.85     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EBAY INC                                                  | CFD_EQS FIN LEG EBAY INC                                                                                                                               | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | DE               | CORP              | US        |        2117 | PA      | $219067.16    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HYATT HOT                                                 | CFD_EQS FIN LEG HYATT HOT                                                                                                                              | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Short            | DE               | CORP              | US        |        -834 | PA      | $-139753.38   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG RYDER SYS                                                 | CFD_EQS FIN LEG RYDER SYS                                                                                                                              | CUSIP: 783549108<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DE               | CORP              | US        |        1617 | PA      | $410346.09    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BOEING CO                                                 | CFD_EQS FIN LEG BOEING CO                                                                                                                              | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Short            | DE               | CORP              | US        |       -1771 | PA      | $-405612.13   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DELTA AIR                                                 | CFD_EQS FIN LEG DELTA AIR                                                                                                                              | CUSIP: 247361702<br>LEI: Q2CCMS6R0AS67HJMBN42 | Short            | DE               | CORP              | US        |       -5714 | PA      | $-388494.86   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CHARTER C                                                 | CFD_EQS FIN LEG CHARTER C                                                                                                                              | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Short            | DE               | CORP              | US        |       -1066 | PA      | $-176071.22   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NRG ENERG                                                 | CFD_EQS FIN LEG NRG ENERG                                                                                                                              | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Short            | DE               | CORP              | US        |       -1311 | PA      | $-203965.38   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CROWN HOL                                                 | CFD_EQS FIN LEG CROWN HOL                                                                                                                              | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | DE               | CORP              | US        |        4093 | PA      | $402382.83    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PILGRIM S                                                 | CFD_EQS FIN LEG PILGRIM S                                                                                                                              | CUSIP: 72147K108<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DE               | CORP              | US        |        7229 | PA      | $239279.90    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CAMDEN PR                                                 | CFD_EQS FIN LEG CAMDEN PR                                                                                                                              | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | DE               | CORP              | US        |        2522 | PA      | $264860.44    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BAXTER IN                                                 | CFD_EQS FIN LEG BAXTER IN                                                                                                                              | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Short            | DE               | CORP              | US        |      -24484 | PA      | $-430428.72   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WHIRLPOOL                                                 | CFD_EQS FIN LEG WHIRLPOOL                                                                                                                              | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Short            | DE               | CORP              | US        |        -686 | PA      | $-38457.16    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BMDH249                                                   | CFD_EQS FIN LEG BMDH249                                                                                                                                | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DE               | CORP              | US        |       41796 | PA      | $369476.64    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LAMB WEST                                                 | CFD_EQS FIN LEG LAMB WEST                                                                                                                              | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | DE               | CORP              | US        |        8906 | PA      | $387856.30    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HOME DEPO                                                 | CFD_EQS FIN LEG HOME DEPO                                                                                                                              | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Short            | DE               | CORP              | US        |        -591 | PA      | $-194320.80   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CATERPILL                                                 | CFD_EQS FIN LEG CATERPILL                                                                                                                              | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Short            | DE               | CORP              | US        |        -121 | PA      | $-107703.31   | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AMERICAN                                                  | CFD_EQS FIN LEG AMERICAN                                                                                                                               | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | DE               | CORP              | US        |        1245 | PA      | $402197.25    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HP INC                                                    | CFD_EQS FIN LEG HP INC                                                                                                                                 | CUSIP: 40434L105<br>LEI: WHKXQACZ14C5XRO8LW03 | Short            | DE               | CORP              | US        |       -8753 | PA      | $-182587.58   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG JM SMUCKE                                                 | CFD_EQS FIN LEG JM SMUCKE                                                                                                                              | CUSIP: 832696405<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DE               | CORP              | US        |        1692 | PA      | $165866.76    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG STARBUCKS                                                 | CFD_EQS FIN LEG STARBUCKS                                                                                                                              | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Short            | DE               | CORP              | US        |       -4514 | PA      | $-475459.62   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ABBOTT LA                                                 | CFD_EQS FIN LEG ABBOTT LA                                                                                                                              | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | DE               | CORP              | US        |        3207 | PA      | $291163.53    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SHERWIN-W                                                 | CFD_EQS FIN LEG SHERWIN-W                                                                                                                              | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DE               | CORP              | US        |         854 | PA      | $274654.94    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WELLTOWER                                                 | CFD_EQS FIN LEG WELLTOWER                                                                                                                              | CUSIP: 95040Q104<br>LEI: 254900F33BIAR82QTA19 | Short            | DE               | CORP              | US        |        -180 | PA      | $-39121.20    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG THERMO FI                                                 | CFD_EQS FIN LEG THERMO FI                                                                                                                              | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Short            | DE               | CORP              | US        |         -53 | PA      | $-25384.88    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HILTON WO                                                 | CFD_EQS FIN LEG HILTON WO                                                                                                                              | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Short            | DE               | CORP              | US        |       -1236 | PA      | $-400550.52   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG RAYMOND J                                                 | CFD_EQS FIN LEG RAYMOND J                                                                                                                              | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Short            | DE               | CORP              | US        |       -1090 | PA      | $-172568.80   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG IRON MOUN                                                 | CFD_EQS FIN LEG IRON MOUN                                                                                                                              | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Short            | DE               | CORP              | US        |        -302 | PA      | $-38048.98    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MASCO COR                                                 | CFD_EQS FIN LEG MASCO COR                                                                                                                              | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DE               | CORP              | US        |         280 | PA      | $20109.60     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG JABIL INC                                                 | CFD_EQS FIN LEG JABIL INC                                                                                                                              | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | DE               | CORP              | US        |        1223 | PA      | $412750.27    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ALEXANDRI                                                 | CFD_EQS FIN LEG ALEXANDRI                                                                                                                              | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DE               | CORP              | US        |        9449 | PA      | $382778.99    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PROCTER &                                                 | CFD_EQS FIN LEG PROCTER &                                                                                                                              | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DE               | CORP              | US        |         306 | PA      | $45009.54     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG VERISIGN                                                  | CFD_EQS FIN LEG VERISIGN                                                                                                                               | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DE               | CORP              | US        |        1586 | PA      | $426094.76    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FOX CORP                                                  | CFD_EQS FIN LEG FOX CORP                                                                                                                               | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | DE               | CORP              | US        |         393 | PA      | $24951.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG VF CORP                                                   | CFD_EQS FIN LEG VF CORP                                                                                                                                | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DE               | CORP              | US        |        1456 | PA      | $27562.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TC ENERGY                                                 | CFD_EQS FIN LEG TC ENERGY                                                                                                                              | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | DE               | CORP              | CA        |        6145 | PA      | $411284.85    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ORACLE CO                                                 | CFD_EQS FIN LEG ORACLE CO                                                                                                                              | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Short            | DE               | CORP              | US        |       -2587 | PA      | $-417515.93   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TC ENERGY                                                 | CFD_EQS FIN LEG TC ENERGY                                                                                                                              | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | DE               | CORP              | CA        |        7208 | PA      | $482431.44    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NEXTERA E                                                 | CFD_EQS FIN LEG NEXTERA E                                                                                                                              | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Short            | DE               | CORP              | US        |       -3909 | PA      | $-382612.92   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MARTIN MA                                                 | CFD_EQS FIN LEG MARTIN MA                                                                                                                              | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | DE               | CORP              | US        |         436 | PA      | $269914.52    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TARGA RES                                                 | CFD_EQS FIN LEG TARGA RES                                                                                                                              | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Short            | DE               | CORP              | US        |       -1876 | PA      | $-487910.08   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG KB HOME                                                   | CFD_EQS FIN LEG KB HOME                                                                                                                                | CUSIP: 48666K109<br>LEI: 549300LGUCWQURMWLG09 | Long             | DE               | CORP              | US        |         356 | PA      | $18864.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ADVANCE A                                                 | CFD_EQS FIN LEG ADVANCE A                                                                                                                              | CUSIP: 00751Y106<br>LEI: 529900UCNQ5H9FSL0Y70 | Short            | DE               | CORP              | US        |       -4010 | PA      | $-238635.10   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CROWN CAS                                                 | CFD_EQS FIN LEG CROWN CAS                                                                                                                              | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | DE               | CORP              | US        |        4742 | PA      | $420994.76    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MURPHY US                                                 | CFD_EQS FIN LEG MURPHY US                                                                                                                              | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Short            | DE               | CORP              | US        |        -167 | PA      | $-98196.00    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GENERAL D                                                 | CFD_EQS FIN LEG GENERAL D                                                                                                                              | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DE               | CORP              | US        |         391 | PA      | $134621.30    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NETAPP IN                                                 | CFD_EQS FIN LEG NETAPP IN                                                                                                                              | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DE               | CORP              | US        |         288 | PA      | $31901.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GARTNER I                                                 | CFD_EQS FIN LEG GARTNER I                                                                                                                              | CUSIP: 366651107<br>LEI: PP55B5R38BFB8O8HH686 | Short            | DE               | CORP              | US        |       -2988 | PA      | $-443688.12   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AGILENT T                                                 | CFD_EQS FIN LEG AGILENT T                                                                                                                              | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DE               | CORP              | US        |        3720 | PA      | $429846.00    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AMERICAN                                                  | CFD_EQS FIN LEG AMERICAN                                                                                                                               | CUSIP: 02376R102<br>LEI: IWUQB36BXD6OWD6X4T14 | Short            | DE               | CORP              | US        |      -33410 | PA      | $-391231.10   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ROSS STOR                                                 | CFD_EQS FIN LEG ROSS STOR                                                                                                                              | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DE               | CORP              | US        |         415 | PA      | $94532.85     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MATCH GRO                                                 | CFD_EQS FIN LEG MATCH GRO                                                                                                                              | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | DE               | CORP              | US        |       12183 | PA      | $455887.86    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SOUTHERN                                                  | CFD_EQS FIN LEG SOUTHERN                                                                                                                               | CUSIP: 84265V105<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DE               | CORP              | US        |         200 | PA      | $34338.00     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DOW INC                                                   | CFD_EQS FIN LEG DOW INC                                                                                                                                | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Short            | DE               | CORP              | US        |      -11452 | PA      | $-463691.48   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GLOBAL PA                                                 | CFD_EQS FIN LEG GLOBAL PA                                                                                                                              | CUSIP: 37940X102<br>LEI: 549300NOMHGVQBX6S778 | Short            | DE               | CORP              | US        |       -3042 | PA      | $-218902.32   | -0.08%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG RAYTHEON                                                  | CFD_EQS FIN LEG RAYTHEON                                                                                                                               | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DE               | CORP              | US        |         161 | PA      | $28347.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG H&R BLOCK                                                 | CFD_EQS FIN LEG H&R BLOCK                                                                                                                              | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Short            | DE               | CORP              | US        |      -13455 | PA      | $-426927.15   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG UBER TECH                                                 | CFD_EQS FIN LEG UBER TECH                                                                                                                              | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | DE               | CORP              | US        |         433 | PA      | $32306.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AMPHENOL                                                  | CFD_EQS FIN LEG AMPHENOL                                                                                                                               | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DE               | CORP              | US        |          15 | PA      | $2209.05      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DOW INC                                                   | CFD_EQS FIN LEG DOW INC                                                                                                                                | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Short            | DE               | CORP              | US        |       -5981 | PA      | $-242170.69   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ALCOA COR                                                 | CFD_EQS FIN LEG ALCOA COR                                                                                                                              | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | DE               | CORP              | US        |        6355 | PA      | $405385.45    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG KIMBERLY-                                                 | CFD_EQS FIN LEG KIMBERLY-                                                                                                                              | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DE               | CORP              | US        |        1027 | PA      | $101087.61    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SYNCHRONY                                                 | CFD_EQS FIN LEG SYNCHRONY                                                                                                                              | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DE               | CORP              | US        |        2626 | PA      | $200101.20    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TENET HEA                                                 | CFD_EQS FIN LEG TENET HEA                                                                                                                              | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DE               | CORP              | US        |        2164 | PA      | $383287.68    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CDW CORP/                                                 | CFD_EQS FIN LEG CDW CORP/                                                                                                                              | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Short            | DE               | CORP              | US        |        -362 | PA      | $-49561.42    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TENET HEA                                                 | CFD_EQS FIN LEG TENET HEA                                                                                                                              | CUSIP: 88033G407<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DE               | CORP              | US        |        2419 | PA      | $428453.28    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MERCK & C                                                 | CFD_EQS FIN LEG MERCK & C                                                                                                                              | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Short            | DE               | CORP              | US        |       -3757 | PA      | $-410189.26   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NUTRIEN L                                                 | CFD_EQS FIN LEG NUTRIEN L                                                                                                                              | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | DE               | CORP              | CA        |        3273 | PA      | $248748.00    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG VIATRIS I                                                 | CFD_EQS FIN LEG VIATRIS I                                                                                                                              | CUSIP: 92556V106<br>LEI: 254900ZZTSW7NL773X71 | Short            | DE               | CORP              | US        |      -31206 | PA      | $-466217.64   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FORTUNE B                                                 | CFD_EQS FIN LEG FORTUNE B                                                                                                                              | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | DE               | CORP              | US        |         507 | PA      | $20553.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ARROW ELE                                                 | CFD_EQS FIN LEG ARROW ELE                                                                                                                              | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Short            | DE               | CORP              | US        |       -1288 | PA      | $-241925.04   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG COMCAST C                                                 | CFD_EQS FIN LEG COMCAST C                                                                                                                              | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Short            | DE               | CORP              | US        |      -14884 | PA      | $-402463.36   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG VERIZON C                                                 | CFD_EQS FIN LEG VERIZON C                                                                                                                              | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Short            | DE               | CORP              | US        |       -8342 | PA      | $-400666.26   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CONOCOPHI                                                 | CFD_EQS FIN LEG CONOCOPHI                                                                                                                              | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Short            | DE               | CORP              | US        |       -2804 | PA      | $-352687.12   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LUMEN                                                     | CFD_EQS FIN LEG LUMEN                                                                                                                                  | CUSIP: 550241103<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | DE               | CORP              | US        |       44244 | PA      | $391116.96    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NEWMONT C                                                 | CFD_EQS FIN LEG NEWMONT C                                                                                                                              | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DE               | CORP              | US        |        3389 | PA      | $376484.01    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CONAGRA B                                                 | CFD_EQS FIN LEG CONAGRA B                                                                                                                              | CUSIP: 205887102<br>LEI: 54930035UDEIH090K650 | Short            | DE               | CORP              | US        |      -28327 | PA      | $-406492.45   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CATERPILL                                                 | CFD_EQS FIN LEG CATERPILL                                                                                                                              | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Short            | DE               | CORP              | US        |         -52 | PA      | $-46285.72    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CANADIAN                                                  | CFD_EQS FIN LEG CANADIAN                                                                                                                               | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Short            | DE               | CORP              | CA        |       -8932 | PA      | $-425967.08   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG UNITED RE                                                 | CFD_EQS FIN LEG UNITED RE                                                                                                                              | CUSIP: 911363109<br>LEI: 5323X5O7RN0NKFCDRY08 | Long             | DE               | CORP              | US        |         464 | PA      | $445365.76    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MONDELEZ                                                  | CFD_EQS FIN LEG MONDELEZ                                                                                                                               | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Short            | DE               | CORP              | US        |       -5770 | PA      | $-354508.80   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CISCO SYS                                                 | CFD_EQS FIN LEG CISCO SYS                                                                                                                              | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Short            | DE               | CORP              | US        |       -4671 | PA      | $-427396.50   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ALTRIA GR                                                 | CFD_EQS FIN LEG ALTRIA GR                                                                                                                              | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DE               | CORP              | US        |        5841 | PA      | $424348.65    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AUTOZONE                                                  | CFD_EQS FIN LEG AUTOZONE                                                                                                                               | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DE               | CORP              | US        |         112 | PA      | $414851.36    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HOWMET AE                                                 | CFD_EQS FIN LEG HOWMET AE                                                                                                                              | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DE               | CORP              | US        |        1127 | PA      | $273906.08    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BIOGEN IN                                                 | CFD_EQS FIN LEG BIOGEN IN                                                                                                                              | CUSIP: 09062X103<br>LEI: W8J5WZB5IY3K0NDQT671 | Short            | DE               | CORP              | US        |       -1595 | PA      | $-301901.60   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CAMPBELL                                                  | CFD_EQS FIN LEG CAMPBELL                                                                                                                               | CUSIP: 134429109<br>LEI: 5493007JDSMX8Z5Z1902 | Short            | DE               | CORP              | US        |       -2630 | PA      | $-54677.70    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DOMINION                                                  | CFD_EQS FIN LEG DOMINION                                                                                                                               | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DE               | CORP              | US        |        6468 | PA      | $417186.00    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CARDINAL                                                  | CFD_EQS FIN LEG CARDINAL                                                                                                                               | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DE               | CORP              | US        |         112 | PA      | $21602.56     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SEMPRA EN                                                 | CFD_EQS FIN LEG SEMPRA EN                                                                                                                              | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DE               | CORP              | US        |        3536 | PA      | $336344.32    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG STEEL DYN                                                 | CFD_EQS FIN LEG STEEL DYN                                                                                                                              | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Short            | DE               | CORP              | US        |       -1507 | PA      | $-344590.62   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MARSH & M                                                 | CFD_EQS FIN LEG MARSH & M                                                                                                                              | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Short            | DE               | CORP              | US        |       -1350 | PA      | $-226408.50   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MCDONALD                                                  | CFD_EQS FIN LEG MCDONALD                                                                                                                               | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DE               | CORP              | US        |         931 | PA      | $273332.29    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GENERAL E                                                 | CFD_EQS FIN LEG GENERAL E                                                                                                                              | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DE               | CORP              | US        |        1390 | PA      | $403002.70    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG YUM BRAN                                                  | CFD_EQS FIN LEG YUM BRAN                                                                                                                               | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | DE               | CORP              | US        |        2455 | PA      | $391940.75    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ROYAL CAR                                                 | CFD_EQS FIN LEG ROYAL CAR                                                                                                                              | CUSIP: V7780T103<br>LEI: K2NEH8QNVW44JIWK7Z55 | Short            | DE               | CORP              | LR        |       -1146 | PA      | $-302268.96   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CVS HEALT                                                 | CFD_EQS FIN LEG CVS HEALT                                                                                                                              | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | DE               | CORP              | US        |        5239 | PA      | $436356.31    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG KOHLS COR                                                 | CFD_EQS FIN LEG KOHLS COR                                                                                                                              | CUSIP: 500255104<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DE               | CORP              | US        |        1157 | PA      | $16394.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AT&T INC                                                  | CFD_EQS FIN LEG AT&T INC                                                                                                                               | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Short            | DE               | CORP              | US        |      -13133 | PA      | $-343165.29   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HCA HEALT                                                 | CFD_EQS FIN LEG HCA HEALT                                                                                                                              | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | DE               | CORP              | US        |         993 | PA      | $431408.85    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG L BODY AN                                                 | CFD_EQS FIN LEG L BODY AN                                                                                                                              | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | DE               | CORP              | US        |       16658 | PA      | $323831.52    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DARDEN RE                                                 | CFD_EQS FIN LEG DARDEN RE                                                                                                                              | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DE               | CORP              | US        |        1995 | PA      | $400117.20    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MGM RESOR                                                 | CFD_EQS FIN LEG MGM RESOR                                                                                                                              | CUSIP: 552953101<br>LEI: 54930066VBP7DZEGGJ87 | Short            | DE               | CORP              | US        |       -6893 | PA      | $-268413.42   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG OCCIDENTA                                                 | CFD_EQS FIN LEG OCCIDENTA                                                                                                                              | CUSIP: 674599105<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DE               | CORP              | US        |        3617 | PA      | $219117.86    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MURPHY OI                                                 | CFD_EQS FIN LEG MURPHY OI                                                                                                                              | CUSIP: 626717102<br>LEI: QBKYQD0ODE7DC7PDIN91 | Short            | DE               | CORP              | US        |       -1836 | PA      | $-76671.36    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG UNITEDHEA                                                 | CFD_EQS FIN LEG UNITEDHEA                                                                                                                              | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Short            | DE               | CORP              | US        |        -711 | PA      | $-263411.28   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG OLIN CORP                                                 | CFD_EQS FIN LEG OLIN CORP                                                                                                                              | CUSIP: 680665205<br>LEI: 549300GKK294V7W57P06 | Short            | DE               | CORP              | US        |      -14429 | PA      | $-410937.92   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CHARTER C                                                 | CFD_EQS FIN LEG CHARTER C                                                                                                                              | CUSIP: 16119P108<br>LEI: 0J0XRGZE3PBRFEZ7MV65 | Short            | DE               | CORP              | US        |        -404 | PA      | $-66728.68    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AMAZON.CO                                                 | CFD_EQS FIN LEG AMAZON.CO                                                                                                                              | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Short            | DE               | CORP              | US        |       -3287 | PA      | $-871252.22   | -0.34%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG VICI PROP                                                 | CFD_EQS FIN LEG VICI PROP                                                                                                                              | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | DE               | CORP              | US        |       15504 | PA      | $452716.80    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WALT DISN                                                 | CFD_EQS FIN LEG WALT DISN                                                                                                                              | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Short            | DE               | CORP              | US        |        -513 | PA      | $-53223.75    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CLEVELAND                                                 | CFD_EQS FIN LEG CLEVELAND                                                                                                                              | CUSIP: 185899101<br>LEI: 549300TM2WLI2BJMDD86 | Short            | DE               | CORP              | US        |      -43169 | PA      | $-440323.80   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ORACLE CO                                                 | CFD_EQS FIN LEG ORACLE CO                                                                                                                              | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Short            | DE               | CORP              | US        |       -2314 | PA      | $-373456.46   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NASDAQ IN                                                 | CFD_EQS FIN LEG NASDAQ IN                                                                                                                              | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DE               | CORP              | US        |         802 | PA      | $73711.82     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG OTIS WORL                                                 | CFD_EQS FIN LEG OTIS WORL                                                                                                                              | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | DE               | CORP              | US        |        5468 | PA      | $425847.84    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BAXTER IN                                                 | CFD_EQS FIN LEG BAXTER IN                                                                                                                              | CUSIP: 071813109<br>LEI: J5OIVXX3P24RJRW5CK77 | Short            | DE               | CORP              | US        |      -21897 | PA      | $-384949.26   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FREEPORT-                                                 | CFD_EQS FIN LEG FREEPORT-                                                                                                                              | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DE               | CORP              | US        |        5931 | PA      | $342693.18    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AMERICAN                                                  | CFD_EQS FIN LEG AMERICAN                                                                                                                               | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DE               | CORP              | US        |        2992 | PA      | $410233.12    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG KROGER CO                                                 | CFD_EQS FIN LEG KROGER CO                                                                                                                              | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DE               | CORP              | US        |        5766 | PA      | $392491.62    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG UBER TECH                                                 | CFD_EQS FIN LEG UBER TECH                                                                                                                              | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | DE               | CORP              | US        |        1672 | PA      | $124747.92    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG RALPH LAU                                                 | CFD_EQS FIN LEG RALPH LAU                                                                                                                              | CUSIP: 751212101<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | DE               | CORP              | US        |         281 | PA      | $100777.84    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NETFLIX I                                                 | CFD_EQS FIN LEG NETFLIX I                                                                                                                              | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DE               | CORP              | US        |        4050 | PA      | $379120.50    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LAMB WEST                                                 | CFD_EQS FIN LEG LAMB WEST                                                                                                                              | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | DE               | CORP              | US        |        6633 | PA      | $288867.15    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MARATHON                                                  | CFD_EQS FIN LEG MARATHON                                                                                                                               | CUSIP: 56585A102<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DE               | CORP              | US        |          10 | PA      | $2482.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ROPER TEC                                                 | CFD_EQS FIN LEG ROPER TEC                                                                                                                              | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Short            | DE               | CORP              | US        |       -1180 | PA      | $-418675.80   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ARAMARK                                                   | CFD_EQS FIN LEG ARAMARK                                                                                                                                | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Short            | DE               | CORP              | US        |       -8829 | PA      | $-403397.01   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BOSTON PR                                                 | CFD_EQS FIN LEG BOSTON PR                                                                                                                              | CUSIP: 101121101<br>LEI: 549300OF70FSEUQBT254 | Long             | DE               | CORP              | US        |        3299 | PA      | $192859.54    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DOLLAR TR                                                 | CFD_EQS FIN LEG DOLLAR TR                                                                                                                              | CUSIP: 256746108<br>LEI: 549300PMSTQITB1WHR43 | Long             | DE               | CORP              | US        |        3995 | PA      | $387954.45    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BROADRIDG                                                 | CFD_EQS FIN LEG BROADRIDG                                                                                                                              | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DE               | CORP              | US        |        2727 | PA      | $419903.46    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BUNGE LTD                                                 | CFD_EQS FIN LEG BUNGE LTD                                                                                                                              | CUSIP: H11356104<br>LEI: 254900IVXSV9K0B7PO26 | Short            | DE               | CORP              | CH        |        -202 | PA      | $-25668.14    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CENOVUS E                                                 | CFD_EQS FIN LEG CENOVUS E                                                                                                                              | CUSIP: 15135U109<br>LEI: 549300F4XPHJ7NOSP309 | Short            | DE               | CORP              | CA        |      -16745 | PA      | $-489623.80   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LINCOLN N                                                 | CFD_EQS FIN LEG LINCOLN N                                                                                                                              | CUSIP: 534187109<br>LEI: EFQMQROEDSNBRIP7LE47 | Short            | DE               | CORP              | US        |      -11727 | PA      | $-443397.87   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WHIRLPOOL                                                 | CFD_EQS FIN LEG WHIRLPOOL                                                                                                                              | CUSIP: 963320106<br>LEI: WHENKOULSSK7WUM60H03 | Short            | DE               | CORP              | US        |      -14763 | PA      | $-827613.78   | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG UNITED PA                                                 | CFD_EQS FIN LEG UNITED PA                                                                                                                              | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DE               | CORP              | US        |        3923 | PA      | $426822.40    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG INTL BUSI                                                 | CFD_EQS FIN LEG INTL BUSI                                                                                                                              | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Short            | DE               | CORP              | US        |       -1791 | PA      | $-413685.18   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DUPONT DE                                                 | CFD_EQS FIN LEG DUPONT DE                                                                                                                              | CUSIP: 26614N102<br>LEI: 5493004JF0SDFLM8GD76 | Short            | DE               | CORP              | US        |       -7909 | PA      | $-361124.94   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SOUTHERN                                                  | CFD_EQS FIN LEG SOUTHERN                                                                                                                               | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Short            | DE               | CORP              | US        |       -3794 | PA      | $-366879.80   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WILLIAMS                                                  | CFD_EQS FIN LEG WILLIAMS                                                                                                                               | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Short            | DE               | CORP              | US        |       -5372 | PA      | $-409937.32   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NORTHROP                                                  | CFD_EQS FIN LEG NORTHROP                                                                                                                               | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | DE               | CORP              | US        |         747 | PA      | $432871.56    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NRG ENERG                                                 | CFD_EQS FIN LEG NRG ENERG                                                                                                                              | CUSIP: 629377508<br>LEI: 5E2UPK5SW04M13XY7I38 | Short            | DE               | CORP              | US        |        -562 | PA      | $-87435.96    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PULTEGROU                                                 | CFD_EQS FIN LEG PULTEGROU                                                                                                                              | CUSIP: 745867101<br>LEI: N/A                  | Short            | DE               | CORP              | US        |       -3185 | PA      | $-389716.60   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GAP INC/T                                                 | CFD_EQS FIN LEG GAP INC/T                                                                                                                              | CUSIP: 364760108<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DE               | CORP              | US        |        4461 | PA      | $109695.99    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CAPITAL O                                                 | CFD_EQS FIN LEG CAPITAL O                                                                                                                              | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DE               | CORP              | US        |        2039 | PA      | $390060.70    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AMERICAN                                                  | CFD_EQS FIN LEG AMERICAN                                                                                                                               | CUSIP: 026874784<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DE               | CORP              | US        |       10746 | PA      | $803800.80    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ALLSTATE                                                  | CFD_EQS FIN LEG ALLSTATE                                                                                                                               | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DE               | CORP              | US        |        1385 | PA      | $300905.10    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HYATT HOT                                                 | CFD_EQS FIN LEG HYATT HOT                                                                                                                              | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Short            | DE               | CORP              | US        |        -118 | PA      | $-19773.26    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG RAYTHEON                                                  | CFD_EQS FIN LEG RAYTHEON                                                                                                                               | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DE               | CORP              | US        |        2123 | PA      | $373796.61    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TAPESTRY                                                  | CFD_EQS FIN LEG TAPESTRY                                                                                                                               | CUSIP: 876030107<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DE               | CORP              | US        |        2939 | PA      | $426272.56    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MOHAWK IN                                                 | CFD_EQS FIN LEG MOHAWK IN                                                                                                                              | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | DE               | CORP              | US        |        2039 | PA      | $215236.84    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TARGA RES                                                 | CFD_EQS FIN LEG TARGA RES                                                                                                                              | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Short            | DE               | CORP              | US        |       -1679 | PA      | $-436674.32   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BAKER HUG                                                 | CFD_EQS FIN LEG BAKER HUG                                                                                                                              | CUSIP: 05722G100<br>LEI: N/A                  | Short            | DE               | CORP              | US        |       -6643 | PA      | $-462817.81   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG KRAFT HEI                                                 | CFD_EQS FIN LEG KRAFT HEI                                                                                                                              | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | DE               | CORP              | US        |       14473 | PA      | $327958.18    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LENNAR CO                                                 | CFD_EQS FIN LEG LENNAR CO                                                                                                                              | CUSIP: 526057104<br>LEI: 529900G61XVRLX5TJX09 | Short            | DE               | CORP              | US        |       -4321 | PA      | $-390186.30   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DANAHER C                                                 | CFD_EQS FIN LEG DANAHER C                                                                                                                              | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DE               | CORP              | US        |        2046 | PA      | $366131.70    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CSX CORP                                                  | CFD_EQS FIN LEG CSX CORP                                                                                                                               | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Short            | DE               | CORP              | US        |       -9229 | PA      | $-419273.47   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG QUANTA SE                                                 | CFD_EQS FIN LEG QUANTA SE                                                                                                                              | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Short            | DE               | CORP              | US        |        -723 | PA      | $-526177.71   | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LITHIA MO                                                 | CFD_EQS FIN LEG LITHIA MO                                                                                                                              | CUSIP: 536797103<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DE               | CORP              | US        |        1499 | PA      | $434889.88    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG INTEL COR                                                 | CFD_EQS FIN LEG INTEL COR                                                                                                                              | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DE               | CORP              | US        |        4056 | PA      | $383210.88    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FIDELITY                                                  | CFD_EQS FIN LEG FIDELITY                                                                                                                               | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DE               | CORP              | US        |        7578 | PA      | $352604.34    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG IRON MOUN                                                 | CFD_EQS FIN LEG IRON MOUN                                                                                                                              | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Short            | DE               | CORP              | US        |       -3178 | PA      | $-400396.22   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LAS VEGAS                                                 | CFD_EQS FIN LEG LAS VEGAS                                                                                                                              | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | DE               | CORP              | US        |        8113 | PA      | $443050.93    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DAVITA IN                                                 | CFD_EQS FIN LEG DAVITA IN                                                                                                                              | CUSIP: 23918K108<br>LEI: M2XHYMU3TZNEZURC6H66 | Short            | DE               | CORP              | US        |       -2638 | PA      | $-409259.32   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EQUINIX I                                                 | CFD_EQS FIN LEG EQUINIX I                                                                                                                              | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Short            | DE               | CORP              | US        |        -332 | PA      | $-359499.56   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LYONDELLB                                                 | CFD_EQS FIN LEG LYONDELLB                                                                                                                              | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Short            | DE               | CORP              | NL        |       -6481 | PA      | $-483482.60   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BOOZ ALLE                                                 | CFD_EQS FIN LEG BOOZ ALLE                                                                                                                              | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Short            | DE               | CORP              | US        |       -4075 | PA      | $-316912.75   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HERSHEY C                                                 | CFD_EQS FIN LEG HERSHEY C                                                                                                                              | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DE               | CORP              | US        |        2236 | PA      | $415314.64    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG UNIVERSAL                                                 | CFD_EQS FIN LEG UNIVERSAL                                                                                                                              | CUSIP: 913903100<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DE               | CORP              | US        |        2363 | PA      | $397622.01    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG STANLEY B                                                 | CFD_EQS FIN LEG STANLEY B                                                                                                                              | CUSIP: 854502101<br>LEI: 549300DJ09SMTO561131 | Long             | DE               | CORP              | US        |        3707 | PA      | $289739.12    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PERKINELM                                                 | CFD_EQS FIN LEG PERKINELM                                                                                                                              | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Long             | DE               | CORP              | US        |        1689 | PA      | $146301.18    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MOLINA HE                                                 | CFD_EQS FIN LEG MOLINA HE                                                                                                                              | CUSIP: 60855R100<br>LEI: 549300NQQCEQ46YHZ591 | Short            | DE               | CORP              | US        |       -2469 | PA      | $-480516.78   | -0.19%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CORTEVA I                                                 | CFD_EQS FIN LEG CORTEVA I                                                                                                                              | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Short            | DE               | CORP              | US        |       -4866 | PA      | $-394194.66   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AVIS BUDG                                                 | CFD_EQS FIN LEG AVIS BUDG                                                                                                                              | CUSIP: 053774105<br>LEI: 529900E95812SYWMCE44 | Short            | DE               | CORP              | US        |        -652 | PA      | $-117796.84   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PEPSICO I                                                 | CFD_EQS FIN LEG PEPSICO I                                                                                                                              | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Short            | DE               | CORP              | US        |       -1076 | PA      | $-170535.24   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG APACHE C                                                  | CFD_EQS FIN LEG APACHE C                                                                                                                               | CUSIP: 03743Q108<br>LEI: 549300VCIWLRHYVSHC79 | Long             | DE               | CORP              | US        |        5308 | PA      | $216194.84    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TJX COMPA                                                 | CFD_EQS FIN LEG TJX COMPA                                                                                                                              | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | DE               | CORP              | US        |        1168 | PA      | $183084.00    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AMERISOUR                                                 | CFD_EQS FIN LEG AMERISOUR                                                                                                                              | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DE               | CORP              | US        |          54 | PA      | $16632.54     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LEIDOS HO                                                 | CFD_EQS FIN LEG LEIDOS HO                                                                                                                              | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | DE               | CORP              | US        |        2977 | PA      | $444227.94    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AIR PRODU                                                 | CFD_EQS FIN LEG AIR PRODU                                                                                                                              | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Short            | DE               | CORP              | US        |       -1029 | PA      | $-308751.45   | -0.12%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AMKOR TEC                                                 | CFD_EQS FIN LEG AMKOR TEC                                                                                                                              | CUSIP: 031652100<br>LEI: 529900VHLRTKPWZJBM84 | Short            | DE               | CORP              | US        |        -794 | PA      | $-55381.50    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CANADIAN                                                  | CFD_EQS FIN LEG CANADIAN                                                                                                                               | CUSIP: 13646K108<br>LEI: N/A                  | Long             | DE               | CORP              | CA        |        1711 | PA      | $148788.56    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BROWN & B                                                 | CFD_EQS FIN LEG BROWN & B                                                                                                                              | CUSIP: 115236101<br>LEI: 549300PC8KTJ71XKFY89 | Short            | DE               | CORP              | US        |       -6494 | PA      | $-390614.10   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG INTL FLAV                                                 | CFD_EQS FIN LEG INTL FLAV                                                                                                                              | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Short            | DE               | CORP              | US        |       -6033 | PA      | $-423516.60   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CF INDUST                                                 | CFD_EQS FIN LEG CF INDUST                                                                                                                              | CUSIP: 125269100<br>LEI: 529900CG8YAQFZ2JMV97 | Long             | DE               | CORP              | US        |        2273 | PA      | $282306.60    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TRANSOCEA                                                 | CFD_EQS FIN LEG TRANSOCEA                                                                                                                              | CUSIP: H8817H100<br>LEI: 529900QO4W5DQGBGEF32 | Long             | DE               | CORP              | CH        |       71335 | PA      | $486504.70    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HUNTINGTO                                                 | CFD_EQS FIN LEG HUNTINGTO                                                                                                                              | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DE               | CORP              | US        |         164 | PA      | $59743.56     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CHARLES R                                                 | CFD_EQS FIN LEG CHARLES R                                                                                                                              | CUSIP: 159864107<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DE               | CORP              | US        |         793 | PA      | $132407.21    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HEWLETT P                                                 | CFD_EQS FIN LEG HEWLETT P                                                                                                                              | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Short            | DE               | CORP              | US        |      -16469 | PA      | $-473813.13   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SLM CORP                                                  | CFD_EQS FIN LEG SLM CORP                                                                                                                               | CUSIP: 78442P106<br>LEI: N/A                  | Short            | DE               | CORP              | US        |      -19174 | PA      | $-442535.92   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NORWEGIAN                                                 | CFD_EQS FIN LEG NORWEGIAN                                                                                                                              | CUSIP: G66721104<br>LEI: N/A                  | Short            | DE               | CORP              | BM        |      -44784 | PA      | $-814173.12   | -0.32%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WILLIS TO                                                 | CFD_EQS FIN LEG WILLIS TO                                                                                                                              | CUSIP: G96629103<br>LEI: 549300WHC56FF48KL350 | Long             | DE               | CORP              | IE        |         879 | PA      | $225199.80    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TELEDYNE                                                  | CFD_EQS FIN LEG TELEDYNE                                                                                                                               | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Short            | DE               | CORP              | US        |        -565 | PA      | $-364905.25   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GENUINE P                                                 | CFD_EQS FIN LEG GENUINE P                                                                                                                              | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Short            | DE               | CORP              | US        |       -3350 | PA      | $-359220.50   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CELANESE                                                  | CFD_EQS FIN LEG CELANESE                                                                                                                               | CUSIP: 150870103<br>LEI: 549300FHJQTDPPN41627 | Short            | DE               | CORP              | US        |       -1149 | PA      | $-77856.24    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ZOETIS IN                                                 | CFD_EQS FIN LEG ZOETIS IN                                                                                                                              | CUSIP: 98978V103<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DE               | CORP              | US        |        3584 | PA      | $412052.48    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG L3HARRIS                                                  | CFD_EQS FIN LEG L3HARRIS                                                                                                                               | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DE               | CORP              | US        |        1340 | PA      | $429537.00    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CROCS INC                                                 | CFD_EQS FIN LEG CROCS INC                                                                                                                              | CUSIP: 227046109<br>LEI: 549300B0J6YCXD63OG72 | Long             | DE               | CORP              | US        |        4119 | PA      | $420055.62    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CAESARS E                                                 | CFD_EQS FIN LEG CAESARS E                                                                                                                              | CUSIP: 12769G100<br>LEI: 549300FA4CTCW903Y781 | Short            | DE               | CORP              | US        |       -3492 | PA      | $-97077.60    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG EVERSOURC                                                 | CFD_EQS FIN LEG EVERSOURC                                                                                                                              | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DE               | CORP              | US        |        6384 | PA      | $451348.80    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SALESFORC                                                 | CFD_EQS FIN LEG SALESFORC                                                                                                                              | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Short            | DE               | CORP              | US        |       -2459 | PA      | $-434087.27   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TWILIO IN                                                 | CFD_EQS FIN LEG TWILIO IN                                                                                                                              | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | DE               | CORP              | US        |        1440 | PA      | $213206.40    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AMCOR PLC                                                 | CFD_EQS FIN LEG AMCOR PLC                                                                                                                              | CUSIP: G0250X149<br>LEI: 549300GSODGFCDQ3DI89 | Short            | DE               | CORP              | JE        |        -506 | PA      | $-19248.24    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SKYWORKS                                                  | CFD_EQS FIN LEG SKYWORKS                                                                                                                               | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DE               | CORP              | US        |          25 | PA      | $1754.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PAYPAL HO                                                 | CFD_EQS FIN LEG PAYPAL HO                                                                                                                              | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Short            | DE               | CORP              | US        |       -4764 | PA      | $-238866.96   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MEDTRONIC                                                 | CFD_EQS FIN LEG MEDTRONIC                                                                                                                              | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | DE               | CORP              | IE        |         663 | PA      | $53683.11     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BLOCK INC                                                 | CFD_EQS FIN LEG BLOCK INC                                                                                                                              | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | DE               | CORP              | US        |        1650 | PA      | $116341.50    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ONEOK INC                                                 | CFD_EQS FIN LEG ONEOK INC                                                                                                                              | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Short            | DE               | CORP              | US        |       -4994 | PA      | $-461745.24   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ALBERTSON                                                 | CFD_EQS FIN LEG ALBERTSON                                                                                                                              | CUSIP: 013091103<br>LEI: 549300YKWOC0AOR16R51 | Short            | DE               | CORP              | US        |      -23513 | PA      | $-396194.05   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ILLUMINA                                                  | CFD_EQS FIN LEG ILLUMINA                                                                                                                               | CUSIP: 452327109<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DE               | CORP              | US        |        3514 | PA      | $445364.36    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BIO-RAD L                                                 | CFD_EQS FIN LEG BIO-RAD L                                                                                                                              | CUSIP: 090572207<br>LEI: 549300ZC1GPV35XYDK53 | Short            | DE               | CORP              | US        |        -308 | PA      | $-86276.96    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WORKDAY I                                                 | CFD_EQS FIN LEG WORKDAY I                                                                                                                              | CUSIP: 98138H101<br>LEI: 549300J0DYC0N31V7G13 | Long             | DE               | CORP              | US        |        2749 | PA      | $336477.60    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG STELLANTI                                                 | CFD_EQS FIN LEG STELLANTI                                                                                                                              | CUSIP: N82405106<br>LEI: 549300LKT9PW7ZIBDF31 | Short            | DE               | CORP              | NL        |      -47519 | PA      | $-345938.32   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG COLGATE-P                                                 | CFD_EQS FIN LEG COLGATE-P                                                                                                                              | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DE               | CORP              | US        |        4201 | PA      | $358597.36    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG INTUIT IN                                                 | CFD_EQS FIN LEG INTUIT IN                                                                                                                              | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Short            | DE               | CORP              | US        |        -324 | PA      | $-125874.00   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ADVANCED                                                  | CFD_EQS FIN LEG ADVANCED                                                                                                                               | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | DE               | CORP              | US        |        1767 | PA      | $263724.75    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG DICK S SP                                                 | CFD_EQS FIN LEG DICK S SP                                                                                                                              | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Short            | DE               | CORP              | US        |       -1986 | PA      | $-450663.12   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG STELLANTI                                                 | CFD_EQS FIN LEG STELLANTI                                                                                                                              | CUSIP: N82405106<br>LEI: 549300LKT9PW7ZIBDF31 | Short            | DE               | CORP              | NL        |       -5625 | PA      | $-40950.00    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FLEX LTD                                                  | CFD_EQS FIN LEG FLEX LTD                                                                                                                               | CUSIP: Y2573F102<br>LEI: 549300EAQH74YHD07T53 | Short            | DE               | CORP              | SG        |        -317 | PA      | $-29021.35    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ALLEGION                                                  | CFD_EQS FIN LEG ALLEGION                                                                                                                               | CUSIP: G0176J109<br>LEI: 984500560CAC2E6FB757 | Long             | DE               | CORP              | IE        |        3044 | PA      | $418489.12    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GRAPHIC P                                                 | CFD_EQS FIN LEG GRAPHIC P                                                                                                                              | CUSIP: 388689101<br>LEI: N/A                  | Short            | DE               | CORP              | US        |      -16022 | PA      | $-152689.66   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TEMPUR SE                                                 | CFD_EQS FIN LEG TEMPUR SE                                                                                                                              | CUSIP: 88023U101<br>LEI: 549300HFEKVR3US71V91 | Short            | DE               | CORP              | US        |       -1726 | PA      | $-130934.36   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG META PLAT                                                 | CFD_EQS FIN LEG META PLAT                                                                                                                              | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Short            | DE               | CORP              | US        |        -361 | PA      | $-220899.51   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG VALVOLINE                                                 | CFD_EQS FIN LEG VALVOLINE                                                                                                                              | CUSIP: 92047W101<br>LEI: 549300CMHPBEY6VPOT75 | Short            | DE               | CORP              | US        |        -991 | PA      | $-32930.93    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG KEURIG DR                                                 | CFD_EQS FIN LEG KEURIG DR                                                                                                                              | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Short            | DE               | CORP              | US        |       -5738 | PA      | $-168697.20   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FACTSET R                                                 | CFD_EQS FIN LEG FACTSET R                                                                                                                              | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Short            | DE               | CORP              | US        |       -1880 | PA      | $-427850.40   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AUTODESK                                                  | CFD_EQS FIN LEG AUTODESK                                                                                                                               | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DE               | CORP              | US        |        1869 | PA      | $442953.00    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AFLAC INC                                                 | CFD_EQS FIN LEG AFLAC INC                                                                                                                              | CUSIP: 001055102<br>LEI: 549300N0B7DOGLXWPP39 | Short            | DE               | CORP              | US        |       -3526 | PA      | $-400800.42   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CHUBB LTD                                                 | CFD_EQS FIN LEG CHUBB LTD                                                                                                                              | CUSIP: H1467J104<br>LEI: E0JAN6VLUDI1HITHT809 | Short            | DE               | CORP              | CH        |       -1009 | PA      | $-329943.00   | -0.13%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CANADIAN                                                  | CFD_EQS FIN LEG CANADIAN                                                                                                                               | CUSIP: 136375102<br>LEI: 549300T15RIMIKZC5Q38 | Short            | DE               | CORP              | CA        |        -220 | PA      | $-24668.60    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ALBEMARLE                                                 | CFD_EQS FIN LEG ALBEMARLE                                                                                                                              | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DE               | CORP              | US        |        2124 | PA      | $417790.80    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG KKR & CO                                                  | CFD_EQS FIN LEG KKR & CO                                                                                                                               | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Short            | DE               | CORP              | US        |       -4410 | PA      | $-460139.40   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TEXAS INS                                                 | CFD_EQS FIN LEG TEXAS INS                                                                                                                              | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DE               | CORP              | US        |        1461 | PA      | $410657.88    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SUN COMMU                                                 | CFD_EQS FIN LEG SUN COMMU                                                                                                                              | CUSIP: 866674104<br>LEI: 549300H5GEOJYN41ZG57 | Long             | DE               | CORP              | US        |        3219 | PA      | $411516.96    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ROYALTY P                                                 | CFD_EQS FIN LEG ROYALTY P                                                                                                                              | CUSIP: G7709Q104<br>LEI: 549300FGFN7VOK8BZR03 | Short            | DE               | CORP              | GB        |       -1192 | PA      | $-59707.28    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MICROCHIP                                                 | CFD_EQS FIN LEG MICROCHIP                                                                                                                              | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DE               | CORP              | US        |        5054 | PA      | $469567.14    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG APOLLO GL                                                 | CFD_EQS FIN LEG APOLLO GL                                                                                                                              | CUSIP: 03769M106<br>LEI: 254900LMFT1CY9IYB476 | Short            | DE               | CORP              | US        |       -3597 | PA      | $-463005.84   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG P G & E C                                                 | CFD_EQS FIN LEG P G & E C                                                                                                                              | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Short            | DE               | CORP              | US        |      -23434 | PA      | $-389473.08   | -0.15%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LKQ CORP                                                  | CFD_EQS FIN LEG LKQ CORP                                                                                                                               | CUSIP: 501889208<br>LEI: DS830JTTZQN6GK0I2E41 | Short            | DE               | CORP              | US        |      -14634 | PA      | $-462141.72   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FTAI AVIA                                                 | CFD_EQS FIN LEG FTAI AVIA                                                                                                                              | CUSIP: G3730V105<br>LEI: N/A                  | Short            | DE               | CORP              | KY        |        -909 | PA      | $-226950.03   | -0.09%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PRINCIPAL                                                 | CFD_EQS FIN LEG PRINCIPAL                                                                                                                              | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Short            | DE               | CORP              | US        |        -933 | PA      | $-94149.03    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG INVITATIO                                                 | CFD_EQS FIN LEG INVITATIO                                                                                                                              | CUSIP: 46187W107<br>LEI: 984500FE452E665C9F85 | Long             | DE               | CORP              | US        |        8308 | PA      | $239021.16    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AGCO CORP                                                 | CFD_EQS FIN LEG AGCO CORP                                                                                                                              | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Short            | DE               | CORP              | US        |       -2049 | PA      | $-247969.98   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CHENIERE                                                  | CFD_EQS FIN LEG CHENIERE                                                                                                                               | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DE               | CORP              | US        |          35 | PA      | $9623.25      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SHIFT4 PA                                                 | CFD_EQS FIN LEG SHIFT4 PA                                                                                                                              | CUSIP: 82452J109<br>LEI: N/A                  | Short            | DE               | CORP              | US        |       -2136 | PA      | $-94582.08    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG APTIV HOL                                                 | CFD_EQS FIN LEG APTIV HOL                                                                                                                              | CUSIP: G3265R107<br>LEI: N/A                  | Long             | DE               | CORP              | JE        |        7375 | PA      | $444417.50    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SIRIUS XM                                                 | CFD_EQS FIN LEG SIRIUS XM                                                                                                                              | CUSIP: 829933100<br>LEI: N/A                  | Long             | DE               | CORP              | US        |        8163 | PA      | $219911.22    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ARTHUR J                                                  | CFD_EQS FIN LEG ARTHUR J                                                                                                                               | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Short            | DE               | CORP              | US        |        -283 | PA      | $-58411.20    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HF SINCLA                                                 | CFD_EQS FIN LEG HF SINCLA                                                                                                                              | CUSIP: 403949100<br>LEI: 2549009G116AM01XHN24 | Long             | DE               | CORP              | US        |         548 | PA      | $36831.08     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CRH PLC                                                   | CFD_EQS FIN LEG CRH PLC                                                                                                                                | CUSIP: G25508105<br>LEI: 549300MIDJNNTH068E74 | Long             | DE               | CORP              | IE        |        3434 | PA      | $406654.28    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TD SYNNEX                                                 | CFD_EQS FIN LEG TD SYNNEX                                                                                                                              | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Short            | DE               | CORP              | US        |         -81 | PA      | $-18482.58    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG UDR INC                                                   | CFD_EQS FIN LEG UDR INC                                                                                                                                | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DE               | CORP              | US        |       11854 | PA      | $430774.36    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Montreal Exchange                                                         | FUT. ME 10Y CDN BND JUN26                                                                                                                              | CUSIP: 000000000<br>LEI: 549300DKBYNOI0B1NP44 | N/A              | DIR              | CORP              | CA        |         -10 | NC      | $-877019.91   | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG ROCKET CO                                                 | CFD_EQS FIN LEG ROCKET CO                                                                                                                              | CUSIP: 77311W101<br>LEI: N/A                  | Long             | DE               | CORP              | US        |        8013 | PA      | $117150.06    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SHIFT4 PA                                                 | CFD_EQS FIN LEG SHIFT4 PA                                                                                                                              | CUSIP: 82452J109<br>LEI: N/A                  | Short            | DE               | CORP              | US        |       -1453 | PA      | $-64338.84    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG OPEN TEXT                                                 | CFD_EQS FIN LEG OPEN TEXT                                                                                                                              | CUSIP: 683715106<br>LEI: 549300HP7ONDQODZJV16 | Short            | DE               | CORP              | CA        |      -19219 | PA      | $-435502.54   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                                                    | FUT. YR T-NOTES JUN26                                                                                                                                  | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |        -100 | NC      | $-11059375.00 | -4.29%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                    | FUT. U.S. T-BONDS JUN26                                                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         -29 | NC      | $-3272468.75  | -1.27%            |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                    | FUT. CBT ULT TNOTE JUN26                                                                                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          65 | NC      | $7335859.38   | 2.84%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                    | FUT. CBT UL T-BONDS JUN26                                                                                                                              | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |           4 | NC      | $460125.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                    | FUT. YR T NOTE JUN26                                                                                                                                   | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |          34 | NC      | $3666421.88   | 1.42%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures Europe                                                        | FUT. LIF LONG GILT JUN26                                                                                                                               | CUSIP: 000000000<br>LEI: 549300UF4R84F48NCH34 | N/A              | DIR              | CORP              | GB        |          19 | NC      | $2238719.65   | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                                                    | FUT. US 2YR T-NOTE JUN26                                                                                                                               | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              | CORP              | US        |         197 | NC      | $40803625.00  | 15.82%            |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG TELUS COR                                                 | CFD_EQS FIN LEG TELUS COR                                                                                                                              | CUSIP: 87971M103<br>LEI: 894500TX134IMF6NW757 | Long             | DE               | CORP              | CA        |       25367 | PA      | $317848.51    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG LABCORP H                                                 | CFD_EQS FIN LEG LABCORP H                                                                                                                              | CUSIP: 504922105<br>LEI: N/A                  | Long             | DE               | CORP              | US        |        1404 | PA      | $360547.20    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurex                                                                     | FUT. EURX EUR-BUND JUN26                                                                                                                               | CUSIP: 000000000<br>LEI: 529900UT4DG0LG5R9O07 | N/A              | DIR              | CORP              | DE        |         -12 | NC      | $-1765545.31  | -0.68%            |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG HEICO COR                                                 | CFD_EQS FIN LEG HEICO COR                                                                                                                              | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DE               | CORP              | US        |        1598 | PA      | $431332.16    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FAIR ISAA                                                 | CFD_EQS FIN LEG FAIR ISAA                                                                                                                              | CUSIP: 303250104<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DE               | CORP              | US        |         272 | PA      | $278800.00    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GLOBE LIF                                                 | CFD_EQS FIN LEG GLOBE LIF                                                                                                                              | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Short            | DE               | CORP              | US        |       -1027 | PA      | $-158466.10   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| Sydney Futures Exchange                                                   | FUT. SFE 10Y T-BOND JUN26                                                                                                                              | CUSIP: 000000000<br>LEI: 549300SDXT36XYPVWI79 | N/A              | DIR              | CORP              | AU        |         -34 | NC      | $-2620720.59  | -1.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CFD_EQS FIN LEG SYNOPSYS                                                  | CFD_EQS FIN LEG SYNOPSYS                                                                                                                               | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Short            | DE               | CORP              | US        |        -940 | PA      | $-453644.00   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG COCA-COLA                                                 | CFD_EQS FIN LEG COCA-COLA                                                                                                                              | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DE               | CORP              | US        |        2191 | PA      | $449308.37    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ADOBE INC                                                 | CFD_EQS FIN LEG ADOBE INC                                                                                                                              | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DE               | CORP              | US        |        1790 | PA      | $440519.00    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG INGERSOLL                                                 | CFD_EQS FIN LEG INGERSOLL                                                                                                                              | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Short            | DE               | CORP              | US        |        -721 | PA      | $-57579.06    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG QUALCOMM                                                  | CFD_EQS FIN LEG QUALCOMM                                                                                                                               | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DE               | CORP              | US        |        3015 | PA      | $541433.70    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CLEAN HAR                                                 | CFD_EQS FIN LEG CLEAN HAR                                                                                                                              | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Short            | DE               | CORP              | US        |        -191 | PA      | $-59721.88    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GENERAL M                                                 | CFD_EQS FIN LEG GENERAL M                                                                                                                              | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | DE               | CORP              | US        |        5013 | PA      | $385449.57    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PPG INDUS                                                 | CFD_EQS FIN LEG PPG INDUS                                                                                                                              | CUSIP: 693506107<br>LEI: 549300BKPEP01R3V6C59 | Long             | DE               | CORP              | US        |         245 | PA      | $26582.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG IQVIA HOL                                                 | CFD_EQS FIN LEG IQVIA HOL                                                                                                                              | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | DE               | CORP              | US        |         486 | PA      | $76967.82     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ACUITY IN                                                 | CFD_EQS FIN LEG ACUITY IN                                                                                                                              | CUSIP: 00508Y102<br>LEI: N/A                  | Long             | DE               | CORP              | US        |        1484 | PA      | $430018.68    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CONSTELLA                                                 | CFD_EQS FIN LEG CONSTELLA                                                                                                                              | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Short            | DE               | CORP              | US        |        -524 | PA      | $-164012.00   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SNAP INC                                                  | CFD_EQS FIN LEG SNAP INC                                                                                                                               | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Short            | DE               | CORP              | US        |      -73002 | PA      | $-443122.14   | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BOYD GAMI                                                 | CFD_EQS FIN LEG BOYD GAMI                                                                                                                              | CUSIP: 103304101<br>LEI: 254900787YGRYS2A1Z35 | Short            | DE               | CORP              | US        |        -907 | PA      | $-78863.65    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HERC HOLD                                                 | CFD_EQS FIN LEG HERC HOLD                                                                                                                              | CUSIP: 42704L104<br>LEI: 549300TP80QLITMSBP82 | Short            | DE               | CORP              | US        |        -739 | PA      | $-93793.88    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PRINCIPAL                                                 | CFD_EQS FIN LEG PRINCIPAL                                                                                                                              | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Short            | DE               | CORP              | US        |        -215 | PA      | $-21695.65    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CHOICE HO                                                 | CFD_EQS FIN LEG CHOICE HO                                                                                                                              | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Short            | DE               | CORP              | US        |        -789 | PA      | $-78174.12    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG UNUM GROU                                                 | CFD_EQS FIN LEG UNUM GROU                                                                                                                              | CUSIP: 91529Y106<br>LEI: 549300E32YFDO6TZ8R31 | Short            | DE               | CORP              | US        |        -559 | PA      | $-44932.42    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CHOICE HO                                                 | CFD_EQS FIN LEG CHOICE HO                                                                                                                              | CUSIP: 169905106<br>LEI: 5493003CYRY5RFGTIR97 | Short            | DE               | CORP              | US        |       -1204 | PA      | $-119292.32   | -0.05%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG INSTALLED                                                 | CFD_EQS FIN LEG INSTALLED                                                                                                                              | CUSIP: 45780R101<br>LEI: 549300I95Y9P9YM5FI86 | Long             | DE               | CORP              | US        |         623 | PA      | $179766.65    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PAYCHEX I                                                 | CFD_EQS FIN LEG PAYCHEX I                                                                                                                              | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Short            | DE               | CORP              | US        |       -3932 | PA      | $-364221.16   | -0.14%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CANADIAN                                                  | CFD_EQS FIN LEG CANADIAN                                                                                                                               | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Short            | DE               | CORP              | CA        |        -581 | PA      | $-65147.53    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG BECTON DI                                                 | CFD_EQS FIN LEG BECTON DI                                                                                                                              | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DE               | CORP              | US        |        2258 | PA      | $336532.32    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GENPACT L                                                 | CFD_EQS FIN LEG GENPACT L                                                                                                                              | CUSIP: G3922B107<br>LEI: 529900OSEC6Q0L4L5B35 | Short            | DE               | CORP              | BM        |        -481 | PA      | $-16714.75    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG XCEL ENER                                                 | CFD_EQS FIN LEG XCEL ENER                                                                                                                              | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Short            | DE               | CORP              | US        |        -242 | PA      | $-20073.90    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG GOODYEAR                                                  | CFD_EQS FIN LEG GOODYEAR                                                                                                                               | CUSIP: 382550101<br>LEI: 5493002BI0S2ZQUY3437 | Short            | DE               | CORP              | US        |      -56744 | PA      | $-401747.52   | -0.16%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FIDELITY                                                  | CFD_EQS FIN LEG FIDELITY                                                                                                                               | CUSIP: 31620R303<br>LEI: 549300CAZYIH39SYQ287 | Long             | DE               | CORP              | US        |        2573 | PA      | $134567.90    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MAGNA INT                                                 | CFD_EQS FIN LEG MAGNA INT                                                                                                                              | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DE               | CORP              | CA        |         621 | PA      | $39539.07     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG TRACTOR S                                                 | CFD_EQS FIN LEG TRACTOR S                                                                                                                              | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DE               | CORP              | US        |        6646 | PA      | $233274.60    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CNX RESOU                                                 | CFD_EQS FIN LEG CNX RESOU                                                                                                                              | CUSIP: 12653C108<br>LEI: 549300JK3KH8PWM3B226 | Long             | DE               | CORP              | US        |       11314 | PA      | $440227.74    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AUTOMATIC                                                 | CFD_EQS FIN LEG AUTOMATIC                                                                                                                              | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DE               | CORP              | US        |        1233 | PA      | $261322.02    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG HUNTSMAN                                                  | CFD_EQS FIN LEG HUNTSMAN                                                                                                                               | CUSIP: 447011107<br>LEI: 5299000V56320A7RIQ67 | Short            | DE               | CORP              | US        |      -12706 | PA      | $-182585.22   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PENNYMAC                                                  | CFD_EQS FIN LEG PENNYMAC                                                                                                                               | CUSIP: 70932M107<br>LEI: 549300W1D516HBDEU871 | Short            | DE               | CORP              | US        |       -2846 | PA      | $-256965.34   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG PATTERSON                                                 | CFD_EQS FIN LEG PATTERSON                                                                                                                              | CUSIP: 703481101<br>LEI: 254900XGFBKIXD6G0697 | Short            | DE               | CORP              | US        |       -6163 | PA      | $-75311.86    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ARROW ELE                                                 | CFD_EQS FIN LEG ARROW ELE                                                                                                                              | CUSIP: 042735100<br>LEI: 549300YNNLBXT8N8R512 | Short            | DE               | CORP              | US        |        -801 | PA      | $-150451.83   | -0.06%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ROGERS CO                                                 | CFD_EQS FIN LEG ROGERS CO                                                                                                                              | CUSIP: 775109200<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DE               | CORP              | CA        |        6143 | PA      | $223789.49    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CACI INTE                                                 | CFD_EQS FIN LEG CACI INTE                                                                                                                              | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DE               | CORP              | US        |         822 | PA      | $427061.88    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG NEWS CORP                                                 | CFD_EQS FIN LEG NEWS CORP                                                                                                                              | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Short            | DE               | CORP              | US        |       -2514 | PA      | $-66168.48    | -0.03%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CONSTELLA                                                 | CFD_EQS FIN LEG CONSTELLA                                                                                                                              | CUSIP: 21037T109<br>LEI: 549300F8Y20RYGNGV346 | Short            | DE               | CORP              | US        |        -783 | PA      | $-245079.00   | -0.10%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG FLOWSERVE                                                 | CFD_EQS FIN LEG FLOWSERVE                                                                                                                              | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Short            | DE               | CORP              | US        |        -246 | PA      | $-18115.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG RELIANCE                                                  | CFD_EQS FIN LEG RELIANCE                                                                                                                               | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Short            | DE               | CORP              | US        |        -135 | PA      | $-48937.50    | -0.02%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MICROSOFT                                                 | CFD_EQS FIN LEG MICROSOFT                                                                                                                              | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DE               | CORP              | US        |         144 | PA      | $58720.32     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG WYNDHAM H                                                 | CFD_EQS FIN LEG WYNDHAM H                                                                                                                              | CUSIP: 98311A105<br>LEI: 549300FE3MQ4RVXXC673 | Short            | DE               | CORP              | US        |        -231 | PA      | $-18798.78    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AECOM                                                     | CFD_EQS FIN LEG AECOM                                                                                                                                  | CUSIP: 00766T100<br>LEI: 0EEB8GF0W0NPCIHZX097 | Long             | DE               | CORP              | US        |        1835 | PA      | $154323.50    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CHURCH &                                                  | CFD_EQS FIN LEG CHURCH &                                                                                                                               | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DE               | CORP              | US        |         190 | PA      | $18441.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG INTEL COR                                                 | CFD_EQS FIN LEG INTEL COR                                                                                                                              | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DE               | CORP              | US        |         597 | PA      | $56404.56     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG SM ENERGY                                                 | CFD_EQS FIN LEG SM ENERGY                                                                                                                              | CUSIP: 78454L100<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DE               | CORP              | US        |        2041 | PA      | $63332.23     | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AMDOCS LT                                                 | CFD_EQS FIN LEG AMDOCS LT                                                                                                                              | CUSIP: G02602103<br>LEI: 549300HQV672RJ7RQV66 | Long             | DE               | CORP              | GG        |         277 | PA      | $17913.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG MOOG INC-                                                 | CFD_EQS FIN LEG MOOG INC-                                                                                                                              | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | DE               | CORP              | US        |          64 | PA      | $19283.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG AVERY DEN                                                 | CFD_EQS FIN LEG AVERY DEN                                                                                                                              | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DE               | CORP              | US        |         114 | PA      | $18688.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG CLOROX CO                                                 | CFD_EQS FIN LEG CLOROX CO                                                                                                                              | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | DE               | CORP              | US        |         223 | PA      | $21506.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CFD_EQS FIN LEG ALPHABET                                                  | CFD_EQS FIN LEG ALPHABET                                                                                                                               | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DE               | CORP              | US        |          46 | PA      | $17700.80     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| OPT. WARNER P 21 18/9/26                                                  | OPT. WARNER P 21 18/9/26                                                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |          56 | NC      | $2576.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPT. WARNER P 22 18/9/26                                                  | OPT. WARNER P 22 18/9/26                                                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |        1129 | NC      | $62095.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OPT. ZIM INT P 25 15/5/26                                                 | OPT. ZIM INT P 25 15/5/26                                                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | IL        |         206 | NC      | $14420.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GAMESTOP CORP                                                             | GAMESTOP CORP                                                                                                                                          | CUSIP: 000000000<br>LEI: 549300505KLOET039L77 | N/A              | DE               | CORP              | US        |         383 | NC      | $1406.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPT. APELLIS P 30 17/7/26                                                 | OPT. APELLIS P 30 17/7/26                                                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |         144 | NC      | $720.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPT. BANCO S C 13 18/6/26                                                 | OPT. BANCO S C 13 18/6/26                                                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | ES        |         128 | NC      | $3840.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPT. BANCO S C 14 18/6/26                                                 | OPT. BANCO S C 14 18/6/26                                                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | ES        |         128 | NC      | $1280.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPT. CENTESS P 35 17/7/26                                                 | OPT. CENTESS P 35 17/7/26                                                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | GB        |         173 | NC      | $2595.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPT. CENTESS P 40 17/7/26                                                 | OPT. CENTESS P 40 17/7/26                                                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | GB        |          54 | NC      | $10800.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPT. ELECTR P 200 18/6/26                                                 | OPT. ELECTR P 200 18/6/26                                                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |         117 | NC      | $21060.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OPT. KALVI P 17.5 18/9/26                                                 | OPT. KALVI P 17.5 18/9/26                                                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |          29 | NC      | $290.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPT. KALVIST P 20 18/9/26                                                 | OPT. KALVIST P 20 18/9/26                                                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |         111 | NC      | $1665.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPT. KENVUE P 16 15/5/26                                                  | OPT. KENVUE P 16 15/5/26                                                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |         618 | NC      | $6489.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPT. KENVUE P 17 15/5/26                                                  | OPT. KENVUE P 17 15/5/26                                                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |         120 | NC      | $3360.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPT. ORGANO P 11 18/12/26                                                 | OPT. ORGANO P 11 18/12/26                                                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |         376 | NC      | $9400.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPT. SOLENO P 45 18/6/26                                                  | OPT. SOLENO P 45 18/6/26                                                                                                                               | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |         261 | NC      | $1305.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPT. TERNS P P 45 18/6/26                                                 | OPT. TERNS P P 45 18/6/26                                                                                                                              | CUSIP: 000000000<br>LEI: 549300CII6SLYGKNHA04 | N/A              | DE               | CORP              | US        |         343 | NC      | $1715.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHENIERE ENERGY INC                                                       | LNG 4.625 10/15/28                                                                                                                                     | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39869.66     | 0.02%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| ADT SECURITY CORP (THE)                                                   | ADT 4.125 08/01/29 144A                                                                                                                                | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |       40000 | PA      | $38468.50     | 0.01%             | 2029-08-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION INC                                                 | MHED 8 08/01/29 144A                                                                                                                                   | CUSIP: 57767XAB6<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |       42000 | PA      | $42014.57     | 0.02%             | 2029-08-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                     | TXN 1.9 09/15/31                                                                                                                                       | CUSIP: 882508BL7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |       54000 | PA      | $47624.59     | 0.02%             | 2031-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                                               | EQIX 1.45 05/15/26                                                                                                                                     | CUSIP: 29444UBQ8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |       70000 | PA      | $69921.04     | 0.03%             | 2026-05-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                     | TFC V1.887 06/07/29 MTN                                                                                                                                | CUSIP: 89788MAE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |       36000 | PA      | $34120.48     | 0.01%             | 2029-06-07      | Fixed         | 1.89%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP                              | CHTR 4.25 01/15/34 144A                                                                                                                                | CUSIP: 1248EPCP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       99000 | PA      | $83036.79     | 0.03%             | 2034-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| TRACTOR SUPPLY COMPANY                                                    | TRACTOR SUPPLY COMPANY COM USD0.008                                                                                                                    | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |          80 | NS      | $2808.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VULCAN MATERIALS COMPANY                                                  | VULCAN MATERIALS COMPANY COM STK USD1                                                                                                                  | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |          16 | NS      | $4827.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE MANAGEMENT INC                                                      | WASTE MANAGEMENT INC COM USD0.01                                                                                                                       | CUSIP: 94106L109<br>LEI: 549300YX8JIID70NFS41 | Long             | EC               | CORP              | US        |          34 | NS      | $7906.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIRA BIOSCIENCES INC                                                    | PACIRA BIOSCIENCES INC COM USD0.001                                                                                                                    | CUSIP: 695127100<br>LEI: 549300P56LERYBDHCF69 | Short            | EC               | CORP              | US        |      -10517 | NS      | $-268078.33   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| KOSMOS ENERGY LTD                                                         | KOSMOS ENERGY LTD COM USD0.01                                                                                                                          | CUSIP: 500688106<br>LEI: 213800YDFJ3OT9B5P157 | Short            | EC               | CORP              | US        |      -53747 | NS      | $-165540.76   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| SHIFT4 PAYMENTS INC                                                       | SHIFT4 PAYMENTS INC CL A                                                                                                                               | CUSIP: 82452J109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -14890 | NS      | $-659329.20   | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| DOORDASH INC                                                              | DOORDASH INC CL A                                                                                                                                      | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Short            | EC               | CORP              | US        |        -700 | NS      | $-118055.00   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| JOBY AVIATION INC                                                         | JOBY AVIATION INC COM USD0.0001                                                                                                                        | CUSIP: G65163100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -19003 | NS      | $-174637.57   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| CELCUITY INC                                                              | CELCUITY INC COM USD0.001                                                                                                                              | CUSIP: 15102K100<br>LEI: 25490070W7UU7W2SEY87 | Short            | EC               | CORP              | US        |       -1241 | NS      | $-150595.35   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| ARES MANAGEMENT CORP                                                      | ARES MANAGEMENT CORP COM USD0.01 CLASS A                                                                                                               | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Short            | EC               | CORP              | US        |       -4464 | NS      | $-524073.60   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| RENAISSANCERE HOLDINGS LTD                                                | RNR 3.6 04/15/29                                                                                                                                       | CUSIP: 75968NAD3<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |       60000 | PA      | $58265.03     | 0.02%             | 2029-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| ZOOMINFO TECHNOLOGIES LLC / ZOOMINFO FINANCE CORP                         | ZMINFO 3.875 02/01/29 144A                                                                                                                             | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       38000 | PA      | $30914.93     | 0.01%             | 2029-02-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                             | C V4.643 05/07/28                                                                                                                                      | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      140000 | PA      | $140243.57    | 0.05%             | 2028-05-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| INDIVIOR PHARMACEUTICALS INC                                              | INDIVIOR PHARMACEUTICALS INC COM                                                                                                                       | CUSIP: 45579U109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2370 | NS      | $-87168.60    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| ALBEMARLE CORP                                                            | ALBEMARLE CORP COM USD0.01                                                                                                                             | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Short            | EC               | CORP              | US        |       -9702 | NS      | $-1908383.40  | -0.74%            |  |  |  | No            |                  1 | On Loan: No      |
| OSI SYSTEMS INC                                                           | OSI SYSTEMS INC COM NPV                                                                                                                                | CUSIP: 671044105<br>LEI: DDX3MPX1Y8YD30050X33 | Short            | EC               | CORP              | US        |       -2570 | NS      | $-737384.40   | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                                                   | AKAMAI TECHNOLOGIES INC COM USD0.01                                                                                                                    | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Short            | EC               | CORP              | US        |       -4236 | NS      | $-436223.28   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| CHECK POINT SOFTWARE TECHNOLOGIES LTD                                     | CHECK POINT SOFTWARE TECHNOLOGIES LTD ORD ILS0.01                                                                                                      | CUSIP: M22465104<br>LEI: 2549003ZVBH73EPNS513 | Short            | EC               | CORP              | IL        |       -1081 | NS      | $-121580.07   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| CENTURY ALUMINUM COMPANY                                                  | CENTURY ALUMINUM COMPANY COM USD0.01                                                                                                                   | CUSIP: 156431108<br>LEI: 549300U5ODNGEYWKSW73 | Short            | EC               | CORP              | US        |      -19820 | NS      | $-1178100.80  | -0.46%            |  |  |  | No            |                  1 | On Loan: No      |
| CSG SYSTEMS INTERNATIONAL INC                                             | CSG SYSTEMS INTERNATIONAL INC COM USD0.01                                                                                                              | CUSIP: 126349109<br>LEI: 549300D7FJZUOHHXUA81 | Short            | EC               | CORP              | US        |       -6997 | NS      | $-562628.77   | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| CONMED CORP                                                               | CONMED CORP COM USD0.01                                                                                                                                | CUSIP: 207410101<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Short            | EC               | CORP              | US        |        -329 | NS      | $-12061.14    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                                     | ON SEMICONDUCTOR CORP COM USD0.01                                                                                                                      | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Short            | EC               | CORP              | US        |       -4431 | NS      | $-446689.11   | -0.17%            |  |  |  | No            |                  1 | On Loan: No      |
| MKS INC                                                                   | MKS INC COM NPV                                                                                                                                        | CUSIP: 55306N104<br>LEI: 549300KEQATBHAGVF505 | Short            | EC               | CORP              | US        |       -3296 | NS      | $-935240.00   | -0.36%            |  |  |  | No            |                  1 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                  | MICROCHIP TECHNOLOGY INC COM USD0.001                                                                                                                  | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Short            | EC               | CORP              | US        |       -1994 | NS      | $-185262.54   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                                               | ORACLE CORP COM USD0.01                                                                                                                                | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Short            | EC               | CORP              | US        |       -1678 | NS      | $-270812.42   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| PPL CORP                                                                  | PPL CORP COM USD0.01                                                                                                                                   | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Short            | EC               | CORP              | US        |      -17757 | NS      | $-664822.08   | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| BLACK HILLS CORP                                                          | BKH 3.15 01/15/27                                                                                                                                      | CUSIP: 092113AM1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19844.52     | 0.01%             | 2027-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PG&E CORP                                                                 | PG&E CORP COM NPV                                                                                                                                      | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Short            | EC               | CORP              | US        |      -20182 | NS      | $-335424.84   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| PROGRESS SOFTWARE CORP                                                    | PROGRESS SOFTWARE CORP COM USD0.01                                                                                                                     | CUSIP: 743312100<br>LEI: 549300R65B3JG6972S24 | Short            | EC               | CORP              | US        |       -3250 | NS      | $-90512.50    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                  | G2 MA4125                                                                                                                                              | CUSIP: 36179SSN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       21382 | PA      | $18686.30     | 0.01%             | 2046-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                   | MPLX 4.125 03/01/27                                                                                                                                    | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      180000 | PA      | $179747.35    | 0.07%             | 2027-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                          | CCI 3.8 02/15/28                                                                                                                                       | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |       17000 | PA      | $16767.10     | 0.01%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                       | D 3.375 04/01/30 C                                                                                                                                     | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |       50000 | PA      | $47773.30     | 0.02%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                                              | CNC 4.25 12/15/27                                                                                                                                      | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9941.65      | 0.00%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                                        | CNA 5.2 08/15/35                                                                                                                                       | CUSIP: 126117AZ3<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98313.07     | 0.04%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AMERICA INC                                         | AMCR 4.8 03/17/28                                                                                                                                      | CUSIP: 02344AAF5<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20117.51     | 0.01%             | 2028-03-17      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CARLISLE COMPANIES INC                                                    | CSL 5.25 09/15/35                                                                                                                                      | CUSIP: 142339AN0<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |        5000 | PA      | $5019.12      | 0.00%             | 2035-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| USA COMPRESSION PARTNERS LP                                               | USAC 6.25 10/01/33 144A                                                                                                                                | CUSIP: 91740PAH1<br>LEI: 5493000B1PEOKXRZEO65 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10091.11     | 0.00%             | 2033-10-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORP                                                               | ORCL 4.8 09/26/32                                                                                                                                      | CUSIP: 68389XDK8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       45000 | PA      | $42788.93     | 0.02%             | 2032-09-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC (THE)                                              | WMB 3.75 06/15/27                                                                                                                                      | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39733.86     | 0.02%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TOLL BROTHERS FINANCE CORP                                                | TOL 4.35 02/15/28                                                                                                                                      | CUSIP: 88947EAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       60000 | PA      | $59771.72     | 0.02%             | 2028-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD RESIDENTIAL US LLC/BROOKFIELD RESIDENTIAL PROPERTIES INC       | BRPCN 4.875 02/15/30 144A                                                                                                                              | CUSIP: 11283YAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       48000 | PA      | $45001.50     | 0.02%             | 2030-02-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                      | BAC V2.496 02/13/31 MTN                                                                                                                                | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      275000 | PA      | $254658.84    | 0.10%             | 2031-02-13      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                               | ORCL 2.95 04/01/30                                                                                                                                     | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       20000 | PA      | $18326.02     | 0.01%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                         | H 5.05 03/30/28                                                                                                                                        | CUSIP: 448579AU6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20189.25     | 0.01%             | 2028-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA (THE)                                                 | BNS V4.043 09/15/28                                                                                                                                    | CUSIP: 06418GAU1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       60000 | PA      | $59671.34     | 0.02%             | 2028-09-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| DICKS SPORTING GOODS INC                                                  | DKS 4 10/01/29 144A                                                                                                                                    | CUSIP: 253393AH5<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29208.56     | 0.01%             | 2029-10-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY INC                                       | AEP V5.8 03/15/56 C                                                                                                                                    | CUSIP: 02557TAE9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39775.53     | 0.02%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| LOWE'S COMPANIES INC                                                      | LOW 3.95 10/15/27                                                                                                                                      | CUSIP: 548661ET0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19948.78     | 0.01%             | 2027-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                       | NSANY 5.625 09/29/28 144A                                                                                                                              | CUSIP: 65480CAK1<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |        7000 | PA      | $6961.02      | 0.00%             | 2028-09-29      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORP                                                               | ORCL 5.2 09/26/35                                                                                                                                      | CUSIP: 68389XDM4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      110000 | PA      | $102495.40    | 0.04%             | 2035-09-26      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                                       | S 6.875 11/15/28                                                                                                                                       | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |       60000 | PA      | $63351.20     | 0.02%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| SPRINT CAPITAL CORP                                                       | S 8.75 03/15/32                                                                                                                                        | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |       30000 | PA      | $35697.89     | 0.01%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| MASCO CORP                                                                | MAS 3.5 11/15/27                                                                                                                                       | CUSIP: 574599BN5<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |       45000 | PA      | $44401.49     | 0.02%             | 2027-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                       | AMT 3.55 07/15/27                                                                                                                                      | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39614.55     | 0.02%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CNA FINANCIAL CORP                                                        | CNA 3.45 08/15/27                                                                                                                                      | CUSIP: 126117AU4<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19750.30     | 0.01%             | 2027-08-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                          | MO 3.4 05/06/30                                                                                                                                        | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |       30000 | PA      | $28697.71     | 0.01%             | 2030-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                       | NEE 2.25 06/01/30                                                                                                                                      | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       20000 | PA      | $18248.10     | 0.01%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                | MAR 4.625 06/15/30 FF                                                                                                                                  | CUSIP: 571903BE2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39938.14     | 0.02%             | 2030-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                | DVA 4.625 06/01/30 144A                                                                                                                                | CUSIP: 23918KAS7<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |       90000 | PA      | $87124.73     | 0.03%             | 2030-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC COMPANY                                            | PCG 2.5 02/01/31                                                                                                                                       | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       80000 | PA      | $71964.62     | 0.03%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                          | MO 4.5 08/06/30                                                                                                                                        | CUSIP: 02209SBU6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39825.70     | 0.02%             | 2030-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                         | ARCC 5.1 01/15/31                                                                                                                                      | CUSIP: 04010LBL6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |      100000 | PA      | $96983.70     | 0.04%             | 2031-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BKV UPSTREAM MIDSTREAM LLC                                                | BKVCOR 7.5 10/15/30 144A                                                                                                                               | CUSIP: 05619CAA3<br>LEI: 254900LG75NBYHBBAU18 | Long             | DBT              | CORP              | US        |       39000 | PA      | $39929.25     | 0.02%             | 2030-10-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| UNITI SERVICES LLC                                                        | UNIT 7.5 10/15/33 144A                                                                                                                                 | CUSIP: 97382BAB5<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |       51000 | PA      | $53695.66     | 0.02%             | 2033-10-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING LP                                            | WES 4.5 03/01/28                                                                                                                                       | CUSIP: 958254AH7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9989.70      | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UNION ELECTRIC COMPANY                                                    | AEE 2.95 03/15/30                                                                                                                                      | CUSIP: 906548CR1<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |       70000 | PA      | $66213.25     | 0.03%             | 2030-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                 | JPM V4.493 03/24/31                                                                                                                                    | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       60000 | PA      | $59784.67     | 0.02%             | 2031-03-24      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| UNITED PARCEL SERVICE INC                                                 | UPS 4.45 04/01/30                                                                                                                                      | CUSIP: 911312BY1<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |       15000 | PA      | $15087.91     | 0.01%             | 2030-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                | INTC 3.75 03/25/27                                                                                                                                     | CUSIP: 458140BQ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49804.95     | 0.02%             | 2027-03-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                             | ICE 2.1 06/15/30                                                                                                                                       | CUSIP: 45866FAK0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |       50000 | PA      | $45604.30     | 0.02%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                                                | NTAP 5.7 03/17/35                                                                                                                                      | CUSIP: 64110DAN4<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |       44000 | PA      | $44963.25     | 0.02%             | 2035-03-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                                     | WLSC 6.625 04/15/30 144A                                                                                                                               | CUSIP: 96949VAN3<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |        5000 | PA      | $5149.61      | 0.00%             | 2030-04-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                    | CENTERPOINT ENERGY INC COM STK USD0.01                                                                                                                 | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Short            | EC               | CORP              | US        |      -14567 | NS      | $-635849.55   | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN COMPANY (THE)                                                    | SOUTHERN COMPANY (THE) COM USD5                                                                                                                        | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Short            | EC               | CORP              | US        |        -690 | NS      | $-66723.00    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| MILLROSE PROPERTIES INC                                                   | MRP 6.375 08/01/30 144A                                                                                                                                | CUSIP: 601137AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       43000 | PA      | $43548.85     | 0.02%             | 2030-08-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                           | CVS 5.45 09/15/35                                                                                                                                      | CUSIP: 126650EK2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100942.94    | 0.04%             | 2035-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PENNYMAC FINANCIAL SERVICES INC                                           | PFSI 6.75 02/15/34 144A                                                                                                                                | CUSIP: 70932MAH0<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |        5000 | PA      | $4839.17      | 0.00%             | 2034-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| SIERRA PACIFIC POWER COMPANY                                              | BRKHEC V6.2 12/15/55                                                                                                                                   | CUSIP: 826418BR5<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29503.48     | 0.01%             | 2055-12-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| LIGHT AND WONDER INTERNATIONAL INC                                        | LNW 6.25 10/01/33 144A                                                                                                                                 | CUSIP: 531968AB1<br>LEI: RLTHESQ0RNFQJWPBJN60 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9917.13      | 0.00%             | 2033-10-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| AT&T INC                                                                  | T 4.55 11/01/32                                                                                                                                        | CUSIP: 00206RNB4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |      200000 | PA      | $196122.48    | 0.08%             | 2032-11-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                            | WHR 4.5 06/01/46                                                                                                                                       | CUSIP: 963320AV8<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |       54000 | PA      | $36288.28     | 0.01%             | 2046-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HESS CORP                                                                 | HES 4.3 04/01/27                                                                                                                                       | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50038.49     | 0.02%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                           | SANUK V3.823 11/03/28                                                                                                                                  | CUSIP: 80281LAG0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |       60000 | PA      | $59317.27     | 0.02%             | 2028-11-03      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                     | AMH 4.25 02/15/28                                                                                                                                      | CUSIP: 02666TAA5<br>LEI: 549300ZJUO7A58PNUW40 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29816.92     | 0.01%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                          | AIG V5.75 04/01/48 A-9                                                                                                                                 | CUSIP: 026874DM6<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20104.42     | 0.01%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                                  | FOXA 4.709 01/25/29                                                                                                                                    | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50117.80     | 0.02%             | 2029-01-25      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                                | AER 4.95 09/10/34                                                                                                                                      | CUSIP: 00774MBM6<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |      300000 | PA      | $292269.86    | 0.11%             | 2034-09-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                     | UBER 4.8 09/15/34                                                                                                                                      | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49000.44     | 0.02%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                | BRKHEC 2.7 09/15/30                                                                                                                                    | CUSIP: 695114CW6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |       20000 | PA      | $18383.62     | 0.01%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS COMPANY                                                    | GM 6.8 10/01/27                                                                                                                                        | CUSIP: 37045VAU4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |       40000 | PA      | $41098.19     | 0.02%             | 2027-10-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| ZIFF DAVIS INC                                                            | ZIFF DAVIS INC COM USD0.001                                                                                                                            | CUSIP: 48123V102<br>LEI: 5493008OJYGLHD7MXA18 | Short            | EC               | CORP              | US        |        -116 | NS      | $-5308.16     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| IONIS PHARMACEUTICALS INC                                                 | IONIS PHARMACEUTICALS INC COM USD0.001                                                                                                                 | CUSIP: 462222100<br>LEI: 549300SI4ZGLG0BLUZ92 | Short            | EC               | CORP              | US        |       -3456 | NS      | $-258370.56   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| CUSHMAN & WAKEFIELD U.S. BORROWER LLC                                     | CWK 6.75 05/15/28 144A                                                                                                                                 | CUSIP: 23166MAA1<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |       26000 | PA      | $26002.16     | 0.01%             | 2028-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| SIRIUS XM RADIO LLC                                                       | SIRI 4.125 07/01/30 144A                                                                                                                               | CUSIP: 82967NBG2<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |       51000 | PA      | $47454.95     | 0.02%             | 2030-07-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| CRESCENT ENERGY COMPANY                                                   | CRESCENT ENERGY COMPANY CL A COM                                                                                                                       | CUSIP: 44952J104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -1781 | NS      | $-23954.45    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| ADTRAN HOLDINGS INC                                                       | ADTRAN HOLDINGS INC COM                                                                                                                                | CUSIP: 00486H105<br>LEI: 549300VV36J86CRRWF77 | Short            | EC               | CORP              | US        |      -11279 | NS      | $-199525.51   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| PHILLIPS 66                                                               | PSX 2.15 12/15/30                                                                                                                                      | CUSIP: 718546AW4<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |       20000 | PA      | $17956.98     | 0.01%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2023-HQA3                                   | STACR 2023-HQA3 M2                                                                                                                                     | CUSIP: 35564NAA1<br>LEI: 529900ZTXRUUVE8G8W08 | Long             | ABS-O            | USGSE             | US        |      500000 | PA      | $519375.00    | 0.20%             | 2043-11-25      | Floating      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                          | MO 5.25 08/06/35                                                                                                                                       | CUSIP: 02209SBV4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      125000 | PA      | $124859.51    | 0.05%             | 2035-08-06      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CENTURY COMMUNITIES INC                                                   | CCS 6.625 09/15/33 144A                                                                                                                                | CUSIP: 156504AN2<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9949.79      | 0.00%             | 2033-09-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| ATLAS ENERGY SOLUTIONS INC                                                | ATLAS ENERGY SOLUTIONS INC COM NEW                                                                                                                     | CUSIP: 642045108<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -6400 | NS      | $-111232.00   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                           | PM 4.125 04/28/28                                                                                                                                      | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       60000 | PA      | $59833.58     | 0.02%             | 2028-04-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                  | EQT 4.75 01/15/31                                                                                                                                      | CUSIP: 26884LBD0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39810.46     | 0.02%             | 2031-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE TRUST                                              | DHC 7.25 10/15/30 144A                                                                                                                                 | CUSIP: 25525PAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       17000 | PA      | $17345.98     | 0.01%             | 2030-10-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSING INC                                             | ADP 4.75 05/08/32                                                                                                                                      | CUSIP: 053015AJ2<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40308.92     | 0.02%             | 2032-05-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN INTERNATIONAL GROUP INC                                          | AIG 4.85 05/07/30                                                                                                                                      | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |       60000 | PA      | $60595.17     | 0.02%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                                         | CHRD 6 10/01/30 144A                                                                                                                                   | CUSIP: 674215AQ1<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10192.94     | 0.00%             | 2030-10-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| NICKEL INDUSTRIES LTD                                                     | NICAU 9 09/30/30 144A                                                                                                                                  | CUSIP: 653890AB9<br>LEI: 54930007K0WX53TSIK16 | Long             | DBT              | CORP              | AU        |       81000 | PA      | $84211.14     | 0.03%             | 2030-09-30      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST 2025-X1                                 | AFFRM 2025-X1 B                                                                                                                                        | CUSIP: 00834MAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      125000 | PA      | $125154.78    | 0.05%             | 2030-04-15      | Fixed         | 5.19%                 | Yes           |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                        | ALLY V5.737 05/15/29                                                                                                                                   | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101522.71    | 0.04%             | 2029-05-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| EZCORP INC                                                                | EZCORP INC CL'A'COM NON VTG USD0.01                                                                                                                    | CUSIP: 302301106<br>LEI: 5493003K6PG3ZQ7TUQ63 | Short            | EC               | CORP              | US        |          -1 | NS      | $-32.78       | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BRUKER CORP                                                               | BRUKER CORP COM USD0.01                                                                                                                                | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Short            | EC               | CORP              | US        |       -5840 | NS      | $-214386.40   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY INC                                                        | NEXTERA ENERGY INC COM USD0.01                                                                                                                         | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Short            | EC               | CORP              | US        |       -5538 | NS      | $-542059.44   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| WISDOMTREE INC                                                            | WISDOMTREE INC COM USD0.01                                                                                                                             | CUSIP: 97717P104<br>LEI: 549300WIU8IS7UFO7871 | Short            | EC               | CORP              | US        |      -28888 | NS      | $-491096.00   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| GAMESTOP CORP                                                             | GAMESTOP CORP COM USD0.001 CLASS A                                                                                                                     | CUSIP: 36467W109<br>LEI: 549300505KLOET039L77 | Short            | EC               | CORP              | US        |      -18905 | NS      | $-471679.75   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| DEXCOM INC                                                                | DEXCOM INC COM USD0.001                                                                                                                                | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Short            | EC               | CORP              | US        |        -466 | NS      | $-27750.30    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| UNITY SOFTWARE INC                                                        | UNITY SOFTWARE INC COM                                                                                                                                 | CUSIP: 91332U101<br>LEI: 549300D1ESJMGNQNG432 | Short            | EC               | CORP              | US        |       -5253 | NS      | $-138784.26   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| COGENT BIOSCIENCES INC                                                    | COGENT BIOSCIENCES INC COM                                                                                                                             | CUSIP: 19240Q201<br>LEI: N/A                  | Short            | EC               | CORP              | US        |        -483 | NS      | $-17286.57    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| RLJ LODGING TRUST LP                                                      | RLJ 4 09/15/29 144A                                                                                                                                    | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |       40000 | PA      | $37795.91     | 0.01%             | 2029-09-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ROYALTY PHARMA PLC                                                        | RPRX 1.75 09/02/27                                                                                                                                     | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |       60000 | PA      | $57919.62     | 0.02%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ENOVIS CORP                                                               | ENOVIS CORP COM                                                                                                                                        | CUSIP: 194014502<br>LEI: 635400OP2DYYYMOIYL17 | Short            | EC               | CORP              | US        |       -4186 | NS      | $-98119.84    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| LIGAND PHARMACEUTICALS INC                                                | LIGAND PHARMACEUTICALS INC SHS                                                                                                                         | CUSIP: 532CNT011<br>LEI: 5493008K7TB0IKP37H79 | Short            | EC               | CORP              | US        |         -52 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| I-80 GOLD CORP                                                            | I-80 GOLD CORP COM                                                                                                                                     | CUSIP: 44955L106<br>LEI: 549300LFFIWIGUEXPK11 | Short            | EC               | CORP              | CA        |      -29402 | NS      | $-44103.00    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                                                     | WFC V4.97 04/23/29                                                                                                                                     | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      130000 | PA      | $131180.48    | 0.05%             | 2029-04-23      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| ELDORADO GOLD CORP                                                        | ELDCN 6.25 09/01/29 144A                                                                                                                               | CUSIP: 284902AF0<br>LEI: 5493004PWQ01YDD1IH62 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $24947.06     | 0.01%             | 2029-09-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                                    | RF 1.8 08/12/28                                                                                                                                        | CUSIP: 7591EPAT7<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |       20000 | PA      | $18813.08     | 0.01%             | 2028-08-12      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                       | PWR 2.35 01/15/32                                                                                                                                      | CUSIP: 74762EAH5<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |       30000 | PA      | $26342.84     | 0.01%             | 2032-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA3                                   | STACR 2021-DNA3 B1                                                                                                                                     | CUSIP: 35564KFG9<br>LEI: 5493000ISUYHCRLRBE46 | Long             | ABS-O            | USGSE             | US        |      250000 | PA      | $281897.18    | 0.11%             | 2033-10-25      | Floating      | 7.15%                 | Yes           |                  2 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES INC                                                 | KEYS 4.95 10/15/34                                                                                                                                     | CUSIP: 49338LAG8<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24851.64     | 0.01%             | 2034-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                            | MS V5.192 04/17/31                                                                                                                                     | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       60000 | PA      | $60940.48     | 0.02%             | 2031-04-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                     | FNMA-30YR                                                                                                                                              | CUSIP: 01F050650<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      525000 | PA      | $517172.38    | 0.20%             | 2049-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INFORMATION MANAGEMENT SERVICES INC                         | IRM 5 07/15/32 144A                                                                                                                                    | CUSIP: 46285MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       41000 | PA      | $39587.87     | 0.02%             | 2032-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| REALTY INCOME CORP                                                        | O 4.75 02/15/29                                                                                                                                        | CUSIP: 756109CF9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |       90000 | PA      | $90859.23     | 0.04%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                                             | NEE 2.45 02/03/32                                                                                                                                      | CUSIP: 341081GG6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |       30000 | PA      | $26915.45     | 0.01%             | 2032-02-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS INC                                              | FDS 2.9 03/01/27                                                                                                                                       | CUSIP: 303075AA3<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |      150000 | PA      | $148041.05    | 0.06%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FACTSET RESEARCH SYSTEMS INC                                              | FDS 3.45 03/01/32                                                                                                                                      | CUSIP: 303075AB1<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |       72000 | PA      | $65266.28     | 0.03%             | 2032-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH HOLDINGS INC                                                    | FCFS 5.625 01/01/30 144A                                                                                                                               | CUSIP: 31944TAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       41000 | PA      | $40802.62     | 0.02%             | 2030-01-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| STILLWATER MINING COMPANY                                                 | SGLSJ 4.5 11/16/29 144A                                                                                                                                | CUSIP: 86074QAQ5<br>LEI: 6354007DPCY4ZN2MRR73 | Long             | DBT              | CORP              | US        |       24000 | PA      | $22885.72     | 0.01%             | 2029-11-16      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| SEMPRA                                                                    | SRE V4.125 04/01/52                                                                                                                                    | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29565.53     | 0.01%             | 2052-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                     | CAS 2021-R03 1B1                                                                                                                                       | CUSIP: 20754AAF0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      900000 | PA      | $908442.00    | 0.35%             | 2041-12-25      | Floating      | 6.40%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                                      | GM 2.35 02/26/27                                                                                                                                       | CUSIP: 37045XDR4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      170000 | PA      | $167226.12    | 0.06%             | 2027-02-26      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                     | WCNCN 3.2 06/01/32                                                                                                                                     | CUSIP: 94106BAE1<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |       55000 | PA      | $50830.44     | 0.02%             | 2032-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HOLDINGS LLC                                                | M 6.125 03/15/32 144A                                                                                                                                  | CUSIP: 55617LAR3<br>LEI: 549300JMONK27O4SQQ19 | Long             | DBT              | CORP              | US        |       32000 | PA      | $32015.42     | 0.01%             | 2032-03-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                     | CAS 2021-R02 2B1                                                                                                                                       | CUSIP: 20754KAF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      750000 | PA      | $758205.00    | 0.29%             | 2041-11-25      | Floating      | 6.95%                 | Yes           |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                        | MUFG V2.341 01/19/28                                                                                                                                   | CUSIP: 606822CC6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      275000 | PA      | $271009.76    | 0.11%             | 2028-01-19      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                               | ORCL 4.45 09/26/30                                                                                                                                     | CUSIP: 68389XDH5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       75000 | PA      | $72338.28     | 0.03%             | 2030-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                                  | ECPG 6.625 04/15/31 144A                                                                                                                               | CUSIP: 292554AS1<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |       26000 | PA      | $26424.45     | 0.01%             | 2031-04-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                     | WFC V5.198 01/23/30                                                                                                                                    | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       60000 | PA      | $61013.28     | 0.02%             | 2030-01-23      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS BORROWER ESCROW LLC                                | HGVLLC 6.625 01/15/32 144A                                                                                                                             | CUSIP: 43283QAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        5000 | PA      | $5058.04      | 0.00%             | 2032-01-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| QXO INC                                                                   | BECN 6.75 04/30/32 144A                                                                                                                                | CUSIP: 74825NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $102004.05    | 0.04%             | 2032-04-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ALPHABET INC                                                              | GOOGL 4.5 05/15/35                                                                                                                                     | CUSIP: 02079KAL1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24459.68     | 0.01%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| LYB INTERNATIONAL FINANCE II BV                                           | LYB 3.5 03/02/27                                                                                                                                       | CUSIP: 50247WAB3<br>LEI: 549300ZSNDBYN4Z4VZ93 | Long             | DBT              | CORP              | NL        |       30000 | PA      | $29769.86     | 0.01%             | 2027-03-02      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                              | ENBCN V5.5 07/15/77                                                                                                                                    | CUSIP: 29250NAS4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       30000 | PA      | $29931.80     | 0.01%             | 2077-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                      | B 0 10/15/26                                                                                                                                           | CUSIP: 912797UK1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      100000 | PA      | $98333.44     | 0.04%             | 2026-10-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                     | FNMA-30YR                                                                                                                                              | CUSIP: 01F060667<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      100000 | PA      | $101977.78    | 0.04%             | 2049-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS COMPANY                                                    | GM 5.625 04/15/30                                                                                                                                      | CUSIP: 37045VBA7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |       40000 | PA      | $41183.39     | 0.02%             | 2030-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                      | LVS 5.625 06/15/28                                                                                                                                     | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |       60000 | PA      | $60878.69     | 0.02%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                      | BAC V2.972 02/04/33 MTN                                                                                                                                | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       50000 | PA      | $45303.72     | 0.02%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                     | WFC V3.35 03/02/33 MTN                                                                                                                                 | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |        1000 | PA      | $920.63       | 0.00%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| CENTRUS ENERGY CORP                                                       | CENTRUS ENERGY CORP CL A                                                                                                                               | CUSIP: 15643U104<br>LEI: 549300G6VDK9G8276661 | Short            | EC               | CORP              | US        |       -2571 | NS      | $-542378.16   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| BRIDGEBIO PHARMA INC                                                      | BRIDGEBIO PHARMA INC COM USD0.001                                                                                                                      | CUSIP: 10806X102<br>LEI: 54930028YG89VTY2J114 | Short            | EC               | CORP              | US        |       -5024 | NS      | $-357256.64   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| SPHERE ENTERTAINMENT COMPANY                                              | SPHERE ENTERTAINMENT COMPANY CL A                                                                                                                      | CUSIP: 55826T102<br>LEI: 254900ZW4JWKYRZZ9A91 | Short            | EC               | CORP              | US        |       -4410 | NS      | $-628204.50   | -0.24%            |  |  |  | No            |                  1 | On Loan: No      |
| HIMS & HERS HEALTH INC                                                    | HIMS & HERS HEALTH INC COM CL A                                                                                                                        | CUSIP: 433000106<br>LEI: 254900V041EIVTSB6D58 | Short            | EC               | CORP              | US        |       -7432 | NS      | $-201927.44   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| VERISIGN INC                                                              | VRSN 4.75 07/15/27                                                                                                                                     | CUSIP: 92343EAL6<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19999.53     | 0.01%             | 2027-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MPT OPERATING PARTNERSHIP LP                                              | MPW 5 10/15/27                                                                                                                                         | CUSIP: 55342UAH7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |       27000 | PA      | $26324.89     | 0.01%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OSCAR HEALTH INC                                                          | OSCAR HEALTH INC CL A                                                                                                                                  | CUSIP: 687793109<br>LEI: 254900AE8KDLFDOPKZ19 | Short            | EC               | CORP              | US        |      -16278 | NS      | $-300491.88   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| AST SPACEMOBILE INC                                                       | AST SPACEMOBILE INC COM CL A                                                                                                                           | CUSIP: 00217D100<br>LEI: 254900MBSC9P2UCI6623 | Short            | EC               | CORP              | US        |       -3548 | NS      | $-262197.20   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| NATIONAL FUEL GAS COMPANY                                                 | NFG 3.95 09/15/27                                                                                                                                      | CUSIP: 636180BN0<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39662.78     | 0.02%             | 2027-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                               | ORCL 3.25 11/15/27                                                                                                                                     | CUSIP: 68389XBN4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19571.44     | 0.01%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP (THE)                                        | BK V6.317 10/25/29 MTN                                                                                                                                 | CUSIP: 06406RBT3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20894.60     | 0.01%             | 2029-10-25      | Fixed         | 6.32%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                    | VENLNG 9.875 02/01/32 144A                                                                                                                             | CUSIP: 92332YAD3<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       96000 | PA      | $102994.08    | 0.04%             | 2032-02-01      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| IRON MOUNTAIN INC (REIT)                                                  | IRM 5.25 03/15/28 144A                                                                                                                                 | CUSIP: 46284VAE1<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |       17000 | PA      | $16984.52     | 0.01%             | 2028-03-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP                         | NRUC 2.4 03/15/30                                                                                                                                      | CUSIP: 637432NV3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |       50000 | PA      | $46309.97     | 0.02%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                     | NOVNVX 2.2 08/14/30                                                                                                                                    | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9156.07      | 0.00%             | 2030-08-14      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HOLDINGS II LLC                                               | MTCHII 4.125 08/01/30 144A                                                                                                                             | CUSIP: 57665RAL0<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |       22000 | PA      | $20661.77     | 0.01%             | 2030-08-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS COMPANY (THE)                                            | SHW 2.3 05/15/30                                                                                                                                       | CUSIP: 824348BL9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |       50000 | PA      | $45866.27     | 0.02%             | 2030-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PROGRESSIVE CORP (THE)                                                    | PGR 3.2 03/26/30                                                                                                                                       | CUSIP: 743315AW3<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |       32000 | PA      | $30632.35     | 0.01%             | 2030-03-26      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| AMERICAN HOMES 4 RENT                                                     | AMERICAN HOMES 4 RENT COM USD0.01 'A'                                                                                                                  | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |         410 | NS      | $13054.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP                                                     | TFC V5.711 01/24/35 MTN                                                                                                                                | CUSIP: 89788MAS1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |       65000 | PA      | $66891.28     | 0.03%             | 2035-01-24      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                  | G2-30YR-Multi                                                                                                                                          | CUSIP: 21H062651<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       75000 | PA      | $78338.42     | 0.03%             | 2049-12-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                     | FNMA-15YR                                                                                                                                              | CUSIP: 01F020455<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      400000 | PA      | $366737.61    | 0.14%             | 2049-12-31      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LIGAND PHARM CVR $15.00                                                   | LIGAND PHARM CVR $15.00                                                                                                                                | CUSIP: 532CNT029<br>LEI: N/A                  | Short            | EC               | CORP              | US        |         -52 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| ASCENDIS PHARMA A/S                                                       | ASCENDIS PHARMA A/S ORD SHS                                                                                                                            | CUSIP: K08588103<br>LEI: 549300B66JN3W3J8GH73 | Short            | EC               | CORP              | DK        |       -1854 | NS      | $-425270.52   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| MPLX LP                                                                   | MPLX 4.25 12/01/27                                                                                                                                     | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      110000 | PA      | $109719.86    | 0.04%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                     | CAS 2022-R01 1B1                                                                                                                                       | CUSIP: 20754LAF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     1034000 | PA      | $1046780.24   | 0.41%             | 2041-12-25      | Floating      | 6.80%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC COMPANY                                            | PCG 4.2 03/01/29                                                                                                                                       | CUSIP: 694308KB2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9865.84      | 0.00%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP (THE)                                                 | SCHW 2.9 03/03/32                                                                                                                                      | CUSIP: 808513CA1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |        2000 | PA      | $1815.13      | 0.00%             | 2032-03-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| DIGITALOCEAN HOLDINGS INC                                                 | DIGITALOCEAN HOLDINGS INC COM                                                                                                                          | CUSIP: 25402D102<br>LEI: 549300EPISPY3RE3DL21 | Short            | EC               | CORP              | US        |       -7286 | NS      | $-702588.98   | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| DAVE INC                                                                  | DAVE INC CLASS A COM NEW                                                                                                                               | CUSIP: 23834J201<br>LEI: 25490061SUVXCW51RZ82 | Short            | EC               | CORP              | US        |        -205 | NS      | $-55757.95    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| MATCH GROUP HOLDINGS II LLC                                               | MTCHII 6.125 09/15/33 144A                                                                                                                             | CUSIP: 57667JAC6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |       31000 | PA      | $30629.46     | 0.01%             | 2033-09-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| LINDBLAD EXPEDITIONS LLC                                                  | LIND 7 09/15/30 144A                                                                                                                                   | CUSIP: 53523LAB6<br>LEI: 549300MPUWOG67Y2R254 | Long             | DBT              | CORP              | US        |       49000 | PA      | $50336.82     | 0.02%             | 2030-09-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                         | HSBC V5.286 11/19/30                                                                                                                                   | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      400000 | PA      | $407309.68    | 0.16%             | 2030-11-19      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| CBRE SERVICES INC                                                         | CBG 4.8 06/15/30                                                                                                                                       | CUSIP: 12505BAJ9<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40137.76     | 0.02%             | 2030-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                                    | PNC V6.615 10/20/27                                                                                                                                    | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      180000 | PA      | $181872.33    | 0.07%             | 2027-10-20      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                    | ROP 5.1 09/15/35                                                                                                                                       | CUSIP: 776696AM8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19414.40     | 0.01%             | 2035-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                             | C V5.174 09/11/36                                                                                                                                      | CUSIP: 172967QH7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      150000 | PA      | $148600.39    | 0.06%             | 2036-09-11      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC & POWER COMPANY                                         | D 2.3 11/15/31                                                                                                                                         | CUSIP: 927804GE8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |       45000 | PA      | $39984.52     | 0.02%             | 2031-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                 | JPM V2.963 01/25/33                                                                                                                                    | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       45000 | PA      | $40848.96     | 0.02%             | 2033-01-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARES INC                                             | FCNCA V5.6 09/05/35                                                                                                                                    | CUSIP: 319626AA5<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9777.19      | 0.00%             | 2035-09-05      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ADT SECURITY CORP (THE)                                                   | ADT 4.875 07/15/32 144A                                                                                                                                | CUSIP: 74166NAA2<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |       42000 | PA      | $39999.47     | 0.02%             | 2032-07-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| HEXCEL CORP                                                               | HXL 3.95 02/15/27                                                                                                                                      | CUSIP: 428291AN8<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |       60000 | PA      | $59873.56     | 0.02%             | 2027-02-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                            | OHI 4.75 01/15/28                                                                                                                                      | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20013.79     | 0.01%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                     | WFC V3.584 05/22/28 MTN                                                                                                                                | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |        1000 | PA      | $991.48       | 0.00%             | 2028-05-22      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE FINANCE INC                                                 | RNR 3.45 07/01/27                                                                                                                                      | CUSIP: 75973QAA5<br>LEI: 54930048ETFU7B0OJ457 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39607.49     | 0.02%             | 2027-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                  | PRU V4.5 09/15/47                                                                                                                                      | CUSIP: 744320AW2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29392.02     | 0.01%             | 2047-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EQT CORP                                                                  | EQT 3.9 10/01/27                                                                                                                                       | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |       16000 | PA      | $15837.45     | 0.01%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                             | GS V3.814 04/23/29                                                                                                                                     | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49285.64     | 0.02%             | 2029-04-23      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                   | HCA 3.5 09/01/30                                                                                                                                       | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       90000 | PA      | $85573.02     | 0.03%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CBOE GLOBAL MARKETS INC                                                   | CBOE 3 03/16/32                                                                                                                                        | CUSIP: 12503MAD0<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |      100000 | PA      | $91989.27     | 0.04%             | 2032-03-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-HQA3                                   | STACR 2021-HQA3 B1                                                                                                                                     | CUSIP: 35564KKK4<br>LEI: 5493000ISHRHX47NOH65 | Long             | ABS-O            | USGSE             | US        |      800000 | PA      | $805682.56    | 0.31%             | 2041-09-25      | Floating      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| CINTAS CORP N.2                                                           | CTAS 4 05/01/32                                                                                                                                        | CUSIP: 17252MAQ3<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |       60000 | PA      | $58412.15     | 0.02%             | 2032-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                  | G2-30YR-Multi                                                                                                                                          | CUSIP: 21H042653<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      250000 | PA      | $241054.69    | 0.09%             | 2049-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                  | G2-30YR-Multi                                                                                                                                          | CUSIP: 21H030658<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      375000 | PA      | $333918.29    | 0.13%             | 2049-12-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                      | B 0 05/07/26                                                                                                                                           | CUSIP: 912797SP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      269000 | PA      | $268838.70    | 0.10%             | 2026-05-07      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TSMC ARIZONA CORP                                                         | TAISEM 4.125 04/22/29                                                                                                                                  | CUSIP: 872898AG6<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49902.85     | 0.02%             | 2029-04-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                                                | NTAP 2.7 06/22/30                                                                                                                                      | CUSIP: 64110DAK0<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |       20000 | PA      | $18401.21     | 0.01%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| LOWE'S COMPANIES INC                                                      | LOW 3.35 04/01/27                                                                                                                                      | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24856.56     | 0.01%             | 2027-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                        | VICI 4.75 02/15/28                                                                                                                                     | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |       60000 | PA      | $60083.11     | 0.02%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ECOLAB INC                                                                | ECL 2.125 02/01/32                                                                                                                                     | CUSIP: 278865BM1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |       20000 | PA      | $17605.91     | 0.01%             | 2032-02-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| ALABAMA POWER COMPANY                                                     | SO 3.05 03/15/32                                                                                                                                       | CUSIP: 010392FX1<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |      100000 | PA      | $92048.30     | 0.04%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                        | VICI 4.95 02/15/30                                                                                                                                     | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |       60000 | PA      | $60011.34     | 0.02%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                  | STZ 4.35 05/09/27                                                                                                                                      | CUSIP: 21036PBK3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |       65000 | PA      | $65018.22     | 0.03%             | 2027-05-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FOX CORP                                                                  | FOXA 3.5 04/08/30                                                                                                                                      | CUSIP: 35137LAL9<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |       40000 | PA      | $38459.33     | 0.01%             | 2030-04-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AON CORP                                                                  | AON 2.8 05/15/30                                                                                                                                       | CUSIP: 037389BE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |       20000 | PA      | $18642.08     | 0.01%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                    | UNH 2 05/15/30                                                                                                                                         | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |      125000 | PA      | $113661.80    | 0.04%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CMS ENERGY CORP                                                           | CMS V4.75 06/01/50                                                                                                                                     | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19558.93     | 0.01%             | 2050-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL CORP                                               | AWK 4.45 06/01/32                                                                                                                                      | CUSIP: 03040WBA2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29551.89     | 0.01%             | 2032-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| B.A.T. INTERNATIONAL FINANCE PLC                                          | BATSLN 4.448 03/16/28                                                                                                                                  | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |       80000 | PA      | $80028.55     | 0.03%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| VIRIDIEN SA                                                               | VIRIFP 10 10/15/30 144a                                                                                                                                | CUSIP: 12531QAA3<br>LEI: 969500FCVQ5SLAAUJV59 | Long             | DBT              | CORP              | FR        |       12000 | PA      | $12886.73     | 0.00%             | 2030-10-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| NOVELIS CORP                                                              | HNDLIN 6.375 08/15/33 144A                                                                                                                             | CUSIP: 670001AN6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |       17000 | PA      | $17071.35     | 0.01%             | 2033-08-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| XCEL ENERGY INC                                                           | XEL 4.6 06/01/32                                                                                                                                       | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9843.81      | 0.00%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA5                                   | STACR 2021-DNA5 B1                                                                                                                                     | CUSIP: 35564KJA8<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-O            | USGSE             | US        |      784414 | PA      | $835447.58    | 0.32%             | 2034-01-25      | Floating      | 6.70%                 | Yes           |                  2 | On Loan: No      |
| SOUTHWEST GAS CORP                                                        | SWX 4.05 03/15/32                                                                                                                                      | CUSIP: 845011AE5<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23854.47     | 0.01%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                  | DUK 3.4 04/01/32                                                                                                                                       | CUSIP: 26442UAN4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |       20000 | PA      | $18717.92     | 0.01%             | 2032-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| MILLROSE PROPERTIES INC                                                   | MRP 6.25 09/15/32 144A                                                                                                                                 | CUSIP: 601137AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       32000 | PA      | $32140.20     | 0.01%             | 2032-09-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| FIVE POINT OPERATING COMPANY LP                                           | FPH 8 10/01/30 144A                                                                                                                                    | CUSIP: 33834YAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       24000 | PA      | $24609.89     | 0.01%             | 2030-10-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| DANAOS CORP                                                               | DAC 6.875 10/15/32 144A                                                                                                                                | CUSIP: 23585WAC8<br>LEI: 734IM3DNDNT36T7YTD24 | Long             | DBT              | CORP              | MH        |       41000 | PA      | $42111.22     | 0.02%             | 2032-10-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| CIPHER COMPUTE LLC                                                        | CIFR 7.125 11/15/30 144A                                                                                                                               | CUSIP: 17253NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       97000 | PA      | $100541.39    | 0.04%             | 2030-11-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| LOWE'S COMPANIES INC                                                      | LOW 4 10/15/28                                                                                                                                         | CUSIP: 548661EU7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19846.52     | 0.01%             | 2028-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                        | ALLY V7.1 PERP D                                                                                                                                       | CUSIP: 02005NCB4<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |       33000 | PA      | $32974.02     | 0.01%             | 2049-12-31      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| PPL CAPITAL FUNDING INC                                                   | PPL 3.1 05/15/26                                                                                                                                       | CUSIP: 69352PAL7<br>LEI: 549300MROK5WY0D2NU17 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19989.90     | 0.01%             | 2026-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                          | DUK 2.65 09/01/26                                                                                                                                      | CUSIP: 26441CAS4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99460.20     | 0.04%             | 2026-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PARTNERS LP / AMERIGAS FINANCE CORP                              | APU 5.75 05/20/27                                                                                                                                      | CUSIP: 030981AL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       48000 | PA      | $48229.97     | 0.02%             | 2027-05-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                          | CCI 3.65 09/01/27                                                                                                                                      | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |      140000 | PA      | $138422.53    | 0.05%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP (THE)                                                 | SCHW 3.2 01/25/28                                                                                                                                      | CUSIP: 808513AU9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |        2000 | PA      | $1969.13      | 0.00%             | 2028-01-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIALS INC                                             | MLM 3.5 12/15/27                                                                                                                                       | CUSIP: 573284AT3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39448.38     | 0.02%             | 2027-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CHENIERE CORPUS CHRISTI HOLDINGS LLC                                      | CHCOCH 5.125 06/30/27                                                                                                                                  | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |       41000 | PA      | $41176.78     | 0.02%             | 2027-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                           | CVS 4.3 03/25/28                                                                                                                                       | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       60000 | PA      | $59768.02     | 0.02%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| LAM RESEARCH CORP                                                         | LRCX 4 03/15/29                                                                                                                                        | CUSIP: 512807AU2<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49654.54     | 0.02%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                            | MS V5.32 07/19/35                                                                                                                                      | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       70000 | PA      | $70557.73     | 0.03%             | 2035-07-19      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                    | SRE 3.7 04/01/29                                                                                                                                       | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |      100000 | PA      | $97710.85     | 0.04%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                                        | XEL 4.1 06/01/32 38                                                                                                                                    | CUSIP: 744448CW9<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24216.07     | 0.01%             | 2032-06-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                     | GD 3.75 05/15/28                                                                                                                                       | CUSIP: 369550BC1<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |       70000 | PA      | $69539.70     | 0.03%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| FREEPORT-MCMORAN INC                                                      | FCX 4.125 03/01/28                                                                                                                                     | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |       35000 | PA      | $34820.49     | 0.01%             | 2028-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                | COF V5.884 07/26/35                                                                                                                                    | CUSIP: 14040HDH5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      120000 | PA      | $123197.73    | 0.05%             | 2035-07-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                                      | GM 4.9 10/06/29                                                                                                                                        | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       60000 | PA      | $60389.19     | 0.02%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA1                                   | STACR 2021-DNA1 B1                                                                                                                                     | CUSIP: 35564KBD0<br>LEI: 5493000IT1PBTE7DAT80 | Long             | ABS-O            | USGSE             | US        |      700000 | PA      | $735000.00    | 0.28%             | 2051-01-25      | Floating      | 6.30%                 | Yes           |                  2 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                                                | MDLZ 2.625 03/17/27                                                                                                                                    | CUSIP: 609207BA2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39482.05     | 0.02%             | 2027-03-17      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BGC GROUP INC                                                             | BGC 6.6 06/10/29                                                                                                                                       | CUSIP: 05555LAB7<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20620.15     | 0.01%             | 2029-06-10      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                                                    | DRI 4.35 10/15/27                                                                                                                                      | CUSIP: 237194AP0<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39939.74     | 0.02%             | 2027-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                                  | FMC V8.45 11/01/55                                                                                                                                     | CUSIP: 302491AZ8<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |       63000 | PA      | $41752.23     | 0.02%             | 2055-11-01      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                   | TLN 6.5 02/01/36 144A                                                                                                                                  | CUSIP: 87422VAN8<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30113.60     | 0.01%             | 2036-02-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| SUNOCO LP                                                                 | SUN 6.625 08/15/32 144A                                                                                                                                | CUSIP: 86765KAL3<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       44000 | PA      | $44985.95     | 0.02%             | 2032-08-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| KLABIN AUSTRIA GMBH                                                       | KLAB 7 04/03/49 144A                                                                                                                                   | CUSIP: 49836AAB0<br>LEI: 984500578YEA8DD41B09 | Long             | DBT              | CORP              | AT        |       48000 | PA      | $49032.00     | 0.02%             | 2049-04-03      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                                 | TRPCN 4.1 04/15/30                                                                                                                                     | CUSIP: 89352HBA6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |       20000 | PA      | $19612.41     | 0.01%             | 2030-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                            | WHR 4.6 05/15/50                                                                                                                                       | CUSIP: 963320AX4<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |       46000 | PA      | $30930.19     | 0.01%             | 2050-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                | COF V4.927 05/10/28                                                                                                                                    | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30131.23     | 0.01%             | 2028-05-10      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                                     | SO 4.7 05/15/32                                                                                                                                        | CUSIP: 373334KQ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20063.45     | 0.01%             | 2032-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2020-HQA5                                   | STACR 2020-HQA5 B1                                                                                                                                     | CUSIP: 35565TBD0<br>LEI: 5493000IT2BRJ2Q9YQ96 | Long             | ABS-O            | USGSE             | US        |      318363 | PA      | $349445.29    | 0.14%             | 2050-11-25      | Floating      | 7.65%                 | Yes           |                  2 | On Loan: No      |
| RITHM CAPITAL CORP                                                        | RITM 8 04/01/29 144A                                                                                                                                   | CUSIP: 64828TAB8<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |       75000 | PA      | $75345.00     | 0.03%             | 2029-04-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| ZOETIS INC                                                                | ZTS 2 05/15/30                                                                                                                                         | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |       20000 | PA      | $18175.67     | 0.01%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                             | C V2.572 06/03/31                                                                                                                                      | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      375000 | PA      | $344858.73    | 0.13%             | 2031-06-03      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                              | AVGO 4.35 02/15/30                                                                                                                                     | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39850.32     | 0.02%             | 2030-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                             | F 5.753 04/06/33                                                                                                                                       | CUSIP: 345397J38<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      200000 | PA      | $198267.99    | 0.08%             | 2033-04-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                                       | ONCRTX 4.3 05/15/28                                                                                                                                    | CUSIP: 68233JCQ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25005.65     | 0.01%             | 2028-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                                                      | TALO 9 02/01/29 144A                                                                                                                                   | CUSIP: 87485LAD6<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |       27000 | PA      | $28167.10     | 0.01%             | 2029-02-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| MPLX LP                                                                   | MPLX 5.4 09/15/35                                                                                                                                      | CUSIP: 55336VCC2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      130000 | PA      | $129812.37    | 0.05%             | 2035-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| AMCOR FLEXIBLES NORTH AMERICA INC                                         | AMCR 5.1 03/17/30                                                                                                                                      | CUSIP: 02344AAG3<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50597.12     | 0.02%             | 2030-03-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                                                  | MAIN 5.4 08/15/28                                                                                                                                      | CUSIP: 56035LAK0<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19919.70     | 0.01%             | 2028-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                             | TDG 6.25 01/31/34 144A                                                                                                                                 | CUSIP: 893647BZ9<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |        5000 | PA      | $5113.03      | 0.00%             | 2034-01-31      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP                         | NRUC 4.15 08/25/28 D                                                                                                                                   | CUSIP: 63743HFZ0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19906.48     | 0.01%             | 2028-08-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                             | C V4.503 09/11/31                                                                                                                                      | CUSIP: 172967QF1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98880.66     | 0.04%             | 2031-09-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                       | NSANY 6.125 09/30/30 144A                                                                                                                              | CUSIP: 65480CAL9<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24622.13     | 0.01%             | 2030-09-30      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CORP                                                 | CRC 7 01/15/34 144A                                                                                                                                    | CUSIP: 13057QAL1<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25510.78     | 0.01%             | 2034-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| GOLAR LNG LTD                                                             | GLNG 7.5 10/02/30 144A                                                                                                                                 | CUSIP: 38046YAE1<br>LEI: 213800C2VSFZG3EZLO34 | Long             | DBT              | CORP              | BM        |       27000 | PA      | $27666.60     | 0.01%             | 2030-10-02      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| FIRSTCASH HOLDINGS INC                                                    | FCFS 6.125 05/01/34 144A                                                                                                                               | CUSIP: 33767DAF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       35000 | PA      | $34916.85     | 0.01%             | 2034-05-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                             | ICE 4 09/15/27                                                                                                                                         | CUSIP: 45866FAU8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19928.76     | 0.01%             | 2027-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                                                         | BRO 4.2 03/17/32                                                                                                                                       | CUSIP: 115236AE1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |       75000 | PA      | $71163.54     | 0.03%             | 2032-03-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                       | SUMIBK 4.108 01/15/29                                                                                                                                  | CUSIP: 86562MEJ5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      160000 | PA      | $158723.67    | 0.06%             | 2029-01-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROUP INC                                             | SBGI 5.5 03/01/30 144A                                                                                                                                 | CUSIP: 829259AY6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |       36000 | PA      | $31770.00     | 0.01%             | 2030-03-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                     | CAS 2022-R03 1B1                                                                                                                                       | CUSIP: 20753XAF1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      635000 | PA      | $662978.10    | 0.26%             | 2042-03-25      | Floating      | 9.90%                 | Yes           |                  2 | On Loan: No      |
| JABIL INC                                                                 | JBL 4.25 05/15/27                                                                                                                                      | CUSIP: 466313AM5<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |       70000 | PA      | $70001.71     | 0.03%             | 2027-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BROADRIDGE FINANCIAL SOLUTIONS INC                                        | BR 2.9 12/01/29                                                                                                                                        | CUSIP: 11133TAD5<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |       20000 | PA      | $18766.38     | 0.01%             | 2029-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                                                         | NXST 4.75 11/01/28 144A                                                                                                                                | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |       89000 | PA      | $87688.22     | 0.03%             | 2028-11-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                  | BLDR 6.75 05/15/35 144A                                                                                                                                | CUSIP: 12008RAT4<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |       35000 | PA      | $35345.77     | 0.01%             | 2035-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| PARSONS CORP                                                              | PARSONS CORP COM USD1.00                                                                                                                               | CUSIP: 70202L102<br>LEI: 549300ZXH0VRBSEPX752 | Short            | EC               | CORP              | US        |       -1092 | NS      | $-55047.72    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| NGL ENERGY OPERATING LLC                                                  | NGL 8.125 02/15/29 144A                                                                                                                                | CUSIP: 62922LAC2<br>LEI: 5493008CQD36WWZJ3O79 | Long             | DBT              | CORP              | US        |       86000 | PA      | $89145.69     | 0.03%             | 2029-02-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORP                                      | INTERNATIONAL BUSINESS MACHINES CORP COM USD0.20                                                                                                       | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |         319 | NS      | $73682.62     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                                          | TMUS 2.875 02/15/31                                                                                                                                    | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       99000 | PA      | $91192.97     | 0.04%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                     | CAS 2024-R02 1B1                                                                                                                                       | CUSIP: 20754GAF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      345000 | PA      | $349306.12    | 0.14%             | 2044-02-25      | Floating      | 6.15%                 | Yes           |                  2 | On Loan: No      |
| SUMMIT MIDSTREAM HOLDINGS LLC                                             | SUMMPL 8.625 10/31/29 144A                                                                                                                             | CUSIP: 86614JAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       78000 | PA      | $81554.38     | 0.03%             | 2029-10-31      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                                    | PNC V5.401 07/23/35                                                                                                                                    | CUSIP: 693475BZ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       23000 | PA      | $23339.09     | 0.01%             | 2035-07-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| TALEN ENERGY SUPPLY LLC                                                   | TLN 6.25 02/01/34 144A                                                                                                                                 | CUSIP: 87422VAM0<br>LEI: K5K33XN0PQAU1XF7NN66 | Long             | DBT              | CORP              | US        |       28000 | PA      | $27791.03     | 0.01%             | 2034-02-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                      | TRGP 4.35 01/15/29                                                                                                                                     | CUSIP: 87612GAR2<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39807.72     | 0.02%             | 2029-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                             | GS V2.383 07/21/32                                                                                                                                     | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      205000 | PA      | $181523.50    | 0.07%             | 2032-07-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP                                               | TRGP 4.875 02/01/31                                                                                                                                    | CUSIP: 87612BBS0<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19991.69     | 0.01%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                       | QUANTA SERVICES INC COM USD0.00001                                                                                                                     | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |          13 | NS      | $9461.01      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA CORP                                                               | NVIDIA CORP COM USD0.001                                                                                                                               | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |         417 | NS      | $83220.69     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                            | FFHCN 3.375 03/03/31                                                                                                                                   | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $23397.33     | 0.01%             | 2031-03-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                            | MRSH 2.375 12/15/31                                                                                                                                    | CUSIP: 571748BP6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |      410000 | PA      | $365110.72    | 0.14%             | 2031-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                       | NEE V3.8 03/15/82                                                                                                                                      | CUSIP: 65339KCB4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29259.93     | 0.01%             | 2082-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                 | APPLE INC COM USD0.00001                                                                                                                               | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |         279 | NS      | $75706.65     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLIED MATERIALS INC                                                     | APPLIED MATERIALS INC COM USD0.01                                                                                                                      | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |          56 | NS      | $22091.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHENIERE ENERGY PARTNERS LP                                               | CQP 5.55 10/30/35                                                                                                                                      | CUSIP: 16411QAW1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30619.33     | 0.01%             | 2035-10-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| AMEREN CORP                                                               | AMEREN CORP COM USD0.01                                                                                                                                | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |         111 | NS      | $12615.15     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMDOCS LTD                                                                | AMDOCS LTD ORD GBP0.01                                                                                                                                 | CUSIP: G02602103<br>LEI: 549300HQV672RJ7RQV66 | Long             | EC               | CORP              | GG        |        1771 | NS      | $114530.57    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARLES SCHWAB CORP (THE)                                                 | SCHW 1.95 12/01/31                                                                                                                                     | CUSIP: 808513BT1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |       34000 | PA      | $29697.59     | 0.01%             | 2031-12-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                             | DISH 5.125 06/01/29                                                                                                                                    | CUSIP: 25470XBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       15000 | PA      | $13811.97     | 0.01%             | 2029-06-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| MID-AMERICA APARTMENTS LP                                                 | MAA 3.95 03/15/29                                                                                                                                      | CUSIP: 59523UAQ0<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39508.19     | 0.02%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMERICA HOLDINGS                                       | LH 2.95 12/01/29                                                                                                                                       | CUSIP: 50540RAW2<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |       30000 | PA      | $28495.47     | 0.01%             | 2029-12-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BAKER HUGHES HOLDINGS LLC / BAKER HUGHES CO-OBLIGOR INC                   | BHI 5 06/15/36                                                                                                                                         | CUSIP: 05724BAP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       60000 | PA      | $59047.74     | 0.02%             | 2036-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                     | FNMA-30YR                                                                                                                                              | CUSIP: 01F020653<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1875000 | PA      | $1499800.35   | 0.58%             | 2049-12-31      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSING INC                                             | AUTOMATIC DATA PROCESSING INC COM USD0.10                                                                                                              | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |         463 | NS      | $98128.22     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AUTOZONE INC                                                              | AUTOZONE INC COM USD0.01                                                                                                                               | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |           2 | NS      | $7408.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LABCORP HOLDINGS INC                                                      | LABCORP HOLDINGS INC COM SHS                                                                                                                           | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          13 | NS      | $3338.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                            | MS V2.239 07/21/32 GMTN                                                                                                                                | CUSIP: 61747YED3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       53000 | PA      | $46631.96     | 0.02%             | 2032-07-21      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                     | FNMA-15YR                                                                                                                                              | CUSIP: 01F022451<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      450000 | PA      | $423405.95    | 0.16%             | 2049-12-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                     | FNMA-30YR                                                                                                                                              | CUSIP: 01F022659<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     1440000 | PA      | $1205572.09   | 0.47%             | 2049-12-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VERTEX INC                                                                | VERTEX INC CL A                                                                                                                                        | CUSIP: 92538J106<br>LEI: 549300QMYW171MP1PL50 | Short            | EC               | CORP              | US        |       -6534 | NS      | $-80825.58    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| SNOWFLAKE INC                                                             | SNOWFLAKE INC COM SHS                                                                                                                                  | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Short            | EC               | CORP              | US        |       -2957 | NS      | $-403541.79   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| NVR INC                                                                   | NVR 3 05/15/30                                                                                                                                         | CUSIP: 62944TAF2<br>LEI: 529900RWXR4JI3JYTV70 | Long             | DBT              | CORP              | US        |      135000 | PA      | $127116.97    | 0.05%             | 2030-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMETEK INC                                                                | AMETEK INC COM USD0.01                                                                                                                                 | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |          24 | NS      | $5652.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| H & R BLOCK INC                                                           | H & R BLOCK INC COM NPV                                                                                                                                | CUSIP: 093671105<br>LEI: 549300CE3KUCWLZBG404 | Long             | EC               | CORP              | US        |        1709 | NS      | $54226.57     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWARD HUGHES CORP (THE)                                                  | HHH 4.125 02/01/29 144A                                                                                                                                | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |       33000 | PA      | $31774.11     | 0.01%             | 2029-02-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                          | BMO V7.7 05/26/84                                                                                                                                      | CUSIP: 06368LQ58<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |       80000 | PA      | $84045.60     | 0.03%             | 2084-05-26      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                 | JPM V5.103 04/22/31                                                                                                                                    | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       60000 | PA      | $61127.54     | 0.02%             | 2031-04-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                             | GS V5.218 04/23/31                                                                                                                                     | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       60000 | PA      | $60976.38     | 0.02%             | 2031-04-23      | Fixed         | 5.22%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PARTNERS LP / AMERIGAS FINANCE CORP                              | APU 9.5 06/01/30 144A                                                                                                                                  | CUSIP: 030981AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       18000 | PA      | $19219.75     | 0.01%             | 2030-06-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| CBRE SERVICES INC                                                         | CBG 4.9 01/15/33                                                                                                                                       | CUSIP: 12505BAL4<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |       80000 | PA      | $79078.94     | 0.03%             | 2033-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SUB LLC                                             | BALY 5.875 09/01/31 144A                                                                                                                               | CUSIP: 74052HAB0<br>LEI: 549300KRDMIL2NJVZ267 | Long             | DBT              | CORP              | US        |       17000 | PA      | $9775.00      | 0.00%             | 2031-09-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| SISECAM UK PLC                                                            | SISETI 8.375 01/23/33 144A                                                                                                                             | CUSIP: 829688AC4<br>LEI: 789000T82YRLMLUOC889 | Long             | DBT              | CORP              | GB        |       29000 | PA      | $29580.33     | 0.01%             | 2033-01-23      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| HA SUSTAINABLE INFRASTRUCTURE CAPITAL INC                                 | HASI V7.125 11/15/56                                                                                                                                   | CUSIP: 41068XAH3<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |       26000 | PA      | $26246.48     | 0.01%             | 2056-11-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP (THE)                                                  | HHH 4.375 02/01/31 144A                                                                                                                                | CUSIP: 44267DAF4<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |       61000 | PA      | $57117.10     | 0.02%             | 2031-02-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                             | F 5.303 09/06/29                                                                                                                                       | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      160000 | PA      | $159537.96    | 0.06%             | 2029-09-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NETAPP INC                                                                | NTAP 2.375 06/22/27                                                                                                                                    | CUSIP: 64110DAJ3<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19540.00     | 0.01%             | 2027-06-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| DOORDASH INC                                                              | DOORDASH INC CL A                                                                                                                                      | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |          41 | NS      | $6914.65      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SUMISHO AIR LEASE CORP                                                    | SUMIAL 5.3 02/01/28                                                                                                                                    | CUSIP: 00914AAU6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20211.30     | 0.01%             | 2028-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| RB GLOBAL HOLDINGS INC                                                    | RBACN 6.75 03/15/28 144A                                                                                                                               | CUSIP: 76774LAB3<br>LEI: 254900LH3N0EGB1LQ203 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20271.17     | 0.01%             | 2028-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| LOWE'S COMPANIES INC                                                      | LOW 2.625 04/01/31                                                                                                                                     | CUSIP: 548661EA1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9137.92      | 0.00%             | 2031-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                         | HSBC V7.39 11/03/28                                                                                                                                    | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      160000 | PA      | $166484.02    | 0.06%             | 2028-11-03      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                     | FNMA-30YR                                                                                                                                              | CUSIP: 01F040651<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      625000 | PA      | $586059.66    | 0.23%             | 2049-12-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AFFIRM MASTER TRUST                                                       | AFRMT 2025-2A C                                                                                                                                        | CUSIP: 00833BAJ7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      875000 | PA      | $878627.49    | 0.34%             | 2033-07-15      | Fixed         | 5.26%                 | Yes           |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                               | HONEYWELL INTERNATIONAL INC COM USD1                                                                                                                   | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |          49 | NS      | $10502.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PINNACLE WEST CAPITAL CORP                                                | PINNACLE WEST CAPITAL CORP COM NPV                                                                                                                     | CUSIP: 723484101<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | EC               | CORP              | US        |         234 | NS      | $24270.48     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| AVERY DENNISON CORP                                                       | AVERY DENNISON CORP COM USD1                                                                                                                           | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |          17 | NS      | $2786.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                | VERIZON COMMUNICATIONS INC COM USD0.10                                                                                                                 | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |        2588 | NS      | $124301.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CREDIT ACCEPTANCE CORP                                                    | CACC 9.25 12/15/28                                                                                                                                     | CUSIP: 225310AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       39000 | PA      | $40669.51     | 0.02%             | 2028-12-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| AES CORP (THE)                                                            | AES V7.6 01/15/55                                                                                                                                      | CUSIP: 00130HCK9<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |       36000 | PA      | $36674.32     | 0.01%             | 2055-01-15      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES INC                                                 | TDY 2.75 04/01/31                                                                                                                                      | CUSIP: 879360AE5<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |       30000 | PA      | $27466.24     | 0.01%             | 2031-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ARIZONA PUBLIC SERVICE COMPANY                                            | PNW 2.2 12/15/31                                                                                                                                       | CUSIP: 040555DD3<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |       10000 | PA      | $8733.11      | 0.00%             | 2031-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| DIAGEO CAPITAL PLC                                                        | DGELN 5.5 01/24/33                                                                                                                                     | CUSIP: 25243YBH1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |      260000 | PA      | $268851.87    | 0.10%             | 2033-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STONEX ESCROW ISSUER LLC                                                  | SNEX 6.875 07/15/32 144A                                                                                                                               | CUSIP: 86189AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       39000 | PA      | $40323.86     | 0.02%             | 2032-07-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| ANYWHERE REAL ESTATE GROUP LLC / ANYWHERE CO-ISSUER CORP                  | HOUS 9.75 04/15/30 144A                                                                                                                                | CUSIP: 75606DAV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       51000 | PA      | $54461.49     | 0.02%             | 2030-04-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                                        | ADVGRO 6.75 08/01/32 144A                                                                                                                              | CUSIP: 00791GAB3<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |        5000 | PA      | $5078.47      | 0.00%             | 2032-08-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| OSAIC HOLDINGS INC                                                        | ADVGRO 8 08/01/33 144A                                                                                                                                 | CUSIP: 00791GAC1<br>LEI: 549300XL60BDV6UW5C86 | Long             | DBT              | CORP              | US        |        1000 | PA      | $1019.77      | 0.00%             | 2033-08-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| TELUS CORP                                                                | TELUS CORP COM NPV                                                                                                                                     | CUSIP: 87971M103<br>LEI: 894500TX134IMF6NW757 | Long             | EC               | CORP              | CA        |         257 | NS      | $3220.21      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                        | VEGLPL 7.75 05/01/35 144A                                                                                                                              | CUSIP: 922966AB2<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       46000 | PA      | $51736.84     | 0.02%             | 2035-05-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| DAVITA INC                                                                | DVA 6.75 07/15/33 144A                                                                                                                                 | CUSIP: 23918KAY4<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |       15000 | PA      | $15466.05     | 0.01%             | 2033-07-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| TD SYNNEX CORP                                                            | SNX 4.3 01/17/29                                                                                                                                       | CUSIP: 87162WAM2<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19783.82     | 0.01%             | 2029-01-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| PERIMETER HOLDINGS LLC                                                    | PRM 6.25 01/15/34 144A                                                                                                                                 | CUSIP: 71384AAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       10000 | PA      | $9951.80      | 0.00%             | 2034-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| NEXTERA ENERGY INC                                                        | NEXTERA ENERGY INC COM USD0.01                                                                                                                         | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |         153 | NS      | $14975.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KINDER MORGAN INC                                                         | KINDER MORGAN INC COM USD0.01                                                                                                                          | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |        2371 | NS      | $77934.77     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                  | G2-30YR-Multi                                                                                                                                          | CUSIP: 21H032654<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      300000 | PA      | $271136.72    | 0.11%             | 2049-12-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PORTLAND GENERAL ELECTRIC COMPANY                                         | PORTLAND GENERAL ELECTRIC COMPANY COM STK NPV                                                                                                          | CUSIP: 736508847<br>LEI: GJOUP9M7C39GLSK9R870 | Long             | EC               | CORP              | US        |           2 | NS      | $103.86       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                  | HST 3.375 12/15/29 H                                                                                                                                   | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |       30000 | PA      | $28570.51     | 0.01%             | 2029-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                  | G2 BY0776                                                                                                                                              | CUSIP: 3617QG2H6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       26682 | PA      | $22880.50     | 0.01%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UNITED THERAPEUTICS CORP                                                  | UNITED THERAPEUTICS CORP COM USD0.01                                                                                                                   | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |           7 | NS      | $3999.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COGNIZANT TECHNOLOGY SOLUTIONS CORP                                       | COGNIZANT TECHNOLOGY SOLUTIONS CORP COM CL A USD0.01                                                                                                   | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |         676 | NS      | $35760.40     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKET MORTGAGE LLC                                                       | RKT 3.875 03/01/31 144A                                                                                                                                | CUSIP: 74841CAB7<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |       54000 | PA      | $50133.54     | 0.02%             | 2031-03-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| IAMGOLD CORP                                                              | IMGCN 5.75 10/15/28 144A                                                                                                                               | CUSIP: 450913AF5<br>LEI: 254900E7II30XAB9LA72 | Long             | DBT              | CORP              | CA        |       20000 | PA      | $19876.72     | 0.01%             | 2028-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                       | AMT 5.2 02/15/29                                                                                                                                       | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40706.03     | 0.02%             | 2029-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NETCREDIT COMBINED RECEIVABLES A LLC                                      | ENVA 2025-A A                                                                                                                                          | CUSIP: 64112RAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       80870 | PA      | $81536.74     | 0.03%             | 2031-10-20      | Fixed         | 7.29%                 | Yes           |                  2 | On Loan: No      |
| NNN REIT INC                                                              | NNN REIT INC COM USD0.01                                                                                                                               | CUSIP: 637417106<br>LEI: 5493008JKH5SOTI0JS97 | Long             | EC               | CORP              | US        |         246 | NS      | $10772.34     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BELL CANADA ENTERPRISES INC                                               | BELL CANADA ENTERPRISES INC COM NPV                                                                                                                    | CUSIP: 05534B760<br>LEI: 5493001I9203PRB5KR45 | Long             | EC               | CORP              | CA        |        4441 | NS      | $105606.98    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| COMPASS INC                                                               | COMPASS INC CL A                                                                                                                                       | CUSIP: 20464U100<br>LEI: 254900DMGQSTC3I2IM78 | Short            | EC               | CORP              | US        |      -14953 | NS      | $-113194.21   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| IREN LTD                                                                  | IREN LTD ORDINARY SHARES                                                                                                                               | CUSIP: Q4982L109<br>LEI: 254900FZF02RB3NNGB71 | Short            | EC               | CORP              | AU        |       -4631 | NS      | $-210756.81   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| CAE INC                                                                   | CAE INC COM NPV                                                                                                                                        | CUSIP: 124765108<br>LEI: 549300FFM2BEH2GF1E44 | Long             | EC               | CORP              | CA        |         101 | NS      | $2637.11      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| METTLER-TOLEDO INTERNATIONAL INC                                          | METTLER-TOLEDO INTERNATIONAL INC COM USD0.01                                                                                                           | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |           3 | NS      | $3829.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TERAWULF INC                                                              | TERAWULF INC COM                                                                                                                                       | CUSIP: 88080T104<br>LEI: 254900CVMW1SX2T78A64 | Short            | EC               | CORP              | US        |      -48403 | NS      | $-1051797.19  | -0.41%            |  |  |  | No            |                  1 | On Loan: No      |
| MAGNOLIA OIL & GAS OPERATING LLC                                          | MGY 6.875 12/01/32 144A                                                                                                                                | CUSIP: 559665AB0<br>LEI: 984500CG376B0B99F016 | Long             | DBT              | CORP              | US        |       13000 | PA      | $13450.83     | 0.01%             | 2032-12-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| MPT OPERATING PARTNERSHIP LP                                              | MPW 8.5 02/15/32 144a                                                                                                                                  | CUSIP: 55342UAQ7<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |        5000 | PA      | $5194.50      | 0.00%             | 2032-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                             | C 4.45 09/29/27                                                                                                                                        | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100036.84    | 0.04%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| FAIR ISAAC CORP                                                           | FAIRIC 6 05/15/33 144A                                                                                                                                 | CUSIP: 303250AG9<br>LEI: RI6HET5SJUEY30V1PS26 | Long             | DBT              | CORP              | US        |       18000 | PA      | $17752.03     | 0.01%             | 2033-05-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| EQUINOX GOLD CORP                                                         | EQUINOX GOLD CORP COM NPV(POST REV SPLIT)                                                                                                              | CUSIP: 29446Y502<br>LEI: 5493005IN4V1SNP9PN75 | Short            | EC               | CORP              | CA        |      -96431 | NS      | $-1346176.76  | -0.52%            |  |  |  | No            |                  1 | On Loan: No      |
| ALIGNMENT HEALTHCARE INC                                                  | ALIGNMENT HEALTHCARE INC COM                                                                                                                           | CUSIP: 01625V104<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -28588 | NS      | $-644373.52   | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| DRAFTKINGS INC                                                            | DRAFTKINGS INC COM CL A                                                                                                                                | CUSIP: 26142V105<br>LEI: 2549006G33IUL6IVOD83 | Short            | EC               | CORP              | US        |        -196 | NS      | $-4570.72     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                             | C V5.592 11/19/34                                                                                                                                      | CUSIP: 172967PN5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20325.23     | 0.01%             | 2034-11-19      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| CARDINAL HEALTH INC                                                       | CAH 4.7 11/15/26                                                                                                                                       | CUSIP: 14149YBQ0<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |       70000 | PA      | $70170.46     | 0.03%             | 2026-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CONSUMERS ENERGY COMPANY                                                  | CMS 4.5 01/15/31                                                                                                                                       | CUSIP: 210518DY9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |      120000 | PA      | $119799.57    | 0.05%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BRISTOL-MYERS SQUIBB COMPANY                                              | BRISTOL-MYERS SQUIBB COMPANY COM USD0.10                                                                                                               | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |        1040 | NS      | $63013.60     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BIOMARIN PHARMACEUTICAL INC                                               | BIOMARIN PHARMACEUTICAL INC COM USD0.001                                                                                                               | CUSIP: 09061G101<br>LEI: NSLL8ITTRR0J5HEMR848 | Long             | EC               | CORP              | US        |          50 | NS      | $2695.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERPRISE PRODUCTS OPERATING LLC                                         | EPD V5.25 08/16/77 E                                                                                                                                   | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |       60000 | PA      | $59850.60     | 0.02%             | 2077-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                 | JPM V4.005 04/23/29                                                                                                                                    | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       60000 | PA      | $59517.81     | 0.02%             | 2029-04-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUSTRIES INC                                         | HUNTINGTON INGALLS INDUSTRIES INC COM USD0.01                                                                                                          | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |           8 | NS      | $2914.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOMNIGROUP INTERNATIONAL INC                                              | SGI 4 04/15/29 144A                                                                                                                                    | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |       36000 | PA      | $34825.45     | 0.01%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                      | BAC V2.687 04/22/32                                                                                                                                    | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       50000 | PA      | $45369.98     | 0.02%             | 2032-04-22      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP                              | CHTR 4.5 06/01/33 144A                                                                                                                                 | CUSIP: 1248EPCL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       83000 | PA      | $71305.77     | 0.03%             | 2033-06-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                           | PM 2.1 05/01/30                                                                                                                                        | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       60000 | PA      | $54772.91     | 0.02%             | 2030-05-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| NORTHERN INSTITUTIONAL FUNDS                                              | NORTHERN INSTITUTIONAL FUNDS TREAS PRT PRMR                                                                                                            | CUSIP: 665279873<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |      222913 | NS      | $222913.18    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP                              | CHTR 4.5 05/01/32                                                                                                                                      | CUSIP: 1248EPCN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       66000 | PA      | $57958.40     | 0.02%             | 2032-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP (THE)                                                 | SCHW 2.3 05/13/31                                                                                                                                      | CUSIP: 808513BS3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |        4000 | PA      | $3604.97      | 0.00%             | 2031-05-13      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| NORDSON CORP                                                              | NORDSON CORP COM NPV                                                                                                                                   | CUSIP: 655663102<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | EC               | CORP              | US        |          12 | NS      | $3461.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA                                                                    | SEMPRA COM NPV                                                                                                                                         | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |          62 | NS      | $5897.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNCOKE ENERGY INC                                                        | SXC 4.875 06/30/29 144A                                                                                                                                | CUSIP: 86722AAD5<br>LEI: 1KF1J2NXQE2PI0QOB943 | Long             | DBT              | CORP              | US        |       56000 | PA      | $51628.45     | 0.02%             | 2029-06-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS BORROWER ESCROW LLC                                | HGVLLC 4.875 07/01/31 144A                                                                                                                             | CUSIP: 43284MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $46270.83     | 0.02%             | 2031-07-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| NRG ENERGY INC                                                            | NRG 3.875 02/15/32 144A                                                                                                                                | CUSIP: 629377CS9<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |       27000 | PA      | $24980.60     | 0.01%             | 2032-02-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                       | FITB V6.361 10/27/28                                                                                                                                   | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |       40000 | PA      | $41050.23     | 0.02%             | 2028-10-27      | Fixed         | 6.36%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC                                                              | VERISIGN INC COM USD0.001                                                                                                                              | CUSIP: 92343E102<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | EC               | CORP              | US        |          14 | NS      | $3761.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPHENOL CORP                                                             | AMPHENOL CORP CL'A'COM USD0.001                                                                                                                        | CUSIP: 032095101<br>LEI: 549300D3L3G0R4U4VT04 | Long             | EC               | CORP              | US        |          97 | NS      | $14285.19     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                                                          | TMUS 2.05 02/15/28                                                                                                                                     | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       60000 | PA      | $57594.68     | 0.02%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORP                                                             | MTB V5.179 07/08/31                                                                                                                                    | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30361.91     | 0.01%             | 2031-07-08      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| TYLER TECHNOLOGIES INC                                                    | TYLER TECHNOLOGIES INC COM USD0.01                                                                                                                     | CUSIP: 902252105<br>LEI: 25490040SMU4Z8LBCW70 | Long             | EC               | CORP              | US        |           9 | NS      | $3070.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX CORP                                                                  | CSX CORP COM USD1                                                                                                                                      | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |         170 | NS      | $7723.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                                    | PNC V5.373 07/21/36                                                                                                                                    | CUSIP: 693475CE3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40194.81     | 0.02%             | 2036-07-21      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| CONAGRA BRANDS INC                                                        | CAG 5 08/01/30                                                                                                                                         | CUSIP: 205887CK6<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20014.93     | 0.01%             | 2030-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVR PARTNERS LP / CVR NITROGEN FINANCE CORP                               | UAN 6.125 06/15/28 144A                                                                                                                                | CUSIP: 12663QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       77000 | PA      | $76948.04     | 0.03%             | 2028-06-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP (THE)                                        | BK V5.802 10/25/28 MTN                                                                                                                                 | CUSIP: 06406RBL0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20432.55     | 0.01%             | 2028-10-25      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                            | OHI 5.2 07/01/30                                                                                                                                       | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |      240000 | PA      | $241827.53    | 0.09%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| RITHM CAPITAL CORP                                                        | RITM 8 07/15/30 144A                                                                                                                                   | CUSIP: 64828TAC6<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |       15000 | PA      | $15010.91     | 0.01%             | 2030-07-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| CENCORA INC                                                               | COR 2.7 03/15/31                                                                                                                                       | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |       90000 | PA      | $82189.85     | 0.03%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| PREMIER ENTERTAINMENT SUB LLC                                             | BALY 5.625 09/01/29 144A                                                                                                                               | CUSIP: 74052HAA2<br>LEI: 549300KRDMIL2NJVZ267 | Long             | DBT              | CORP              | US        |       58000 | PA      | $37795.74     | 0.01%             | 2029-09-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                       | D V6 02/15/56 **                                                                                                                                       | CUSIP: 25746UDZ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30015.72     | 0.01%             | 2056-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| KOHL'S CORP                                                               | KSS 3.375 05/01/31                                                                                                                                     | CUSIP: 500255AX2<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |       68000 | PA      | $55614.10     | 0.02%             | 2031-05-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DYCOM INDUSTRIES INC                                                      | DY 4.5 04/15/29 144A                                                                                                                                   | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19534.86     | 0.01%             | 2029-04-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| WISCONSIN ELECTRIC POWER COMPANY                                          | WEC 1.7 06/15/28                                                                                                                                       | CUSIP: 976656CM8<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9492.37      | 0.00%             | 2028-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                   | SPG 1.375 01/15/27                                                                                                                                     | CUSIP: 828807DP9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9805.90      | 0.00%             | 2027-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| ROIVANT SCIENCES LTD                                                      | ROIVANT SCIENCES LTD SHS                                                                                                                               | CUSIP: G76279101<br>LEI: 549300DL466NY5J6U724 | Long             | EC               | CORP              | BM        |         126 | NS      | $3594.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNDER ARMOUR INC                                                          | UA 7.25 07/15/30 144A                                                                                                                                  | CUSIP: 904311AD9<br>LEI: 549300D4549QKWETZ406 | Long             | DBT              | CORP              | US        |        6000 | PA      | $6112.24      | 0.00%             | 2030-07-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                       | NSANY 8.125 07/17/35 144A                                                                                                                              | CUSIP: 654922AD5<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |       91000 | PA      | $96011.53     | 0.04%             | 2035-07-17      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA (THE)                                                 | BNS V8.625 10/27/82                                                                                                                                    | CUSIP: 0641598S8<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       80000 | PA      | $83988.77     | 0.03%             | 2082-10-27      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                            | MRSH 5.75 11/01/32                                                                                                                                     | CUSIP: 571748BR2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |       50000 | PA      | $52610.64     | 0.02%             | 2032-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| UNITED WHOLESALE MORTGAGE LLC                                             | UWMLLC 5.5 04/15/29 144A                                                                                                                               | CUSIP: 913229AA8<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |       67000 | PA      | $63928.37     | 0.02%             | 2029-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| HILTON GRAND VACATIONS BORROWER ESCROW LLC                                | HGVLLC 5 06/01/29 144A                                                                                                                                 | CUSIP: 43284MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       43000 | PA      | $41613.69     | 0.02%             | 2029-06-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                          | WELL 4.5 07/01/30                                                                                                                                      | CUSIP: 95041AAF5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |      120000 | PA      | $120002.20    | 0.05%             | 2030-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| IDEX CORP                                                                 | IEX 2.625 06/15/31                                                                                                                                     | CUSIP: 45167RAH7<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |       50000 | PA      | $45326.75     | 0.02%             | 2031-06-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-HQA2                                   | STACR 2021-HQA2 B1                                                                                                                                     | CUSIP: 35564KGR4<br>LEI: 5493000ISM9M3KNO6J64 | Long             | ABS-O            | USGSE             | US        |      780000 | PA      | $865793.68    | 0.34%             | 2033-12-25      | Floating      | 6.80%                 | Yes           |                  2 | On Loan: No      |
| FMG RESOURCES (AUGUST 2006) PTY LTD                                       | FMGAU 4.375 04/01/31 144A                                                                                                                              | CUSIP: 30251GBC0<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |       38000 | PA      | $36310.45     | 0.01%             | 2031-04-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP (THE)                                                 | SCHW V6.136 08/24/34                                                                                                                                   | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |       40000 | PA      | $42696.00     | 0.02%             | 2034-08-24      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| TIDEWATER INC                                                             | TDW 9.125 07/15/30 144A                                                                                                                                | CUSIP: 88642RAE9<br>LEI: 2549000JA5GRUPLMUH98 | Long             | DBT              | CORP              | US        |       65000 | PA      | $69972.37     | 0.03%             | 2030-07-15      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                               | HNDA 4.55 07/09/27                                                                                                                                     | CUSIP: 02665WGD7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |       60000 | PA      | $60054.63     | 0.02%             | 2027-07-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| TRUIST BANK                                                               | TFC V4.42 07/24/28 BKNT                                                                                                                                | CUSIP: 89788JAF6<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99917.01     | 0.04%             | 2028-07-24      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                 | JPM V5.576 07/23/36                                                                                                                                    | CUSIP: 46647PFC5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       60000 | PA      | $60868.89     | 0.02%             | 2036-07-23      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| KIOXIA HOLDINGS CORP                                                      | KIOXIA 6.625 07/24/33 144A                                                                                                                             | CUSIP: 49726JAB4<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |       14000 | PA      | $14635.06     | 0.01%             | 2033-07-24      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                      | TARGA RESOURCES CORP COM USD0.001                                                                                                                      | CUSIP: 87612G101<br>LEI: 5493003QENHHS261UR94 | Long             | EC               | CORP              | US        |          22 | NS      | $5721.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANYWHERE REAL ESTATE GROUP LLC / ANYWHERE CO-ISSUER CORP                  | HOUS 7 04/15/30 144A                                                                                                                                   | CUSIP: 75606DAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       61000 | PA      | $61028.73     | 0.02%             | 2030-04-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                    | VENLNG 9.5 02/01/29 144A                                                                                                                               | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |       13000 | PA      | $14187.77     | 0.01%             | 2029-02-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| BHP BILLITON FINANCE (USA) LTD                                            | BHP 5 02/21/30                                                                                                                                         | CUSIP: 055451BJ6<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |       20000 | PA      | $20410.38     | 0.01%             | 2030-02-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FINANCE (USA) PLC                                               | RIOLN 5.25 03/14/35                                                                                                                                    | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |      110000 | PA      | $111955.09    | 0.04%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BROOKFIELD FINANCE INC                                                    | BNCN 5.33 01/15/36                                                                                                                                     | CUSIP: 11271LAQ5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |       70000 | PA      | $68844.31     | 0.03%             | 2036-01-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| HORMEL FOODS CORP                                                         | HORMEL FOODS CORP COM USD0.0586                                                                                                                        | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Long             | EC               | CORP              | US        |        5245 | NS      | $112610.15    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CARLISLE COMPANIES INC                                                    | CARLISLE COMPANIES INC COM USD1                                                                                                                        | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |           9 | NS      | $3197.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARPENTER TECHNOLOGY CORP                                                 | CARPENTER TECHNOLOGY CORP COM USD5                                                                                                                     | CUSIP: 144285103<br>LEI: DX6I6ZD3X5WNNCDJKP85 | Long             | EC               | CORP              | US        |           9 | NS      | $3853.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JAZZ SECURITIES DAC                                                       | JAZZ 4.375 01/15/29 144A                                                                                                                               | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |       49000 | PA      | $47921.41     | 0.02%             | 2029-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| VERISIGN INC                                                              | VRSN 2.7 06/15/31                                                                                                                                      | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |      150000 | PA      | $135175.71    | 0.05%             | 2031-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| DISCOVERY GLOBAL HOLDINGS INC                                             | WBD 4.279 03/15/32 *                                                                                                                                   | CUSIP: 55903VBQ5<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       63000 | PA      | $57060.99     | 0.02%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL PLAQUEMINES LNG LLC                                        | VEGLPL 6.75 01/15/36 144A                                                                                                                              | CUSIP: 922966AD8<br>LEI: 549300TKP4I6OJ02BF90 | Long             | DBT              | CORP              | US        |       27000 | PA      | $28702.08     | 0.01%             | 2036-01-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS LLC                                              | WBD 5 09/20/37 *                                                                                                                                       | CUSIP: 25470DBY4<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |       71000 | PA      | $53960.00     | 0.02%             | 2037-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                          | BMO V6.875 11/26/85 6                                                                                                                                  | CUSIP: 06368L8V1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |       80000 | PA      | $81866.00     | 0.03%             | 2085-11-26      | Fixed         | 6.87%                 | No            |                  2 | On Loan: No      |
| AGILENT TECHNOLOGIES INC                                                  | AGILENT TECHNOLOGIES INC COM USD0.01                                                                                                                   | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |          36 | NS      | $4159.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CASEY'S GENERAL STORES INC                                                | CASEY'S GENERAL STORES INC COM NPV                                                                                                                     | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |           5 | NS      | $4110.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INCYTE CORP                                                               | INCYTE CORP COM USD0.001                                                                                                                               | CUSIP: 45337C102<br>LEI: 549300Z4WN6JVZ3T4680 | Long             | EC               | CORP              | US        |          36 | NS      | $3429.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON & JOHNSON                                                         | JOHNSON & JOHNSON COM USD1.00                                                                                                                          | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |         621 | NS      | $142736.85    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                     | FNMA-30YR                                                                                                                                              | CUSIP: 01F060659<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      525000 | PA      | $535937.08    | 0.21%             | 2049-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                     | FNMA-30YR                                                                                                                                              | CUSIP: 01F062663<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      100000 | PA      | $103688.35    | 0.04%             | 2049-12-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CINTAS CORP                                                               | CINTAS CORP COM NPV                                                                                                                                    | CUSIP: 172908105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          37 | NS      | $6464.27      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CIRRUS LOGIC INC                                                          | CIRRUS LOGIC INC COM USD0.001                                                                                                                          | CUSIP: 172755100<br>LEI: 549300NKSJEM5ZZSSV18 | Long             | EC               | CORP              | US        |          18 | NS      | $2935.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN INSTITUTIONAL FUNDS                                              | NORTHERN INSTITUTIONAL FUNDS TREAS PRT PRMR                                                                                                            | CUSIP: 665279873<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |       50000 | NS      | $50000.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GILDAN ACTIVEWEAR INC                                                     | GILDAN ACTIVEWEAR INC COM NPV                                                                                                                          | CUSIP: 375916103<br>LEI: 549300SB3IBI34M00Z45 | Long             | EC               | CORP              | CA        |          51 | NS      | $3161.49      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MANULIFE FINANCIAL CORP                                                   | MANULIFE FINANCIAL CORP COM NPV                                                                                                                        | CUSIP: 56501R106<br>LEI: 5493007GBX87QOZACS27 | Long             | EC               | CORP              | CA        |        2689 | NS      | $105650.81    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS INC                                                         | CISCO SYSTEMS INC COM USD0.001                                                                                                                         | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |        1472 | NS      | $134688.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CLOROX COMPANY                                                            | CLOROX COMPANY COM USD1.00                                                                                                                             | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |          79 | NS      | $7618.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COPART INC                                                                | COPART INC COM USD0.0001                                                                                                                               | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |         126 | NS      | $4171.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PACKAGING CORP OF AMERICA                                                 | PACKAGING CORP OF AMERICA COM USD0.01                                                                                                                  | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |          16 | NS      | $3415.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BERKSHIRE HATHAWAY INC                                                    | BERKSHIRE HATHAWAY INC COM USD0.0033 CLASS'B'                                                                                                          | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |         139 | NS      | $65830.40     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                 | JPM V4.946 10/22/35                                                                                                                                    | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       35000 | PA      | $34606.72     | 0.01%             | 2035-10-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| SUN LIFE FINANCIAL INC                                                    | SUN LIFE FINANCIAL INC COM NPV                                                                                                                         | CUSIP: 866796105<br>LEI: 549300V040JZX5S66Z78 | Long             | EC               | CORP              | CA        |        1790 | NS      | $129023.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KIRBY CORP                                                                | KIRBY CORP COM USD0.10                                                                                                                                 | CUSIP: 497266106<br>LEI: I7NO6FZO5GUCG585T325 | Long             | EC               | CORP              | US        |          19 | NS      | $2860.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIFE TIME INC                                                             | LTH 6 11/15/31 144A                                                                                                                                    | CUSIP: 53190FAE5<br>LEI: 549300PALKE96VYH4X17 | Long             | DBT              | CORP              | US        |       24000 | PA      | $24362.95     | 0.01%             | 2031-11-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| DELUXE CORP                                                               | DLX 8.125 09/15/29 144A                                                                                                                                | CUSIP: 248019AW1<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |       53000 | PA      | $55270.04     | 0.02%             | 2029-09-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| IHS HOLDING LTD (NEW)                                                     | IHS 8.25 11/29/31 144A                                                                                                                                 | CUSIP: 44963HAD7<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |       31000 | PA      | $32425.85     | 0.01%             | 2031-11-29      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                       | FSK 6.125 01/15/30                                                                                                                                     | CUSIP: 302635AP2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |       34000 | PA      | $32945.92     | 0.01%             | 2030-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                                                     | GFL ENVIRONMENTAL INC SUB VTG SHS                                                                                                                      | CUSIP: 36168Q104<br>LEI: 894500E7NLBY9VZRT696 | Long             | EC               | CORP              | CA        |          72 | NS      | $2887.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRANE TECHNOLOGIES PLC                                                    | TRANE TECHNOLOGIES PLC COM USD1                                                                                                                        | CUSIP: G8994E103<br>LEI: 549300BURLR9SLYY2705 | Long             | EC               | CORP              | IE        |          19 | NS      | $9358.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE SECURED LENDING FUND                                           | BXSL 5.35 04/13/28                                                                                                                                     | CUSIP: 09261XAJ1<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39902.36     | 0.02%             | 2028-04-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                    | CNP V6.7 05/15/55                                                                                                                                      | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30603.03     | 0.01%             | 2055-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COMPANIES INC                                            | MRSH 4.55 11/08/27                                                                                                                                     | CUSIP: 571748BY7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20089.56     | 0.01%             | 2027-11-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                  | LLOYDS V5.087 11/26/28                                                                                                                                 | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |       60000 | PA      | $60519.92     | 0.02%             | 2028-11-26      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                     | FNMA-30YR                                                                                                                                              | CUSIP: 01F062655<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      275000 | PA      | $285304.10    | 0.11%             | 2049-12-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY (THE)                                                    | SOUTHERN COMPANY (THE) COM USD5                                                                                                                        | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |        1237 | NS      | $119617.90    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHWEST GAS HOLDINGS INC                                                | SOUTHWEST GAS HOLDINGS INC COM USD1                                                                                                                    | CUSIP: 844895102<br>LEI: 254900LKF9EV0CUKNE09 | Long             | EC               | CORP              | US        |          28 | NS      | $2633.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STARBUCKS CORP                                                            | STARBUCKS CORP COM USD0.001                                                                                                                            | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |          96 | NS      | $10111.68     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                     | FNMA-30YR                                                                                                                                              | CUSIP: 01F032658<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      600000 | PA      | $546081.81    | 0.21%             | 2049-12-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                     | FNMA-15YR                                                                                                                                              | CUSIP: 01F032450<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       25000 | PA      | $24006.89     | 0.01%             | 2049-12-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VIKING HOLDINGS LTD                                                       | VIKING HOLDINGS LTD ORD SHS                                                                                                                            | CUSIP: G93A5A101<br>LEI: N/A                  | Long             | EC               | CORP              | BM        |          58 | NS      | $4750.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORP                                                           | CMS ENERGY CORP COM USD0.01                                                                                                                            | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |        1073 | NS      | $82342.02     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CORNING INC                                                               | CORNING INC COM USD0.50                                                                                                                                | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |          69 | NS      | $11332.56     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ECHOSTAR CORP                                                             | SATS 10.75 11/30/29 .                                                                                                                                  | CUSIP: 278768AC0<br>LEI: 549300EE20907QZ9GT38 | Long             | DBT              | CORP              | US        |       70000 | PA      | $76002.67     | 0.03%             | 2029-11-30      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| SELECT MEDICAL CORP                                                       | SEM 6.25 12/01/32 144A                                                                                                                                 | CUSIP: 816196AV1<br>LEI: 549300X05KS0JKR8CB50 | Long             | DBT              | CORP              | US        |       29000 | PA      | $28159.80     | 0.01%             | 2032-12-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| NORTHERN INSTITUTIONAL FUNDS                                              | NORTHERN INSTITUTIONAL FUNDS TREAS PRT PRMR                                                                                                            | CUSIP: 665279873<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |         500 | NS      | $500.00       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SYSTEM ENERGY RESOURCES INC                                               | ETR 5.3 12/15/34                                                                                                                                       | CUSIP: 871911AV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      120000 | PA      | $119741.44    | 0.05%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| EVERGY INC                                                                | EVRG V6.65 06/01/55                                                                                                                                    | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30425.07     | 0.01%             | 2055-06-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                                          | DINO 5.75 01/15/31                                                                                                                                     | CUSIP: 403949AR1<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10242.33     | 0.00%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AGNICO EAGLE MINES LTD                                                    | AGNICO EAGLE MINES LTD COM NPV                                                                                                                         | CUSIP: 008474108<br>LEI: 254900BFJ2DOHPMEXN45 | Long             | EC               | CORP              | CA        |          42 | NS      | $7904.82      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OGE ENERGY CORP                                                           | OGE ENERGY CORP COM USD0.01                                                                                                                            | CUSIP: 670837103<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | EC               | CORP              | US        |         976 | NS      | $47628.80     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| OLD REPUBLIC INTERNATIONAL CORP                                           | OLD REPUBLIC INTERNATIONAL CORP COM USD1                                                                                                               | CUSIP: 680223104<br>LEI: 549300IV6O2YY2A1KH37 | Long             | EC               | CORP              | US        |        1603 | NS      | $64039.85     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PARKER-HANNIFIN CORP                                                      | PARKER-HANNIFIN CORP COM USD0.50                                                                                                                       | CUSIP: 701094104<br>LEI: 5493002CONDB4N2HKI23 | Long             | EC               | CORP              | US        |          10 | NS      | $9094.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PPL CORP                                                                  | PPL CORP COM USD0.01                                                                                                                                   | CUSIP: 69351T106<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | EC               | CORP              | US        |         102 | NS      | $3818.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORP                                                                 | PG&E CORP COM NPV                                                                                                                                      | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |         255 | NS      | $4238.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTCO WHOLESALE CORP                                                     | COSTCO WHOLESALE CORP COM USD0.01                                                                                                                      | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |          29 | NS      | $29421.37     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                     | FNMA-30YR                                                                                                                                              | CUSIP: 01F030652<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      825000 | PA      | $722116.33    | 0.28%             | 2049-12-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROCTER & GAMBLE COMPANY (THE)                                            | PROCTER & GAMBLE COMPANY (THE) COM NPV                                                                                                                 | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |         158 | NS      | $23240.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INC                                       | PUBLIC SERVICE ENTERPRISE GROUP INC COM NPV                                                                                                            | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |          56 | NS      | $4572.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| REGENERON PHARMACEUTICALS INC                                             | REGENERON PHARMACEUTICALS INC COM USD0.001                                                                                                             | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |           9 | NS      | $6363.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| YUM! BRANDS INC                                                           | YUM! BRANDS INC COM NPV                                                                                                                                | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |          31 | NS      | $4949.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KROGER COMPANY (THE)                                                      | KROGER COMPANY (THE) COM USD1.00                                                                                                                       | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |        1307 | NS      | $88967.49     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY & COMPANY                                                       | ELI LILLY & COMPANY COM NPV                                                                                                                            | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |          60 | NS      | $56076.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ENPRO INC                                                                 | ENPRO INC COM USD0.01                                                                                                                                  | CUSIP: 29355X107<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | EC               | CORP              | US        |          10 | NS      | $2915.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                    | ROPER TECHNOLOGIES INC COM USD0.01                                                                                                                     | CUSIP: 776696106<br>LEI: 54930003T4SXCIWVXY35 | Long             | EC               | CORP              | US        |          12 | NS      | $4257.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MCDONALD'S CORP                                                           | MCDONALD'S CORP COM USD0.01                                                                                                                            | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |          52 | NS      | $15266.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MORGAN STANLEY                                                            | MS 3.95 04/23/27                                                                                                                                       | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       12000 | PA      | $11969.63     | 0.00%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| ROYAL GOLD INC                                                            | ROYAL GOLD INC COM USD0.01                                                                                                                             | CUSIP: 780287108<br>LEI: 5493001NGRU6SFL04184 | Long             | EC               | CORP              | US        |          14 | NS      | $3267.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RPM INTERNATIONAL INC                                                     | RPM INTERNATIONAL INC COM USD0.01                                                                                                                      | CUSIP: 749685103<br>LEI: 549300TJCKW4BRXPJ474 | Long             | EC               | CORP              | US        |          29 | NS      | $2954.81      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ECOLAB INC                                                                | ECOLAB INC COM USD1                                                                                                                                    | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Long             | EC               | CORP              | US        |          25 | NS      | $6515.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERGY CORP                                                              | ENTERGY CORP COM USD0.01                                                                                                                               | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |          47 | NS      | $5541.77      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LAUREATE EDUCATION INC                                                    | LAUREATE EDUCATION INC COM USD0.004                                                                                                                    | CUSIP: 518613203<br>LEI: 5JL7TMOH5TY3IUYSUP91 | Long             | EC               | CORP              | US        |          71 | NS      | $2136.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                                             | C V4.075 04/23/29                                                                                                                                      | CUSIP: 172967LW9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       60000 | PA      | $59549.73     | 0.02%             | 2029-04-23      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                                       | ONCRTX 5.65 11/15/33                                                                                                                                   | CUSIP: 68233JCS1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10471.17     | 0.00%             | 2033-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| TALOS PRODUCTION INC                                                      | TALO 9.375 02/01/31 144A                                                                                                                               | CUSIP: 87485LAE4<br>LEI: 549300GZ2DZZE2Y8TX15 | Long             | DBT              | CORP              | US        |       46000 | PA      | $48941.19     | 0.02%             | 2031-02-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| SKYWORKS SOLUTIONS INC                                                    | SKYWORKS SOLUTIONS INC COM USD0.25                                                                                                                     | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | EC               | CORP              | US        |        1187 | NS      | $83291.79     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| SIMPSON MANUFACTURING CO INC                                              | SIMPSON MANUFACTURING CO INC COM USD0.01                                                                                                               | CUSIP: 829073105<br>LEI: 529900EJUNNL15LZ8056 | Long             | EC               | CORP              | US        |          15 | NS      | $2860.95      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONOCOPHILLIPS                                                            | CONOCOPHILLIPS COM USD0.01                                                                                                                             | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |          93 | NS      | $11697.54     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                    | CENTERPOINT ENERGY INC COM STK USD0.01                                                                                                                 | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |          88 | NS      | $3841.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PG&E CORP                                                                 | PCG 5 07/01/28                                                                                                                                         | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |       36000 | PA      | $35823.82     | 0.01%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NOMURA HOLDINGS INC                                                       | NOMURA 5.842 01/18/28                                                                                                                                  | CUSIP: 65535HBH1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |      100000 | PA      | $102063.26    | 0.04%             | 2028-01-18      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| SNAP-ON INC                                                               | SNAP-ON INC COM USD1                                                                                                                                   | CUSIP: 833034101<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | EC               | CORP              | US        |           9 | NS      | $3450.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PUBLIC STORAGE                                                            | PUBLIC STORAGE COM USD0.10                                                                                                                             | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |         279 | NS      | $84383.55     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| STRYKER CORP                                                              | STRYKER CORP COM USD0.10                                                                                                                               | CUSIP: 863667101<br>LEI: 5493002F0SC4JTBU5137 | Long             | EC               | CORP              | US        |          30 | NS      | $9453.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COMCAST CORP                                                              | COMCAST CORP COM USD0.01 CL A                                                                                                                          | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |        3410 | NS      | $92206.40     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| TERADYNE INC                                                              | TERADYNE INC COM USD0.125                                                                                                                              | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |          17 | NS      | $5838.99      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER SCIENTIFIC INC                                              | THERMO FISHER SCIENTIFIC INC COM USD1                                                                                                                  | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |          28 | NS      | $13410.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| BADGER METER INC                                                          | BADGER METER INC COM USD1                                                                                                                              | CUSIP: 056525108<br>LEI: 5493002JENE20OGTUG20 | Long             | EC               | CORP              | US        |          16 | NS      | $1934.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HECLA MINING COMPANY                                                      | HECLA MINING COMPANY COM USD0.25                                                                                                                       | CUSIP: 422704106<br>LEI: 5493009Y6HOBZD1QD537 | Long             | EC               | CORP              | US        |         163 | NS      | $2937.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRIMBLE INC                                                               | TRIMBLE INC COM NPV                                                                                                                                    | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Long             | EC               | CORP              | US        |          49 | NS      | $3298.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TYSON FOODS INC                                                           | TYSON FOODS INC CLASS'A'COM USD0.10                                                                                                                    | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Long             | EC               | CORP              | US        |         684 | NS      | $43823.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTRIA GROUP INC                                                          | ALTRIA GROUP INC COM USD0.333333                                                                                                                       | CUSIP: 02209S103<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | EC               | CORP              | US        |         134 | NS      | $9735.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UNION PACIFIC CORP                                                        | UNION PACIFIC CORP COM USD2.50                                                                                                                         | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |         229 | NS      | $61710.92     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DAVE INC                                                                  | DAVE 0 04/01/31                                                                                                                                        | CUSIP: 23834JAA0<br>LEI: 25490061SUVXCW51RZ82 | Long             | DBT              | CORP              | US        |       79000 | PA      | $96380.00     | 0.04%             | 2031-04-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ORMAT TECHNOLOGIES INC                                                    | ORA 1.5 03/15/31 A                                                                                                                                     | CUSIP: 686688AD4<br>LEI: 5493000TSHHWY24VHM09 | Long             | DBT              | CORP              | US        |      158000 | PA      | $167211.40    | 0.06%             | 2031-03-15      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| VERTEX PHARMACEUTICALS INC                                                | VERTEX PHARMACEUTICALS INC COM USD0.01                                                                                                                 | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |          21 | NS      | $8974.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WALMART INC                                                               | WALMART INC COM USD0.10                                                                                                                                | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |         510 | NS      | $67284.30     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| WATERS CORP                                                               | WATERS CORP COM USD0.01                                                                                                                                | CUSIP: 941848103<br>LEI: 5T547R1474YC9HOD8Q74 | Long             | EC               | CORP              | US        |          13 | NS      | $4019.99      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMECO CORP                                                               | CAMECO CORP COM NPV                                                                                                                                    | CUSIP: 13321L108<br>LEI: N4BHALMXL3GMZKCUON55 | Long             | EC               | CORP              | CA        |          48 | NS      | $5905.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CRISPR THERAPEUTICS AG                                                    | CRSP 1.7308 03/01/31                                                                                                                                   | CUSIP: 226712AA5<br>LEI: 506700O6IRRIQLT3W370 | Long             | DBT              | CORP              | CH        |      394000 | PA      | $410823.80    | 0.16%             | 2031-03-01      | Fixed         | 1.73%                 | Yes           |                  2 | On Loan: No      |
| ATLAS ENERGY SOLUTIONS INC                                                | AESI 0.5 04/15/31                                                                                                                                      | CUSIP: 642045AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      160000 | PA      | $222432.00    | 0.09%             | 2031-04-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                                     | WLSC 7.375 10/01/31 144A                                                                                                                               | CUSIP: 96949VAL7<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |       19000 | PA      | $19788.14     | 0.01%             | 2031-10-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                                                    | DRI 6.3 10/10/33                                                                                                                                       | CUSIP: 237194AN5<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |       30000 | PA      | $32206.63     | 0.01%             | 2033-10-10      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| WATSCO INC                                                                | WATSCO INC COM USD0.50                                                                                                                                 | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Long             | EC               | CORP              | US        |           8 | NS      | $3502.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP                                  | WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP COM USD0.01                                                                                                   | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |          19 | NS      | $5127.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WILLIAMS COMPANIES INC (THE)                                              | WILLIAMS COMPANIES INC (THE) COM USD1.00                                                                                                               | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |         377 | NS      | $28768.87     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANT ENERGY CORP                                                       | ALLIANT ENERGY CORP COM USD0.01                                                                                                                        | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |         167 | NS      | $12262.81     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX COMPANIES INC (THE)                                                   | TJX COMPANIES INC (THE) COM USD1                                                                                                                       | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |          82 | NS      | $12853.50     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN WATER WORKS COMPANY INC                                          | AMERICAN WATER WORKS COMPANY INC COM USD0.01                                                                                                           | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Long             | EC               | CORP              | US        |         610 | NS      | $78336.20     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CLUE OPCO LLC                                                             | FWRD 9.5 10/15/31 144A                                                                                                                                 | CUSIP: 36267QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       30000 | PA      | $30657.15     | 0.01%             | 2031-10-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| JABIL INC                                                                 | JBL 4.75 02/01/33                                                                                                                                      | CUSIP: 46656PAD6<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |       40000 | PA      | $38959.51     | 0.02%             | 2033-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ACCENTURE PLC                                                             | ACCENTURE PLC CLS'A'USD0.0000225                                                                                                                       | CUSIP: G1151C101<br>LEI: 5493000EWHDSR3MZWH98 | Long             | EC               | CORP              | IE        |         572 | NS      | $102222.12    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MERCK & COMPANY INC                                                       | MERCK & COMPANY INC COM USD0.50                                                                                                                        | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |         639 | NS      | $69766.02     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                             | GS V5.065 01/21/37                                                                                                                                     | CUSIP: 38145GAS9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      115000 | PA      | $112428.18    | 0.04%             | 2037-01-21      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| INTUIT INC                                                                | INTU 5.2 09/15/33                                                                                                                                      | CUSIP: 46124HAG1<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101315.89    | 0.04%             | 2033-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PEMBINA PIPELINE CORP                                                     | PEMBINA PIPELINE CORP COM NPV                                                                                                                          | CUSIP: 706327103<br>LEI: 5493002W3L9YICM6FU21 | Long             | EC               | CORP              | CA        |        2660 | NS      | $123743.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SITIME CORP                                                               | SITIME CORP COM                                                                                                                                        | CUSIP: 82982T106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |           8 | NS      | $4497.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| B&G FOODS INC                                                             | BGS 8 09/15/28 144A                                                                                                                                    | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |       41000 | PA      | $40635.07     | 0.02%             | 2028-09-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| VIASAT INC                                                                | VSAT 7.5 05/30/31 144A                                                                                                                                 | CUSIP: 92552VAR1<br>LEI: UFC8NYMNFSYIHNSM2I38 | Long             | DBT              | CORP              | US        |       84000 | PA      | $84184.97     | 0.03%             | 2031-05-30      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| NGL ENERGY OPERATING LLC                                                  | NGL 8.375 02/15/32 144A                                                                                                                                | CUSIP: 62922LAD0<br>LEI: 5493008CQD36WWZJ3O79 | Long             | DBT              | CORP              | US        |       26000 | PA      | $27289.34     | 0.01%             | 2032-02-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                         | ARCC 5.875 03/01/29                                                                                                                                    | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |       60000 | PA      | $60573.86     | 0.02%             | 2029-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                  | G2-30YR-Multi                                                                                                                                          | CUSIP: 21H020659<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      925000 | PA      | $760858.54    | 0.29%             | 2049-12-31      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                           | PM 4.9 11/01/34                                                                                                                                        | CUSIP: 718172DQ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99355.06     | 0.04%             | 2034-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| INTERSTATE POWER AND LIGHT COMPANY                                        | LNT 5.7 10/15/33                                                                                                                                       | CUSIP: 461070AU8<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |       14000 | PA      | $14579.68     | 0.01%             | 2033-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                          | BMO 5.717 09/25/28                                                                                                                                     | CUSIP: 06368LWU6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |       50000 | PA      | $51442.71     | 0.02%             | 2028-09-25      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                        | ALLY V5.548 07/31/33                                                                                                                                   | CUSIP: 02005NCA6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |      190000 | PA      | $188829.44    | 0.07%             | 2033-07-31      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CHURCH & DWIGHT CO INC                                                    | CHURCH & DWIGHT CO INC COM USD1.00                                                                                                                     | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |          37 | NS      | $3591.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| APPLOVIN CORP                                                             | APP 5.125 12/01/29                                                                                                                                     | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |       60000 | PA      | $60478.98     | 0.02%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CENCORA INC                                                               | COR 5.15 02/15/35                                                                                                                                      | CUSIP: 03073EAY1<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20076.37     | 0.01%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                   | SPG 5.5 03/08/33                                                                                                                                       | CUSIP: 828807DU8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |       40000 | PA      | $41540.61     | 0.02%             | 2033-03-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| THOMSON REUTERS CORP                                                      | THOMSON REUTERS CORP COM                                                                                                                               | CUSIP: 884903808<br>LEI: 549300561UZND4C7B569 | Long             | EC               | CORP              | CA        |         552 | NS      | $52820.88     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| DIAMOND FOREIGN ASSET COMPANY / DIAMOND FINANCE LLC                       | DO 8.5 10/01/30 144A                                                                                                                                   | CUSIP: 25260WAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |       51000 | PA      | $53780.72     | 0.02%             | 2030-10-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| NCR ATLEOS CORP                                                           | NCRATL 9.5 04/01/29 144A                                                                                                                               | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |       41000 | PA      | $43618.14     | 0.02%             | 2029-04-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                                      | WEC 5.6 09/12/26                                                                                                                                       | CUSIP: 92939UAM8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |        7000 | PA      | $7027.60      | 0.00%             | 2026-09-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY INC                                                       | D V6.875 02/01/55 A                                                                                                                                    | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |       30000 | PA      | $31083.63     | 0.01%             | 2055-02-01      | Fixed         | 6.87%                 | No            |                  2 | On Loan: No      |
| CHEESECAKE FACTORY INC (THE)                                              | CAKE 2 03/15/30                                                                                                                                        | CUSIP: 163072AC5<br>LEI: 529900872XMLK10SY247 | Long             | DBT              | CORP              | US        |      993000 | PA      | $1094286.00   | 0.42%             | 2030-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MARRIOTT VACATIONS WORLDWIDE CORP                                         | VAC 3.25 12/15/27                                                                                                                                      | CUSIP: 57164YAF4<br>LEI: 549300WA6BT5H4F7IO94 | Long             | DBT              | CORP              | US        |      857000 | PA      | $830004.50    | 0.32%             | 2027-12-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| ULTRA CLEAN HOLDINGS INC                                                  | UCTT 0 03/15/31                                                                                                                                        | CUSIP: 90385VAA5<br>LEI: 5493007L6LS7QX18PE75 | Long             | DBT              | CORP              | US        |      389000 | PA      | $481504.20    | 0.19%             | 2031-03-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| I-80 GOLD CORP                                                            | IAUCN 3.75 04/15/31                                                                                                                                    | CUSIP: 44955LAC0<br>LEI: 549300LFFIWIGUEXPK11 | Long             | DBT              | CORP              | CA        |       79000 | PA      | $88638.00     | 0.03%             | 2031-04-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                          | TMUS 5.15 04/15/34                                                                                                                                     | CUSIP: 87264ADF9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       45000 | PA      | $45247.82     | 0.02%             | 2034-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                         | KMI 5 02/01/29                                                                                                                                         | CUSIP: 494553AD2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      120000 | PA      | $121810.33    | 0.05%             | 2029-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY COMPANY                                                   | CRGY 2.75 03/15/31                                                                                                                                     | CUSIP: 44952JAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       40000 | PA      | $46020.00     | 0.02%             | 2031-03-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| INDIVIOR PHARMACEUTICALS INC                                              | INDV 0.625 03/15/31                                                                                                                                    | CUSIP: 45579UAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      158000 | PA      | $179551.20    | 0.07%             | 2031-03-15      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| OLD DOMINION FREIGHT LINE INC                                             | OLD DOMINION FREIGHT LINE INC COM USD0.10                                                                                                              | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |          24 | NS      | $5098.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WATTS WATER TECHNOLOGIES INC                                              | WATTS WATER TECHNOLOGIES INC CLASS'A'COM USD0.10                                                                                                       | CUSIP: 942749102<br>LEI: 549300REJOO94ERQN318 | Long             | EC               | CORP              | US        |           9 | NS      | $2701.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHENIERE ENERGY INC                                                       | CHENIERE ENERGY INC COM USD0.003                                                                                                                       | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |          20 | NS      | $5499.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEMED CORP                                                               | CHEMED CORP CAP USD1                                                                                                                                   | CUSIP: 16359R103<br>LEI: 54930020031IDJT2IM79 | Long             | EC               | CORP              | US        |           7 | NS      | $2974.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                                               | ORCL 5.5 08/03/35                                                                                                                                      | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       95000 | PA      | $90508.76     | 0.04%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FORTIS INC                                                                | FORTIS INC COM NPV                                                                                                                                     | CUSIP: 349553107<br>LEI: 549300MQYQ9Y065XPR71 | Long             | EC               | CORP              | CA        |        2071 | NS      | $118481.91    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWMARKET CORP                                                            | NEWMARKET CORP COM NPV                                                                                                                                 | CUSIP: 651587107<br>LEI: 54930082CG88ERDREQ47 | Long             | EC               | CORP              | US        |           4 | NS      | $2702.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALNYLAM PHARMACEUTICALS INC                                               | ALNYLAM PHARMACEUTICALS INC COM USD0.01                                                                                                                | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |          15 | NS      | $4642.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA-COLA CONSOLIDATED INC                                                | COCA-COLA CONSOLIDATED INC COM USD1                                                                                                                    | CUSIP: 191098102<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | EC               | CORP              | US        |          15 | NS      | $3076.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS ROADHOUSE INC                                                       | TEXAS ROADHOUSE INC COM USD0.001                                                                                                                       | CUSIP: 882681109<br>LEI: 5299002Y1CNRPDGXTQ75 | Long             | EC               | CORP              | US        |          17 | NS      | $2736.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KINROSS GOLD CORP                                                         | KINROSS GOLD CORP COM NPV                                                                                                                              | CUSIP: 496902404<br>LEI: 254900O9KHF2A1ZXPT47 | Long             | EC               | CORP              | CA        |         146 | NS      | $4415.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FORTINET INC                                                              | FORTINET INC COM USD0.001                                                                                                                              | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |          74 | NS      | $6238.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADRIDGE FINANCIAL SOLUTIONS INC                                        | BR 2.6 05/01/31                                                                                                                                        | CUSIP: 11133TAE3<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |       10000 | PA      | $8936.01      | 0.00%             | 2031-05-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                    | MSI 2.75 05/24/31                                                                                                                                      | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |       40000 | PA      | $36473.71     | 0.01%             | 2031-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                          | DUK 3.15 08/15/27                                                                                                                                      | CUSIP: 26441CAX3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |       60000 | PA      | $59193.75     | 0.02%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ZOETIS INC                                                                | ZTS 3 09/12/27                                                                                                                                         | CUSIP: 98978VAL7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |      140000 | PA      | $137588.22    | 0.05%             | 2027-09-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                            | WHR 6.125 06/15/30                                                                                                                                     | CUSIP: 963320BD7<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |       15000 | PA      | $14709.51     | 0.01%             | 2030-06-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                                        | HNDA 5.337 07/08/35                                                                                                                                    | CUSIP: 438127AF9<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |      120000 | PA      | $120054.87    | 0.05%             | 2035-07-08      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                             | CRWV 9 02/01/31 144A                                                                                                                                   | CUSIP: 21873SAC2<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |       42000 | PA      | $41733.70     | 0.02%             | 2031-02-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| SUNBIT ASSET SECURITIZATION TRUST 2025-1                                  | SUNBT 2025-1 A                                                                                                                                         | CUSIP: 86709SAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      330000 | PA      | $330126.72    | 0.13%             | 2030-07-15      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| INTEGER HOLDINGS CORP                                                     | ITGR 1.875 03/15/30                                                                                                                                    | CUSIP: 45826HAD1<br>LEI: 549300SUD2ED5XG6X569 | Long             | DBT              | CORP              | US        |      905000 | PA      | $875587.50    | 0.34%             | 2030-03-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| NEBIUS GROUP NV                                                           | NBIS 1.25 03/15/31                                                                                                                                     | CUSIP: 63954QAJ5<br>LEI: 549300GGZHJ5Q1B18P93 | Long             | DBT              | CORP              | NL        |      118000 | PA      | $130968.20    | 0.05%             | 2031-03-15      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                      | LMT 5 08/15/35                                                                                                                                         | CUSIP: 539830CM9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      130000 | PA      | $130963.82    | 0.05%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORP                                                             | MTB V5.4 07/30/35                                                                                                                                      | CUSIP: 55261FAZ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20018.20     | 0.01%             | 2035-07-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| RALLIANT CORP                                                             | RALLIANT CORP COM                                                                                                                                      | CUSIP: 750940108<br>LEI: 52990024QKO4DYT8N464 | Long             | EC               | CORP              | US        |          59 | NS      | $2680.96      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLUB CAPITAL BDC INC                                                     | GBDC 6 07/15/29                                                                                                                                        | CUSIP: 38173MAE2<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20054.91     | 0.01%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CARVANA AUTO RECEIVABLES TRUST 2021-N2                                    | CRVNA 2021-N2 B                                                                                                                                        | CUSIP: 14686KAC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       10517 | PA      | $10363.54     | 0.00%             | 2028-03-10      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| DELUXE CORP                                                               | DLX 8 06/01/29 144A                                                                                                                                    | CUSIP: 248019AU5<br>LEI: KWGNKB8TX9LE5TV29231 | Long             | DBT              | CORP              | US        |       58000 | PA      | $58663.69     | 0.02%             | 2029-06-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| OR ROYALTIES INC                                                          | OR ROYALTIES INC COM SHS                                                                                                                               | CUSIP: 68390D106<br>LEI: 549300TJZTXZMPQ6K004 | Long             | EC               | CORP              | CA        |          69 | NS      | $2546.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EAGLE MATERIALS INC                                                       | EXP 2.5 07/01/31                                                                                                                                       | CUSIP: 26969PAB4<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |       88000 | PA      | $78697.66     | 0.03%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                                | LDOS 4.375 05/15/30                                                                                                                                    | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29536.79     | 0.01%             | 2030-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| LEIDOS INC                                                                | LDOS 2.3 02/15/31                                                                                                                                      | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |       60000 | PA      | $53406.94     | 0.02%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| ELASTIC NV                                                                | ESTC 4.125 07/15/29 144A                                                                                                                               | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |       33000 | PA      | $31323.01     | 0.01%             | 2029-07-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| WEST PHARMACEUTICAL SERVICES INC                                          | WEST PHARMACEUTICAL SERVICES INC COM USD0.25                                                                                                           | CUSIP: 955306105<br>LEI: 5493007NKRGM1RJQ1P16 | Long             | EC               | CORP              | US        |          13 | NS      | $3868.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTUITIVE SURGICAL INC                                                    | INTUITIVE SURGICAL INC COM USD0.001                                                                                                                    | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |          27 | NS      | $12355.47     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FINANCE CORP                | DKL 7.375 06/30/33 144A                                                                                                                                | CUSIP: 24665FAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       10000 | PA      | $10320.44     | 0.00%             | 2033-06-30      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| HONDA MOTOR CO LTD                                                        | HNDA 4.688 07/08/30                                                                                                                                    | CUSIP: 438127AE2<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |      130000 | PA      | $129434.13    | 0.05%             | 2030-07-08      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS INC                                                    | AAP 7.375 08/01/33 144A                                                                                                                                | CUSIP: 00751YAL0<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |       18000 | PA      | $18572.94     | 0.01%             | 2033-08-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                       | NEE 4.685 09/01/27                                                                                                                                     | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       60000 | PA      | $60263.04     | 0.02%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP (THE)                                                 | SCHW 1.15 05/13/26                                                                                                                                     | CUSIP: 808513BR5<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49963.17     | 0.02%             | 2026-05-13      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| PARK INTERMEDIATE HOLDINGS LLC                                            | PK 4.875 05/15/29 144A                                                                                                                                 | CUSIP: 70052LAC7<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |       40000 | PA      | $38909.70     | 0.02%             | 2029-05-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| ACRISURE LLC / ACRISURE FINANCE INC                                       | ACRISU 6.75 07/01/32 144A                                                                                                                              | CUSIP: 004961AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        6000 | PA      | $5911.27      | 0.00%             | 2032-07-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| DISCOVERY GLOBAL HOLDINGS INC                                             | WBD 5.05 03/15/42 *                                                                                                                                    | CUSIP: 55903VBW2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       64000 | PA      | $45665.92     | 0.02%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| DISCOVERY COMMUNICATIONS LLC                                              | WBD 6.35 06/01/40 *                                                                                                                                    | CUSIP: 25470DBZ1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |       40000 | PA      | $31603.50     | 0.01%             | 2040-06-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| PARK OHIO INDUSTRIES INC                                                  | PKOH 8.5 08/01/30 144A                                                                                                                                 | CUSIP: 700677AS6<br>LEI: 5493006LQUO5SLMNYM18 | Long             | DBT              | CORP              | US        |       13000 | PA      | $13530.54     | 0.01%             | 2030-08-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| BIOCON BIOLOGICS GLOBAL PLC                                               | BIOLIN 6.67 10/09/29 144A                                                                                                                              | CUSIP: 090978AA5<br>LEI: 254900PMQN51VACG2D55 | Long             | DBT              | CORP              | GB        |       79000 | PA      | $79378.68     | 0.03%             | 2029-10-09      | Fixed         | 6.67%                 | Yes           |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP                     | IEP 9.75 01/15/29                                                                                                                                      | CUSIP: 451102CF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       63000 | PA      | $63320.61     | 0.02%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                       | NSANY 7.75 07/17/32 144A                                                                                                                               | CUSIP: 654922AC7<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |       60000 | PA      | $62547.61     | 0.02%             | 2032-07-17      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| NISSAN MOTOR CO LTD                                                       | NSANY 7.5 07/17/30 144A                                                                                                                                | CUSIP: 654922AB9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | JP        |       26000 | PA      | $26864.99     | 0.01%             | 2030-07-17      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| ARIS MINING CORP                                                          | ARISCN 8 10/31/29 144A                                                                                                                                 | CUSIP: 04040YAB5<br>LEI: 5493001GJ5TILX6L1F82 | Long             | DBT              | CORP              | CA        |       20000 | PA      | $20699.51     | 0.01%             | 2029-10-31      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                        | CM V6.95 01/28/85                                                                                                                                      | CUSIP: 13607PNF7<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |       80000 | PA      | $81562.48     | 0.03%             | 2085-01-28      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| MACY'S RETAIL HOLDINGS LLC                                                | M 7.375 08/01/33 144A                                                                                                                                  | CUSIP: 55617LAS1<br>LEI: 549300JMONK27O4SQQ19 | Long             | DBT              | CORP              | US        |       31000 | PA      | $32290.16     | 0.01%             | 2033-08-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                  | AXP V4.918 07/20/33                                                                                                                                    | CUSIP: 025816EK1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      255000 | PA      | $255604.66    | 0.10%             | 2033-07-20      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| ADVANCE AUTO PARTS INC                                                    | AAP 7 08/01/30 144A                                                                                                                                    | CUSIP: 00751YAK2<br>LEI: 529900UCNQ5H9FSL0Y70 | Long             | DBT              | CORP              | US        |       48000 | PA      | $49515.65     | 0.02%             | 2030-08-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| XHR LP                                                                    | XHR 4.875 06/01/29 144A                                                                                                                                | CUSIP: 98372MAC9<br>LEI: 549300M88BPT83ZL2164 | Long             | DBT              | CORP              | US        |       52000 | PA      | $51038.43     | 0.02%             | 2029-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| CLEAR CHANNEL OUTDOOR HOLDINGS INC                                        | CCO 7.5 06/01/29 144A                                                                                                                                  | CUSIP: 18453HAD8<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |       31000 | PA      | $31057.04     | 0.01%             | 2029-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                          | TMUS 3.875 04/15/30                                                                                                                                    | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       40000 | PA      | $38947.21     | 0.02%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| APOLLO COMMERCIAL REAL ESTATE FINANCE INC                                 | ARI 4.625 06/15/29 144A                                                                                                                                | CUSIP: 03762UAD7<br>LEI: 549300E0AN7M2AQHSY29 | Long             | DBT              | CORP              | US        |       36000 | PA      | $35991.91     | 0.01%             | 2029-06-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA (THE)                                                 | BNS 1.35 06/24/26                                                                                                                                      | CUSIP: 0641594A1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       44000 | PA      | $43828.78     | 0.02%             | 2026-06-24      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| MANUFACTURERS & TRADERS TRUST COMPANY                                     | MTB V4.762 07/06/28                                                                                                                                    | CUSIP: 564760CC8<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |       80000 | PA      | $80204.25     | 0.03%             | 2028-07-06      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| WHIRLPOOL CORP                                                            | WHR 6.5 06/15/33                                                                                                                                       | CUSIP: 963320BE5<br>LEI: WHENKOULSSK7WUM60H03 | Long             | DBT              | CORP              | US        |       53000 | PA      | $50761.42     | 0.02%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CHAMPION IRON CANADA INC                                                  | CIACN 7.875 07/15/32 144A                                                                                                                              | CUSIP: 15853BAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |       48000 | PA      | $50308.90     | 0.02%             | 2032-07-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                | MIZUHO V4.711 07/08/31                                                                                                                                 | CUSIP: 60687YDL0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      200000 | PA      | $199890.21    | 0.08%             | 2031-07-08      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| BOEING COMPANY (THE)                                                      | BA 5.15 05/01/30                                                                                                                                       | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50808.64     | 0.02%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| IRON MOUNTAIN INC (REIT)                                                  | IRM 5.625 07/15/32 144A                                                                                                                                | CUSIP: 46284VAL5<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |       41000 | PA      | $40707.92     | 0.02%             | 2032-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                          | WELL 3.85 06/15/32                                                                                                                                     | CUSIP: 95040QAR5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |       70000 | PA      | $66662.55     | 0.03%             | 2032-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                        | MUFG V5.017 07/20/28                                                                                                                                   | CUSIP: 606822CL6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      100000 | PA      | $100640.34    | 0.04%             | 2028-07-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                              | AVGO 4 04/15/29 144A                                                                                                                                   | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |        5000 | PA      | $4950.90      | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                       | AMT 5.4 01/31/35                                                                                                                                       | CUSIP: 03027XCM0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10126.69     | 0.00%             | 2035-01-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                        | ALLY V5.543 01/17/31                                                                                                                                   | CUSIP: 02005NBW9<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30339.26     | 0.01%             | 2031-01-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING LP                                            | WES 6.15 04/01/33                                                                                                                                      | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |       30000 | PA      | $31468.35     | 0.01%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| FMG RESOURCES (AUGUST 2006) PTY LTD                                       | FMGAU 6.125 04/15/32 144A                                                                                                                              | CUSIP: 30251GBE6<br>LEI: 549300EFD6S2NFE9D745 | Long             | DBT              | CORP              | AU        |       70000 | PA      | $72343.52     | 0.03%             | 2032-04-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| UNITI GROUP LP / UNITI GROUP FINANCE 2019 INC / CSL CAP LLC               | UNIT 8.625 06/15/32 144A                                                                                                                               | CUSIP: 91327TAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       33000 | PA      | $34537.95     | 0.01%             | 2032-06-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| WELLTOWER OP LLC                                                          | WELL 5.125 07/01/35                                                                                                                                    | CUSIP: 95041AAG3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |       80000 | PA      | $80211.85     | 0.03%             | 2035-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| BOEING COMPANY (THE)                                                      | BA 6.298 05/01/29                                                                                                                                      | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       50000 | PA      | $52440.08     | 0.02%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| STANTEC INC                                                               | STANTEC INC COM                                                                                                                                        | CUSIP: 85472N109<br>LEI: 549300MZ7NGUZDCP2T16 | Long             | EC               | CORP              | CA        |          32 | NS      | $2921.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R04                              | CAS 2022-R04 1B1                                                                                                                                       | CUSIP: 20753YAF9<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |      250000 | PA      | $258750.00    | 0.10%             | 2042-03-25      | Floating      | 8.90%                 | Yes           |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC                                   | CNP 4.45 10/01/32 ai.                                                                                                                                  | CUSIP: 15189XAZ1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29548.67     | 0.01%             | 2032-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GE AEROSPACE                                                              | GE AEROSPACE COM NEW                                                                                                                                   | CUSIP: 369604301<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | EC               | CORP              | US        |          72 | NS      | $20874.96     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LOAR HOLDINGS INC                                                         | LOAR HOLDINGS INC COM SHS                                                                                                                              | CUSIP: 53947R105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          43 | NS      | $2413.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGA RESOURCES CORP                                                      | TRGP 5.2 07/01/27                                                                                                                                      | CUSIP: 87612KAA0<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      190000 | PA      | $191397.76    | 0.07%             | 2027-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                 | JPM V4.912 07/25/33                                                                                                                                    | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       75000 | PA      | $75218.71     | 0.03%             | 2033-07-25      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK (THE)                                               | TD V8.125 10/31/82                                                                                                                                     | CUSIP: 89117F8Z5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       80000 | PA      | $83212.00     | 0.03%             | 2082-10-31      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                            | MS V6.296 10/18/28                                                                                                                                     | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       60000 | PA      | $61518.41     | 0.02%             | 2028-10-18      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| PATRICK INDUSTRIES INC                                                    | PATK 6.375 11/01/32 144A                                                                                                                               | CUSIP: 703343AH6<br>LEI: 549300FZ5ZTCCJ3Z5W14 | Long             | DBT              | CORP              | US        |       39000 | PA      | $39239.38     | 0.02%             | 2032-11-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| UBIQUITI INC                                                              | UBIQUITI INC COM USD0.001                                                                                                                              | CUSIP: 90353W103<br>LEI: 5299007MITA4DMQCU747 | Long             | EC               | CORP              | US        |           7 | NS      | $7084.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                 | JPM V4.851 07/25/28                                                                                                                                    | CUSIP: 46647PDG8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40218.18     | 0.02%             | 2028-07-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| DT MIDSTREAM INC                                                          | DT MIDSTREAM INC COMMON STOCK                                                                                                                          | CUSIP: 23345M107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         227 | NS      | $33593.73     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHENIERE ENERGY INC                                                       | LNG 5.65 04/15/34                                                                                                                                      | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30905.26     | 0.01%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| DISCOVERY GLOBAL HOLDINGS INC                                             | WBD 5.141 03/15/52 *                                                                                                                                   | CUSIP: 55903VBU6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |       45000 | PA      | $29475.00     | 0.01%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| BURFORD CAPITAL GLOBAL FINANCE LLC                                        | BURLN 7.5 07/15/33 144A                                                                                                                                | CUSIP: 12116LAG4<br>LEI: 549300JVAOO67CSCH406 | Long             | DBT              | CORP              | US        |       13000 | PA      | $10684.12     | 0.00%             | 2033-07-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| KIOXIA HOLDINGS CORP                                                      | KIOXIA 6.25 07/24/30 144A                                                                                                                              | CUSIP: 49726JAA6<br>LEI: 35380080RTKRARNH4R73 | Long             | DBT              | CORP              | JP        |       65000 | PA      | $66945.80     | 0.03%             | 2030-07-24      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                      | LMT 4.4 08/15/30                                                                                                                                       | CUSIP: 539830CL1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39989.74     | 0.02%             | 2030-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CLEVELAND-CLIFFS INC                                                      | CLF 7.375 05/01/33 144A                                                                                                                                | CUSIP: 185899AR2<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |       11000 | PA      | $11116.92     | 0.00%             | 2033-05-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FINANCE CORP                     | IEP 10 11/15/29 144A                                                                                                                                   | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       78000 | PA      | $78680.90     | 0.03%             | 2029-11-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| TAPESTRY INC                                                              | TPR 5.1 03/11/30                                                                                                                                       | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |      130000 | PA      | $131587.23    | 0.05%             | 2030-03-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| BLACKSTONE MORTGAGE TRUST INC                                             | BXMT 7.75 12/01/29 144A                                                                                                                                | CUSIP: 09257WAF7<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |       40000 | PA      | $42429.56     | 0.02%             | 2029-12-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| AMNEAL PHARMACEUTICALS LLC                                                | AMNPHA 6.875 08/01/32 144A                                                                                                                             | CUSIP: 03168LAA3<br>LEI: 54930037VIXE7LRZ1M66 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10385.38     | 0.00%             | 2032-08-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                      | RY V4.498 08/06/29                                                                                                                                     | CUSIP: 78017DAK4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       60000 | PA      | $60049.75     | 0.02%             | 2029-08-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS COMPANY (THE)                                            | SHW 4.3 08/15/28                                                                                                                                       | CUSIP: 824348BU9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |       60000 | PA      | $59827.14     | 0.02%             | 2028-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS LLC                                                 | DUK 4.95 01/15/33                                                                                                                                      | CUSIP: 26442CBJ2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |       70000 | PA      | $70891.88     | 0.03%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                            | SPGI 2.9 03/01/32                                                                                                                                      | CUSIP: 78409VBK9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |       90000 | PA      | $82183.06     | 0.03%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP INC                                                           | MATCH GROUP INC COM                                                                                                                                    | CUSIP: 57667L107<br>LEI: 15OMOPB0A8K0EFUVD031 | Long             | EC               | CORP              | US        |         673 | NS      | $25183.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RB GLOBAL INC                                                             | RB GLOBAL INC COM                                                                                                                                      | CUSIP: 74935Q107<br>LEI: 5493002H8U24DJXQ4886 | Long             | EC               | CORP              | CA        |          34 | NS      | $3546.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                             | GS V6.484 10/24/29                                                                                                                                     | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      130000 | PA      | $135721.41    | 0.05%             | 2029-10-24      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| PULTEGROUP INC                                                            | PULTEGROUP INC COM USD0.01                                                                                                                             | CUSIP: 745867101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          31 | NS      | $3793.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SHERWIN-WILLIAMS COMPANY (THE)                                            | SHERWIN-WILLIAMS COMPANY (THE) COM USD1                                                                                                                | CUSIP: 824348106<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | EC               | CORP              | US        |          22 | NS      | $7075.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                                | AER 4.875 04/01/28                                                                                                                                     | CUSIP: 00774MBN4<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |       10000 | PA      | $10058.36     | 0.00%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                              | HNDLIN 6.875 01/30/30 144A                                                                                                                             | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |       65000 | PA      | $66639.04     | 0.03%             | 2030-01-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                           | GEN DIGITAL INC COM                                                                                                                                    | CUSIP: 668771108<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | EC               | CORP              | US        |         147 | NS      | $2835.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INGERSOLL RAND INC                                                        | INGERSOLL RAND INC COM                                                                                                                                 | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |          53 | NS      | $4232.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IHO VERWALTUNGS GMBH                                                      | IHOVER 7.75 11/15/30 144A                                                                                                                              | CUSIP: 44963BAF5<br>LEI: 529900JL0HDVGZMUJF32 | Long             | DBT              | CORP              | DE        |       23000 | PA      | $23701.89     | 0.01%             | 2030-11-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| ITHACA ENERGY (NORTH SEA) PLC                                             | IAECN 8.125 10/15/29 144A                                                                                                                              | CUSIP: 46567TAC8<br>LEI: 213800BMMUN3AKWBIO91 | Long             | DBT              | CORP              | GB        |       99000 | PA      | $103461.04    | 0.04%             | 2029-10-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| MARTIN MARIETTA MATERIALS INC                                             | MLM 5.15 12/01/34                                                                                                                                      | CUSIP: 573284BA3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25164.36     | 0.01%             | 2034-12-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                    | SRE V6.625 04/01/55                                                                                                                                    | CUSIP: 816851BU2<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30196.20     | 0.01%             | 2055-04-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF OKLAHOMA                                        | AEP 5.2 01/15/35                                                                                                                                       | CUSIP: 744533BR0<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19861.90     | 0.01%             | 2035-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CRH AMERICA FINANCE INC                                                   | CRHID 5.5 01/09/35                                                                                                                                     | CUSIP: 12636YAF9<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |      200000 | PA      | $204639.96    | 0.08%             | 2035-01-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STONEX GROUP INC                                                          | SNEX 7.875 03/01/31 144A                                                                                                                               | CUSIP: 861896AA6<br>LEI: 549300JUF07L8VF02M60 | Long             | DBT              | CORP              | US        |       69000 | PA      | $72652.38     | 0.03%             | 2031-03-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| CBRE SERVICES INC                                                         | CBG 5.5 04/01/29                                                                                                                                       | CUSIP: 12505BAH3<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40970.97     | 0.02%             | 2029-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE LP                                           | PAA 5.95 06/15/35                                                                                                                                      | CUSIP: 72650RBQ4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |       60000 | PA      | $61872.81     | 0.02%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD (NEW)                                                     | IHS 7.875 05/29/30 144A                                                                                                                                | CUSIP: 44963HAC9<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |       26000 | PA      | $26777.62     | 0.01%             | 2030-05-29      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| EXPAND ENERGY CORP                                                        | EXPAND ENERGY CORP COM                                                                                                                                 | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |          35 | NS      | $3575.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FERROVIAL NV                                                              | FERROVIAL NV EUR0.01                                                                                                                                   | CUSIP: N3168P101<br>LEI: 72450022R2ZFL41Y6I04 | Long             | EC               | CORP              | NL        |          79 | NS      | $5443.89      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CARDINAL HEALTH INC                                                       | CAH 5.35 11/15/34                                                                                                                                      | CUSIP: 14149YBS6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |      110000 | PA      | $111390.86    | 0.04%             | 2034-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                         | H 5.375 12/15/31                                                                                                                                       | CUSIP: 448579AT9<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |       90000 | PA      | $91703.48     | 0.04%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| DELEK LOGISTICS PARTNERS LP / DELEK LOGISTICS FINANCE CORP                | DKL 8.625 03/15/29 144A                                                                                                                                | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $104335.40    | 0.04%             | 2029-03-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP                                  | WAB 5.611 03/11/34                                                                                                                                     | CUSIP: 960386AR1<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |       60000 | PA      | $61874.80     | 0.02%             | 2034-03-11      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC                                                       | CRHID 5.125 01/09/30                                                                                                                                   | CUSIP: 12704PAB4<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |       60000 | PA      | $61084.77     | 0.02%             | 2030-01-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                                  | ECPG 9.25 04/01/29 144A                                                                                                                                | CUSIP: 292554AQ5<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |       28000 | PA      | $29260.00     | 0.01%             | 2029-04-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| RESTAURANT BRANDS INTERNATIONAL INC                                       | RESTAURANT BRANDS INTERNATIONAL INC COM NPV                                                                                                            | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |          56 | NS      | $4518.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ATMOS ENERGY CORP                                                         | ATO 5.9 11/15/33                                                                                                                                       | CUSIP: 049560AZ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10668.69     | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP (THE)                                                 | SCHW 5.875 08/24/26                                                                                                                                    | CUSIP: 808513CG8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |       75000 | PA      | $75324.44     | 0.03%             | 2026-08-24      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                      | OMF 7.875 03/15/30                                                                                                                                     | CUSIP: 682691AE0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       35000 | PA      | $36487.01     | 0.01%             | 2030-03-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| CALIFORNIA RESOURCES CORP                                                 | CRC 8.25 06/15/29 144A                                                                                                                                 | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |       62000 | PA      | $64649.89     | 0.03%             | 2029-06-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                           | PM 5.625 09/07/33                                                                                                                                      | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       90000 | PA      | $93999.26     | 0.04%             | 2033-09-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FIDELITY NATIONAL FINANCIAL INC                                           | FNF 4.5 08/15/28                                                                                                                                       | CUSIP: 31620RAH8<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19931.42     | 0.01%             | 2028-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY GAS CAPITAL CORP                                         | SO 5.75 09/15/33                                                                                                                                       | CUSIP: 8426EPAG3<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10411.30     | 0.00%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                            | MS V4.238 01/09/30                                                                                                                                     | CUSIP: 61748UAR3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       60000 | PA      | $59388.10     | 0.02%             | 2030-01-09      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| ASSURED GUARANTY US HOLDINGS INC                                          | AGO 6.125 09/15/28                                                                                                                                     | CUSIP: 04621WAF7<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |       58000 | PA      | $60022.28     | 0.02%             | 2028-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                       | AMT 5.8 11/15/28                                                                                                                                       | CUSIP: 03027XCE8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       55000 | PA      | $56659.07     | 0.02%             | 2028-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| NISSAN MOTOR ACCEPTANCE COMPANY LLC                                       | NSANY 6.95 09/15/26 144A                                                                                                                               | CUSIP: 65480CAE5<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |        9000 | PA      | $9055.58      | 0.00%             | 2026-09-15      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                | MAR 5.55 10/15/28                                                                                                                                      | CUSIP: 571903BN2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30772.20     | 0.01%             | 2028-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| HTA GROUP LTD                                                             | HLSTWR 7.5 06/04/29 144A                                                                                                                               | CUSIP: 40435WAC4<br>LEI: 213800WEFU8O8X6EPU13 | Long             | DBT              | CORP              | MU        |       43000 | PA      | $44272.78     | 0.02%             | 2029-06-04      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| FERGUSON ENTERPRISES INC                                                  | FERGUSON ENTERPRISES INC COMMON STOCK NEW                                                                                                              | CUSIP: 31488V107<br>LEI: 2138003JYQMRP3SLX189 | Long             | EC               | CORP              | US        |          21 | NS      | $5621.91      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BAUSCH + LOMB CORP                                                        | BLCOCN 8.375 10/01/28 144A                                                                                                                             | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |       26000 | PA      | $26845.00     | 0.01%             | 2028-10-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING LP                                            | WES 6.35 01/15/29                                                                                                                                      | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20818.24     | 0.01%             | 2029-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BRISTOW GROUP INC                                                         | VTOL 6.75 02/01/33 144A                                                                                                                                | CUSIP: 11040GAB9<br>LEI: 5493005Q24EN3UC1PV68 | Long             | DBT              | CORP              | US        |       51000 | PA      | $51897.00     | 0.02%             | 2033-02-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                      | B 0 09/17/26                                                                                                                                           | CUSIP: 912797UG0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      300000 | PA      | $295836.95    | 0.11%             | 2026-09-17      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| KRATOS DEFENSE & SECURITY SOLUTIONS INC                                   | KRATOS DEFENSE & SECURITY SOLUTIONS INC COM USD0.001                                                                                                   | CUSIP: 50077B207<br>LEI: 5493000EKBN0UY1F3F88 | Long             | EC               | CORP              | US        |          47 | NS      | $2963.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VERISK ANALYTICS INC                                                      | VERISK ANALYTICS INC COM USD0.001                                                                                                                      | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |          21 | NS      | $3874.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIGAND PHARMACEUTICALS INC                                                | LIGAND PHARMACEUTICALS INC 'B'COM USD0.001                                                                                                             | CUSIP: 53220K504<br>LEI: 5493008K7TB0IKP37H79 | Long             | EC               | CORP              | US        |          12 | NS      | $2753.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                | FMCN 8 03/01/33 144A                                                                                                                                   | CUSIP: 335934AW5<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |       36000 | PA      | $37826.64     | 0.01%             | 2033-03-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                     | MINAU 7 04/01/31 144A                                                                                                                                  | CUSIP: 603051AF0<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |       32000 | PA      | $33214.97     | 0.01%             | 2031-04-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| HCA HEALTHCARE INC                                                        | HCA HEALTHCARE INC COM USD0.01                                                                                                                         | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |          18 | NS      | $7820.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GUIDEWIRE SOFTWARE INC                                                    | GUIDEWIRE SOFTWARE INC COM USD0.0001                                                                                                                   | CUSIP: 40171V100<br>LEI: 549300WXSG0J8IXZCK32 | Long             | EC               | CORP              | US        |          20 | NS      | $2767.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUINIX INC                                                               | EQUINIX INC COM USD0.001                                                                                                                               | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |           8 | NS      | $8662.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENOVA INTERNATIONAL INC                                                   | ENVA 11.25 12/15/28 144A                                                                                                                               | CUSIP: 29357KAH6<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |       13000 | PA      | $13725.87     | 0.01%             | 2028-12-15      | Fixed         | 11.25%                | Yes           |                  2 | On Loan: No      |
| GLOBUS MEDICAL INC                                                        | GLOBUS MEDICAL INC COM USD0.001 CL 'A'                                                                                                                 | CUSIP: 379577208<br>LEI: 5299003M2P4CIK0RF205 | Long             | EC               | CORP              | US        |          33 | NS      | $2975.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FIGMA INC                                                                 | FIGMA INC CLASS A COM STK                                                                                                                              | CUSIP: 316841105<br>LEI: 254900273Q0J4Z65HU28 | Long             | EC               | CORP              | US        |         143 | NS      | $2531.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AFFIRM HOLDINGS INC                                                       | AFRM 0 11/15/26                                                                                                                                        | CUSIP: 00827BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      325000 | PA      | $316062.50    | 0.12%             | 2026-11-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ZIFF DAVIS INC                                                            | ZD 1.75 11/01/26                                                                                                                                       | CUSIP: 48123VAE2<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |      417000 | PA      | $410119.50    | 0.16%             | 2026-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CONMED CORP                                                               | CNMD 2.25 06/15/27                                                                                                                                     | CUSIP: 207410AH4<br>LEI: Z6C0YCECH9DCU5ZIQW84 | Long             | DBT              | CORP              | US        |      905000 | PA      | $880112.50    | 0.34%             | 2027-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CENTURY ALUMINUM COMPANY                                                  | CENX 2.75 05/01/28                                                                                                                                     | CUSIP: 156431AQ1<br>LEI: 549300U5ODNGEYWKSW73 | Long             | DBT              | CORP              | US        |      393000 | PA      | $1250526.00   | 0.48%             | 2028-05-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                             | TDG 6.375 03/01/29 144A                                                                                                                                | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       63000 | PA      | $64257.17     | 0.02%             | 2029-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| HCA INC                                                                   | HCA 5.45 04/01/31                                                                                                                                      | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      111000 | PA      | $113961.89    | 0.04%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                         | POST HOLDINGS INC COM USD0.01                                                                                                                          | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |          25 | NS      | $2618.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLISON TRANSMISSION HOLDINGS INC                                         | ALLISON TRANSMISSION HOLDINGS INC COM USD0.01                                                                                                          | CUSIP: 01973R101<br>LEI: 529900RP7DJ882LI9T83 | Long             | EC               | CORP              | US        |          24 | NS      | $3224.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EXACT SCIENCES CORP                                                       | EXAS 0.375 03/15/27                                                                                                                                    | CUSIP: 30063PAB1<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |      102000 | PA      | $109497.00    | 0.04%             | 2027-03-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| SPX TECHNOLOGIES INC                                                      | SPX TECHNOLOGIES INC COM                                                                                                                               | CUSIP: 78473E103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          14 | NS      | $3064.74      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GAP INC (THE)                                                             | GAP 3.625 10/01/29 144A                                                                                                                                | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |       39000 | PA      | $36795.57     | 0.01%             | 2029-10-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                       | COIN 3.625 10/01/31 144A                                                                                                                               | CUSIP: 19260QAD9<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |       12000 | PA      | $10518.20     | 0.00%             | 2031-10-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| ARKO CORP                                                                 | ARKO 5.125 11/15/29 144A                                                                                                                               | CUSIP: 041242AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       44000 | PA      | $39656.15     | 0.02%             | 2029-11-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| AGNC INVESTMENT CORP                                                      | AGNC INVESTMENT CORP DEP SHS EACH REP 1/1,000TH OF A SHARE OF 6.50% SER E FIX TO FLTNG RATE CUM RED PFD STK                                            | CUSIP: 00123Q807<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EP               | CORP              | US        |        3228 | PA      | $82249.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ORGANON & COMPANY                                                         | ORGANON & COMPANY COMMON STOCK                                                                                                                         | CUSIP: 68622V106<br>LEI: 549300AMCKY57OK2CO56 | Long             | EC               | CORP              | US        |       37612 | NS      | $498359.00    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CISCO SYSTEMS INC                                                         | CSCO 5.05 02/26/34                                                                                                                                     | CUSIP: 17275RBT8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |       45000 | PA      | $45602.60     | 0.02%             | 2034-02-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                               | STWD 7.25 04/01/29 144A                                                                                                                                | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |       49000 | PA      | $50776.64     | 0.02%             | 2029-04-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| OMEGA HEALTHCARE INVESTORS INC                                            | OMEGA HEALTHCARE INVESTORS INC COM STK USD0.10                                                                                                         | CUSIP: 681936100<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | EC               | CORP              | US        |         733 | NS      | $34429.01     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ADVANCED ENERGY INDUSTRIES INC                                            | ADVANCED ENERGY INDUSTRIES INC COM USD0.001                                                                                                            | CUSIP: 007973100<br>LEI: 549300756XI3QLFT2U27 | Long             | EC               | CORP              | US        |           9 | NS      | $3455.19      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JACK HENRY & ASSOCIATES INC                                               | JACK HENRY & ASSOCIATES INC COM USD0.01                                                                                                                | CUSIP: 426281101<br>LEI: 529900X1QS8C54W0JB21 | Long             | EC               | CORP              | US        |          18 | NS      | $2767.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COSTAR GROUP INC                                                          | COSTAR GROUP INC COM USD0.01                                                                                                                           | CUSIP: 22160N109<br>LEI: 984500Q1D53D08E2E698 | Long             | EC               | CORP              | US        |          79 | NS      | $2734.19      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MILLICOM INTERNATIONAL CELLULAR SA                                        | TIGO 7.375 04/02/32 144A                                                                                                                               | CUSIP: 600814AS6<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |       42000 | PA      | $43457.40     | 0.02%             | 2032-04-02      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| ZEGONA FINANCE PLC                                                        | ZEGLN 8.625 07/15/29 144A                                                                                                                              | CUSIP: 98927UAA5<br>LEI: 254900B3KC1SS7T2TE92 | Long             | DBT              | CORP              | GB        |       71000 | PA      | $74271.28     | 0.03%             | 2029-07-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2023-DNA2                                   | STACR 2023-DNA2 M1B                                                                                                                                    | CUSIP: 35564KT66<br>LEI: 5493000IRI80KQJUNK40 | Long             | ABS-O            | USGSE             | US        |      470000 | PA      | $488290.61    | 0.19%             | 2043-04-25      | Floating      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                      | RY V7.5 05/02/84                                                                                                                                       | CUSIP: 780082AR4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       80000 | PA      | $83120.56     | 0.03%             | 2084-05-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| IVANHOE MINES LTD                                                         | IVN 7.875 01/23/30 144A                                                                                                                                | CUSIP: 46579RAE4<br>LEI: 5299006XZISURYIA4G32 | Long             | DBT              | CORP              | CA        |       36000 | PA      | $36703.60     | 0.01%             | 2030-01-23      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                      | BAC V5.162 01/24/31                                                                                                                                    | CUSIP: 06051GML0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       80000 | PA      | $81488.42     | 0.03%             | 2031-01-24      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2022-DNA1                                   | STACR 2022-DNA1 B1                                                                                                                                     | CUSIP: 35564KQY8<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-O            | USGSE             | US        |      250000 | PA      | $253827.50    | 0.10%             | 2042-01-25      | Floating      | 7.05%                 | Yes           |                  2 | On Loan: No      |
| APPLIED INDUSTRIAL TECHNOLOGIES INC                                       | APPLIED INDUSTRIAL TECHNOLOGIES INC COM NPV                                                                                                            | CUSIP: 03820C105<br>LEI: 549300NU173IJRC6PO38 | Long             | EC               | CORP              | US        |          10 | NS      | $3057.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BECTON DICKINSON & COMPANY                                                | BECTON DICKINSON & COMPANY COM USD1.00                                                                                                                 | CUSIP: 075887109<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | EC               | CORP              | US        |          32 | NS      | $4769.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERNATIONAL BUSINESS MACHINES CORP                                      | IBM 2.2 02/09/27                                                                                                                                       | CUSIP: 459200KM2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98577.87     | 0.04%             | 2027-02-09      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                  | G2-30YR-Multi                                                                                                                                          | CUSIP: 21H022655<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      350000 | PA      | $299747.56    | 0.12%             | 2049-12-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FIRSTENERGY CORP                                                          | FIRSTENERGY CORP COM USD0.10                                                                                                                           | CUSIP: 337932107<br>LEI: 549300SVYJS666PQJH88 | Long             | EC               | CORP              | US        |        2233 | NS      | $106112.16    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                    | BOSTON SCIENTIFIC CORP COM USD0.01                                                                                                                     | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |         126 | NS      | $7258.86      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CENTESSA PHARMACEUTICALS PLC                                              | CENTESSA PHARMACEUTICALS PLC SPONSORED ADS                                                                                                             | CUSIP: 152309100<br>LEI: 213800GIDAARDSKOI827 | Long             | EC               | CORP              | GB        |       22700 | NS      | $894834.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ABIOMED INC                                                               | ABIOMED INC USD0.01 SUBS RTS                                                                                                                           | CUSIP: 003CVR016<br>LEI: 5493001EZN4ZTB4Z5887 | Long             | EC               | CORP              | US        |        8954 | NS      | $14326.40     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| CASELLA WASTE SYSTEMS INC                                                 | CASELLA WASTE SYSTEMS INC COM USD0.01 CL'A'                                                                                                            | CUSIP: 147448104<br>LEI: 8EU0XUFVJ48U37IIDH51 | Long             | EC               | CORP              | US        |          30 | NS      | $2377.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                 | ROGERS COMMUNICATIONS INC CLASS'B'COM CAD1.62478                                                                                                       | CUSIP: 775109200<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | EC               | CORP              | CA        |        2448 | NS      | $89180.64     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLIANT ENERGY CORP                                                       | LNT V5.75 04/01/56                                                                                                                                     | CUSIP: 018802AF5<br>LEI: 5493009ML300G373MZ12 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29487.73     | 0.01%             | 2056-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| PARAMOUNT GLOBAL                                                          | PARA 6.875 04/30/36                                                                                                                                    | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |       53000 | PA      | $49303.35     | 0.02%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AMDOCS LTD                                                                | DOX 2.538 06/15/30                                                                                                                                     | CUSIP: 02342TAE9<br>LEI: 549300HQV672RJ7RQV66 | Long             | DBT              | CORP              | GG        |       30000 | PA      | $27209.52     | 0.01%             | 2030-06-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                      | EIX V7.875 06/15/54                                                                                                                                    | CUSIP: 281020AZ0<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |       22000 | PA      | $22693.88     | 0.01%             | 2054-06-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| NUTANIX INC                                                               | NTNX 0.5 12/15/29                                                                                                                                      | CUSIP: 67059NAK4<br>LEI: 549300X7J6E8TKVIXW09 | Long             | DBT              | CORP              | US        |     1123000 | PA      | $1039673.40   | 0.40%             | 2029-12-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| TOPBUILD CORP                                                             | TOPBUILD CORP COM USD0.01 'WI'                                                                                                                         | CUSIP: 89055F103<br>LEI: 5493007YSKHOL4RWII46 | Long             | EC               | CORP              | US        |        2960 | NS      | $1310392.00   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEESECAKE FACTORY INC (THE)                                              | CHEESECAKE FACTORY INC (THE) COM USD0.01                                                                                                               | CUSIP: 163072101<br>LEI: 529900872XMLK10SY247 | Short            | EC               | CORP              | US        |       -8164 | NS      | $-513270.68   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| COHU INC                                                                  | COHU INC COM USD1                                                                                                                                      | CUSIP: 192576106<br>LEI: 529900FJPORJ3JJ2XS33 | Short            | EC               | CORP              | US        |      -10224 | NS      | $-484106.40   | -0.19%            |  |  |  | No            |                  1 | On Loan: No      |
| HAEMONETICS CORP                                                          | HAEMONETICS CORP COM USD0.01                                                                                                                           | CUSIP: 405024100<br>LEI: 549300ZEL6TXZS6F5F95 | Short            | EC               | CORP              | US        |       -3367 | NS      | $-202323.03   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| OMNICELL INC                                                              | OMNICELL INC COM USD0.001                                                                                                                              | CUSIP: 68213N109<br>LEI: 5493008RH0GTKHHPZI77 | Short            | EC               | CORP              | US        |       -8896 | NS      | $-368472.32   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| PEBBLEBROOK HOTEL TRUST                                                   | PEB 1.75 12/15/26                                                                                                                                      | CUSIP: 70509VAA8<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | DBT              | CORP              | US        |      238000 | PA      | $233890.81    | 0.09%             | 2026-12-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| LINDE PLC                                                                 | LINDE PLC COM EUR0.001                                                                                                                                 | CUSIP: G54950103<br>LEI: 5299003QR1WT0EF88V51 | Long             | EC               | CORP              | IE        |          33 | NS      | $16537.62     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN PACIFIC KANSAS CITY LTD                                          | CANADIAN PACIFIC KANSAS CITY LTD COM                                                                                                                   | CUSIP: 13646K108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |          84 | NS      | $7304.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DIEBOLD NIXDORF INC                                                       | DBD 7.75 03/31/30 144A                                                                                                                                 | CUSIP: 253651AK9<br>LEI: 549300XZK6EWDBAZSY16 | Long             | DBT              | CORP              | US        |       58000 | PA      | $60926.99     | 0.02%             | 2030-03-31      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                 | JPM V5.294 07/22/35                                                                                                                                    | CUSIP: 46647PEK8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       57000 | PA      | $57630.75     | 0.02%             | 2035-07-22      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                            | AMAZON.COM INC COM USD0.01                                                                                                                             | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |         342 | NS      | $90650.52     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                     | CAS 2022-R02 2M2                                                                                                                                       | CUSIP: 20754BAB7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      971290 | PA      | $983380.91    | 0.38%             | 2042-01-25      | Floating      | 6.65%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                      | BAC V2.551 02/04/28 MTN                                                                                                                                | CUSIP: 06051GKJ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24651.59     | 0.01%             | 2028-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                      | LMT 4.75 02/15/34                                                                                                                                      | CUSIP: 539830CA5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |      130000 | PA      | $129797.87    | 0.05%             | 2034-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| SISECAM UK PLC                                                            | SISETI 8.25 05/02/29 144A                                                                                                                              | CUSIP: 829688AA8<br>LEI: 789000T82YRLMLUOC889 | Long             | DBT              | CORP              | GB        |       30000 | PA      | $30741.92     | 0.01%             | 2029-05-02      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| COMMONWEALTH EDISON COMPANY                                               | EXC 5.3 06/01/34                                                                                                                                       | CUSIP: 202795JZ4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51317.64     | 0.02%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                  | G2-30YR-Multi                                                                                                                                          | CUSIP: 21H060655<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      325000 | PA      | $331323.77    | 0.13%             | 2049-12-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                                       | ABBOTT LABORATORIES COM NPV                                                                                                                            | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |        1149 | NS      | $104317.71    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HONEYWELL AEROSPACE INC                                                   | HONA 3.9 03/16/28 144A                                                                                                                                 | CUSIP: 43849RAA3<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |      160000 | PA      | $158808.62    | 0.06%             | 2028-03-16      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| COREWEAVE INC                                                             | CRWV 9.75 10/01/31 144A                                                                                                                                | CUSIP: 21873SAG3<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30173.72     | 0.01%             | 2031-10-01      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| EATON CORP PLC                                                            | EATON CORP PLC COM USD0.01                                                                                                                             | CUSIP: G29183103<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |          30 | NS      | $12990.30     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MONOLITHIC POWER SYSTEMS INC                                              | MONOLITHIC POWER SYSTEMS INC COM STK USD0.001                                                                                                          | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |           5 | NS      | $8072.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SOTERA HEALTH HOLDINGS LLC                                                | STENOR 7.375 06/01/31 144A                                                                                                                             | CUSIP: 83600WAE9<br>LEI: 549300OVT7MBXFLOFU20 | Long             | DBT              | CORP              | US        |       19000 | PA      | $19749.39     | 0.01%             | 2031-06-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                       | NEE 5.3 03/15/32                                                                                                                                       | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25647.21     | 0.01%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY INC                                       | AMERICAN ELECTRIC POWER COMPANY INC COM USD6.50                                                                                                        | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |         503 | NS      | $68966.33     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| APTARGROUP INC                                                            | APTARGROUP INC COM USD0.01                                                                                                                             | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Long             | EC               | CORP              | US        |          21 | NS      | $2597.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                                                        | ET 5.2 04/01/30                                                                                                                                        | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30644.78     | 0.01%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                               | W 7.75 09/15/30 144A                                                                                                                                   | CUSIP: 94419NAB3<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |       51000 | PA      | $52916.79     | 0.02%             | 2030-09-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| CONSOLIDATED EDISON INC                                                   | CONSOLIDATED EDISON INC COM USD0.10                                                                                                                    | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Long             | EC               | CORP              | US        |        1030 | NS      | $114834.70    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CURTISS-WRIGHT CORP                                                       | CURTISS-WRIGHT CORP COM USD1                                                                                                                           | CUSIP: 231561101<br>LEI: TEL51ETZWP7D0ZM4X325 | Long             | EC               | CORP              | US        |           6 | NS      | $4321.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EDWARDS LIFESCIENCES CORP                                                 | EDWARDS LIFESCIENCES CORP COM USD1                                                                                                                     | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |          61 | NS      | $5093.50      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DANAHER CORP                                                              | DANAHER CORP COM USD0.01                                                                                                                               | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |          56 | NS      | $10021.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GAP INC (THE)                                                             | GAP 3.875 10/01/31 144A                                                                                                                                | CUSIP: 364760AQ1<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |       47000 | PA      | $43001.26     | 0.02%             | 2031-10-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2021-R01                              | CAS 2021-R01 1B1                                                                                                                                       | CUSIP: 20754RAF3<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |      855200 | PA      | $863533.58    | 0.33%             | 2041-10-25      | Floating      | 6.75%                 | Yes           |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                      | RY V3.995 11/03/28                                                                                                                                     | CUSIP: 78017DAN8<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       40000 | PA      | $39739.90     | 0.02%             | 2028-11-03      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| OMNICOM GROUP INC                                                         | OMC 2.4 03/01/31                                                                                                                                       | CUSIP: 681919BR6<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |        5000 | PA      | $4469.59      | 0.00%             | 2031-03-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| ORMAT TECHNOLOGIES INC                                                    | ORMAT TECHNOLOGIES INC COM STK USD0.001                                                                                                                | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Long             | EC               | CORP              | US        |          23 | NS      | $2642.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DOLBY LABORATORIES INC                                                    | DOLBY LABORATORIES INC COM STK USD0.001 CLASS 'A'                                                                                                      | CUSIP: 25659T107<br>LEI: 549300X04FB2QPCJ5J24 | Long             | EC               | CORP              | US        |          42 | NS      | $2693.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PETCO HEALTH AND WELLNESS COMPANY INC                                     | WOOF 8.25 02/01/31 144A                                                                                                                                | CUSIP: 71601VAA3<br>LEI: 2549007TYGV6RVSE9M61 | Long             | DBT              | CORP              | US        |       31000 | PA      | $31306.16     | 0.01%             | 2031-02-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                            | MS V4.213 02/08/30 .                                                                                                                                   | CUSIP: 61776NU43<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      250000 | PA      | $247257.35    | 0.10%             | 2030-02-08      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                             | TDG 6.75 01/31/34 144a                                                                                                                                 | CUSIP: 893647CA3<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10272.96     | 0.00%             | 2034-01-31      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                                                    | NOG 7.875 10/15/33 144A                                                                                                                                | CUSIP: 665531AL3<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |       31000 | PA      | $32128.23     | 0.01%             | 2033-10-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| RBC BEARINGS INC                                                          | RBC BEARINGS INC COM STK USD0.01                                                                                                                       | CUSIP: 75524B104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |           6 | NS      | $3594.54      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CH ROBINSON WORLDWIDE INC                                                 | CH ROBINSON WORLDWIDE INC COM USD0.10                                                                                                                  | CUSIP: 12541W209<br>LEI: 529900WNWN5L0OVDHA79 | Long             | EC               | CORP              | US        |          20 | NS      | $3636.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SALESFORCE INC                                                            | CRM 4.65 03/15/29                                                                                                                                      | CUSIP: 79466LAR5<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |       60000 | PA      | $60116.86     | 0.02%             | 2029-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                            | MS V5.23 01/15/31                                                                                                                                      | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       60000 | PA      | $60994.66     | 0.02%             | 2031-01-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                  | AT&T INC COM USD1                                                                                                                                      | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |        4500 | NS      | $117585.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| CHIPOTLE MEXICAN GRILL INC                                                | CHIPOTLE MEXICAN GRILL INC COM USD0.01                                                                                                                 | CUSIP: 169656105<br>LEI: 529900REP5VGTPCP1J71 | Long             | EC               | CORP              | US        |         147 | NS      | $4996.53      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GRAND CANYON EDUCATION INC                                                | GRAND CANYON EDUCATION INC COM USD0.01                                                                                                                 | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |          14 | NS      | $2366.98      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| O'REILLY AUTOMOTIVE INC                                                   | O'REILLY AUTOMOTIVE INC USD0.01                                                                                                                        | CUSIP: 67103H107<br>LEI: 549300K2RLMQL149Q332 | Long             | EC               | CORP              | US        |          75 | NS      | $7455.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INSMED INC                                                                | INSMED INC COM USD0.01                                                                                                                                 | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |          28 | NS      | $3817.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CUBESMART                                                                 | CUBESMART COM USD0.01                                                                                                                                  | CUSIP: 229663109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          10 | NS      | $404.80       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                                              | AVGO 4.95 01/15/36                                                                                                                                     | CUSIP: 11135FDB4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       45000 | PA      | $44556.32     | 0.02%             | 2036-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                        | ET 4.55 01/15/31                                                                                                                                       | CUSIP: 29273VBJ8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39647.25     | 0.02%             | 2031-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                               | ORCL 4.55 02/04/29                                                                                                                                     | CUSIP: 68389XDW2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      230000 | PA      | $227225.63    | 0.09%             | 2029-02-04      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HOWARD HUGHES CORP (THE)                                                  | HHH 6.125 03/01/34 144A                                                                                                                                | CUSIP: 44267DAH0<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |       15000 | PA      | $14698.05     | 0.01%             | 2034-03-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| GENESIS ENERGY LP                                                         | GEL 6.75 03/15/34                                                                                                                                      | CUSIP: 37185LAS1<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |        7000 | PA      | $7050.53      | 0.00%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                              | ENBCN 4.85 03/27/31                                                                                                                                    | CUSIP: 29250NCQ6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       70000 | PA      | $70287.77     | 0.03%             | 2031-03-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| RIO TINTO FINANCE (USA) LTD                                               | RIOLN 7.125 07/15/28                                                                                                                                   | CUSIP: 767201AD8<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |        8000 | PA      | $8477.32      | 0.00%             | 2028-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| LABORATORY CORP OF AMERICA HOLDINGS                                       | LH 3.6 09/01/27                                                                                                                                        | CUSIP: 50540RAU6<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29716.53     | 0.01%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                     | REPUBLIC SERVICES INC COM USD0.01                                                                                                                      | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |          28 | NS      | $5858.16      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DYCOM INDUSTRIES INC                                                      | DYCOM INDUSTRIES INC COM USD0.333                                                                                                                      | CUSIP: 267475101<br>LEI: 549300F56EKTHQI3WT60 | Long             | EC               | CORP              | US        |           8 | NS      | $3312.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC                                   | MACOM TECHNOLOGY SOLUTIONS HOLDINGS INC COM USD0.001                                                                                                   | CUSIP: 55405Y100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          15 | NS      | $4224.15      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PTC INC                                                                   | PTC INC COM USD0.01                                                                                                                                    | CUSIP: 69370C100<br>LEI: 54930050SSMU8SKDJ030 | Long             | EC               | CORP              | US        |          23 | NS      | $3134.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE US INC                                                           | T-MOBILE US INC COM USD0.00001                                                                                                                         | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |         425 | NS      | $83087.50     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JACOBS SOLUTIONS INC                                                      | JACOBS SOLUTIONS INC COM                                                                                                                               | CUSIP: 46982L108<br>LEI: 254900E3KHXCC2C8K272 | Long             | EC               | CORP              | US        |          24 | NS      | $3105.84      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AES CORP (THE)                                                            | AES V6.95 07/15/55                                                                                                                                     | CUSIP: 00130HCL7<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |       24000 | PA      | $23413.16     | 0.01%             | 2055-07-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP                                                         | GEL 8 05/15/33                                                                                                                                         | CUSIP: 37185LAR3<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |       19000 | PA      | $20002.08     | 0.01%             | 2033-05-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                            | MASTERCARD INC COM USD0.0001 CLASS A                                                                                                                   | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |          61 | NS      | $30678.12     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CIENA CORP                                                                | CIENA CORP COM STK USD0.01                                                                                                                             | CUSIP: 171779309<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | EC               | CORP              | US        |          14 | NS      | $7386.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EXLSERVICE HOLDINGS INC                                                   | EXLSERVICE HOLDINGS INC COM STK USD0.001                                                                                                               | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |          78 | NS      | $2486.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARMSTRONG WORLD INDUSTRIES INC                                            | ARMSTRONG WORLD INDUSTRIES INC COM STK USD0.01                                                                                                         | CUSIP: 04247X102<br>LEI: KXMRXXOJ88Q45Y45MG74 | Long             | EC               | CORP              | US        |          16 | NS      | $2726.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EXXON MOBIL CORP                                                          | EXXON MOBIL CORP COM NPV                                                                                                                               | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |         281 | NS      | $43366.73     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TESLA INC                                                                 | TESLA INC COM USD0.001                                                                                                                                 | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |         191 | NS      | $72891.33     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| XYLEM INC                                                                 | XYLEM INC COM USD0.01                                                                                                                                  | CUSIP: 98419M100<br>LEI: 549300DF5MV96DRYLQ48 | Long             | EC               | CORP              | US        |          33 | NS      | $3899.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TELADOC HEALTH INC                                                        | TDOC 1.25 06/01/27                                                                                                                                     | CUSIP: 87918AAF2<br>LEI: 549300I2PVFBC9MFAC61 | Long             | DBT              | CORP              | US        |      507000 | PA      | $486213.00    | 0.19%             | 2027-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                                                    | DARDEN RESTAURANTS INC COM NPV                                                                                                                         | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |         356 | NS      | $71399.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MAGNA INTERNATIONAL INC                                                   | MAGNA INTERNATIONAL INC COM NPV                                                                                                                        | CUSIP: 559222401<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | EC               | CORP              | CA        |         434 | NS      | $27632.78     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RENAISSANCERE HOLDINGS LTD                                                | RNR 5.75 06/05/33                                                                                                                                      | CUSIP: 75968NAE1<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |       81000 | PA      | $83403.50     | 0.03%             | 2033-06-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FORTREA HOLDINGS INC                                                      | FTRE 7.5 07/01/30 144A                                                                                                                                 | CUSIP: 34965KAA5<br>LEI: 5493000FIVFABOVCDU97 | Long             | DBT              | CORP              | US        |       29000 | PA      | $28233.32     | 0.01%             | 2030-07-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| NESCO HOLDINGS II INC                                                     | NSCO 5.5 04/15/29 144A                                                                                                                                 | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |       34000 | PA      | $33830.44     | 0.01%             | 2029-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2022-HQA1                                   | STACR 2022-HQA1 M2                                                                                                                                     | CUSIP: 35564KTJ8<br>LEI: 5493000IRODEKU3J3Q16 | Long             | ABS-O            | USGSE             | US        |     1288000 | PA      | $1333345.59   | 0.52%             | 2042-03-25      | Floating      | 8.90%                 | Yes           |                  2 | On Loan: No      |
| PECO ENERGY COMPANY                                                       | EXC 4.9 06/15/33                                                                                                                                       | CUSIP: 693304BF3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40320.69     | 0.02%             | 2033-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                               | PLD 4.875 06/15/28                                                                                                                                     | CUSIP: 74340XCG4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20235.08     | 0.01%             | 2028-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                      | RY 5.2 08/01/28 GMTN                                                                                                                                   | CUSIP: 78016HZS2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       40000 | PA      | $40742.82     | 0.02%             | 2028-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMERIGAS PARTNERS LP / AMERIGAS FINANCE CORP                              | APU 9.375 06/01/28 144A                                                                                                                                | CUSIP: 030981AM6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       48000 | PA      | $49245.65     | 0.02%             | 2028-06-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                 | JPM V5.35 06/01/34                                                                                                                                     | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      134000 | PA      | $136775.37    | 0.05%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                        | ALLY V6.992 06/13/29                                                                                                                                   | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |       30000 | PA      | $31200.15     | 0.01%             | 2029-06-13      | Fixed         | 6.99%                 | No            |                  2 | On Loan: No      |
| HYATT HOTELS CORP                                                         | H 5.75 01/30/27                                                                                                                                        | CUSIP: 448579AQ5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30263.62     | 0.01%             | 2027-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SEADRILL FINANCE LTD                                                      | SDRLNO 8.375 08/01/30 144A                                                                                                                             | CUSIP: 81172QAA2<br>LEI: 213800WMN3OHFUDHD642 | Long             | DBT              | CORP              | BM        |       29000 | PA      | $30401.32     | 0.01%             | 2030-08-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC COMPANY                                            | PCG 6.4 06/15/33                                                                                                                                       | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       29000 | PA      | $30854.03     | 0.01%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| PIEDMONT NATURAL GAS COMPANY INC                                          | DUK 5.4 06/15/33                                                                                                                                       | CUSIP: 720186AQ8<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |      100000 | PA      | $102294.65    | 0.04%             | 2033-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE FINANCIAL INC                                                  | CRBG V6.875 12/15/52                                                                                                                                   | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30450.18     | 0.01%             | 2052-12-15      | Fixed         | 6.87%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                                      | GM 5.8 06/23/28                                                                                                                                        | CUSIP: 37045XEH5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40968.19     | 0.02%             | 2028-06-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                    | SRE 5.5 08/01/33                                                                                                                                       | CUSIP: 816851BR9<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10302.76     | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                                                              | AZO 5.05 07/15/26                                                                                                                                      | CUSIP: 053332BE1<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |      120000 | PA      | $120192.21    | 0.05%             | 2026-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| IMPERIAL OIL LTD                                                          | IMPERIAL OIL LTD COM NPV                                                                                                                               | CUSIP: 453038408<br>LEI: 549300JZNB745JT5WY51 | Long             | EC               | CORP              | CA        |          70 | NS      | $9381.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LINCOLN ELECTRIC HOLDINGS INC                                             | LINCOLN ELECTRIC HOLDINGS INC COM NPV                                                                                                                  | CUSIP: 533900106<br>LEI: BIMGBY40SIN95O01BN93 | Long             | EC               | CORP              | US        |          12 | NS      | $3180.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| APELLIS PHARMACEUTICALS INC                                               | APELLIS PHARMACEUTICALS INC COM USD0.0001                                                                                                              | CUSIP: 03753U106<br>LEI: 254900HS0ZFRXXSB9D42 | Long             | EC               | CORP              | US        |       14400 | NS      | $589680.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| WIX.COM LTD                                                               | WIX 0 09/15/30                                                                                                                                         | CUSIP: 92940WAE9<br>LEI: 5493008P6N29Q1AG9464 | Long             | DBT              | CORP              | IL        |      981000 | PA      | $792648.00    | 0.31%             | 2030-09-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| INTEL CORP                                                                | INTC 5.3 05/15/36                                                                                                                                      | CUSIP: 458140CS7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       60000 | PA      | $59748.13     | 0.02%             | 2036-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CORE SCIENTIFIC FINANCE I LLC                                             | CORZ 7.75 05/15/31 144A                                                                                                                                | CUSIP: 21874LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       40000 | PA      | $39900.17     | 0.02%             | 2031-05-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC STORAGE                                                            | PUBLIC STORAGE COM USD0.10                                                                                                                             | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Short            | EC               | CORP              | US        |       -8782 | NS      | $-2656115.90  | -1.03%            |  |  |  | No            |                  1 | On Loan: No      |
| PROSPERITY BANCSHARES INC                                                 | PROSPERITY BANCSHARES INC COM USD1                                                                                                                     | CUSIP: 743606105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -13447 | NS      | $-936583.55   | -0.36%            |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                     | CAS 2022-R08 1B1                                                                                                                                       | CUSIP: 20755DAF3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      235000 | PA      | $247337.50    | 0.10%             | 2042-07-25      | Floating      | 9.25%                 | Yes           |                  2 | On Loan: No      |
| AMEREN CORP                                                               | AEE 5 01/15/29                                                                                                                                         | CUSIP: 023608AQ5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101449.23    | 0.04%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                | COF V6.312 06/08/29                                                                                                                                    | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      118000 | PA      | $122020.42    | 0.05%             | 2029-06-08      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                                    | PNC V5.582 06/12/29                                                                                                                                    | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |       60000 | PA      | $61447.90     | 0.02%             | 2029-06-12      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| STATION CASINOS LLC                                                       | RRR 4.625 12/01/31 144A                                                                                                                                | CUSIP: 857691AH2<br>LEI: 5493004E7Q60TX54WL62 | Long             | DBT              | CORP              | US        |       27000 | PA      | $25413.78     | 0.01%             | 2031-12-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| OPEN TEXT HOLDINGS INC                                                    | OTEXCN 4.125 12/01/31 144A                                                                                                                             | CUSIP: 683720AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       30000 | PA      | $25616.23     | 0.01%             | 2031-12-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| DCP MIDSTREAM OPERATING LP                                                | DCP 3.25 02/15/32                                                                                                                                      | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |        5000 | PA      | $4572.15      | 0.00%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SKEENA RESOURCES LTD                                                      | SKECN 8.5 04/01/31 144A                                                                                                                                | CUSIP: 83056PAA1<br>LEI: 549300DCWSQFVVZ21289 | Long             | DBT              | CORP              | CA        |       45000 | PA      | $47113.65     | 0.02%             | 2031-04-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| HLF FINANCING SARL LLC / HERBALIFE INTERNATIONAL INC                      | HLF 7.75 05/01/33 144A                                                                                                                                 | CUSIP: 40390DAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       45000 | PA      | $45962.82     | 0.02%             | 2033-05-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS LP                                               | TRGP 5 01/15/28                                                                                                                                        | CUSIP: 87612BBG6<br>LEI: 6OQWTZ1SPC04IFT4T704 | Long             | DBT              | CORP              | US        |       46000 | PA      | $45928.74     | 0.02%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                                                       | SUZANO 6 01/15/29                                                                                                                                      | CUSIP: 86964WAF9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |      100000 | PA      | $102101.10    | 0.04%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| SOUTHERN COMPANY (THE)                                                    | SO 5.2 06/15/33                                                                                                                                        | CUSIP: 842587DR5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50599.98     | 0.02%             | 2033-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WAYFAIR INC                                                               | W 3.5 11/15/28                                                                                                                                         | CUSIP: 94419LAR2<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |      306000 | PA      | $471056.40    | 0.18%             | 2028-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                  | AXP V5.442 01/30/36                                                                                                                                    | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |       90000 | PA      | $91976.76     | 0.04%             | 2036-01-30      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORP                                                        | BATSLN 5.625 08/15/35                                                                                                                                  | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      120000 | PA      | $123750.69    | 0.05%             | 2035-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING LP                                            | WES 4.05 02/01/30                                                                                                                                      | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19475.69     | 0.01%             | 2030-02-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                        | ET 3.75 05/15/30                                                                                                                                       | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       40000 | PA      | $38693.85     | 0.02%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                                                               | NETFLIX INC COM USD0.001                                                                                                                               | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |         294 | NS      | $27521.34     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ROSS STORES INC                                                           | ROSS STORES INC COM USD0.01                                                                                                                            | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |          30 | NS      | $6833.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T BANK CORP                                                             | MTB V5.385 01/16/36 MTN                                                                                                                                | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99641.26     | 0.04%             | 2036-01-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ZURN ELKAY WATER SOLUTIONS CORP                                           | ZURN ELKAY WATER SOLUTIONS CORP COM                                                                                                                    | CUSIP: 98983L108<br>LEI: 549300AM3633XDFU1Q85 | Long             | EC               | CORP              | US        |          59 | NS      | $3065.64      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COEUR MINING INC                                                          | CDE 6.875 04/01/32 144A                                                                                                                                | CUSIP: 192120AA1<br>LEI: 5493003AVK173D48DR70 | Long             | DBT              | CORP              | US        |        5000 | PA      | $5153.13      | 0.00%             | 2032-04-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| STATE STREET CORP                                                         | STT V4.558 04/23/32                                                                                                                                    | CUSIP: 857477DF7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |       70000 | PA      | $69662.79     | 0.03%             | 2032-04-23      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                     | WFC V2.572 02/11/31 MTN                                                                                                                                | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      180000 | PA      | $166986.99    | 0.06%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                                | AER 4.625 10/15/27                                                                                                                                     | CUSIP: 00774MAR6<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |      130000 | PA      | $130208.86    | 0.05%             | 2027-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                            | MS V5.587 01/18/36                                                                                                                                     | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       35000 | PA      | $35879.30     | 0.01%             | 2036-01-18      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| CALUMET SPECIALTY PRODUCTS PARTNERS LP/CALUMET FINANCE CORP               | CLMT 9.75 02/15/31 144A                                                                                                                                | CUSIP: 131477BA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       26000 | PA      | $27552.25     | 0.01%             | 2031-02-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| CVR ENERGY INC                                                            | CVI 7.5 02/15/31 144A                                                                                                                                  | CUSIP: 12662PAH1<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |       15000 | PA      | $15190.85     | 0.01%             | 2031-02-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| CVR ENERGY INC                                                            | CVI 7.875 02/15/34 144A                                                                                                                                | CUSIP: 12662PAJ7<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25076.03     | 0.01%             | 2034-02-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| SALESFORCE INC                                                            | CRM 4.5 03/15/28                                                                                                                                       | CUSIP: 79466LAQ7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50046.95     | 0.02%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AIRBNB INC                                                                | ABNB 4.4 03/16/29                                                                                                                                      | CUSIP: 009066AC5<br>LEI: 549300HMUDNO0RY56D37 | Long             | DBT              | CORP              | US        |      110000 | PA      | $109848.36    | 0.04%             | 2029-03-16      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA7                                   | STACR 2021-DNA7 B1                                                                                                                                     | CUSIP: 35564KND7<br>LEI: 5493000ISOMSKCX2AW62 | Long             | ABS-O            | USGSE             | US        |      860000 | PA      | $871291.80    | 0.34%             | 2041-11-25      | Floating      | 7.30%                 | Yes           |                  2 | On Loan: No      |
| COOPER COMPANIES INC (THE)                                                | COOPER COMPANIES INC (THE) COM                                                                                                                         | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |          43 | NS      | $2704.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INGREDION INC                                                             | INGREDION INC COM USD0.01                                                                                                                              | CUSIP: 457187102<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | EC               | CORP              | US        |         135 | NS      | $15084.90     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| META PLATFORMS INC                                                        | META PLATFORMS INC COM USD0.000006 CL 'A'                                                                                                              | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |         128 | NS      | $78324.48     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CIGNA GROUP (THE)                                                         | CIGNA GROUP (THE) COM USD0.01                                                                                                                          | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |          18 | NS      | $5230.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FISERV INC                                                                | FISV 5.45 03/15/34                                                                                                                                     | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29802.11     | 0.01%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                                 | TRPCN 4.25 05/15/28                                                                                                                                    | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |       30000 | PA      | $29880.58     | 0.01%             | 2028-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                               | ORCL 2.3 03/25/28                                                                                                                                      | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       40000 | PA      | $38183.49     | 0.01%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                                     | NOVNVX 4.1 03/16/29                                                                                                                                    | CUSIP: 66989HBF4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |       35000 | PA      | $34893.67     | 0.01%             | 2029-03-16      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PLS GROUP LTD                                                             | PLSAU 6.875 05/01/31 144A                                                                                                                              | CUSIP: 69393GAA2<br>LEI: 5299000VV1CZVF5K9C16 | Long             | DBT              | CORP              | AU        |       10000 | PA      | $10236.32     | 0.00%             | 2031-05-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                     | FN MA4774                                                                                                                                              | CUSIP: 31418EJU5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       32588 | PA      | $31042.48     | 0.01%             | 2037-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SPHERE ENTERTAINMENT COMPANY                                              | SPHR 3.5 12/01/28                                                                                                                                      | CUSIP: 55826TAB8<br>LEI: 254900ZW4JWKYRZZ9A91 | Long             | DBT              | CORP              | US        |      159000 | PA      | $644188.50    | 0.25%             | 2028-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                     | MINAU 6 05/01/32 144A                                                                                                                                  | CUSIP: 603051AG8<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |       10000 | PA      | $9922.47      | 0.00%             | 2032-05-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA2                                   | STACR 2021-DNA2 B2                                                                                                                                     | CUSIP: 35564KDY2<br>LEI: 5493000ISZLYXFDXNW47 | Long             | ABS-O            | USGSE             | US        |      150000 | PA      | $184969.50    | 0.07%             | 2033-08-25      | Floating      | 9.65%                 | Yes           |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                            | SPGI 4.25 05/01/29                                                                                                                                     | CUSIP: 78409VBG8<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29844.60     | 0.01%             | 2029-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ATMUS FILTRATION TECHNOLOGIES INC                                         | ATMUS FILTRATION TECHNOLOGIES INC COM                                                                                                                  | CUSIP: 04956D107<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          43 | NS      | $2726.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSKY TECHNOLOGY INC                                                   | BKSY 8.25 08/01/33                                                                                                                                     | CUSIP: 09263BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      148000 | PA      | $211240.40    | 0.08%             | 2033-08-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2022-DNA3                                   | STACR 2022-DNA3 M2                                                                                                                                     | CUSIP: 35564KVE6<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-O            | USGSE             | US        |      521000 | PA      | $537355.86    | 0.21%             | 2042-04-25      | Floating      | 8.00%                 | Yes           |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                        | ET 6.55 12/01/33                                                                                                                                       | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       65000 | PA      | $70463.31     | 0.03%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| OHIO POWER COMPANY                                                        | AEP 5.65 06/01/34                                                                                                                                      | CUSIP: 677415CW9<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |        5000 | PA      | $5135.47      | 0.00%             | 2034-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| LSB INDUSTRIES INC                                                        | LXU 6.25 10/15/28 144A                                                                                                                                 | CUSIP: 502160AN4<br>LEI: 5493001H215A0HG0MI71 | Long             | DBT              | CORP              | US        |       45000 | PA      | $45017.60     | 0.02%             | 2028-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                            | MS V2.511 10/20/32 MTN                                                                                                                                 | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      223000 | PA      | $197752.37    | 0.08%             | 2032-10-20      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| TRAVEL PLUS LEISURE COMPANY                                               | TNL 4.5 12/01/29 144A                                                                                                                                  | CUSIP: 894164AA0<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |       36000 | PA      | $34784.39     | 0.01%             | 2029-12-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                     | CAS 2022-R05 2B2                                                                                                                                       | CUSIP: 20754DAJ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      572638 | PA      | $603062.26    | 0.23%             | 2042-04-25      | Floating      | 10.65%                | Yes           |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                  | AXP V4.456 02/10/32                                                                                                                                    | CUSIP: 025816EP0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |       80000 | PA      | $79169.01     | 0.03%             | 2032-02-10      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| ZIONS BANCORP NA                                                          | ZION V4.483 02/09/29                                                                                                                                   | CUSIP: 98971DAE0<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |      250000 | PA      | $248631.99    | 0.10%             | 2029-02-09      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| COOPER-STANDARD AUTOMOTIVE INC                                            | CPS 9.25 03/01/31 144A                                                                                                                                 | CUSIP: 216762AK0<br>LEI: ITCH5B3Q4RTX2PH9UN62 | Long             | DBT              | CORP              | US        |       73000 | PA      | $70144.97     | 0.03%             | 2031-03-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| UBS AG STAMFORD BRANCH                                                    | UBS V4.302 03/16/29                                                                                                                                    | CUSIP: 90261AAG7<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | US        |      250000 | PA      | $249748.58    | 0.10%             | 2029-03-16      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| SUNRUN INC                                                                | RUN 4 03/01/30                                                                                                                                         | CUSIP: 86771WAD7<br>LEI: 54930007SJ77CI66U531 | Long             | DBT              | CORP              | US        |      317000 | PA      | $365342.50    | 0.14%             | 2030-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LEMAITRE VASCULAR INC                                                     | LMAT 2.5 02/01/30                                                                                                                                      | CUSIP: 525558AB8<br>LEI: 549300FZUBUB7MHY8R17 | Long             | DBT              | CORP              | US        |      434000 | PA      | $489063.75    | 0.19%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MASIMO CORP                                                               | MASIMO CORP COM STK USD0.001                                                                                                                           | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |       17128 | NS      | $3056149.04   | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| NEBIUS GROUP NV                                                           | NBIS 1 09/15/30                                                                                                                                        | CUSIP: 63954QAE6<br>LEI: 549300GGZHJ5Q1B18P93 | Long             | DBT              | CORP              | NL        |      302000 | PA      | $390425.60    | 0.15%             | 2030-09-15      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                    | CRK 6.75 03/01/29 144a                                                                                                                                 | CUSIP: 205768AU8<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |       29000 | PA      | $28902.39     | 0.01%             | 2029-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                | COF V5.463 07/26/30                                                                                                                                    | CUSIP: 14040HDG7<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      120000 | PA      | $122554.85    | 0.05%             | 2030-07-26      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| NEBIUS GROUP NV                                                           | NBIS 2.75 09/15/32                                                                                                                                     | CUSIP: 63954QAF3<br>LEI: 549300GGZHJ5Q1B18P93 | Long             | DBT              | CORP              | NL        |      322000 | PA      | $407813.00    | 0.16%             | 2032-09-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| T1 ENERGY INC                                                             | TE 5.25 12/01/30                                                                                                                                       | CUSIP: 35834FAB0<br>LEI: 529900H0645VFXNMJ693 | Long             | DBT              | CORP              | US        |       75000 | PA      | $79800.00     | 0.03%             | 2030-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| COMPASS INC                                                               | COMP 0.25 04/15/31                                                                                                                                     | CUSIP: 20464UAA8<br>LEI: 254900DMGQSTC3I2IM78 | Long             | DBT              | CORP              | US        |      407000 | PA      | $357346.00    | 0.14%             | 2031-04-15      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| GLP CAPITAL LP                                                            | GLPI 5.25 02/15/33                                                                                                                                     | CUSIP: 361841AV1<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98350.51     | 0.04%             | 2033-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORP                                                        | BATSLN 4.625 03/22/33                                                                                                                                  | CUSIP: 054989AF5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |      120000 | PA      | $117593.82    | 0.05%             | 2033-03-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| CSW INDUSTRIALS INC                                                       | CSW INDUSTRIALS INC COM USD0.01                                                                                                                        | CUSIP: 126402106<br>LEI: 549300SYOEO3RVQ7FB83 | Long             | EC               | CORP              | US        |           9 | NS      | $2620.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ASSURANT INC                                                              | AIZ 4.9 03/27/28                                                                                                                                       | CUSIP: 04621XAJ7<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |       65000 | PA      | $65283.39     | 0.03%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT                      | B 0 07/28/26                                                                                                                                           | CUSIP: 912797UR6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      600000 | PA      | $594769.31    | 0.23%             | 2026-07-28      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| EMERA INC                                                                 | EMERA INC COM                                                                                                                                          | CUSIP: 290876101<br>LEI: NQZVQT2P5IUF2PGA1Q48 | Long             | EC               | CORP              | CA        |          59 | NS      | $3151.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                | MIZUHO V5.778 07/06/29                                                                                                                                 | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      100000 | PA      | $102687.90    | 0.04%             | 2029-07-06      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| FIVE9 INC                                                                 | FIVN 1 03/15/29                                                                                                                                        | CUSIP: 338307AF8<br>LEI: 254900MXP6EWY0SFFR59 | Long             | DBT              | CORP              | US        |      409000 | PA      | $353048.80    | 0.14%             | 2029-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                     | FNMA-15YR                                                                                                                                              | CUSIP: 01F040453<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      150000 | PA      | $146131.80    | 0.06%             | 2049-12-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                     | FNMA-30YR                                                                                                                                              | CUSIP: 01F042657<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      375000 | PA      | $360677.13    | 0.14%             | 2049-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CELCUITY INC                                                              | CELC 2.75 08/01/31                                                                                                                                     | CUSIP: 15102KAA8<br>LEI: 25490070W7UU7W2SEY87 | Long             | DBT              | CORP              | US        |       72000 | PA      | $184680.00    | 0.07%             | 2031-08-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST                                             | STACR 2022-DNA7 M2                                                                                                                                     | CUSIP: 35564KL72<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |      500000 | PA      | $540000.00    | 0.21%             | 2052-03-25      | Floating      | 10.65%                | Yes           |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                                             | NEE 4.8 05/15/33                                                                                                                                       | CUSIP: 341081GQ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |       15000 | PA      | $15029.31     | 0.01%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| SUPER MICRO COMPUTER INC                                                  | SMCI 3.5 03/01/29                                                                                                                                      | CUSIP: 86800UAB0<br>LEI: 54930022CZO1N2UGVW07 | Long             | DBT              | CORP              | US        |      628000 | PA      | $545831.85    | 0.21%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VF CORP                                                                   | VFC 2.95 04/23/30                                                                                                                                      | CUSIP: 918204BC1<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |       61000 | PA      | $55345.98     | 0.02%             | 2030-04-23      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| SASOL FINANCING USA LLC                                                   | SASOL 5.5 03/18/31                                                                                                                                     | CUSIP: 80386WAD7<br>LEI: 549300XRB1PFMESFEL85 | Long             | DBT              | CORP              | US        |       33000 | PA      | $31108.02     | 0.01%             | 2031-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                                                             | DISH 7.375 07/01/28                                                                                                                                    | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       10000 | PA      | $9765.89      | 0.00%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                 | JPM V1.764 11/19/31                                                                                                                                    | CUSIP: 46647PBU9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      100000 | PA      | $88068.52     | 0.03%             | 2031-11-19      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| DEUTSCHE BANK AG NEW YORK BRANCH                                          | DB V6.72 01/18/29                                                                                                                                      | CUSIP: 251526CS6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $103354.78    | 0.04%             | 2029-01-18      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                         | CSCO 4.95 02/24/32                                                                                                                                     | CUSIP: 17275RBY7<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |       60000 | PA      | $61231.31     | 0.02%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| FIRST CITIZENS BANCSHARES INC                                             | FCNCA V5.231 03/12/31                                                                                                                                  | CUSIP: 31959XAC7<br>LEI: 549300N3Z00ZHE2XC526 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9949.92      | 0.00%             | 2031-03-12      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                   | SPG 4.375 10/01/30                                                                                                                                     | CUSIP: 828807DZ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99344.74     | 0.04%             | 2030-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PFIZER INVESTMENT ENTERPRISES PTE LTD                                     | PFE 4.65 05/19/30                                                                                                                                      | CUSIP: 716973AD4<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |       40000 | PA      | $40294.71     | 0.02%             | 2030-05-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| FIRST QUANTUM MINERALS LTD                                                | FMCN 8.625 06/01/31 144A                                                                                                                               | CUSIP: 335934AU9<br>LEI: 549300I7UVBGWRYMYZ18 | Long             | DBT              | CORP              | CA        |       29000 | PA      | $30238.39     | 0.01%             | 2031-06-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| OSI SYSTEMS INC                                                           | OSIS 2.25 08/01/29                                                                                                                                     | CUSIP: 671044AF2<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | DBT              | CORP              | US        |      524000 | PA      | $854644.00    | 0.33%             | 2029-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| WISDOMTREE INC                                                            | WT 4.625 08/15/30                                                                                                                                      | CUSIP: 97717PAJ3<br>LEI: 549300WIU8IS7UFO7871 | Long             | DBT              | CORP              | US        |      869000 | PA      | $1018468.00   | 0.39%             | 2030-08-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| INFINITY NATURAL RESOURCES LLC                                            | INFNAR 7.625 04/01/31 144A                                                                                                                             | CUSIP: 45690BAA3<br>LEI: 54930021094IFVB5ND43 | Long             | DBT              | CORP              | US        |        6000 | PA      | $6101.44      | 0.00%             | 2031-04-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| NEXSTAR MEDIA GROUP INC                                                   | NXST 7.25 04/15/34 144A                                                                                                                                | CUSIP: 65346UAA7<br>LEI: 52990083ZRR5UT591988 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50319.30     | 0.02%             | 2034-04-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| SOMNIGROUP INTERNATIONAL INC                                              | SGI 3.875 10/15/31 144A                                                                                                                                | CUSIP: 88023UAJ0<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |       52000 | PA      | $48094.66     | 0.02%             | 2031-10-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ANALOG DEVICES INC                                                        | ADI 2.1 10/01/31                                                                                                                                       | CUSIP: 032654AV7<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |       30000 | PA      | $26514.91     | 0.01%             | 2031-10-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| PROG HOLDINGS INC                                                         | PRG 6 11/15/29 144A                                                                                                                                    | CUSIP: 74319RAA9<br>LEI: 549300DHYTLBOVRXIG52 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29312.10     | 0.01%             | 2029-11-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                      | RY V4.965 01/24/29 GMTN                                                                                                                                | CUSIP: 78017DAA6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       80000 | PA      | $80689.81     | 0.03%             | 2029-01-24      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT CORP                                              | FUN 8.625 01/15/32 144A                                                                                                                                | CUSIP: 83003AAA8<br>LEI: 529900AS2CYWYFHRS781 | Long             | DBT              | CORP              | US        |       64000 | PA      | $65065.66     | 0.03%             | 2032-01-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP                              | CHTR 7.375 02/01/36 144A                                                                                                                               | CUSIP: 1248EPCV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       27000 | PA      | $26469.70     | 0.01%             | 2036-02-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                            | MS V1.794 02/13/32 MTN                                                                                                                                 | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      414000 | PA      | $360349.64    | 0.14%             | 2032-02-13      | Fixed         | 1.79%                 | No            |                  2 | On Loan: No      |
| MPT OPERATING PARTNERSHIP LP                                              | MPW 3.5 03/15/31                                                                                                                                       | CUSIP: 55342UAM6<br>LEI: WUQXXXF7PXTUPGROE843 | Long             | DBT              | CORP              | US        |       36000 | PA      | $25804.00     | 0.01%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                             | GS V5.387 02/02/41                                                                                                                                     | CUSIP: 38145GAU4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      175000 | PA      | $170337.70    | 0.07%             | 2041-02-02      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                      | BAC V4.456 02/06/32                                                                                                                                    | CUSIP: 060505GQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      300000 | PA      | $295840.59    | 0.11%             | 2032-02-06      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                     | FNMA-30YR                                                                                                                                              | CUSIP: 01F052656<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      800000 | PA      | $803979.48    | 0.31%             | 2049-12-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COINBASE GLOBAL INC                                                       | COIN 3.375 10/01/28 144A                                                                                                                               | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |      105000 | PA      | $100676.39    | 0.04%             | 2028-10-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| GRIFOLS SA                                                                | GRFSM 4.75 10/15/28 144a                                                                                                                               | CUSIP: 39843UAA0<br>LEI: 959800HSSNXWRKBK4N60 | Long             | DBT              | CORP              | ES        |       51000 | PA      | $50285.20     | 0.02%             | 2028-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| SUN COMMUNITIES OPERATING LP                                              | SUI 2.3 11/01/28                                                                                                                                       | CUSIP: 866677AF4<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |       40000 | PA      | $37906.00     | 0.01%             | 2028-11-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                      | BAC V2.572 10/20/32                                                                                                                                    | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       30000 | PA      | $26726.55     | 0.01%             | 2032-10-20      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| PERIMETER HOLDINGS LLC                                                    | PRM 5 10/30/29 144A                                                                                                                                    | CUSIP: 29977LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       82000 | PA      | $80802.77     | 0.03%             | 2029-10-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| DISH DBS CORP                                                             | DISH 5.25 12/01/26 144A                                                                                                                                | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       27000 | PA      | $26743.09     | 0.01%             | 2026-12-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| NEXSTAR MEDIA GROUP INC                                                   | NXST 6.5 09/15/33 144A                                                                                                                                 | CUSIP: 65346UAB5<br>LEI: 52990083ZRR5UT591988 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40307.84     | 0.02%             | 2033-09-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| MINERAL RESOURCES LTD                                                     | MINAU 6.25 05/01/34 144A                                                                                                                               | CUSIP: 603051AH6<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |       10000 | PA      | $9874.27      | 0.00%             | 2034-05-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| WISCONSIN POWER AND LIGHT COMPANY                                         | LNT 1.95 09/16/31                                                                                                                                      | CUSIP: 976826BP1<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |        5000 | PA      | $4360.06      | 0.00%             | 2031-09-16      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| CNX MIDSTREAM PARTNERS LP                                                 | CNXMPF 4.75 04/15/30 144A                                                                                                                              | CUSIP: 12654AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        5000 | PA      | $4838.55      | 0.00%             | 2030-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                 | JPM V1.47 09/22/27                                                                                                                                     | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       95000 | PA      | $93956.33     | 0.04%             | 2027-09-22      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                                                         | KMI 1.75 11/15/26                                                                                                                                      | CUSIP: 49456BAU5<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |       60000 | PA      | $59236.52     | 0.02%             | 2026-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                                      | GM 4.2 10/27/28                                                                                                                                        | CUSIP: 37045XFL5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       55000 | PA      | $54551.10     | 0.02%             | 2028-10-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GENMAB A/S                                                                | GMABDC 6.25 12/15/32 144A                                                                                                                              | CUSIP: 37230JAA0<br>LEI: 529900MTJPDPE4MHJ122 | Long             | DBT              | CORP              | DK        |       29000 | PA      | $29761.25     | 0.01%             | 2032-12-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                  | G2-30YR-Multi                                                                                                                                          | CUSIP: 21H050656<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      225000 | PA      | $223029.25    | 0.09%             | 2049-12-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NUTRIEN LTD                                                               | NUTRIEN LTD COM NPV                                                                                                                                    | CUSIP: 67077M108<br>LEI: 5493002QQ7GD21OWF963 | Long             | EC               | CORP              | CA        |         362 | NS      | $27512.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RAKUTEN GROUP INC                                                         | RAKUTN V6.25 PERP 144a                                                                                                                                 | CUSIP: 75102WAB4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |       16000 | PA      | $15097.98     | 0.01%             | 2049-12-31      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                     | CAS 2022-R05 2M2                                                                                                                                       | CUSIP: 20754DAB3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      540000 | PA      | $548267.40    | 0.21%             | 2042-04-25      | Floating      | 6.65%                 | Yes           |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                  | CE 7.375 02/15/34                                                                                                                                      | CUSIP: 15089QBD5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |       41000 | PA      | $42926.34     | 0.02%             | 2034-02-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                      | OMF 6.75 09/15/33                                                                                                                                      | CUSIP: 682691AN0<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24589.95     | 0.01%             | 2033-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                              | BACR V4.972 05/16/29                                                                                                                                   | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      130000 | PA      | $130808.17    | 0.05%             | 2029-05-16      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC COMPANY                                            | PCG 3.3 12/01/27                                                                                                                                       | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       60000 | PA      | $58867.46     | 0.02%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                  | G2-30YR-Multi                                                                                                                                          | CUSIP: 21H052652<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      375000 | PA      | $377635.21    | 0.15%             | 2049-12-31      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROBLOX CORP                                                               | RBLX 3.875 05/01/30 144A                                                                                                                               | CUSIP: 771049AA1<br>LEI: 529900ANZDBDFU91SO19 | Long             | DBT              | CORP              | US        |        9000 | PA      | $8524.71      | 0.00%             | 2030-05-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                     | WFC V5.244 01/24/31                                                                                                                                    | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      104000 | PA      | $106018.23    | 0.04%             | 2031-01-24      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| CGI INC                                                                   | GIBACN 4.95 03/14/30                                                                                                                                   | CUSIP: 12532HAM6<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $100230.85    | 0.04%             | 2030-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP                         | NRUC 4.05 02/09/29 D                                                                                                                                   | CUSIP: 63743HGE6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |       75000 | PA      | $74455.56     | 0.03%             | 2029-02-09      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| FIRSTCASH INC                                                             | FCFS 6.875 03/01/32 144A                                                                                                                               | CUSIP: 33767DAD7<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |       19000 | PA      | $19472.73     | 0.01%             | 2032-03-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| USA COMPRESSION PARTNERS LP                                               | USAC 7.125 03/15/29 144A                                                                                                                               | CUSIP: 91740PAG3<br>LEI: 5493000B1PEOKXRZEO65 | Long             | DBT              | CORP              | US        |       21000 | PA      | $21702.11     | 0.01%             | 2029-03-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                    | MSI 5.4 04/15/34                                                                                                                                       | CUSIP: 620076BZ1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |       70000 | PA      | $70934.62     | 0.03%             | 2034-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| RAKUTEN GROUP INC                                                         | RAKUTN 9.75 04/15/29 144A                                                                                                                              | CUSIP: 75102WAK4<br>LEI: 529900IMXUCQKUL1H943 | Long             | DBT              | CORP              | JP        |       93000 | PA      | $102022.06    | 0.04%             | 2029-04-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| AEP TEXAS INC                                                             | AEP 3.95 06/01/28                                                                                                                                      | CUSIP: 00108WAH3<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49519.62     | 0.02%             | 2028-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                     | FN BN3960                                                                                                                                              | CUSIP: 3140JLMJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        6352 | PA      | $6204.04      | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC & GAS COMPANY                                     | PEG 4.85 08/01/34                                                                                                                                      | CUSIP: 74456QCS3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9941.95      | 0.00%             | 2034-08-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                     | FNMA-15YR                                                                                                                                              | CUSIP: 01F030454<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      100000 | PA      | $95222.33     | 0.04%             | 2049-12-31      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SEMPRA                                                                    | SRE V6.875 10/01/54                                                                                                                                    | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30531.18     | 0.01%             | 2054-10-01      | Fixed         | 6.87%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                        | SANTAN V5.538 03/14/30                                                                                                                                 | CUSIP: 05964HBB0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     1200000 | PA      | $1227374.38   | 0.48%             | 2030-03-14      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| PHINIA INC                                                                | PHIN 6.75 04/15/29 144A                                                                                                                                | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |       22000 | PA      | $22517.90     | 0.01%             | 2029-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INC                                       | PEG 5.2 04/01/29                                                                                                                                       | CUSIP: 744573AY2<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |       60000 | PA      | $61051.05     | 0.02%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP                                                            | GLPI 4 01/15/30                                                                                                                                        | CUSIP: 361841AP4<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |       40000 | PA      | $38442.11     | 0.01%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORIES INTERNATIONAL INC                              | CRL 4.25 05/01/28 144A                                                                                                                                 | CUSIP: 159864AE7<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |       32000 | PA      | $31423.52     | 0.01%             | 2028-05-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| INTEL CORP                                                                | INTC 2.45 11/15/29                                                                                                                                     | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       40000 | PA      | $37267.91     | 0.01%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2020-SBT1                             | CAS 2020-SBT1 1M2                                                                                                                                      | CUSIP: 20753VBE7<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |      675000 | PA      | $689043.85    | 0.27%             | 2040-02-25      | Floating      | 7.41%                 | Yes           |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE INC                                             | ICE 1.85 09/15/32                                                                                                                                      | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |      125000 | PA      | $105716.91    | 0.04%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                  | G2 BY0805                                                                                                                                              | CUSIP: 3617QG3N2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       23972 | PA      | $20556.25     | 0.01%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE COMPANY OF COLORADO                                        | XEL 5.35 05/15/34                                                                                                                                      | CUSIP: 744448CZ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30506.68     | 0.01%             | 2034-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| MITSUBISHI UFJ FINANCIAL GROUP INC                                        | MUFG V5.258 04/17/30                                                                                                                                   | CUSIP: 606822DE1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      160000 | PA      | $162791.60    | 0.06%             | 2030-04-17      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| QUANTA SERVICES INC                                                       | PWR 2.9 10/01/30                                                                                                                                       | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |      110000 | PA      | $102448.15    | 0.04%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                             | LYV 3.75 01/15/28 144A                                                                                                                                 | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |       19000 | PA      | $18632.82     | 0.01%             | 2028-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                         | ARCC 2.15 07/15/26                                                                                                                                     | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |       48000 | PA      | $47758.31     | 0.02%             | 2026-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                          | TMUS 2.625 02/15/29                                                                                                                                    | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       40000 | PA      | $38077.65     | 0.01%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| VERSANT MEDIA GROUP INC                                                   | VSNT 7.25 01/30/31 144A                                                                                                                                | CUSIP: 925283AA1<br>LEI: 254900D2Q5F5F229PU30 | Long             | DBT              | CORP              | US        |       48000 | PA      | $49836.70     | 0.02%             | 2031-01-30      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                                                  | LLOYDS V4.425 11/04/31                                                                                                                                 | CUSIP: 53944YBD4<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      250000 | PA      | $246129.09    | 0.10%             | 2031-11-04      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                        | CNX 5.875 03/01/34 144A                                                                                                                                | CUSIP: 12653CAM0<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |        7000 | PA      | $6943.90      | 0.00%             | 2034-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| BANK OF MONTREAL                                                          | BMO V4.338 03/19/30 J                                                                                                                                  | CUSIP: 06368MK78<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |       20000 | PA      | $19893.19     | 0.01%             | 2030-03-19      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                        | SANTAN V5.365 07/15/28 *                                                                                                                               | CUSIP: 05964HBF1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |      200000 | PA      | $201981.06    | 0.08%             | 2028-07-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                        | CNX 7.25 03/01/32 144A                                                                                                                                 | CUSIP: 12653CAL2<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |       27000 | PA      | $28129.62     | 0.01%             | 2032-03-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| PENTAIR PLC                                                               | PENTAIR PLC COM USD0.01                                                                                                                                | CUSIP: G7S00T104<br>LEI: 549300EVR9D56WPSRP15 | Long             | EC               | CORP              | IE        |          36 | NS      | $2905.56      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMAR ADVERTISING COMPANY                                                 | LAMAR ADVERTISING COMPANY COM USD0.001 CL A                                                                                                            | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |         148 | NS      | $20400.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PROTAGONIST THERAPEUTICS INC                                              | PROTAGONIST THERAPEUTICS INC COM USD0.00001                                                                                                            | CUSIP: 74366E102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          26 | NS      | $2573.22      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BIO-TECHNE CORP                                                           | BIO-TECHNE CORP COM USD0.01                                                                                                                            | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Long             | EC               | CORP              | US        |          49 | NS      | $2710.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PEPSICO SINGAPORE FINANCING I PTE LTD                                     | PEP 4.55 02/16/29                                                                                                                                      | CUSIP: 713466AB6<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | SG        |       60000 | PA      | $60552.55     | 0.02%             | 2029-02-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| AMERICAN WATER CAPITAL CORP                                               | AWK 5.15 03/01/34                                                                                                                                      | CUSIP: 03040WBD6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |        5000 | PA      | $5079.40      | 0.00%             | 2034-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                                                | ABBV 5.05 03/15/34                                                                                                                                     | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |      105000 | PA      | $106452.97    | 0.04%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                       | SYF V5.935 08/02/30                                                                                                                                    | CUSIP: 87165BAV5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30600.57     | 0.01%             | 2030-08-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEMS INC                                             | ADVANCED DRAINAGE SYSTEMS INC COM USD0.01                                                                                                              | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | EC               | CORP              | US        |          21 | NS      | $3134.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENCOMPASS HEALTH CORP                                                     | ENCOMPASS HEALTH CORP COM USD0.01                                                                                                                      | CUSIP: 29261A100<br>LEI: 549300FVRPM9DRQZRG64 | Long             | EC               | CORP              | US        |          28 | NS      | $2800.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BREAD FINANCIAL HOLDINGS INC                                              | BFH 6.75 05/15/31 144A                                                                                                                                 | CUSIP: 018581AR9<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25541.10     | 0.01%             | 2031-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| META PLATFORMS INC                                                        | META 4.6 11/15/32                                                                                                                                      | CUSIP: 30303MAC6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |       35000 | PA      | $34579.17     | 0.01%             | 2032-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| KEURIG DR PEPPER INC                                                      | KEURIG DR PEPPER INC COM USD0.01                                                                                                                       | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |        1114 | NS      | $32751.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SIRIUS XM HOLDINGS INC                                                    | SIRIUS XM HOLDINGS INC COMMON STOCK                                                                                                                    | CUSIP: 829933100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          93 | NS      | $2505.42      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAMDEN PROPERTY TRUST                                                     | CAMDEN PROPERTY TRUST SBI USD0.01                                                                                                                      | CUSIP: 133131102<br>LEI: 5493002MYX22OHYJBD89 | Long             | EC               | CORP              | US        |         222 | NS      | $23314.44     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| LENNOX INTERNATIONAL INC                                                  | LENNOX INTERNATIONAL INC COM USD0.01                                                                                                                   | CUSIP: 526107107<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | EC               | CORP              | US        |           7 | NS      | $3744.23      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ESCO TECHNOLOGIES INC                                                     | ESCO TECHNOLOGIES INC COM USD0.01                                                                                                                      | CUSIP: 296315104<br>LEI: 5493007JJLP5MEWVDH10 | Long             | EC               | CORP              | US        |           9 | NS      | $2915.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COLGATE-PALMOLIVE COMPANY                                                 | COLGATE-PALMOLIVE COMPANY COM USD1.00                                                                                                                  | CUSIP: 194162103<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | EC               | CORP              | US        |        1121 | NS      | $95688.56     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                | MARRIOTT INTERNATIONAL INC COM USD0.01 CLASS A                                                                                                         | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |          23 | NS      | $8318.87      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CANADIAN NATIONAL RAILWAY COMPANY                                         | CANADIAN NATIONAL RAILWAY COMPANY COM NPV                                                                                                              | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |        1151 | NS      | $129061.63    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ONCOR ELECTRIC DELIVERY COMPANY LLC                                       | ONCRTX 4.5 03/15/31 144A                                                                                                                               | CUSIP: 68233JDL5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39737.08     | 0.02%             | 2031-03-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                       | NEE 5.25 03/15/34                                                                                                                                      | CUSIP: 65339KCU2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50690.40     | 0.02%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                                             | C V5.174 02/13/30                                                                                                                                      | CUSIP: 172967PF2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      110000 | PA      | $111676.50    | 0.04%             | 2030-02-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                              | ETR V5.875 06/15/56 ..                                                                                                                                 | CUSIP: 29364GAR4<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30012.12     | 0.01%             | 2056-06-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                                                        | STLD 4 12/15/28                                                                                                                                        | CUSIP: 858119BU3<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |       60000 | PA      | $59381.72     | 0.02%             | 2028-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL HOLDINGS INC                                       | NEE V6.7 09/01/54                                                                                                                                      | CUSIP: 65339KCW8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30790.08     | 0.01%             | 2054-09-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                | MAR 5.3 05/15/34                                                                                                                                       | CUSIP: 571903BQ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |       35000 | PA      | $35348.41     | 0.01%             | 2034-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                   | HCA 5.6 04/01/34                                                                                                                                       | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |      179000 | PA      | $183481.15    | 0.07%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CISCO SYSTEMS INC                                                         | CSCO 4.85 02/26/29                                                                                                                                     | CUSIP: 17275RBR2<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40660.21     | 0.02%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CRESCENT ENERGY FINANCE LLC                                               | CRGYFN 7.875 04/15/32 144A                                                                                                                             | CUSIP: 516806AK2<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |       49000 | PA      | $50798.55     | 0.02%             | 2032-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                     | TXN 4.85 02/08/34                                                                                                                                      | CUSIP: 882508CH5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |       60000 | PA      | $60735.49     | 0.02%             | 2034-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| MANHATTAN ASSOCIATES INC                                                  | MANHATTAN ASSOCIATES INC COM USD0.01                                                                                                                   | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Long             | EC               | CORP              | US        |          20 | NS      | $2757.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CUMMINS INC                                                               | CUMMINS INC COM USD2.50                                                                                                                                | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |          13 | NS      | $8723.13      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| APLD COMPUTECO LLC                                                        | APLD 9.25 12/15/30 144A                                                                                                                                | CUSIP: 00202DAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       38000 | PA      | $40845.62     | 0.02%             | 2030-12-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING LP                                            | WES 4.8 03/01/31                                                                                                                                       | CUSIP: 958667AH0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      120000 | PA      | $119201.94    | 0.05%             | 2031-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| RAIN CARBON INC                                                           | RCOLIN 12.25 09/01/29 144A                                                                                                                             | CUSIP: 75079LAB7<br>LEI: 25490038N6JQH7QXUK52 | Long             | DBT              | CORP              | US        |       36000 | PA      | $37876.57     | 0.01%             | 2029-09-01      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                       | FITB V6.339 07/27/29                                                                                                                                   | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |       30000 | PA      | $31065.64     | 0.01%             | 2029-07-27      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC & GAS COMPANY                                     | PEG 5.2 08/01/33                                                                                                                                       | CUSIP: 74456QCN4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20489.02     | 0.01%             | 2033-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| B.A.T. INTERNATIONAL FINANCE PLC                                          | BATSLN 5.931 02/02/29                                                                                                                                  | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |       60000 | PA      | $62195.86     | 0.02%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-HQA4                                   | STACR 2021-HQA4 B1                                                                                                                                     | CUSIP: 35564KPN3<br>LEI: 5493000ISE4NWBTOSK36 | Long             | ABS-O            | USGSE             | US        |      750000 | PA      | $761151.75    | 0.30%             | 2041-12-25      | Floating      | 7.40%                 | Yes           |                  2 | On Loan: No      |
| SAN DIEGO GAS & ELECTRIC COMPANY                                          | SRE 4.95 08/15/28                                                                                                                                      | CUSIP: 797440CE2<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |       45000 | PA      | $45604.41     | 0.02%             | 2028-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORP                                                        | BATSLN 6.343 08/02/30                                                                                                                                  | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |       96000 | PA      | $102344.03    | 0.04%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS (NORTH AMERICA) INC                                        | URI 5.375 11/15/33 144A                                                                                                                                | CUSIP: 911365BS2<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |        8000 | PA      | $7910.26      | 0.00%             | 2033-11-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| RTX CORP                                                                  | RTX 4.125 11/16/28                                                                                                                                     | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29881.99     | 0.01%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| TRI POINTE HOMES INC                                                      | TRI POINTE HOMES INC COM USD0.01                                                                                                                       | CUSIP: 87265H109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       58462 | NS      | $2741283.18   | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| D.R. HORTON INC                                                           | D.R. HORTON INC COM USD0.01                                                                                                                            | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |          34 | NS      | $5231.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TARGET CORP                                                               | TARGET CORP COM STK USD0.0833                                                                                                                          | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |         517 | NS      | $67080.75     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CARDINAL HEALTH INC                                                       | CAH 5.125 02/15/29                                                                                                                                     | CUSIP: 14149YBN7<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |       60000 | PA      | $60964.70     | 0.02%             | 2029-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                              | ENBCN 5.625 04/05/34                                                                                                                                   | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       35000 | PA      | $36119.16     | 0.01%             | 2034-04-05      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                    | MSI 4.6 05/23/29                                                                                                                                       | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |      180000 | PA      | $180282.52    | 0.07%             | 2029-05-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                      | EIX 5.75 06/15/27                                                                                                                                      | CUSIP: 281020AN7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20140.61     | 0.01%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AVANOS MEDICAL INC                                                        | AVANOS MEDICAL INC COM USD0.01                                                                                                                         | CUSIP: 05350V106<br>LEI: 549300YCXWOM7NEWMQ58 | Long             | EC               | CORP              | US        |       36994 | NS      | $910792.28    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ENHABIT INC                                                               | ENHABIT INC COM                                                                                                                                        | CUSIP: 29332G102<br>LEI: 549300RFQ78SLDFSHF49 | Long             | EC               | CORP              | US        |       99828 | NS      | $1371636.72   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDICAL PROPERTIES TRUST INC                                              | MPW 4.625 08/01/29                                                                                                                                     | CUSIP: 55342UAJ3<br>LEI: 254900U6E39J1MQCCY14 | Long             | DBT              | CORP              | US        |      115000 | PA      | $95160.63     | 0.04%             | 2029-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NOVELIS CORP                                                              | HNDLIN 4.75 01/30/30 144A                                                                                                                              | CUSIP: 670001AE6<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |       76000 | PA      | $72806.70     | 0.03%             | 2030-01-30      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES GROUP INC (THE)                                    | PNC 2.55 01/22/30                                                                                                                                      | CUSIP: 693475AZ8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |      180000 | PA      | $167975.21    | 0.07%             | 2030-01-22      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                        | VICI 4.125 08/15/30 144A                                                                                                                               | CUSIP: 92564RAE5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48021.56     | 0.02%             | 2030-08-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| WALT DISNEY COMPANY (THE)                                                 | WALT DISNEY COMPANY (THE) COM DISNEY USD0.01                                                                                                           | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |         134 | NS      | $13902.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DONALDSON COMPANY INC                                                     | DONALDSON COMPANY INC COM USD5                                                                                                                         | CUSIP: 257651109<br>LEI: OZE6KXY9QQPR8EJ8WL20 | Long             | EC               | CORP              | US        |          32 | NS      | $2821.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GCI LLC                                                                   | GCILLC 4.75 10/15/28 144A                                                                                                                              | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |       65000 | PA      | $63596.17     | 0.02%             | 2028-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| ENDEAVOUR MINING PLC                                                      | EDVLN 7 05/28/30 144A                                                                                                                                  | CUSIP: 29261HAB1<br>LEI: 529900NI5MXQ91GHXR07 | Long             | DBT              | CORP              | GB        |       44000 | PA      | $45034.27     | 0.02%             | 2030-05-28      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| ATMOS ENERGY CORP                                                         | ATMOS ENERGY CORP COM NPV                                                                                                                              | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | EC               | CORP              | US        |          77 | NS      | $14628.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ESSEX PROPERTY TRUST INC                                                  | ESSEX PROPERTY TRUST INC COM USD0.0001                                                                                                                 | CUSIP: 297178105<br>LEI: 549300TR2H2VEFX0NC60 | Long             | EC               | CORP              | US        |          47 | NS      | $12370.87     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONTRA ALBIREO PHARMA                                                     | CONTRA ALBIREO PHARMA                                                                                                                                  | CUSIP: 013CVR022<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       21904 | NS      | $63650.83     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| RESOLUTE FOREST PRODUCTS INC                                              | RESOLUTE FOREST PRODUCTS INC SHS                                                                                                                       | CUSIP: 761CVR042<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       44100 | NS      | $66714.48     | 0.03%             |  |  |  | No            |                  3 | On Loan: No      |
| UNITY SOFTWARE INC                                                        | U 0 03/15/30                                                                                                                                           | CUSIP: 91332UAH4<br>LEI: 549300D1ESJMGNQNG432 | Long             | DBT              | CORP              | US        |      317000 | PA      | $345926.25    | 0.13%             | 2030-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                                       | GILEAD SCIENCES INC                                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       19818 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| RALPH LAUREN CORP                                                         | RL 5 06/15/32                                                                                                                                          | CUSIP: 751212AD3<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | DBT              | CORP              | US        |      200000 | PA      | $203249.37    | 0.08%             | 2032-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                         | HSBC V4.619 11/06/31                                                                                                                                   | CUSIP: 404280FE4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      160000 | PA      | $158505.08    | 0.06%             | 2031-11-06      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| APOLLO GLOBAL MANAGEMENT INC                                              | APO 4.6 01/15/31                                                                                                                                       | CUSIP: 03769MAF3<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |       80000 | PA      | $79198.13     | 0.03%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP                                                  | HST 4.25 12/15/28                                                                                                                                      | CUSIP: 44107TBE5<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19805.64     | 0.01%             | 2028-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| EOG RESOURCES INC                                                         | EOG RESOURCES INC COM USD0.01                                                                                                                          | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |          47 | NS      | $6606.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FASTENAL COMPANY                                                          | FASTENAL COMPANY COM USD0.01                                                                                                                           | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |         119 | NS      | $5346.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JANUS HENDERSON GROUP PLC                                                 | JANUS HENDERSON GROUP PLC ORD USD1.50                                                                                                                  | CUSIP: G4474Y214<br>LEI: 2138009WPYMWJN3RVF44 | Long             | EC               | CORP              | JE        |       74654 | NS      | $3852892.94   | 1.49%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN INSTITUTIONAL FUNDS                                              | NORTHERN INSTITUTIONAL FUNDS TREAS PRT PRMR                                                                                                            | CUSIP: 665279873<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |     3399699 | NS      | $3399699.49   | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| GENMAB A/S                                                                | GMABDC 7.25 12/15/33 144A                                                                                                                              | CUSIP: 37230JAB8<br>LEI: 529900MTJPDPE4MHJ122 | Long             | DBT              | CORP              | DK        |       40000 | PA      | $41706.70     | 0.02%             | 2033-12-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                      | BAC V3.419 12/20/28                                                                                                                                    | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       55000 | PA      | $54091.36     | 0.02%             | 2028-12-20      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| GENUINE PARTS COMPANY                                                     | GENUINE PARTS COMPANY COM USD1.00                                                                                                                      | CUSIP: 372460105<br>LEI: 549300D46DQVEU651W04 | Long             | EC               | CORP              | US        |         447 | NS      | $47931.81     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELON CORP                                                               | EXELON CORP COM NPV                                                                                                                                    | CUSIP: 30161N101<br>LEI: 3SOUA6IRML7435B56G12 | Long             | EC               | CORP              | US        |        1556 | NS      | $71560.44     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BROWN & BROWN INC                                                         | BRO 4.5 03/15/29                                                                                                                                       | CUSIP: 115236AB7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |       90000 | PA      | $89637.62     | 0.03%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CIGNA GROUP (THE)                                                         | CI 4.375 10/15/28                                                                                                                                      | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30002.50     | 0.01%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC (THE)                                                      | HOME DEPOT INC (THE) COM USD0.05                                                                                                                       | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |          69 | NS      | $22687.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| J.B. HUNT TRANSPORT SERVICES INC                                          | J.B. HUNT TRANSPORT SERVICES INC COM USD0.01                                                                                                           | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |          16 | NS      | $4024.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHART INDUSTRIES INC                                                      | GTLS 7.5 01/01/30 144A                                                                                                                                 | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |     1334000 | PA      | $1384866.75   | 0.54%             | 2030-01-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN SOLAR INC                                                        | CSIQ 3.25 01/15/31                                                                                                                                     | CUSIP: 136635AK5<br>LEI: 5493001XSC6TKMBVOM15 | Long             | DBT              | CORP              | CA        |      709000 | PA      | $593787.50    | 0.23%             | 2031-01-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| IDEX CORP                                                                 | IDEX CORP COM USD0.01                                                                                                                                  | CUSIP: 45167R104<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | EC               | CORP              | US        |          16 | NS      | $3485.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IDEXX LABORATORIES INC                                                    | IDEXX LABORATORIES INC COM USD0.10                                                                                                                     | CUSIP: 45168D104<br>LEI: OGMTXK0LUU1HKV2P0J84 | Long             | EC               | CORP              | US        |           9 | NS      | $5047.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROOKFIELD RESIDENTIAL US LLC/BROOKFIELD RESIDENTIAL PROPERTIES INC       | BRPCN 6.25 09/15/27 144A                                                                                                                               | CUSIP: 11283YAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        3000 | PA      | $3000.72      | 0.00%             | 2027-09-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                        | VLO 2.15 09/15/27                                                                                                                                      | CUSIP: 91913YBB5<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29111.30     | 0.01%             | 2027-09-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC                                                  | MCHP 0 02/15/30                                                                                                                                        | CUSIP: 595017BM5<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |      384000 | PA      | $438720.00    | 0.17%             | 2030-02-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| TREEHOUSE FOODS INC CVR                                                   | TREEHOUSE FOODS INC CVR                                                                                                                                | CUSIP: 894CVR018<br>LEI: N/A                  | Long             | EC               | CORP              | IT        |        8976 | NS      | $17689.90     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| INTERNATIONAL FLAVORS & FRAGRANCES INC                                    | INTERNATIONAL FLAVORS & FRAGRANCES INC COM USD0.125                                                                                                    | CUSIP: 459506101<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | EC               | CORP              | US        |          46 | NS      | $3229.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENBRIDGE INC                                                              | ENBRIDGE INC COM NPV                                                                                                                                   | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |        2275 | NS      | $126080.50    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| KIMBERLY CLARK CORP                                                       | KIMBERLY CLARK CORP COM USD1.25                                                                                                                        | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |        1197 | NS      | $117820.71    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| LOCKHEED MARTIN CORP                                                      | LOCKHEED MARTIN CORP COM USD1.00                                                                                                                       | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |          17 | NS      | $8805.49      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                             | LYV 3.125 01/15/29                                                                                                                                     | CUSIP: 538034BA6<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      862000 | PA      | $1350840.20   | 0.52%             | 2029-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| DEXCOM INC                                                                | DXCM 0.375 05/15/28                                                                                                                                    | CUSIP: 252131AM9<br>LEI: 549300YSK3QDSFR5EU59 | Long             | DBT              | CORP              | US        |      803000 | PA      | $743979.50    | 0.29%             | 2028-05-15      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| ZIFF DAVIS INC                                                            | ZD 3.625 03/01/28                                                                                                                                      | CUSIP: 48123VAH5<br>LEI: 5493008OJYGLHD7MXA18 | Long             | DBT              | CORP              | US        |      224000 | PA      | $220864.00    | 0.09%             | 2028-03-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                  | G2 BW4741                                                                                                                                              | CUSIP: 3617NWHS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       13408 | PA      | $11299.28     | 0.00%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2022-R07                              | CAS 2022-R07 1B1                                                                                                                                       | CUSIP: 20754MAF4<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |      500000 | PA      | $530470.00    | 0.21%             | 2042-06-25      | Floating      | 10.45%                | Yes           |                  2 | On Loan: No      |
| CANADIAN NATURAL RESOURCES LTD                                            | CANADIAN NATURAL RESOURCES LTD COM NPV                                                                                                                 | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |        2141 | NS      | $102104.29    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MCCORMICK & CO. INC                                                       | MCCORMICK & CO. INC COM NPV                                                                                                                            | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Long             | EC               | CORP              | US        |         632 | NS      | $32130.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COMMVAULT SYSTEMS INC                                                     | CVLT 0 09/15/30                                                                                                                                        | CUSIP: 204166AA0<br>LEI: 65T5VRP62VXG39YFML83 | Long             | DBT              | CORP              | US        |      355000 | PA      | $314707.50    | 0.12%             | 2030-09-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| DRAFTKINGS HOLDINGS INC                                                   | DKNG 0 03/15/28                                                                                                                                        | CUSIP: 26142RAB0<br>LEI: 5493008P45UYYL683Z97 | Long             | DBT              | CORP              | US        |      769000 | PA      | $701712.50    | 0.27%             | 2028-03-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ENPRO INC                                                                 | NPO 6.125 06/01/33 144A                                                                                                                                | CUSIP: 29355XAH0<br>LEI: 549300Y5CFT2LKCFDN54 | Long             | DBT              | CORP              | US        |        5000 | PA      | $5095.57      | 0.00%             | 2033-06-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| NEW FLYER HOLDINGS INC                                                    | NFICN 9.25 07/01/30 144A                                                                                                                               | CUSIP: 64438WAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       56000 | PA      | $60426.74     | 0.02%             | 2030-07-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| AKAMAI TECHNOLOGIES INC                                                   | AKAM 1.125 02/15/29                                                                                                                                    | CUSIP: 00971TAN1<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Long             | DBT              | CORP              | US        |      954000 | PA      | $1059417.00   | 0.41%             | 2029-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| PROGRESS SOFTWARE CORP                                                    | PRGS 3.5 03/01/30                                                                                                                                      | CUSIP: 743312AD2<br>LEI: 549300R65B3JG6972S24 | Long             | DBT              | CORP              | US        |      826000 | PA      | $750751.40    | 0.29%             | 2030-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FORTUNA MINING CORP                                                       | FVICN 3.75 06/30/29                                                                                                                                    | CUSIP: 349915AE8<br>LEI: 5493003Q88RVK7CW4735 | Long             | DBT              | CORP              | CA        |      434000 | PA      | $733026.00    | 0.28%             | 2029-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| AST SPACEMOBILE INC                                                       | ASTS 2 01/15/36                                                                                                                                        | CUSIP: 00217DAE0<br>LEI: 254900MBSC9P2UCI6623 | Long             | DBT              | CORP              | US        |      410000 | PA      | $416560.00    | 0.16%             | 2036-01-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| BRIDGEBIO PHARMA INC                                                      | BBIO 2.25 02/01/29                                                                                                                                     | CUSIP: 10806XAD4<br>LEI: 54930028YG89VTY2J114 | Long             | DBT              | CORP              | US        |      899000 | PA      | $997080.90    | 0.39%             | 2029-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| GREENBRIER COMPANIES INC (THE)                                            | GBX 2.875 04/15/28                                                                                                                                     | CUSIP: 393657AM3<br>LEI: 5493001GAGGFR30BP390 | Long             | DBT              | CORP              | US        |      562000 | PA      | $633036.80    | 0.25%             | 2028-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ARES CAPITAL CORP                                                         | ARCC 5.5 09/01/30                                                                                                                                      | CUSIP: 04010LBK8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |       60000 | PA      | $59202.42     | 0.02%             | 2030-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EUSHI FINANCE INC                                                         | EMACN V6.25 04/01/56                                                                                                                                   | CUSIP: 29882DAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       39000 | PA      | $38624.60     | 0.01%             | 2056-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ROLLINS INC                                                               | ROLLINS INC COM USD1                                                                                                                                   | CUSIP: 775711104<br>LEI: 549300F2A0BXT4SGWD84 | Long             | EC               | CORP              | US        |          70 | NS      | $3901.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MARTIN MARIETTA MATERIALS INC                                             | MARTIN MARIETTA MATERIALS INC COM USD0.01                                                                                                              | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |           7 | NS      | $4333.49      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PEABODY ENERGY CORP -                                                     | BTU 3.25 03/01/28                                                                                                                                      | CUSIP: 704551AD2<br>LEI: EJCO258LNNVSKAR2JX59 | Long             | DBT              | CORP              | US        |      328000 | PA      | $503972.00    | 0.20%             | 2028-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EXACT SCIENCES CORP                                                       | EXAS 2 03/01/30                                                                                                                                        | CUSIP: 30063PAD7<br>LEI: 549300VM3X1FYD4N9Z14 | Long             | DBT              | CORP              | US        |      543000 | PA      | $769485.30    | 0.30%             | 2030-03-01      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| ASCENDIS PHARMA A/S                                                       | ASND 2.25 04/01/28                                                                                                                                     | CUSIP: 04351PAD3<br>LEI: 549300B66JN3W3J8GH73 | Long             | DBT              | CORP              | DK        |      378000 | PA      | $547155.00    | 0.21%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| TERAWULF INC                                                              | WULF 2.75 02/01/30                                                                                                                                     | CUSIP: 88080TAB0<br>LEI: 254900CVMW1SX2T78A64 | Long             | DBT              | CORP              | US        |      461000 | PA      | $1258991.00   | 0.49%             | 2030-02-01      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| HOLOGIC CVR                                                               | HOLOGIC CVR                                                                                                                                            | CUSIP: 436CVR021<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       54048 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO SANTANDER SA                                                        | BANCO SANTANDER SA ADR REP 1 ORD EUR0.50                                                                                                               | CUSIP: 05964H105<br>LEI: 5493006QMFDDMYWIAM13 | Short            | EC               | CORP              | ES        |      -25646 | NS      | $-312624.74   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON SCIENTIFIC CORP                                                    | BOSTON SCIENTIFIC CORP COM USD0.01                                                                                                                     | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Short            | EC               | CORP              | US        |      -11394 | NS      | $-656408.34   | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| VERIS RESIDENTIAL INC                                                     | VERIS RESIDENTIAL INC COM STK USD0.01                                                                                                                  | CUSIP: 554489104<br>LEI: 254900KTVBRYJCQU2J23 | Long             | EC               | CORP              | US        |       84166 | NS      | $1596629.02   | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| SILICON LABORATORIES INC                                                  | SILICON LABORATORIES INC COM USD0.0001                                                                                                                 | CUSIP: 826919102<br>LEI: 4PRDF8Q9TDHRVZKZSZ47 | Long             | EC               | CORP              | US        |        4400 | NS      | $957880.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ELECTRONIC ARTS INC                                                       | ELECTRONIC ARTS INC COM USD0.01                                                                                                                        | CUSIP: 285512109<br>LEI: 549300O7A67PUEYKDL45 | Long             | EC               | CORP              | US        |       20757 | NS      | $4200594.09   | 1.63%             |  |  |  | No            |                  1 | On Loan: No      |
| TXNM ENERGY INC                                                           | TXNM ENERGY INC COM NPV                                                                                                                                | CUSIP: 69349H107<br>LEI: 5493003JOBJGLZSDDQ28 | Long             | EC               | CORP              | US        |       41024 | NS      | $2422877.44   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| NORFOLK SOUTHERN CORP                                                     | NORFOLK SOUTHERN CORP COM USD1                                                                                                                         | CUSIP: 655844108<br>LEI: 54930036C8MWP850MI84 | Long             | EC               | CORP              | US        |        8548 | NS      | $2699714.84   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BGC GROUP INC                                                             | BGC 6.15 04/02/30                                                                                                                                      | CUSIP: 05555LAD3<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20478.89     | 0.01%             | 2030-04-02      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| ALPHABET INC                                                              | GOOGL 4.1 11/15/30                                                                                                                                     | CUSIP: 02079KAW7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39659.46     | 0.02%             | 2030-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| REDWOOD TRUST INC                                                         | RWT 7.75 06/15/27                                                                                                                                      | CUSIP: 758075AF2<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | DBT              | CORP              | US        |     1662000 | PA      | $1678620.00   | 0.65%             | 2027-06-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| EQUINOX GOLD CORP                                                         | EQXCN 4.75 10/15/28                                                                                                                                    | CUSIP: 29446YAC0<br>LEI: 5493005IN4V1SNP9PN75 | Long             | DBT              | CORP              | CA        |      653000 | PA      | $1522469.50   | 0.59%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                | VZ 4.75 01/15/33                                                                                                                                       | CUSIP: 92343VHF4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       45000 | PA      | $44407.48     | 0.02%             | 2033-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                            | SPGI 4.8 12/04/35 144A                                                                                                                                 | CUSIP: 78409VBR4<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48912.11     | 0.02%             | 2035-12-04      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| HIMS & HERS HEALTH INC                                                    | HIMHER 0 05/15/30                                                                                                                                      | CUSIP: 433000AA4<br>LEI: 254900V041EIVTSB6D58 | Long             | DBT              | CORP              | US        |      957000 | PA      | $794908.13    | 0.31%             | 2030-05-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| DOORDASH INC                                                              | DASH 0 05/15/30                                                                                                                                        | CUSIP: 25809KAA3<br>LEI: 549300NUQ43FGGSK5051 | Long             | DBT              | CORP              | US        |      398000 | PA      | $379692.00    | 0.15%             | 2030-05-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| UNION PACIFIC CORP                                                        | UNION PACIFIC CORP COM USD2.50                                                                                                                         | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Short            | EC               | CORP              | US        |       -8548 | NS      | $-2303515.04  | -0.89%            |  |  |  | No            |                  1 | On Loan: No      |
| WEBSTER FINANCIAL CORP                                                    | WEBSTER FINANCIAL CORP COM USD0.01                                                                                                                     | CUSIP: 947890109<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | EC               | CORP              | US        |       12481 | NS      | $903125.16    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| VALMONT INDUSTRIES INC                                                    | VALMONT INDUSTRIES INC COM USD1                                                                                                                        | CUSIP: 920253101<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | EC               | CORP              | US        |           7 | NS      | $3556.28      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MICROSOFT CORP                                                            | MICROSOFT CORP COM USD0.00000625                                                                                                                       | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |         194 | NS      | $79109.32     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| JAZZ INVESTMENTS I LTD                                                    | JAZZ 3.125 09/15/30                                                                                                                                    | CUSIP: 472145AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     1059000 | PA      | $1582146.00   | 0.61%             | 2030-09-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                             | LYV 2.875 10/15/31                                                                                                                                     | CUSIP: 538034BD0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      113000 | PA      | $117109.65    | 0.05%             | 2031-10-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| NCL CORP LTD                                                              | NCLH 0.75 09/15/30                                                                                                                                     | CUSIP: 62886HBW0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |      596000 | PA      | $557064.87    | 0.22%             | 2030-09-15      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| BLOCK INC                                                                 | XYZ 0.25 11/01/27                                                                                                                                      | CUSIP: 852234AK9<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |      400000 | PA      | $375600.00    | 0.15%             | 2027-11-01      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| MERIT MEDICAL SYSTEMS INC                                                 | MERIT MEDICAL SYSTEMS INC COM NPV                                                                                                                      | CUSIP: 589889104<br>LEI: 549300OYTY138SP2CE83 | Long             | EC               | CORP              | US        |          35 | NS      | $2386.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEUROCRINE BIOSCIENCES INC                                                | NEUROCRINE BIOSCIENCES INC COM USD0.001                                                                                                                | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |          23 | NS      | $3028.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OMNICELL INC                                                              | OMCL 1 12/01/29                                                                                                                                        | CUSIP: 68213NAF6<br>LEI: 5493008RH0GTKHHPZI77 | Long             | DBT              | CORP              | US        |      879000 | PA      | $932838.75    | 0.36%             | 2029-12-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PLUG POWER INC                                                            | PLUG 6.75 12/01/33                                                                                                                                     | CUSIP: 72919PAG8<br>LEI: 549300JPDKRSJ8JSM954 | Long             | DBT              | CORP              | US        |      158000 | PA      | $220086.00    | 0.09%             | 2033-12-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                                         | KOS 3.125 03/15/30                                                                                                                                     | CUSIP: 500688AH9<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |      917000 | PA      | $768170.90    | 0.30%             | 2030-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| MKS INC                                                                   | MKSI 1.25 06/01/30                                                                                                                                     | CUSIP: 55306NAB0<br>LEI: 549300KEQATBHAGVF505 | Long             | DBT              | CORP              | US        |      598000 | PA      | $1176266.00   | 0.46%             | 2030-06-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS COMPANY                                                 | NATIONAL FUEL GAS COMPANY COM USD1                                                                                                                     | CUSIP: 636180101<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | EC               | CORP              | US        |          29 | NS      | $2447.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK TIMES COMPANY (THE)                                              | NEW YORK TIMES COMPANY (THE) CLASS'A'COM USD0.10                                                                                                       | CUSIP: 650111107<br>LEI: 529900J1WEMMIW7BOH57 | Long             | EC               | CORP              | US        |          35 | NS      | $2766.05      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IREN LTD                                                                  | IREN 0.25 06/01/32                                                                                                                                     | CUSIP: 46270CAG4<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |      124000 | PA      | $136276.00    | 0.05%             | 2032-06-01      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| ARROWHEAD PHARMACEUTICALS INC                                             | ARWR 0 01/15/32                                                                                                                                        | CUSIP: 04280AAC4<br>LEI: 549300O3CSB8T7OZ3D66 | Long             | DBT              | CORP              | US        |       50000 | PA      | $56895.00     | 0.02%             | 2032-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| ZSCALER INC                                                               | ZS 0 07/15/28                                                                                                                                          | CUSIP: 98980GAC6<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | DBT              | CORP              | US        |      394000 | PA      | $357358.00    | 0.14%             | 2028-07-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| COLLEGIUM PHARMACEUTICAL INC                                              | COLL 2.875 02/15/29                                                                                                                                    | CUSIP: 19459JAC8<br>LEI: 54930049FXZMTLW8D496 | Long             | DBT              | CORP              | US        |      808000 | PA      | $955056.00    | 0.37%             | 2029-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ON SEMICONDUCTOR CORP                                                     | ON 0.5 03/01/29                                                                                                                                        | CUSIP: 682189AU9<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |      743000 | PA      | $904974.00    | 0.35%             | 2029-03-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SIRIUS XM HOLDINGS INC                                                    | SIRI 3.75 03/15/28                                                                                                                                     | CUSIP: 531229AP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1280000 | PA      | $1400960.00   | 0.54%             | 2028-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| RAPID7 INC                                                                | RPD 1.25 03/15/29                                                                                                                                      | CUSIP: 753422AH7<br>LEI: 549300GNVG5D60KEYN14 | Long             | DBT              | CORP              | US        |      312000 | PA      | $256339.20    | 0.10%             | 2029-03-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ENOVIS CORP                                                               | ENOV 3.875 10/15/28                                                                                                                                    | CUSIP: 194014AB2<br>LEI: 635400OP2DYYYMOIYL17 | Long             | DBT              | CORP              | US        |     1148000 | PA      | $1115282.00   | 0.43%             | 2028-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| FLORIDA POWER & LIGHT COMPANY                                             | NEE 4.7 02/15/36                                                                                                                                       | CUSIP: 341081HA8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19457.33     | 0.01%             | 2036-02-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GLP CAPITAL LP                                                            | GLPI 5.75 06/01/28                                                                                                                                     | CUSIP: 361841AK5<br>LEI: 2549005PXW31DRW8EC44 | Long             | DBT              | CORP              | US        |       60000 | PA      | $60784.45     | 0.02%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                  | SNAP 0.5 05/01/30                                                                                                                                      | CUSIP: 83304AAK2<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |     1077000 | PA      | $905757.00    | 0.35%             | 2030-05-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| GAMESTOP CORP                                                             | GME 0 06/15/32                                                                                                                                         | CUSIP: 36467WAF6<br>LEI: 549300505KLOET039L77 | Long             | DBT              | CORP              | US        |      797000 | PA      | $862752.50    | 0.33%             | 2032-06-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| JOBY AVIATION INC                                                         | JOBY 0.75 02/15/32                                                                                                                                     | CUSIP: 47775AAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      391000 | PA      | $360453.13    | 0.14%             | 2032-02-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| PENUMBRA INC                                                              | PENUMBRA INC COM USD0.001                                                                                                                              | CUSIP: 70975L107<br>LEI: 549300RGE06P3ECANU72 | Long             | EC               | CORP              | US        |       11004 | NS      | $3592585.92   | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| ITC HOLDINGS CORP                                                         | ITC 3.35 11/15/27                                                                                                                                      | CUSIP: 465685AP0<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9839.50      | 0.00%             | 2027-11-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                         | HSBC V4.583 06/19/29                                                                                                                                   | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      160000 | PA      | $159964.78    | 0.06%             | 2029-06-19      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| B.A.T CAPITAL CORP                                                        | BATSLN 3.557 08/15/27                                                                                                                                  | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |       60000 | PA      | $59368.69     | 0.02%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                   | MPLX 4.8 02/15/29                                                                                                                                      | CUSIP: 55336VAS9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20147.00     | 0.01%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| COREWEAVE INC                                                             | CRWV 1.75 10/01/32                                                                                                                                     | CUSIP: 21873SAH1<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |      272000 | PA      | $326264.00    | 0.13%             | 2032-10-01      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                    | CNP 4.25 08/15/26                                                                                                                                      | CUSIP: 15189TBD8<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |      623000 | PA      | $744485.00    | 0.29%             | 2026-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PARSONS CORP                                                              | PSN 2.625 03/01/29                                                                                                                                     | CUSIP: 70202LAD4<br>LEI: 549300ZXH0VRBSEPX752 | Long             | DBT              | CORP              | US        |      316000 | PA      | $310312.00    | 0.12%             | 2029-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| SPECTRUM BRANDS INC                                                       | SPB 3.375 06/01/29                                                                                                                                     | CUSIP: 84762LAZ8<br>LEI: 549300VU3EH2E73C1Q04 | Long             | DBT              | CORP              | US        |     1033000 | PA      | $1052317.10   | 0.41%             | 2029-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ALARM.COM HOLDINGS INC                                                    | ALRM 2.25 06/01/29                                                                                                                                     | CUSIP: 011642AD7<br>LEI: 549300HIH92U1EKIHZ32 | Long             | DBT              | CORP              | US        |     1113000 | PA      | $1046220.00   | 0.41%             | 2029-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PACIRA BIOSCIENCES INC                                                    | PCRX 2.125 05/15/29                                                                                                                                    | CUSIP: 695127AJ9<br>LEI: 549300P56LERYBDHCF69 | Long             | DBT              | CORP              | US        |      882000 | PA      | $888791.40    | 0.34%             | 2029-05-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                        | ET 5.25 04/15/29                                                                                                                                       | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40777.57     | 0.02%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNUM GROUP                                                                | UNM 4 06/15/29                                                                                                                                         | CUSIP: 91529YAN6<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |      135000 | PA      | $132434.76    | 0.05%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NORTHROP GRUMMAN CORP                                                     | NORTHROP GRUMMAN CORP COM USD1                                                                                                                         | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |          12 | NS      | $6953.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PAYCHEX INC                                                               | PAYCHEX INC COM USD0.01                                                                                                                                | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |         643 | NS      | $59561.09     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNER BROS. DISCOVERY INC                                                | WARNER BROS. DISCOVERY INC COM SER A                                                                                                                   | CUSIP: 934423104<br>LEI: 5493006ZCRFWKF6B1K26 | Long             | EC               | CORP              | US        |      118435 | NS      | $3203666.75   | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| SOLENO THERAPEUTICS INC                                                   | SOLENO THERAPEUTICS INC COM                                                                                                                            | CUSIP: 834203309<br>LEI: 5493003LCY77N7FXK844 | Long             | EC               | CORP              | US        |       26100 | NS      | $1378602.00   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| PENTAIR FINANCE SARL                                                      | PNR 4.5 07/01/29                                                                                                                                       | CUSIP: 709629AR0<br>LEI: 549300H2U8U8TZPV3T89 | Long             | DBT              | CORP              | LU        |       60000 | PA      | $59844.29     | 0.02%             | 2029-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                     | WFC V2.879 10/30/30 MTN                                                                                                                                | CUSIP: 95000U2G7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      165000 | PA      | $155761.31    | 0.06%             | 2030-10-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| NCR ATLEOS CORP                                                           | NCRATL 9.5 04/01/29 144A                                                                                                                               | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |     1155000 | PA      | $1228754.84   | 0.48%             | 2029-04-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| SILA REALTY TRUST INC                                                     | SILA REALTY TRUST INC COMMON STOCK                                                                                                                     | CUSIP: 146280508<br>LEI: 549300HXH142HWKKSW59 | Long             | EC               | CORP              | US        |       44996 | NS      | $1369228.28   | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                     | CAS 2020-R01 1B1                                                                                                                                       | CUSIP: 20754CAF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      390870 | PA      | $395983.48    | 0.15%             | 2040-01-25      | Floating      | 7.01%                 | Yes           |                  2 | On Loan: No      |
| MORGAN STANLEY                                                            | MS V2.699 01/22/31 GMTN                                                                                                                                | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       37000 | PA      | $34421.09     | 0.01%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| HAEMONETICS CORP                                                          | HAE 2.5 06/01/29                                                                                                                                       | CUSIP: 405024AD2<br>LEI: 549300ZEL6TXZS6F5F95 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1068540.00   | 0.41%             | 2029-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| DIGITALOCEAN HOLDINGS INC                                                 | DOCN 0 08/15/30                                                                                                                                        | CUSIP: 25402DAC6<br>LEI: 549300EPISPY3RE3DL21 | Long             | DBT              | CORP              | US        |      320000 | PA      | $824480.00    | 0.32%             | 2030-08-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| VARONIS SYSTEMS INC                                                       | VRNS 1 09/15/29                                                                                                                                        | CUSIP: 922280AD4<br>LEI: 549300SHIVNRRH7STS26 | Long             | DBT              | CORP              | US        |     1183000 | PA      | $1072981.00   | 0.42%             | 2029-09-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| PEBBLEBROOK HOTEL TRUST                                                   | PEB 1.625 01/15/30                                                                                                                                     | CUSIP: 70509VAB6<br>LEI: 5493004Q1NNH6JXCSI52 | Long             | DBT              | CORP              | US        |      716000 | PA      | $779724.00    | 0.30%             | 2030-01-15      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| OSI SYSTEMS INC                                                           | OSIS 0.5 02/01/31                                                                                                                                      | CUSIP: 671044AG0<br>LEI: DDX3MPX1Y8YD30050X33 | Long             | DBT              | CORP              | US        |      158000 | PA      | $168775.60    | 0.07%             | 2031-02-01      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| CHART INDUSTRIES INC                                                      | CHART INDUSTRIES INC COM USD0.01                                                                                                                       | CUSIP: 16115Q308<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | EC               | CORP              | US        |       15434 | NS      | $3208728.60   | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE MORTGAGE TRUST INC                                             | BXMT 5.5 03/15/27                                                                                                                                      | CUSIP: 09257WAE0<br>LEI: 549300OLDJ20R2Y2UW20 | Long             | DBT              | CORP              | US        |      875000 | PA      | $870625.00    | 0.34%             | 2027-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| IONIS PHARMACEUTICALS INC                                                 | IONS 1.75 06/15/28                                                                                                                                     | CUSIP: 462222AF7<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |      228000 | PA      | $338580.00    | 0.13%             | 2028-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PAGAYA TECHNOLOGIES LTD                                                   | PAGAYA TECHNOLOGIES LTD CL A NEW                                                                                                                       | CUSIP: M7S64L123<br>LEI: N/A                  | Short            | EC               | CORP              | IL        |      -45964 | NS      | $-638439.96   | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| PEBBLEBROOK HOTEL TRUST                                                   | PEBBLEBROOK HOTEL TRUST COM USD0.01 SBI                                                                                                                | CUSIP: 70509V100<br>LEI: 5493004Q1NNH6JXCSI52 | Short            | EC               | CORP              | US        |      -29239 | NS      | $-410807.95   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2020-R02                              | CAS 2020-R02 2B1                                                                                                                                       | CUSIP: 20754WAC9<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |      640000 | PA      | $647876.03    | 0.25%             | 2040-01-25      | Floating      | 6.76%                 | Yes           |                  2 | On Loan: No      |
| OPEN TEXT HOLDINGS INC                                                    | OTEXCN 4.125 02/15/30 144A                                                                                                                             | CUSIP: 683720AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       20000 | PA      | $18004.68     | 0.01%             | 2030-02-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| RAPID7 INC                                                                | RAPID7 INC COM USD0.01                                                                                                                                 | CUSIP: 753422104<br>LEI: 549300GNVG5D60KEYN14 | Short            | EC               | CORP              | US        |        -722 | NS      | $-4259.80     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BLOCK INC                                                                 | BLOCK INC COM USD0.0000001 CL A                                                                                                                        | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Short            | EC               | CORP              | US        |         -64 | NS      | $-4512.64     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| PEPSICO INC                                                               | PEPSICO INC CAP USD0.016666                                                                                                                            | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |         826 | NS      | $130912.74    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| QUEST DIAGNOSTICS INC                                                     | QUEST DIAGNOSTICS INC COM USD0.01                                                                                                                      | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |          17 | NS      | $3301.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ZIM INTEGRATED SHIPPING SERVICES LTD                                      | ZIM INTEGRATED SHIPPING SERVICES LTD SHS                                                                                                               | CUSIP: M9T951109<br>LEI: 21380089EIJRELKAIL21 | Long             | EC               | CORP              | IL        |       30900 | NS      | $816996.00    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| STELLAR BANCORP INC                                                       | STELLAR BANCORP INC COM                                                                                                                                | CUSIP: 858927106<br>LEI: 54930070P8Z0WHFBB536 | Long             | EC               | CORP              | US        |       35358 | NS      | $1328046.48   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| CRISPR THERAPEUTICS AG                                                    | CRISPR THERAPEUTICS AG COM CHF0.03                                                                                                                     | CUSIP: H17182108<br>LEI: 506700O6IRRIQLT3W370 | Short            | EC               | CORP              | CH        |       -3357 | NS      | $-175705.38   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| ZSCALER INC                                                               | ZSCALER INC COM USD0.001                                                                                                                               | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Short            | EC               | CORP              | US        |        -164 | NS      | $-21431.52    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CONAGRA BRANDS INC                                                        | CAG 1.375 11/01/27                                                                                                                                     | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19061.38     | 0.01%             | 2027-11-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| MILLICOM INTERNATIONAL CELLULAR SA                                        | TIGO 4.5 04/27/31 144A                                                                                                                                 | CUSIP: 600814AR8<br>LEI: 549300CTHC1CP86P2G96 | Long             | DBT              | CORP              | LU        |       90000 | PA      | $84009.24     | 0.03%             | 2031-04-27      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| CSG SYSTEMS INTERNATIONAL INC                                             | CSGS 3.875 09/15/28                                                                                                                                    | CUSIP: 126349AH2<br>LEI: 549300D7FJZUOHHXUA81 | Long             | DBT              | CORP              | US        |      799000 | PA      | $972782.50    | 0.38%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL SOUTHWEST CORP                                                    | CSWC 5.125 11/15/29                                                                                                                                    | CUSIP: 140501AE7<br>LEI: 54930023YZ4YEJEDBO56 | Long             | DBT              | RF                | US        |      483000 | PA      | $504010.50    | 0.20%             | 2029-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AGNC INVESTMENT CORP                                                      | AGNC INVESTMENT CORP DEPOSITARY SHARES EACH REPRESENTING 1/1,000TH OF A SHARE OF 6.125% SERIES F FIXED-TO-FLOATING RATE CUMULATIVE REDEEMABLE PREFERRE | CUSIP: 00123Q872<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EP               | CORP              | US        |       23314 | PA      | $580518.60    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| NORTHERN INSTITUTIONAL FUNDS                                              | NORTHERN INSTITUTIONAL FUNDS TREAS PRT PRMR                                                                                                            | CUSIP: 665279873<br>LEI: 549300Y178DO5JBR1S04 | Long             | STIV             | RF                | US        |     2069032 | NS      | $2069032.14   | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING COMPANY (THE)                                                      | BA 3.25 02/01/28                                                                                                                                       | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49023.14     | 0.02%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                             | F 4 11/13/30                                                                                                                                           | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |       60000 | PA      | $56358.93     | 0.02%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T1 ENERGY INC                                                             | T1 ENERGY INC COM NEW                                                                                                                                  | CUSIP: 35834F104<br>LEI: 529900H0645VFXNMJ693 | Short            | EC               | CORP              | US        |       -8003 | NS      | $-38414.40    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| TEMPUS AI INC                                                             | TEMPUS AI INC CL A                                                                                                                                     | CUSIP: 88023B103<br>LEI: 2549009LA0KWRAGQBX50 | Short            | EC               | CORP              | US        |       -3233 | NS      | $-179366.84   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                  | G2 MA7136                                                                                                                                              | CUSIP: 36179V4V9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       12276 | PA      | $10527.11     | 0.00%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                     | CAS 2023-R01 1M2                                                                                                                                       | CUSIP: 207932AB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      440000 | PA      | $458052.14    | 0.18%             | 2042-12-25      | Floating      | 7.40%                 | Yes           |                  2 | On Loan: No      |
| PG&E CORP                                                                 | PCG 4.25 12/01/27                                                                                                                                      | CUSIP: 69331CAL2<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     1320000 | PA      | $1352340.00   | 0.52%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| VERTEX INC                                                                | VERX 0.75 05/01/29                                                                                                                                     | CUSIP: 92538JAB2<br>LEI: 549300QMYW171MP1PL50 | Long             | DBT              | CORP              | US        |      793000 | PA      | $701805.00    | 0.27%             | 2029-05-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| US BANK NA                                                                | USB V4.73 05/15/28                                                                                                                                     | CUSIP: 90331HPS6<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |      190000 | PA      | $190671.23    | 0.07%             | 2028-05-15      | Fixed         | 4.73%                 | Yes           |                  2 | On Loan: No      |
| COREWEAVE INC                                                             | CRWV 9.25 06/01/30 144A                                                                                                                                | CUSIP: 21873SAB4<br>LEI: 984500511DP2B6186053 | Long             | DBT              | CORP              | US        |       94000 | PA      | $95185.19     | 0.04%             | 2030-06-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| SIRIUS XM HOLDINGS INC                                                    | SIRIUS XM HOLDINGS INC COMMON STOCK                                                                                                                    | CUSIP: 829933100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -19747 | NS      | $-531984.25   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| SUPER MICRO COMPUTER INC                                                  | SUPER MICRO COMPUTER INC COM NEW                                                                                                                       | CUSIP: 86800U302<br>LEI: 54930022CZO1N2UGVW07 | Short            | EC               | CORP              | US        |       -3799 | NS      | $-104092.60   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| PENNYMAC CORP                                                             | PMT 8.5 06/01/29                                                                                                                                       | CUSIP: 70932AAH6<br>LEI: EWN0I878407TKQNXZ933 | Long             | DBT              | CORP              | US        |      298000 | PA      | $310247.80    | 0.12%             | 2029-06-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| TEMPUS AI INC                                                             | TEM 0.75 07/15/30                                                                                                                                      | CUSIP: 88023BAD5<br>LEI: 2549009LA0KWRAGQBX50 | Long             | DBT              | CORP              | US        |      436000 | PA      | $454748.00    | 0.18%             | 2030-07-15      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| SOLAREDGE TECHNOLOGIES INC                                                | SEDG 2.25 07/01/29                                                                                                                                     | CUSIP: 83417MAE4<br>LEI: 5493000K6Y58XXPDF853 | Long             | DBT              | CORP              | US        |      308000 | PA      | $470162.00    | 0.18%             | 2029-07-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| QUALCOMM INC                                                              | QUALCOMM INC COM USD0.0001                                                                                                                             | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |         246 | NS      | $44176.68     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| RELIANCE INC                                                              | RELIANCE INC COM NPV                                                                                                                                   | CUSIP: 759509102<br>LEI: 549300E287ZOFT3C5Z56 | Long             | EC               | CORP              | US        |          10 | NS      | $3625.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES MANAGEMENT CORP                                                      | ARES MANAGEMENT CORP 6.75% SERIES B MANDATORY CONVERTIBLE PREFERRED STOCK                                                                              | CUSIP: 03990B309<br>LEI: 529900JUV61FH7B8VW38 | Long             | EP               | CORP              | US        |       15778 | PA      | $619128.72    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| COREWEAVE INC                                                             | COREWEAVE INC COM CL A                                                                                                                                 | CUSIP: 21873S108<br>LEI: 984500511DP2B6186053 | Short            | EC               | CORP              | US        |       -1760 | NS      | $-196416.00   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| VENTAS REALTY LP                                                          | VTR 5.1 07/15/32                                                                                                                                       | CUSIP: 92277GBB2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |       80000 | PA      | $80888.84     | 0.03%             | 2032-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY OHIO INC                                                      | DUK 5.3 06/15/35                                                                                                                                       | CUSIP: 26442EAM2<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40551.64     | 0.02%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| NCR VOYIX CORP                                                            | NCR VOYIX CORP COM STK USD0.01                                                                                                                         | CUSIP: 62886E108<br>LEI: 549300YKTY8JX1DV2R67 | Short            | EC               | CORP              | US        |       -8217 | NS      | $-56615.13    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| SOLAREDGE TECHNOLOGIES INC                                                | SOLAREDGE TECHNOLOGIES INC USD0.0001                                                                                                                   | CUSIP: 83417M104<br>LEI: 5493000K6Y58XXPDF853 | Short            | EC               | CORP              | US        |       -7151 | NS      | $-306491.86   | -0.12%            |  |  |  | No            |                  1 | On Loan: No      |
| SUNRUN INC                                                                | SUNRUN INC COM USD0.0001                                                                                                                               | CUSIP: 86771W105<br>LEI: 54930007SJ77CI66U531 | Short            | EC               | CORP              | US        |      -13087 | NS      | $-166597.51   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| INTEGER HOLDINGS CORP                                                     | INTEGER HOLDINGS CORP COM NPV                                                                                                                          | CUSIP: 45826H109<br>LEI: 549300SUD2ED5XG6X569 | Short            | EC               | CORP              | US        |       -2096 | NS      | $-185516.96   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| KKR & CO. INC                                                             | KKR & CO. INC COM USD0.01                                                                                                                              | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Short            | EC               | CORP              | US        |       -3915 | NS      | $-408491.10   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| SPECTRUM BRANDS HOLDINGS INC                                              | SPECTRUM BRANDS HOLDINGS INC COM USD0.01                                                                                                               | CUSIP: 84790A105<br>LEI: 549300JM0MJETDD30O20 | Short            | EC               | CORP              | US        |       -3151 | NS      | $-260272.60   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE COMPANY                                        | HEWLETT PACKARD ENTERPRISE COMPANY 7.625% SERIES C MANDATORY CONVERTIBLE PREFERRED STOCK                                                               | CUSIP: 42824C208<br>LEI: 549300BX44RGX6ANDV88 | Long             | EP               | CORP              | US        |       10710 | PA      | $820600.20    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| LIVE NATION ENTERTAINMENT INC                                             | LIVE NATION ENTERTAINMENT INC COM USD0.01                                                                                                              | CUSIP: 538034109<br>LEI: 5493007B9BM9ZXJINO78 | Short            | EC               | CORP              | US        |       -7063 | NS      | $-1115530.22  | -0.43%            |  |  |  | No            |                  1 | On Loan: No      |
| AUTODESK INC                                                              | ADSK 5.3 06/15/35                                                                                                                                      | CUSIP: 052769AJ5<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50273.73     | 0.02%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| WULF COMPUTE LLC                                                          | WULF 7.75 10/15/30 144A                                                                                                                                | CUSIP: 982911AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      100000 | PA      | $105099.52    | 0.04%             | 2030-10-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| SNAP INC                                                                  | SNAP INC COM USD0.00001 CL A                                                                                                                           | CUSIP: 83304A106<br>LEI: 549300JNC0L6VP8A2Q35 | Short            | EC               | CORP              | US        |      -14486 | NS      | $-87930.02    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| RITHM CAPITAL CORP                                                        | RITHM CAPITAL CORP 6.375% SERIES C FIXED-TO-FLOATING RATE CUMULATIVE REDEEMABLE PREFERRED STOCK                                                        | CUSIP: 64828T508<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EP               | CORP              | US        |       28302 | PA      | $709248.12    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ADAMAS TRUST INC                                                          | ADAMAS TRUST INC 6.875% SERIES F FIXED-TO-FLOATING RATE CUMULATIVE REDEEMABLE PREFERRED STOCK                                                          | CUSIP: 649604865<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EP               | CORP              | US        |       21682 | PA      | $522969.84    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSKY TECHNOLOGY INC                                                   | BLACKSKY TECHNOLOGY INC CL A NEW                                                                                                                       | CUSIP: 09263B207<br>LEI: N/A                  | Short            | EC               | CORP              | US        |       -2961 | NS      | $-105056.28   | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| ULTRA CLEAN HOLDINGS INC                                                  | ULTRA CLEAN HOLDINGS INC COM USD0.001                                                                                                                  | CUSIP: 90385V107<br>LEI: 5493007L6LS7QX18PE75 | Short            | EC               | CORP              | US        |       -3332 | NS      | $-260395.80   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| COMMVAULT SYSTEMS INC                                                     | COMMVAULT SYSTEMS INC COM STK USD0.01                                                                                                                  | CUSIP: 204166102<br>LEI: 65T5VRP62VXG39YFML83 | Short            | EC               | CORP              | US        |        -628 | NS      | $-62096.64    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| JAZZ PHARMACEUTICALS PLC                                                  | JAZZ PHARMACEUTICALS PLC COM USD0.0001                                                                                                                 | CUSIP: G50871105<br>LEI: 635400GAUMJCLEZRRV50 | Short            | EC               | CORP              | IE        |       -5225 | NS      | $-1060779.50  | -0.41%            |  |  |  | No            |                  1 | On Loan: No      |
| WIX.COM LTD                                                               | WIX.COM LTD COM ILS0.01                                                                                                                                | CUSIP: M98068105<br>LEI: 5493008P6N29Q1AG9464 | Short            | EC               | CORP              | IL        |       -1802 | NS      | $-134591.38   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| FIVE9 INC                                                                 | FIVE9 INC COM USD0.001                                                                                                                                 | CUSIP: 338307101<br>LEI: 254900MXP6EWY0SFFR59 | Short            | EC               | CORP              | US        |        -331 | NS      | $-5693.20     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| WAYFAIR INC                                                               | WAYFAIR INC COM USD0.001 A                                                                                                                             | CUSIP: 94419L101<br>LEI: 54930027N9ZAVYFDHK53 | Short            | EC               | CORP              | US        |       -5800 | NS      | $-370794.00   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| COLLEGIUM PHARMACEUTICAL INC                                              | COLLEGIUM PHARMACEUTICAL INC COM USD0.001                                                                                                              | CUSIP: 19459J104<br>LEI: 54930049FXZMTLW8D496 | Short            | EC               | CORP              | US        |      -15254 | NS      | $-514517.42   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| HEWLETT PACKARD ENTERPRISE COMPANY                                        | HEWLETT PACKARD ENTERPRISE COMPANY COM USD0.01                                                                                                         | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Short            | EC               | CORP              | US        |      -24306 | NS      | $-699283.62   | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| RITHM CAPITAL CORP                                                        | RITHM CAPITAL CORP 7.125%FIX TO FLT PFD SR B                                                                                                           | CUSIP: 64828T409<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EP               | CORP              | US        |        5335 | PA      | $136576.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY INC                                                        | NEE 7.375 02/15/29                                                                                                                                     | CUSIP: 65339F655<br>LEI: 254900RHL9MEUS5NKX63 | Long             | DBT              | CORP              | US        |       15134 | PA      | $794837.68    | 0.31%             | 2029-02-15      | Fixed         | 7.38%                 | No            |                  1 | On Loan: No      |
| WEC ENERGY GROUP INC                                                      | WEC V5.625 05/15/56                                                                                                                                    | CUSIP: 92939UAU0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29815.52     | 0.01%             | 2056-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AMAZON.COM INC                                                            | AMZN 4.1 11/20/30                                                                                                                                      | CUSIP: 023135CT1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49311.53     | 0.02%             | 2030-11-20      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| PPL CORP                                                                  | PPL 7 02/15/29                                                                                                                                         | CUSIP: 69351T866<br>LEI: 9N3UAJSNOUXFKQLF3V18 | Long             | DBT              | CORP              | US        |       20483 | PA      | $1033162.52   | 0.40%             | 2029-02-15      | Fixed         | 7.00%                 | No            |                  1 | On Loan: No      |
| LEMAITRE VASCULAR INC                                                     | LEMAITRE VASCULAR INC COM STK USD0.01                                                                                                                  | CUSIP: 525558201<br>LEI: 549300FZUBUB7MHY8R17 | Short            | EC               | CORP              | US        |       -2354 | NS      | $-258351.50   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| ROCKWELL AUTOMATION INC                                                   | ROCKWELL AUTOMATION INC COM USD1                                                                                                                       | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |          13 | NS      | $5315.83      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CLEAN HARBORS INC                                                         | CLEAN HARBORS INC COM USD0.01                                                                                                                          | CUSIP: 184496107<br>LEI: 5493000SJVZVZJKHJF48 | Long             | EC               | CORP              | US        |          11 | NS      | $3439.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VSE CORP                                                                  | VSE CORP COM STK USD0.05                                                                                                                               | CUSIP: 918284100<br>LEI: 549300QWJYQDH4U5XI15 | Short            | EC               | CORP              | US        |       -1628 | NS      | $-279495.04   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| SHIFT4 PAYMENTS INC                                                       | SHIFT4 PAYMENTS INC 6.00% SERIES A MANDATORY CONVERTIBLE PREFERRED STOCK                                                                               | CUSIP: 82452J307<br>LEI: N/A                  | Long             | EP               | CORP              | US        |       15756 | PA      | $882020.88    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                                               | ORACLE CORP DEPOSITARY SHARES EACH REPRESENTING A 1/2,000TH INTEREST IN A SHARE OF 6.50% SERIES D MANDATORY CONVERTIBLE PREFERRED STOCK                | CUSIP: 68389X204<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EP               | CORP              | US        |        8600 | PA      | $418562.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| NORWEGIAN CRUISE LINE HOLDINGS LTD                                        | NORWEGIAN CRUISE LINE HOLDINGS LTD COM USD0.001                                                                                                        | CUSIP: G66721104<br>LEI: N/A                  | Short            | EC               | CORP              | BM        |       -9019 | NS      | $-163965.42   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| VARONIS SYSTEMS INC                                                       | VARONIS SYSTEMS INC COM USD0.001                                                                                                                       | CUSIP: 922280102<br>LEI: 549300SHIVNRRH7STS26 | Short            | EC               | CORP              | US        |       -5502 | NS      | $-144702.60   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| BWX TECHNOLOGIES INC                                                      | BWX TECHNOLOGIES INC COM USD0.01                                                                                                                       | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Short            | EC               | CORP              | US        |        -989 | NS      | $-214009.71   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| ARROWHEAD PHARMACEUTICALS INC                                             | ARROWHEAD PHARMACEUTICALS INC COM USD0.001                                                                                                             | CUSIP: 04280A100<br>LEI: 549300O3CSB8T7OZ3D66 | Short            | EC               | CORP              | US        |        -425 | NS      | $-31229.00    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| PEABODY ENERGY CORP -                                                     | PEABODY ENERGY CORP - COM USD0.01                                                                                                                      | CUSIP: 704551100<br>LEI: EJCO258LNNVSKAR2JX59 | Short            | EC               | CORP              | US        |      -14891 | NS      | $-396994.06   | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| MFA FINANCIAL INC                                                         | MFA FINANCIAL INC 6.50% SERIES C FIXED-TO-FLOATING RATE CUMULATIVE REDEEMABLE PREFERRED STOCK                                                          | CUSIP: 55272X508<br>LEI: YW72IMH2RRC8Z1TGLG58 | Long             | EP               | CORP              | US        |       31438 | PA      | $749796.30    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| NEBIUS GROUP NV                                                           | NEBIUS GROUP NV COM USD0.01 CL 'A'                                                                                                                     | CUSIP: N97284108<br>LEI: 549300GGZHJ5Q1B18P93 | Short            | EC               | CORP              | NL        |       -3756 | NS      | $-519191.88   | -0.20%            |  |  |  | No            |                  1 | On Loan: No      |
| NUTANIX INC                                                               | NUTANIX INC COM USD0.000025 CL A                                                                                                                       | CUSIP: 67059N108<br>LEI: 549300X7J6E8TKVIXW09 | Short            | EC               | CORP              | US        |       -5013 | NS      | $-204981.57   | -0.08%            |  |  |  | No            |                  1 | On Loan: No      |
| NCR VOYIX CORP                                                            | NCR VOYIX CORP 5.5% PFD CONV SER A                                                                                                                     | CUSIP: 62886E207<br>LEI: 549300YKTY8JX1DV2R67 | Long             | EP               | CORP              | US        |         571 | PA      | $580478.60    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| ADAMAS TRUST INC                                                          | ADAMAS TRUST INC 7.875% SERIES E FIXED-TO-FLOATING RATE CUMULATIVE REDEEMABLE PREFERRED STOCK                                                          | CUSIP: 649604873<br>LEI: 549300JFGR0M7ULHWG48 | Long             | EP               | CORP              | US        |        2103 | PA      | $53458.26     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| REDWOOD TRUST INC                                                         | REDWOOD TRUST INC 10.00% SERIES A FIXED-RATE RESET CUMULATIVE REDEEMABLE PREFERRED STOCK                                                               | CUSIP: 758075808<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | EP               | CORP              | US        |        7133 | PA      | $177326.38    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN COMPANY (THE)                                                    | SO 7.125 12/15/28 A                                                                                                                                    | CUSIP: 842587842<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |        2429 | PA      | $126380.87    | 0.05%             | 2028-12-15      | Fixed         | 7.12%                 | No            |                  1 | On Loan: No      |
| VSE CORP                                                                  | VSEC 5.75 02/01/29                                                                                                                                     | CUSIP: 918284209<br>LEI: 549300QWJYQDH4U5XI15 | Long             | DBT              | CORP              | US        |        8059 | PA      | $372486.98    | 0.14%             | 2029-02-01      | Fixed         | 5.75%                 | No            |                  1 | On Loan: No      |
| SNOWFLAKE INC                                                             | SNOW 0 10/01/27                                                                                                                                        | CUSIP: 833445AB5<br>LEI: 254900CJNSY1K7T53Z16 | Long             | DBT              | CORP              | US        |      795000 | PA      | $906300.00    | 0.35%             | 2027-10-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| COGENT BIOSCIENCES INC                                                    | COGT 1.625 11/15/31                                                                                                                                    | CUSIP: 19240QAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       31000 | PA      | $36688.50     | 0.01%             | 2031-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| SYSCO CORP                                                                | SYSCO CORP COM USD1                                                                                                                                    | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |        1134 | NS      | $84721.14     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CRH PLC                                                                   | CRH PLC ORD EUR 0.32                                                                                                                                   | CUSIP: G25508105<br>LEI: 549300MIDJNNTH068E74 | Long             | EC               | CORP              | IE        |          63 | NS      | $7460.46      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERFLEX INC                                                              | EFXINC 6.875 01/15/31 144A                                                                                                                             | CUSIP: 29281WAA6<br>LEI: 549300SQCOV1LC1GBK07 | Long             | DBT              | CORP              | US        |       15000 | PA      | $15453.05     | 0.01%             | 2031-01-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                     | FN FA0381                                                                                                                                              | CUSIP: 3140W0M77<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      195405 | PA      | $194182.77    | 0.08%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SPOTIFY TECHNOLOGY SA                                                     | SPOTIFY TECHNOLOGY SA COM EUR0.000625                                                                                                                  | CUSIP: L8681T102<br>LEI: 549300B4X0JHWV0DTD60 | Long             | EC               | CORP              | LU        |          18 | NS      | $8037.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                                              | BROADCOM INC COM USD0.001                                                                                                                              | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |         234 | NS      | $97678.62     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EVERGY INC                                                                | EVERGY INC COM NPV                                                                                                                                     | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |         471 | NS      | $39017.64     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| MEDTRONIC PLC                                                             | MEDTRONIC PLC USD0.0001                                                                                                                                | CUSIP: G5960L103<br>LEI: 549300GX3ZBSQWUXY261 | Long             | EC               | CORP              | IE        |        1408 | NS      | $114005.76    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CHECK POINT SOFTWARE TECHNOLOGIES LTD                                     | CHKP 0 12/15/30                                                                                                                                        | CUSIP: 162775AA8<br>LEI: 2549003ZVBH73EPNS513 | Long             | DBT              | CORP              | IL        |      940000 | PA      | $850230.00    | 0.33%             | 2030-12-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL STORAGE AFFILIATES TRUST                                         | NATIONAL STORAGE AFFILIATES TRUST USD0.01(BEN OF INT)                                                                                                  | CUSIP: 637870106<br>LEI: 529900FS06O8GOYNR108 | Long             | EC               | CORP              | US        |       62790 | NS      | $2672342.40   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| NVENT ELECTRIC PLC                                                        | NVENT ELECTRIC PLC COM USD0.01                                                                                                                         | CUSIP: G6700G107<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |          28 | NS      | $4001.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WARNER MUSIC GROUP CORP                                                   | WARNER MUSIC GROUP CORP COM CL A                                                                                                                       | CUSIP: 934550203<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         265 | NS      | $7491.55      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PALANTIR TECHNOLOGIES INC                                                 | PALANTIR TECHNOLOGIES INC CL A                                                                                                                         | CUSIP: 69608A108<br>LEI: 549300UVN46B3BBDHO85 | Long             | EC               | CORP              | US        |         172 | NS      | $23926.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLEGION PLC                                                              | ALLEGION PLC COM USD0.01                                                                                                                               | CUSIP: G0176J109<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |          20 | NS      | $2749.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BOOKING HOLDINGS INC                                                      | BOOKING HOLDINGS INC COM USD0.008                                                                                                                      | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |          75 | NS      | $12627.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VIZSLA SILVER CORP                                                        | VIZSLA SILVER CORP COM NEW                                                                                                                             | CUSIP: 92859G608<br>LEI: 549300ADJF7HWIEDL366 | Long             | EC               | CORP              | CA        |         691 | NS      | $2335.58      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LEIDOS HOLDINGS INC                                                       | LEIDOS HOLDINGS INC COM USD0.0001                                                                                                                      | CUSIP: 525327102<br>LEI: 549300IUTGTP6EJP8124 | Long             | EC               | CORP              | US        |          21 | NS      | $3133.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| APPFOLIO INC                                                              | APPFOLIO INC COM USD0.0001 CL A                                                                                                                        | CUSIP: 03783C100<br>LEI: 529900OOUUGT6JFC0S15 | Long             | EC               | CORP              | US        |          16 | NS      | $2673.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ'S WHOLESALE CLUB HOLDINGS INC                                          | BJ'S WHOLESALE CLUB HOLDINGS INC COM USD0.01                                                                                                           | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |          30 | NS      | $2816.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VERALTO CORP                                                              | VERALTO CORP COM SHS                                                                                                                                   | CUSIP: 92338C103<br>LEI: 635400FJE6GSOJUSNY27 | Long             | EC               | CORP              | US        |          40 | NS      | $3528.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LAM RESEARCH CORP                                                         | LAM RESEARCH CORP COM NEW                                                                                                                              | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |          89 | NS      | $22949.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| KEYSIGHT TECHNOLOGIES INC                                                 | KEYSIGHT TECHNOLOGIES INC COM USD0.01 WD                                                                                                               | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |          18 | NS      | $6298.38      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| KALVISTA PHARMACEUTICALS INC                                              | KALVISTA PHARMACEUTICALS INC COM USD0.001                                                                                                              | CUSIP: 483497103<br>LEI: 529900Q7IDA3WUGRZA51 | Long             | EC               | CORP              | US        |       42290 | NS      | $1127451.40   | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| TERNS PHARMACEUTICALS INC                                                 | TERNS PHARMACEUTICALS INC COM                                                                                                                          | CUSIP: 880881107<br>LEI: 254900S1ZDQMF4MYP709 | Long             | EC               | CORP              | US        |       34300 | NS      | $1815499.00   | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| CGI INC                                                                   | CGI INC COM NPV SUB VTG SHS CL A                                                                                                                       | CUSIP: 12532H104<br>LEI: 549300WSRCZY73ZG3090 | Long             | EC               | CORP              | CA        |          43 | NS      | $2813.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ANTERO MIDSTREAM CORP                                                     | ANTERO MIDSTREAM CORP COM USD1.00                                                                                                                      | CUSIP: 03676B102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         123 | NS      | $2688.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FRONTIER COMMUNICATIONS HOLDINGS LLC                                      | FYBR 8.75 05/15/30 144A                                                                                                                                | CUSIP: 35908MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1318000 | PA      | $1348439.21   | 0.52%             | 2030-05-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| SCHRODERS PLC                                                             | SCHRODERS PLC ORD GBP0.20                                                                                                                              | CUSIP: G78602144<br>LEI: 2138001YYBULX5SZ2H24 | Long             | EC               | CORP              | GB        |      291424 | NS      | $2294668.21   | 0.89%             |  |  |  | No            |                  2 | On Loan: No      |
| CONTRA CONCRT PHRMC                                                       | CONTRA CONCRT PHRMC                                                                                                                                    | CUSIP: 206CVR011<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       97290 | NS      | $48615.81     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| ESCROW PIVOTAL SOFTWARE                                                   | ESCROW PIVOTAL SOFTWARE                                                                                                                                | CUSIP: 725ESC016<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       21925 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NEWS CORP                                                                 | NEWS CORP COM USD0.01 CL'A'                                                                                                                            | CUSIP: 65249B109<br>LEI: 549300ITS31QK8VRBQ14 | Long             | EC               | CORP              | US        |         122 | NS      | $3211.04      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VEEVA SYSTEMS INC                                                         | VEEVA SYSTEMS INC COM USD0.00001 CL 'A'                                                                                                                | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |          22 | NS      | $3431.34      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BARRICK MINING CORP                                                       | BARRICK MINING CORP COM SHS                                                                                                                            | CUSIP: 06849F108<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | EC               | CORP              | CA        |         159 | NS      | $6255.06      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EDWARDS LIFESCIENCES CORP                                                 | EW 4.3 06/15/28                                                                                                                                        | CUSIP: 28176EAD0<br>LEI: YA13X31F3V31L8TMPR58 | Long             | DBT              | CORP              | US        |       70000 | PA      | $69854.77     | 0.03%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| NVENT FINANCE SARL                                                        | NVT 4.55 04/15/28                                                                                                                                      | CUSIP: 67078AAD5<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |       40000 | PA      | $39777.61     | 0.02%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BOX INC                                                                   | BOX INC COM USD0.0001 CL 'A'                                                                                                                           | CUSIP: 10316T104<br>LEI: 549300KQUCPD8687YS68 | Short            | EC               | CORP              | US        |       -7115 | NS      | $-172183.00   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2022-HQA2                                   | STACR 2022-HQA2 M2                                                                                                                                     | CUSIP: 35564KB65<br>LEI: 5493000IRLADKYZNON28 | Long             | ABS-O            | USGSE             | US        |      485000 | PA      | $512414.09    | 0.20%             | 2042-07-25      | Floating      | 9.65%                 | Yes           |                  2 | On Loan: No      |
| BOX INC                                                                   | BOX 1.5 09/15/29                                                                                                                                       | CUSIP: 10316TAD6<br>LEI: 549300KQUCPD8687YS68 | Long             | DBT              | CORP              | US        |      943000 | PA      | $885005.50    | 0.34%             | 2029-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| ADTRAN HOLDINGS INC                                                       | ADTN 3.75 09/15/30                                                                                                                                     | CUSIP: 00486HAA3<br>LEI: 549300VV36J86CRRWF77 | Long             | DBT              | CORP              | US        |      156000 | PA      | $277149.60    | 0.11%             | 2030-09-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| NETCREDIT COMBINED 8.31%                                                  | NETCREDIT COMBINED 8.31%                                                                                                                               | CUSIP: 64113EAB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      178673 | PA      | $180448.14    | 0.07%             | 2030-10-21      | Fixed         | 8.31%                 | No            |                  2 | On Loan: No      |
| MAIN STREET CAPITAL CORP                                                  | MAIN 6.5 06/04/27                                                                                                                                      | CUSIP: 56035LAJ3<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20227.12     | 0.01%             | 2027-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| WILLIAMS SCOTSMAN INC                                                     | WLSC 6.625 06/15/29 144A                                                                                                                               | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |        6000 | PA      | $6158.53      | 0.00%             | 2029-06-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| AUTOZONE INC                                                              | AZO 5.4 07/15/34                                                                                                                                       | CUSIP: 053332BK7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20379.27     | 0.01%             | 2034-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BWX TECHNOLOGIES INC                                                      | BWXT 0 11/01/30                                                                                                                                        | CUSIP: 05605HAD2<br>LEI: 549300NP85N265KWMS58 | Long             | DBT              | CORP              | US        |      407000 | PA      | $440374.00    | 0.17%             | 2030-11-01      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| CONTRA AKERO THERAPEUT                                                    | CONTRA AKERO THERAPEUT                                                                                                                                 | CUSIP: 009CVR044<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       23378 | NS      | $15773.14     | 0.01%             |  |  |  | No            |                  3 | On Loan: No      |
| CONTRA AVADEL PHARMACE                                                    | CONTRA AVADEL PHARMACE                                                                                                                                 | CUSIP: G29CVR019<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       64443 | NS      | $42119.94     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| KENNEDY-WILSON INC                                                        | KW 5 03/01/31                                                                                                                                          | CUSIP: 489399AM7<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |     1069000 | PA      | $1064691.93   | 0.41%             | 2031-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WASTE CONNECTIONS INC                                                     | WCNCN 2.6 02/01/30                                                                                                                                     | CUSIP: 94106BAA9<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |        5000 | PA      | $4705.04      | 0.00%             | 2030-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTERNATIONAL PLC                                        | JCI 1.75 09/15/30                                                                                                                                      | CUSIP: 47837RAA8<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |       20000 | PA      | $17806.58     | 0.01%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| TRANSCANADA PIPELINES LTD                                                 | TRPCN V7 06/01/65                                                                                                                                      | CUSIP: 89352HBG3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |       30000 | PA      | $30936.99     | 0.01%             | 2065-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| PRIMO WATER HOLDINGS INC                                                  | PRMWCN 4.375 04/30/29 144a                                                                                                                             | CUSIP: 74168RAB9<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |       29000 | PA      | $28300.97     | 0.01%             | 2029-04-30      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| QXO INC                                                                   | QXO INC COM NEW                                                                                                                                        | CUSIP: 82846H405<br>LEI: N/A                  | Short            | EC               | CORP              | US        |      -32886 | NS      | $-660022.02   | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| OSCAR HEALTH INC                                                          | OSCR 2.25 09/01/30                                                                                                                                     | CUSIP: 687793AD1<br>LEI: 254900AE8KDLFDOPKZ19 | Long             | DBT              | CORP              | US        |      635000 | PA      | $709485.50    | 0.28%             | 2030-09-01      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| CONTRA METSERA INC                                                        | CONTRA METSERA INC                                                                                                                                     | CUSIP: 592CVR013<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       12220 | NS      | $62584.73     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| ALIGNMENT HEALTHCARE INC                                                  | ALHC 4.25 11/15/29                                                                                                                                     | CUSIP: 01625VAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      570000 | PA      | $942637.50    | 0.37%             | 2029-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                                           | CVX 4.98 04/15/35                                                                                                                                      | CUSIP: 166756BF2<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |      190000 | PA      | $192321.60    | 0.07%             | 2035-04-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| 3M COMPANY                                                                | MMM 4.8 03/15/30                                                                                                                                       | CUSIP: 88579YBQ3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40412.86     | 0.02%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC                                                              | VRSN 5.25 06/01/32                                                                                                                                     | CUSIP: 92343EAQ5<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30416.80     | 0.01%             | 2032-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BRUKER CORP                                                               | BRUKER CORP 6.375% MANDATORY CONVERTIBLE PREFERRED STOCK, SERIES A                                                                                     | CUSIP: 116794207<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EP               | CORP              | US        |         937 | PA      | $274700.29    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| KOHL'S CORP                                                               | KSS 10 06/01/30 144A                                                                                                                                   | CUSIP: 500255AY0<br>LEI: 549300JF6LPRTRJ0FH50 | Long             | DBT              | CORP              | US        |       27000 | PA      | $29213.62     | 0.01%             | 2030-06-01      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                    | MSI 4.85 08/15/30                                                                                                                                      | CUSIP: 620076CA5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |       60000 | PA      | $60490.49     | 0.02%             | 2030-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CRH SMW FINANCE DAC                                                       | CRHID 5.2 05/21/29                                                                                                                                     | CUSIP: 12704PAA6<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |      130000 | PA      | $132808.65    | 0.05%             | 2029-05-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ENACT HOLDINGS INC                                                        | ACT 6.25 05/28/29                                                                                                                                      | CUSIP: 29249EAA7<br>LEI: 9845003CA5664B741N19 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51658.25     | 0.02%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON CORP (THE)                                        | BK V4.441 06/09/28                                                                                                                                     | CUSIP: 06406RCH8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10021.09     | 0.00%             | 2028-06-09      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                           | PM 4 10/29/30                                                                                                                                          | CUSIP: 718172DY2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39221.88     | 0.02%             | 2030-10-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP (THE)                                                       | ALL 5.05 06/24/29                                                                                                                                      | CUSIP: 020002BL4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |       65000 | PA      | $66222.22     | 0.03%             | 2029-06-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                                              | ENBCN V7.375 03/15/55                                                                                                                                  | CUSIP: 29250NCG8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |       30000 | PA      | $31720.38     | 0.01%             | 2055-03-15      | Fixed         | 7.37%                 | No            |                  2 | On Loan: No      |
| MIZUHO FINANCIAL GROUP INC                                                | MIZUHO V5.382 07/10/30                                                                                                                                 | CUSIP: 60687YDF3<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |      190000 | PA      | $194061.57    | 0.08%             | 2030-07-10      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| MARATHON PETROLEUM CORP                                                   | MPC 5.7 03/01/35                                                                                                                                       | CUSIP: 56585ABL5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |       70000 | PA      | $71897.63     | 0.03%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & COMPANY                                                       | LLY 5.1 02/12/35                                                                                                                                       | CUSIP: 532457CX4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |       80000 | PA      | $81422.50     | 0.03%             | 2035-02-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC & GAS COMPANY                                     | PEG 5.05 03/01/35 Q                                                                                                                                    | CUSIP: 74456QCU8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50341.46     | 0.02%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BEAZLEY PLC                                                               | BEAZLEY PLC ORD GBP0.05                                                                                                                                | CUSIP: G0936K107<br>LEI: 213800VTOMUWD41GIT12 | Long             | EC               | CORP              | GB        |       53913 | NS      | $936436.23    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| XOMA ROYALTY CORP                                                         | XOMA ROYALTY CORP COM USD0.0075(POST REV SPLT                                                                                                          | CUSIP: 98419J206<br>LEI: 549300U6ZVYFCWNBJ613 | Long             | EC               | CORP              | US        |       22094 | NS      | $904528.36    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| DIGITALBRIDGE GROUP INC                                                   | DIGITALBRIDGE GROUP INC CL A NEW                                                                                                                       | CUSIP: 25401T603<br>LEI: 549300XG87L902AGBO89 | Long             | EC               | CORP              | US        |      148296 | NS      | $2307485.76   | 0.89%             |  |  |  | No            |                  1 | On Loan: No      |
| KENVUE INC                                                                | KENVUE INC COM                                                                                                                                         | CUSIP: 49177J102<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | EC               | CORP              | US        |       36899 | NS      | $646839.47    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| AMPHENOL CORP                                                             | APH 4.125 11/15/30                                                                                                                                     | CUSIP: 032095AY7<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |       95000 | PA      | $93563.74     | 0.04%             | 2030-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AFFIRM ASSET SECURITIZATION TRUST 2023-X1                                 | AFFRM 2025-X2 C                                                                                                                                        | CUSIP: 00835DAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      250000 | PA      | $250256.35    | 0.10%             | 2030-10-15      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                          | LPLA 5.65 03/15/35                                                                                                                                     | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |       80000 | PA      | $79948.59     | 0.03%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| FORESTAR GROUP INC                                                        | FOR 6.5 03/15/33 144A                                                                                                                                  | CUSIP: 346232AG6<br>LEI: 549300BC2UB0GHV60V70 | Long             | DBT              | CORP              | US        |       19000 | PA      | $19115.01     | 0.01%             | 2033-03-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ITRON INC                                                                 | ITRON INC COM NPV                                                                                                                                      | CUSIP: 465741106<br>LEI: 24F6LSZD18II6ICG6S41 | Short            | EC               | CORP              | US        |       -4129 | NS      | $-346010.20   | -0.13%            |  |  |  | No            |                  1 | On Loan: No      |
| PLUG POWER INC                                                            | PLUG POWER INC COM USD0.01                                                                                                                             | CUSIP: 72919P202<br>LEI: 549300JPDKRSJ8JSM954 | Short            | EC               | CORP              | US        |      -41194 | NS      | $-128937.22   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                      | OMF 7.5 05/15/31                                                                                                                                       | CUSIP: 682691AF7<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       32000 | PA      | $32808.29     | 0.01%             | 2031-05-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                                                              | NI V6.95 11/30/54                                                                                                                                      | CUSIP: 65473PAR6<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |       30000 | PA      | $31030.62     | 0.01%             | 2054-11-30      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| VFH PARENT LLC                                                            | VIRT 7.5 06/15/31 144A                                                                                                                                 | CUSIP: 91824YAA6<br>LEI: 549300FRO9M476YHHY64 | Long             | DBT              | CORP              | US        |       52000 | PA      | $54607.64     | 0.02%             | 2031-06-15      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| AERCAP IRELAND CAPITAL DAC                                                | AER V6.95 03/10/55                                                                                                                                     | CUSIP: 00774MBK0<br>LEI: 549300TI38531ODB1G63 | Long             | DBT              | CORP              | IE        |       80000 | PA      | $82841.68     | 0.03%             | 2055-03-10      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERATING LP                                            | WES 5.5 12/15/35                                                                                                                                       | CUSIP: 958667AJ6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |      210000 | PA      | $207597.73    | 0.08%             | 2035-12-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HNI CORP                                                                  | HNI 5.125 01/18/29 144a                                                                                                                                | CUSIP: 404251AA8<br>LEI: 549300SKRADLC4O5HV93 | Long             | DBT              | CORP              | US        |       22000 | PA      | $21727.63     | 0.01%             | 2029-01-18      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| COHU INC                                                                  | COHU 1.5 01/15/31                                                                                                                                      | CUSIP: 192576AA4<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | DBT              | CORP              | US        |      326000 | PA      | $621486.40    | 0.24%             | 2031-01-15      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| PAGAYA US HOLDING COMPANY LLC                                             | PGY 6.125 10/01/29                                                                                                                                     | CUSIP: 69549FAB5<br>LEI: 254900M9VGE3HM0OYH17 | Long             | DBT              | CORP              | US        |      766000 | PA      | $974735.00    | 0.38%             | 2029-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                      | BAC V3.974 02/07/30 MTN                                                                                                                                | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       60000 | PA      | $59117.42     | 0.02%             | 2030-02-07      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                                  | T 4.35 03/01/29                                                                                                                                        | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |        2000 | PA      | $1998.13      | 0.00%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                                              | AVGO 5.05 04/15/30                                                                                                                                     | CUSIP: 11135FCF6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       66000 | PA      | $67344.20     | 0.03%             | 2030-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                                               | ORCL 5.25 02/03/32                                                                                                                                     | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       60000 | PA      | $59140.02     | 0.02%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CENTRUS ENERGY CORP                                                       | LEU 2.25 11/01/30                                                                                                                                      | CUSIP: 15643UAE4<br>LEI: 549300G6VDK9G8276661 | Long             | DBT              | CORP              | US        |      254000 | PA      | $601980.00    | 0.23%             | 2030-11-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| IREN LTD                                                                  | IREN 1 06/01/33 33                                                                                                                                     | CUSIP: 46270CAJ8<br>LEI: 254900FZF02RB3NNGB71 | Long             | DBT              | CORP              | AU        |      155000 | PA      | $170965.00    | 0.07%             | 2033-06-01      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| ITRON INC                                                                 | ITRI 0 03/15/32                                                                                                                                        | CUSIP: 465741AR7<br>LEI: 24F6LSZD18II6ICG6S41 | Long             | DBT              | CORP              | US        |      794000 | PA      | $743978.00    | 0.29%             | 2032-03-15      | None          | 0.00%                 | Yes           |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                          | MO 4.875 02/04/28                                                                                                                                      | CUSIP: 02209SBS1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |       60000 | PA      | $60498.92     | 0.02%             | 2028-02-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                 | RCICN V7 04/15/55                                                                                                                                      | CUSIP: 775109DG3<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |       13000 | PA      | $13268.97     | 0.01%             | 2055-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS INC                                                | ZBH 4.7 02/19/27                                                                                                                                       | CUSIP: 98956PBA9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |      150000 | PA      | $150603.32    | 0.06%             | 2027-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                           | GEN 6.25 04/01/33 144A                                                                                                                                 | CUSIP: 668771AM0<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |       49000 | PA      | $47750.28     | 0.02%             | 2033-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                           | PM 3.375 08/15/29                                                                                                                                      | CUSIP: 718172CJ6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       15000 | PA      | $14540.56     | 0.01%             | 2029-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                           | CVS 3.25 08/15/29                                                                                                                                      | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       40000 | PA      | $38354.37     | 0.01%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY HOUSTON ELECTRIC LLC                                   | CNP 4.8 03/15/30                                                                                                                                       | CUSIP: 15189XBG2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101176.35    | 0.04%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GREENBRIER COMPANIES INC (THE)                                            | GREENBRIER COMPANIES INC (THE) COM USD0.001                                                                                                            | CUSIP: 393657101<br>LEI: 5493001GAGGFR30BP390 | Short            | EC               | CORP              | US        |       -5461 | NS      | $-268244.32   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| ORMAT TECHNOLOGIES INC                                                    | ORMAT TECHNOLOGIES INC COM STK USD0.001                                                                                                                | CUSIP: 686688102<br>LEI: 5493000TSHHWY24VHM09 | Short            | EC               | CORP              | US        |        -632 | NS      | $-72616.80    | -0.03%            |  |  |  | No            |                  1 | On Loan: No      |
| SATURN OIL & GAS INC                                                      | SOILCN 9.625 06/15/29 144A                                                                                                                             | CUSIP: 80412LAA5<br>LEI: 549300G6BWJ7K6PIIY73 | Long             | DBT              | CORP              | CA        |       27000 | PA      | $28312.93     | 0.01%             | 2029-06-15      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| REGIONS FINANCIAL CORP                                                    | RF V5.722 06/06/30                                                                                                                                     | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20550.76     | 0.01%             | 2030-06-06      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| US BANCORP                                                                | USB V5.424 02/12/36                                                                                                                                    | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |      155000 | PA      | $157945.66    | 0.06%             | 2036-02-12      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| PLAINS ALL AMERICAN PIPELINE LP                                           | PAA 3.55 12/15/29                                                                                                                                      | CUSIP: 72650RBM3<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |       42000 | PA      | $40664.64     | 0.02%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                                           | CVS 1.3 08/21/27                                                                                                                                       | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |       40000 | PA      | $38425.60     | 0.01%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| DIVERSIFIED HEALTHCARE TRUST                                              | DHC 4.375 03/01/31                                                                                                                                     | CUSIP: 25525PAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       52000 | PA      | $46766.90     | 0.02%             | 2031-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| NATIONAL RURAL UTILITIES COOPERATIVE FINANCE CORP                         | NRUC 4.95 02/07/30                                                                                                                                     | CUSIP: 63743HFX5<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30523.48     | 0.01%             | 2030-02-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN HONDA FINANCE CORP                                               | HNDA 4.55 03/03/28                                                                                                                                     | CUSIP: 02665WFX4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |       60000 | PA      | $59972.78     | 0.02%             | 2028-03-03      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                         | HSBC V5.13 03/03/31                                                                                                                                    | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      160000 | PA      | $162010.48    | 0.06%             | 2031-03-03      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| CANADIAN SOLAR INC                                                        | CANADIAN SOLAR INC COM STK NPV                                                                                                                         | CUSIP: 136635109<br>LEI: 5493001XSC6TKMBVOM15 | Short            | EC               | CORP              | CA        |      -17320 | NS      | $-264822.80   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| GO DADDY OPERATING COMPANY LLC                                            | GDDY 3.5 03/01/29 144A                                                                                                                                 | CUSIP: 38016LAC9<br>LEI: 5493005GJOH8HLL11157 | Long             | DBT              | CORP              | US        |       13000 | PA      | $12148.47     | 0.00%             | 2029-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| ARDAGH METAL PACKAGING FINANCE PLC/ARDAGH METAL PACKAGING FINANCE USA LLC | AMPBEV 4 09/01/29 144A                                                                                                                                 | CUSIP: 03969YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |       51000 | PA      | $47731.62     | 0.02%             | 2029-09-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| FORTINET INC                                                              | FTNT 2.2 03/15/31                                                                                                                                      | CUSIP: 34959EAB5<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |       10000 | PA      | $8904.28      | 0.00%             | 2031-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| COMPASS GROUP DIVERSIFIED HOLDINGS LLC                                    | CODI 5.25 04/15/29 144A                                                                                                                                | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |       40000 | PA      | $37853.64     | 0.01%             | 2029-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                          | MO 2.45 02/04/32                                                                                                                                       | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      190000 | PA      | $167242.24    | 0.06%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-HQA1                                   | STACR 2021-HQA1 B1                                                                                                                                     | CUSIP: 35564KCN7<br>LEI: 5493000ISMYB8CLVZD05 | Long             | ABS-O            | USGSE             | US        |      629000 | PA      | $686777.61    | 0.27%             | 2033-08-25      | Floating      | 6.65%                 | Yes           |                  2 | On Loan: No      |
| GOLUB CAPITAL BDC INC                                                     | GBDC 2.5 08/24/26                                                                                                                                      | CUSIP: 38173MAB8<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9909.38      | 0.00%             | 2026-08-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TRONOX INC                                                                | TROX 4.625 03/15/29 144A                                                                                                                               | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |      128000 | PA      | $107118.73    | 0.04%             | 2029-03-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                          | CCI 2.1 04/01/31                                                                                                                                       | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |       80000 | PA      | $70127.28     | 0.03%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                | MAR 2.85 04/15/31 HH                                                                                                                                   | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |      100000 | PA      | $91667.76     | 0.04%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| PRUDENTIAL FINANCIAL INC                                                  | PRU V3.7 10/01/50                                                                                                                                      | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |       30000 | PA      | $27669.65     | 0.01%             | 2050-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC (THE)                                              | WMB 2.6 03/15/31                                                                                                                                       | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      125000 | PA      | $113483.02    | 0.04%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| ENTERGY LOUISIANA LLC                                                     | ETR 1.6 12/15/30                                                                                                                                       | CUSIP: 29364WBE7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |       90000 | PA      | $79048.29     | 0.03%             | 2030-12-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| CACI INTERNATIONAL INC                                                    | CACI 6.375 06/15/33 144A                                                                                                                               | CUSIP: 127190AE6<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | DBT              | CORP              | US        |       13000 | PA      | $13299.69     | 0.01%             | 2033-06-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| GENERAL MOTORS FINANCIAL COMPANY INC                                      | GM 5 07/15/27                                                                                                                                          | CUSIP: 37045XFH4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |       60000 | PA      | $60351.60     | 0.02%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                      | RY V6.75 08/24/85                                                                                                                                      | CUSIP: 780082AV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       80000 | PA      | $81415.20     | 0.03%             | 2085-08-24      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| COMSTOCK RESOURCES INC                                                    | CRK 6.75 03/01/29 144A                                                                                                                                 | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |       92000 | PA      | $91967.50     | 0.04%             | 2029-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| MASTERCARD INC                                                            | MA 1.9 03/15/31                                                                                                                                        | CUSIP: 57636QAS3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |       22000 | PA      | $19619.13     | 0.01%             | 2031-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| ROCKET COMPANIES INC                                                      | RKT 6.125 08/01/30 144A                                                                                                                                | CUSIP: 77311WAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       15000 | PA      | $15222.53     | 0.01%             | 2030-08-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                                              | AVGO 1.95 02/15/28                                                                                                                                     | CUSIP: 11135FCP4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       60000 | PA      | $57708.05     | 0.02%             | 2028-02-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS COMPANY                                                  | AXP V4.804 10/24/36                                                                                                                                    | CUSIP: 025816EM7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      135000 | PA      | $130771.90    | 0.05%             | 2036-10-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP (THE)                                                 | SCHW V4.343 11/14/31                                                                                                                                   | CUSIP: 808513CK9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |      130000 | PA      | $128277.22    | 0.05%             | 2031-11-14      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                     | CAS 2022-R06 1B1                                                                                                                                       | CUSIP: 20754NAQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |      290000 | PA      | $305045.20    | 0.12%             | 2042-05-25      | Floating      | 10.00%                | Yes           |                  2 | On Loan: No      |
| ENCORE CAPITAL GROUP INC                                                  | ECPG 8.5 05/15/30 144A                                                                                                                                 | CUSIP: 292554AR3<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |       24000 | PA      | $25630.92     | 0.01%             | 2030-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                                              | AVGO 4.3 01/15/31                                                                                                                                      | CUSIP: 11135FCZ2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |       60000 | PA      | $59518.99     | 0.02%             | 2031-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                   | HCA 5.875 02/01/29                                                                                                                                     | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       60000 | PA      | $61656.82     | 0.02%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                          | MO 4.8 02/14/29                                                                                                                                        | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |       60000 | PA      | $60445.64     | 0.02%             | 2029-02-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| AMERICA MOVIL SAB DE CV                                                   | AMXLMM 3.625 04/22/29                                                                                                                                  | CUSIP: 02364WBH7<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |      100000 | PA      | $97403.73     | 0.04%             | 2029-04-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ELANCO ANIMAL HEALTH INC                                                  | ELAN 4.9 08/28/28                                                                                                                                      | CUSIP: 28414HAG8<br>LEI: 549300SHPNDCE059M934 | Long             | DBT              | CORP              | US        |       34000 | PA      | $34756.36     | 0.01%             | 2028-08-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| TOLL BROTHERS FINANCE CORP                                                | TOL 3.8 11/01/29                                                                                                                                       | CUSIP: 88947EAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $48719.84     | 0.02%             | 2029-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                                     | RSG 5.2 11/15/34                                                                                                                                       | CUSIP: 760759BK5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |       85000 | PA      | $86778.61     | 0.03%             | 2034-11-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK (THE)                                               | TD V7.25 07/31/84                                                                                                                                      | CUSIP: 89116CKP1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |       80000 | PA      | $83106.16     | 0.03%             | 2084-07-31      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| NEVADA POWER COMPANY                                                      | BRKHEC V6.25 05/15/55                                                                                                                                  | CUSIP: 641423CH9<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30122.34     | 0.01%             | 2055-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROUP INC                                             | SBGI 4.375 12/31/32 144A                                                                                                                               | CUSIP: 829259BF6<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |       21000 | PA      | $16185.54     | 0.01%             | 2032-12-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2019-R06                              | CAS 2019-R06 2B1                                                                                                                                       | CUSIP: 20754JAC8<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |      685869 | PA      | $692514.98    | 0.27%             | 2039-09-25      | Floating      | 7.51%                 | Yes           |                  2 | On Loan: No      |
| D.R. HORTON INC                                                           | DHI 1.4 10/15/27                                                                                                                                       | CUSIP: 23331ABP3<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |       50000 | PA      | $47949.36     | 0.02%             | 2027-10-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                     | FN FM4808                                                                                                                                              | CUSIP: 3140X8KW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       57341 | PA      | $48539.30     | 0.02%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENT LLC / AVIS BUDGET FINANCE INC                        | CAR 8.375 06/15/32 144A                                                                                                                                | CUSIP: 053773BK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       60000 | PA      | $60322.14     | 0.02%             | 2032-06-15      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                    | MSI 5.55 08/15/35                                                                                                                                      | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |       60000 | PA      | $61359.21     | 0.02%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ADT SECURITY CORP (THE)                                                   | ADT 5.875 10/15/33 144A                                                                                                                                | CUSIP: 00109LAB9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19702.95     | 0.01%             | 2033-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| CHORD ENERGY CORP                                                         | CHRD 6.75 03/15/33 144A                                                                                                                                | CUSIP: 674215AN8<br>LEI: 529900FA4V2YNIKZ0M71 | Long             | DBT              | CORP              | US        |       45000 | PA      | $46825.74     | 0.02%             | 2033-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| BLACKSTONE SECURED LENDING FUND                                           | BXSL 5.3 06/30/30                                                                                                                                      | CUSIP: 09261XAK8<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29224.71     | 0.01%             | 2030-06-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ROCKET COMPANIES INC                                                      | RKT 6.5 08/01/29 144A                                                                                                                                  | CUSIP: 77311WAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       39000 | PA      | $39728.87     | 0.02%             | 2029-08-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| ALBERTSONS COMPANIES INC                                                  | ACI 5.75 03/31/34 144A                                                                                                                                 | CUSIP: 01309QAD0<br>LEI: 549300YKWOC0AOR16R51 | Long             | DBT              | CORP              | US        |       31000 | PA      | $30179.04     | 0.01%             | 2034-03-31      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                            | SPGI 4.25 01/15/31 144A                                                                                                                                | CUSIP: 78409VBT0<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |       60000 | PA      | $59179.89     | 0.02%             | 2031-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                | MAR 5.1 04/15/32                                                                                                                                       | CUSIP: 571903BT9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30461.14     | 0.01%             | 2032-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| INSIGHT ENTERPRISES INC                                                   | NSIT 6.625 05/15/32 144A                                                                                                                               | CUSIP: 45765UAC7<br>LEI: 529900S8991TYW6YP792 | Long             | DBT              | CORP              | US        |       27000 | PA      | $26781.11     | 0.01%             | 2032-05-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| AEP TEXAS INC                                                             | AEP 5.45 05/15/29                                                                                                                                      | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40994.45     | 0.02%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| WASTE MANAGEMENT INC                                                      | WM 4.95 07/03/31                                                                                                                                       | CUSIP: 94106LBY4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |      125000 | PA      | $127627.04    | 0.05%             | 2031-07-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| NATIONAL FUEL GAS COMPANY                                                 | NFG 5.95 03/15/35                                                                                                                                      | CUSIP: 636180BU4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |       45000 | PA      | $46749.64     | 0.02%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS INC                                                 | RCICN V7.125 04/15/55                                                                                                                                  | CUSIP: 775109DH1<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |       49000 | PA      | $50548.92     | 0.02%             | 2055-04-15      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| SNAP INC                                                                  | SNAP 6.875 03/01/33 144A                                                                                                                               | CUSIP: 83304AAL0<br>LEI: 549300JNC0L6VP8A2Q35 | Long             | DBT              | CORP              | US        |       21000 | PA      | $20444.28     | 0.01%             | 2033-03-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| HCA INC                                                                   | HCA 5 03/01/28                                                                                                                                         | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       60000 | PA      | $60502.94     | 0.02%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                                            | MA 4.95 03/15/32                                                                                                                                       | CUSIP: 57636QBG8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |       90000 | PA      | $92489.06     | 0.04%             | 2032-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CREDIT ACCEPTANCE CORP                                                    | CACC 6.625 03/15/30                                                                                                                                    | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       44000 | PA      | $43853.04     | 0.02%             | 2030-03-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| ALARM.COM HOLDINGS INC                                                    | ALARM.COM HOLDINGS INC COM USD0.01                                                                                                                     | CUSIP: 011642105<br>LEI: 549300HIH92U1EKIHZ32 | Short            | EC               | CORP              | US        |       -3555 | NS      | $-157877.55   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| BALDWIN INSURANCE GROUP HOLDINGS LLC (THE)                                | BWIN 7.125 05/15/31 144A                                                                                                                               | CUSIP: 05825XAA7<br>LEI: 5493004GCDREAQPPYG20 | Long             | DBT              | CORP              | US        |       54000 | PA      | $54674.03     | 0.02%             | 2031-05-15      | Fixed         | 7.12%                 | Yes           |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                         | HSBC V5.597 05/17/28                                                                                                                                   | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      110000 | PA      | $111232.30    | 0.04%             | 2028-05-17      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER COMPANY INC                                       | AEP V7.05 12/15/54 *                                                                                                                                   | CUSIP: 025537AZ4<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |       40000 | PA      | $41857.44     | 0.02%             | 2054-12-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| CONNECTICUT AVENUE SECURITIES TRUST 2024-R06                              | CAS 2024-R06 1B1                                                                                                                                       | CUSIP: 20755RAG0<br>LEI: N/A                  | Long             | ABS-O            | USGSE             | US        |      250000 | PA      | $250624.48    | 0.10%             | 2044-09-25      | Variable      | 5.70%                 | Yes           |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROUP INC                                             | SBGI 9.75 02/15/33 144A                                                                                                                                | CUSIP: 829259BG4<br>LEI: 549300CQGEN0CH65UD62 | Long             | DBT              | CORP              | US        |       24000 | PA      | $26460.00     | 0.01%             | 2033-02-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| TAMPA ELECTRIC COMPANY                                                    | TE 5.15 03/01/35                                                                                                                                       | CUSIP: 875127BN1<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |       90000 | PA      | $90394.97     | 0.04%             | 2035-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                      | TRGP 5.55 08/15/35                                                                                                                                     | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |       75000 | PA      | $75968.25     | 0.03%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                      | OMF 6.75 03/15/32                                                                                                                                      | CUSIP: 682691AJ9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       31000 | PA      | $30991.06     | 0.01%             | 2032-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| LYONDELLBASELL ADVANCED POLYMERS INC                                      | LYONDELLBASELL ADVANCED POLYMERS INC CUM SPECIAL STK CONV 6%                                                                                           | CUSIP: 67054E202<br>LEI: 5493004OGK9A7CGV3B42 | Long             | EP               | CORP              | US        |         669 | PA      | $588720.00    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| ALBEMARLE CORP                                                            | ALBEMARLE CORP DEPOSITARY SHARES EACH REPRESENTING A 1/20TH INTEREST IN A SHARE OF 7.25% SERIES A MANDATORY CONVERTIBLE PREFERRED STOCK                | CUSIP: 012653200<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EP               | CORP              | US        |       25957 | PA      | $2023088.58   | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE SECURED LENDING FUND                                           | BXSL 5.875 11/15/27                                                                                                                                    | CUSIP: 09261XAH5<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10072.42     | 0.00%             | 2027-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                                              | ETR V7.125 12/01/54                                                                                                                                    | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30884.34     | 0.01%             | 2054-12-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| FS KKR CAPITAL CORP                                                       | FSK 6.875 08/15/29                                                                                                                                     | CUSIP: 302635AN7<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |       30000 | PA      | $29905.93     | 0.01%             | 2029-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| FORTUNA MINING CORP                                                       | FORTUNA MINING CORP COM NEW                                                                                                                            | CUSIP: 349942102<br>LEI: 5493003Q88RVK7CW4735 | Short            | EC               | CORP              | CA        |      -56475 | NS      | $-544983.75   | -0.21%            |  |  |  | No            |                  1 | On Loan: No      |
| SLM CORP (SALLIE MAE)                                                     | SLM 6.5 01/31/30                                                                                                                                       | CUSIP: 78442PGF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       34000 | PA      | $34326.26     | 0.01%             | 2030-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| VALERO ENERGY CORP                                                        | VLO 5.15 02/15/30                                                                                                                                      | CUSIP: 91913YBF6<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20406.72     | 0.01%             | 2030-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELECTRIC & POWER COMPANY                                         | D 5.15 03/15/35                                                                                                                                        | CUSIP: 927804GT5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20011.37     | 0.01%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| KKR & CO. INC                                                             | KKR & CO. INC 6.25% SERIES D MANDATORY CONVERTIBLE PREFERRED STOCK                                                                                     | CUSIP: 48251W500<br>LEI: 54930013V5I303TF9571 | Long             | EP               | CORP              | US        |       11336 | PA      | $503091.68    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA5                                   | STACR 2021-DNA5 B2                                                                                                                                     | CUSIP: 35564KJB6<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-O            | USGSE             | US        |      750000 | PA      | $910074.30    | 0.35%             | 2034-01-25      | Floating      | 9.15%                 | Yes           |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                                                      | OMF 7.125 11/15/31                                                                                                                                     | CUSIP: 682691AG5<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |       52000 | PA      | $52730.55     | 0.02%             | 2031-11-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| KROGER COMPANY (THE)                                                      | KR 5 09/15/34                                                                                                                                          | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49391.86     | 0.02%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                                                       | FITB V4.895 09/06/30                                                                                                                                   | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20074.40     | 0.01%             | 2030-09-06      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                              | BACR V4.837 09/10/28                                                                                                                                   | CUSIP: 06738ECT0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $200683.84    | 0.08%             | 2028-09-10      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| GENTING NEW YORK LLC                                                      | RWNYNY 7.25 10/01/29 144A                                                                                                                              | CUSIP: 37255JAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       53000 | PA      | $53821.18     | 0.02%             | 2029-10-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| ACCENTURE CAPITAL INC                                                     | ACN 4.5 10/04/34                                                                                                                                       | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9634.30      | 0.00%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT COMPANY LLC                                             | F 5.918 03/20/28                                                                                                                                       | CUSIP: 345397G72<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      160000 | PA      | $162193.20    | 0.06%             | 2028-03-20      | Fixed         | 5.92%                 | No            |                  2 | On Loan: No      |
| ENOVA INTERNATIONAL INC                                                   | ENVA 9.125 08/01/29 144A                                                                                                                               | CUSIP: 29357KAK9<br>LEI: 549300O8XOCQSB49UO63 | Long             | DBT              | CORP              | US        |       42000 | PA      | $43995.00     | 0.02%             | 2029-08-01      | Fixed         | 9.12%                 | Yes           |                  2 | On Loan: No      |
| NEWMONT CORP                                                              | NEM 3.25 05/13/30                                                                                                                                      | CUSIP: 65163LAB5<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |       40000 | PA      | $38526.33     | 0.01%             | 2030-05-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                                                               | EFX 4.8 09/15/29                                                                                                                                       | CUSIP: 294429AX3<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |       65000 | PA      | $65293.98     | 0.03%             | 2029-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                                          | EQR 4.65 09/15/34                                                                                                                                      | CUSIP: 26884ABP7<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39044.31     | 0.02%             | 2034-09-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES INC                                             | UHS 4.625 10/15/29                                                                                                                                     | CUSIP: 913903BB5<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39716.62     | 0.02%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                         | POST 6.25 10/15/34 144A                                                                                                                                | CUSIP: 737446AX2<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       14000 | PA      | $13820.27     | 0.01%             | 2034-10-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                  | G2 MB0204                                                                                                                                              | CUSIP: 3618N5GN3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      111453 | PA      | $110636.94    | 0.04%             | 2055-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VALE OVERSEAS LTD                                                         | VALEBZ 3.75 07/08/30                                                                                                                                   | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |       60000 | PA      | $57485.33     | 0.02%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| TELEDYNE FLIR LLC                                                         | TDY 2.5 08/01/30                                                                                                                                       | CUSIP: 302445AE1<br>LEI: 5493000HDPX16EHNN346 | Long             | DBT              | CORP              | US        |       40000 | PA      | $36759.72     | 0.01%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SERVICENOW INC                                                            | NOW 1.4 09/01/30                                                                                                                                       | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |       40000 | PA      | $34855.67     | 0.01%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| VICI PROPERTIES LP                                                        | VICI 5.625 04/01/35                                                                                                                                    | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40126.27     | 0.02%             | 2035-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CENTERPOINT ENERGY INC                                                    | CNP V7 02/15/55 A                                                                                                                                      | CUSIP: 15189TBH9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30948.93     | 0.01%             | 2055-02-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                  | G2 BW6206                                                                                                                                              | CUSIP: 3617NX3P3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       24384 | PA      | $20548.42     | 0.01%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC COMPANY                                            | PCG 4.55 07/01/30                                                                                                                                      | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19774.76     | 0.01%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MGIC INVESTMENT CORP                                                      | MTG 5.25 08/15/28                                                                                                                                      | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |        7000 | PA      | $6994.58      | 0.00%             | 2028-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| S&P GLOBAL INC                                                            | SPGI 1.25 08/15/30                                                                                                                                     | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |      110000 | PA      | $95999.91     | 0.04%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| SHERWIN-WILLIAMS COMPANY (THE)                                            | SHW 4.8 09/01/31                                                                                                                                       | CUSIP: 824348BT2<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |       60000 | PA      | $60415.56     | 0.02%             | 2031-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| W.W. GRAINGER INC                                                         | GWW 4.45 09/15/34                                                                                                                                      | CUSIP: 384802AF1<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |      185000 | PA      | $181290.23    | 0.07%             | 2034-09-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM CORP                                                 | OXY 8.875 07/15/30                                                                                                                                     | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |       20000 | PA      | $22776.17     | 0.01%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                  | G2 BW4651                                                                                                                                              | CUSIP: 3617NWEY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       11403 | PA      | $9559.62      | 0.00%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GULFPORT ENERGY OPERATING CORP                                            | GPOR 6.75 09/01/29 144A                                                                                                                                | CUSIP: 402635AT3<br>LEI: 549300FJX18IDUFPHD40 | Long             | DBT              | CORP              | US        |       66000 | PA      | $67710.13     | 0.03%             | 2029-09-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENT LLC / AVIS BUDGET FINANCE INC                        | CAR 8.25 01/15/30 144A                                                                                                                                 | CUSIP: 053773BJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       20000 | PA      | $20535.20     | 0.01%             | 2030-01-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| BELRON UK FINANCE PLC                                                     | BELRON 5.75 10/15/29 144a                                                                                                                              | CUSIP: 080782AA3<br>LEI: 9845006BC9D1A77B8178 | Long             | DBT              | CORP              | GB        |       48000 | PA      | $48481.99     | 0.02%             | 2029-10-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                            | FFHCN 6 12/07/33                                                                                                                                       | CUSIP: 303901BN1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |      181000 | PA      | $190022.33    | 0.07%             | 2033-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                   | MPLX 2.65 08/15/30                                                                                                                                     | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      140000 | PA      | $129275.82    | 0.05%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                | DVA 3.75 02/15/31 144A                                                                                                                                 | CUSIP: 23918KAT5<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |       28000 | PA      | $25975.28     | 0.01%             | 2031-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| PG&E CORP                                                                 | PCG 5.25 07/01/30                                                                                                                                      | CUSIP: 69331CAJ7<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |       77000 | PA      | $76227.35     | 0.03%             | 2030-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RELIANCE INC                                                              | RS 2.15 08/15/30                                                                                                                                       | CUSIP: 759509AG7<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |       40000 | PA      | $36046.75     | 0.01%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                            | MS V4.994 04/12/29 .                                                                                                                                   | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |       60000 | PA      | $60502.97     | 0.02%             | 2029-04-12      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-HQA2                                   | STACR 2021-HQA2 B2                                                                                                                                     | CUSIP: 35564KGS2<br>LEI: 5493000ISM9M3KNO6J64 | Long             | ABS-O            | USGSE             | US        |      200000 | PA      | $242441.92    | 0.09%             | 2033-12-25      | Floating      | 9.10%                 | Yes           |                  2 | On Loan: No      |
| POST HOLDINGS INC                                                         | POST 6.375 03/01/33 144A                                                                                                                               | CUSIP: 737446AV6<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | DBT              | CORP              | US        |       42000 | PA      | $41983.66     | 0.02%             | 2033-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                                                         | KOS 8.75 10/01/31 144A                                                                                                                                 | CUSIP: 500688AJ5<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |       70000 | PA      | $64681.40     | 0.03%             | 2031-10-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| CANADIAN IMPERIAL BANK OF COMMERCE                                        | CM V4.631 09/11/30                                                                                                                                     | CUSIP: 13607PHS6<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |       25000 | PA      | $25029.49     | 0.01%             | 2030-09-11      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| WAYFAIR LLC                                                               | W 7.25 10/31/29 144A                                                                                                                                   | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |       71000 | PA      | $72758.88     | 0.03%             | 2029-10-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN NATIONAL GROUP INC                                               | ANGINC 5.75 10/01/29                                                                                                                                   | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50667.25     | 0.02%             | 2029-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                               | STWD 6.5 10/15/30 144A                                                                                                                                 | CUSIP: 85571BBE4<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20570.10     | 0.01%             | 2030-10-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                             | GS V4.937 04/23/28                                                                                                                                     | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20094.02     | 0.01%             | 2028-04-23      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| DAVITA INC                                                                | DVA 6.875 09/01/32 144A                                                                                                                                | CUSIP: 23918KAW8<br>LEI: M2XHYMU3TZNEZURC6H66 | Long             | DBT              | CORP              | US        |       44000 | PA      | $45416.40     | 0.02%             | 2032-09-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| CITIGROUP INC                                                             | C V4.542 09/19/30                                                                                                                                      | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       60000 | PA      | $59775.43     | 0.02%             | 2030-09-19      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| PHINIA INC                                                                | PHIN 6.625 10/15/32 144A                                                                                                                               | CUSIP: 71880KAB7<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |       48000 | PA      | $49177.44     | 0.02%             | 2032-10-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| ORACLE CORP                                                               | ORCL 4.2 09/27/29 *                                                                                                                                    | CUSIP: 68389XCS2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19442.96     | 0.01%             | 2029-09-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UNITI SERVICES LLC                                                        | WIN 8.25 10/01/31 144A                                                                                                                                 | CUSIP: 97381AAA0<br>LEI: 549300KT9GVEBYCD2N29 | Long             | DBT              | CORP              | US        |       96000 | PA      | $101539.01    | 0.04%             | 2031-10-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| STARWOOD PROPERTY TRUST INC                                               | STWD 6 04/15/30 144A                                                                                                                                   | CUSIP: 85571BBC8<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |       13000 | PA      | $13151.93     | 0.01%             | 2030-04-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ROYAL BANK OF CANADA                                                      | RY V4.97 05/02/31 GMTN                                                                                                                                 | CUSIP: 78017DAH1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |       40000 | PA      | $40491.30     | 0.02%             | 2031-05-02      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| DIAGEO INVESTMENT CORP                                                    | DGELN 5.125 08/15/30                                                                                                                                   | CUSIP: 25245BAC1<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30664.49     | 0.01%             | 2030-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| JETBLUE AIRWAYS CORP / JETBLUE LOYALTY LP                                 | JBLU 9.875 09/20/31 144A                                                                                                                               | CUSIP: 476920AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      105000 | PA      | $97793.69     | 0.04%             | 2031-09-20      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| MASTERCARD INC                                                            | MA 4.55 01/15/35                                                                                                                                       | CUSIP: 57636QBC7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49038.56     | 0.02%             | 2035-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                                   | SPG 4.75 09/26/34                                                                                                                                      | CUSIP: 828807DY0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48912.12     | 0.02%             | 2034-09-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                          | LPLA 4.9 04/03/28                                                                                                                                      | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50133.75     | 0.02%             | 2028-04-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| LPL HOLDINGS INC                                                          | LPLA 5.15 06/15/30                                                                                                                                     | CUSIP: 50212YAP9<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40272.59     | 0.02%             | 2030-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| REGENERON PHARMACEUTICALS INC                                             | REGN 1.75 09/15/30                                                                                                                                     | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |      170000 | PA      | $151108.74    | 0.06%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INC                                       | PEG 1.6 08/15/30                                                                                                                                       | CUSIP: 744573AQ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |       10000 | PA      | $8816.84      | 0.00%             | 2030-08-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| MCGRAW-HILL EDUCATION INC                                                 | MHED 7.375 09/01/31 144A                                                                                                                               | CUSIP: 58064LAA2<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |       33000 | PA      | $34096.59     | 0.01%             | 2031-09-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| TARGA RESOURCES CORP                                                      | TRGP 5.5 02/15/35                                                                                                                                      | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |      110000 | PA      | $111476.99    | 0.04%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                                    | ROP 4.5 10/15/29                                                                                                                                       | CUSIP: 776696AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |       60000 | PA      | $59702.40     | 0.02%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                          | TMUS 4.7 01/15/35                                                                                                                                      | CUSIP: 87264ADM4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |      160000 | PA      | $154495.87    | 0.06%             | 2035-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC                                                    | DRI 4.55 10/15/29                                                                                                                                      | CUSIP: 237194AQ8<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |       80000 | PA      | $79910.56     | 0.03%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| ING GROEP NV                                                              | INTNED V5.066 03/25/31                                                                                                                                 | CUSIP: 456837BR3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |      200000 | PA      | $202114.82    | 0.08%             | 2031-03-25      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS INC                                                | VZ 5.25 04/02/35                                                                                                                                       | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |       95000 | PA      | $94981.62     | 0.04%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| RELX CAPITAL INC                                                          | RELLN 4.75 03/27/30                                                                                                                                    | CUSIP: 74949LAF9<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |       60000 | PA      | $60433.84     | 0.02%             | 2030-03-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                                          | TMUS 5.3 05/15/35                                                                                                                                      | CUSIP: 87264ADT9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |       90000 | PA      | $90681.48     | 0.04%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| ELI LILLY & COMPANY                                                       | LLY 4.7 02/27/33                                                                                                                                       | CUSIP: 532457CF3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |        8000 | PA      | $8054.97      | 0.00%             | 2033-02-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BHP BILLITON FINANCE (USA) LTD                                            | BHP 4.75 02/28/28                                                                                                                                      | CUSIP: 055451AZ1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |      220000 | PA      | $221957.14    | 0.09%             | 2028-02-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                 | AMGN 5.25 03/02/30                                                                                                                                     | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |      108000 | PA      | $110735.65    | 0.04%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EXELON CORP                                                               | EXC 5.15 03/15/28                                                                                                                                      | CUSIP: 30161NBJ9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40456.59     | 0.02%             | 2028-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| DTE ELECTRIC COMPANY                                                      | DTE 5.2 04/01/33                                                                                                                                       | CUSIP: 23338VAS5<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51303.50     | 0.02%             | 2033-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY PROGRESS LLC                                                  | DUK 5.25 03/15/33                                                                                                                                      | CUSIP: 26442UAQ7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10262.37     | 0.00%             | 2033-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                                    | UNH 4.5 04/15/33                                                                                                                                       | CUSIP: 91324PEV0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |       21000 | PA      | $20591.32     | 0.01%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| COTERRA ENERGY INC                                                        | CTRA 4.375 03/15/29                                                                                                                                    | CUSIP: 127097AK9<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19913.94     | 0.01%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GENESIS ENERGY LP                                                         | GEL 8.875 04/15/30                                                                                                                                     | CUSIP: 37185LAN2<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |       13000 | PA      | $13619.98     | 0.01%             | 2030-04-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                | COF V5.468 02/01/29                                                                                                                                    | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      100000 | PA      | $101559.19    | 0.04%             | 2029-02-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| CCO HOLDINGS LLC / CCO HOLDINGS CAPITAL CORP                              | CHTR 7.375 03/01/31 144A                                                                                                                               | CUSIP: 1248EPCT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      218000 | PA      | $220664.40    | 0.09%             | 2031-03-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| EDISON INTERNATIONAL                                                      | EIX V8.125 06/15/53                                                                                                                                    | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25648.33     | 0.01%             | 2053-06-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| HCA INC                                                                   | HCA 3.625 03/15/32                                                                                                                                     | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |       91000 | PA      | $84946.28     | 0.03%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA2                                   | STACR 2021-DNA2 B1                                                                                                                                     | CUSIP: 35564KDX4<br>LEI: 5493000ISZLYXFDXNW47 | Long             | ABS-O            | USGSE             | US        |      700000 | PA      | $778274.98    | 0.30%             | 2033-08-25      | Floating      | 7.05%                 | Yes           |                  2 | On Loan: No      |
| ALLY FINANCIAL INC                                                        | ALLY 4.75 06/09/27                                                                                                                                     | CUSIP: 02005NBQ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30078.57     | 0.01%             | 2027-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA6                                   | STACR 2021-DNA6 B1                                                                                                                                     | CUSIP: 35564KLU1<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-O            | USGSE             | US        |      780000 | PA      | $788479.54    | 0.31%             | 2041-10-25      | Floating      | 7.05%                 | Yes           |                  2 | On Loan: No      |
| AUTOZONE INC                                                              | AZO 4.5 02/01/28                                                                                                                                       | CUSIP: 053332BC5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40084.68     | 0.02%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                                                         | HSBC V6.161 03/09/29                                                                                                                                   | CUSIP: 404280DU0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $205598.98    | 0.08%             | 2029-03-09      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                                       | AMT 5.5 03/15/28                                                                                                                                       | CUSIP: 03027XBY5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40717.47     | 0.02%             | 2028-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SANTANDER HOLDINGS USA INC                                                | SANUSA V6.499 03/09/29                                                                                                                                 | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |       40000 | PA      | $41245.95     | 0.02%             | 2029-03-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                | FISV 5.375 08/21/28                                                                                                                                    | CUSIP: 337738BG2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30407.33     | 0.01%             | 2028-08-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                      | BAC V6.204 11/10/28                                                                                                                                    | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      185000 | PA      | $189824.86    | 0.07%             | 2028-11-10      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES INC                                             | UHS 2.65 10/15/30                                                                                                                                      | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |       22000 | PA      | $19878.92     | 0.01%             | 2030-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                           | PM 5.375 02/15/33                                                                                                                                      | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51424.84     | 0.02%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PUBLIC SERVICE ELECTRIC & GAS COMPANY                                     | PEG 4.65 03/15/33 MTN                                                                                                                                  | CUSIP: 74456QCL8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9936.73      | 0.00%             | 2033-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                                                              | BACR V5.501 08/09/28                                                                                                                                   | CUSIP: 06738EBY0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |      130000 | PA      | $131405.70    | 0.05%             | 2028-08-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                                                | ETN 4.15 03/15/33 ***                                                                                                                                  | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |       20000 | PA      | $19391.65     | 0.01%             | 2033-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CROWN CASTLE INC                                                          | CCI 4.8 09/01/28                                                                                                                                       | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40197.75     | 0.02%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-DNA1                                   | STACR 2021-DNA1 B2                                                                                                                                     | CUSIP: 35564KBE8<br>LEI: 5493000IT1PBTE7DAT80 | Long             | ABS-O            | USGSE             | US        |      887000 | PA      | $986067.52    | 0.38%             | 2051-01-25      | Floating      | 8.40%                 | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                           | PM 5.625 11/17/29                                                                                                                                      | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |      204000 | PA      | $211555.18    | 0.08%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| UNIVERSAL HEALTH SERVICES INC                                             | UHS 2.65 01/15/32                                                                                                                                      | CUSIP: 913903BA7<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |       68000 | PA      | $59521.32     | 0.02%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI FINANCIAL GROUP INC                                       | SUMIBK 5.71 01/13/30                                                                                                                                   | CUSIP: 86562MCW8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |      160000 | PA      | $165363.36    | 0.06%             | 2030-01-13      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                                                       | SYF 7.25 02/02/33                                                                                                                                      | CUSIP: 87165BAU7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |       36000 | PA      | $37320.07     | 0.01%             | 2033-02-02      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2022-DNA4                                   | STACR 2022-DNA4 M2                                                                                                                                     | CUSIP: 35564KXA2<br>LEI: 5493000IS4CDPWRMWB65 | Long             | ABS-O            | USGSE             | US        |      550000 | PA      | $573663.20    | 0.22%             | 2042-05-25      | Floating      | 8.90%                 | Yes           |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                    | MSI 5.6 06/01/32                                                                                                                                       | CUSIP: 620076BW8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51782.19     | 0.02%             | 2032-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HERSHEY COMPANY (THE)                                                     | HSY 4.5 05/04/33                                                                                                                                       | CUSIP: 427866BJ6<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |       52000 | PA      | $51715.29     | 0.02%             | 2033-05-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CALIFORNIA GAS COMPANY                                           | SRE 5.2 06/01/33                                                                                                                                       | CUSIP: 842434CZ3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30583.85     | 0.01%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AMERIPRISE FINANCIAL INC                                                  | AMP 5.15 05/15/33                                                                                                                                      | CUSIP: 03076CAM8<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |      185000 | PA      | $188894.07    | 0.07%             | 2033-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                | MAR 4.9 04/15/29                                                                                                                                       | CUSIP: 571903BL6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40475.88     | 0.02%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DISH NETWORK CORP                                                         | DISH 11.75 11/15/27 144A                                                                                                                               | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |       43000 | PA      | $44388.90     | 0.02%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                           | PM 5.75 11/17/32                                                                                                                                       | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26312.64     | 0.01%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AMERICAN AIRLINES INC                                                     | AAL 7.25 02/15/28 144A                                                                                                                                 | CUSIP: 023771T32<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       29000 | PA      | $29389.15     | 0.01%             | 2028-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| TEXAS INSTRUMENTS INC                                                     | TXN 4.9 03/14/33                                                                                                                                       | CUSIP: 882508CB8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25528.19     | 0.01%             | 2033-03-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| FMC CORP                                                                  | FMC 6.375 05/18/53                                                                                                                                     | CUSIP: 302491AY1<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |       24000 | PA      | $18104.50     | 0.01%             | 2053-05-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| APPLE INC                                                                 | AAPL 3.35 08/08/32                                                                                                                                     | CUSIP: 037833EP1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |       25000 | PA      | $23827.53     | 0.01%             | 2032-08-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                                           | MCD 4.6 09/09/32 MTN                                                                                                                                   | CUSIP: 58013MFS8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |      284000 | PA      | $285288.84    | 0.11%             | 2032-09-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINANCIAL HOLDINGS LTD                                            | FFHCN 5.625 08/16/32                                                                                                                                   | CUSIP: 303901BL5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |       70000 | PA      | $72128.34     | 0.03%             | 2032-08-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| FISERV INC                                                                | FISV 5.6 03/02/33                                                                                                                                      | CUSIP: 337738BE7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |      150000 | PA      | $152101.93    | 0.06%             | 2033-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SOUTHWESTERN ELECTRIC POWER COMPANY                                       | AEP 5.3 04/01/33                                                                                                                                       | CUSIP: 845437BU5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10141.49     | 0.00%             | 2033-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| VENTURE GLOBAL LNG INC                                                    | VENLNG 8.375 06/01/31 144A                                                                                                                             | CUSIP: 92332YAB7<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |      100000 | PA      | $104263.40    | 0.04%             | 2031-06-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| FEDERAL NATIONAL MORTGAGE ASSOCIATION                                     | CAS 2022-R02 2B1                                                                                                                                       | CUSIP: 20754BAF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-O            | USGSE             | US        |     1886000 | PA      | $1929019.66   | 0.75%             | 2042-01-25      | Floating      | 8.15%                 | Yes           |                  2 | On Loan: No      |
| BUILDERS FIRSTSOURCE INC                                                  | BLDR 6.375 06/15/32 144A                                                                                                                               | CUSIP: 12008RAR8<br>LEI: 549300W0SKP6L3H7DP63 | Long             | DBT              | CORP              | US        |       31000 | PA      | $31216.04     | 0.01%             | 2032-06-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| SYNCHRONY BANK                                                            | SYF 5.625 08/23/27                                                                                                                                     | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50435.16     | 0.02%             | 2027-08-23      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                                                  | CE 7.2 11/15/33                                                                                                                                        | CUSIP: 15089QAY0<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |       33000 | PA      | $35679.20     | 0.01%             | 2033-11-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                                                | HUM 5.75 03/01/28                                                                                                                                      | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20382.33     | 0.01%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                                                        | ET 5.75 02/15/33                                                                                                                                       | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10413.60     | 0.00%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| SANTANDER UK GROUP HOLDINGS PLC                                           | SANUK V6.534 01/10/29                                                                                                                                  | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |       30000 | PA      | $30942.34     | 0.01%             | 2029-01-10      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                           | PM 5.125 02/15/30                                                                                                                                      | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |       80000 | PA      | $81703.56     | 0.03%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                                                                 | AMGN 5.15 03/02/28                                                                                                                                     | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50691.70     | 0.02%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES CORP                                               | PPL 5 05/15/33                                                                                                                                         | CUSIP: 69351UBA0<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10094.56     | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CONOCOPHILLIPS COMPANY                                                    | COP 5.05 09/15/33                                                                                                                                      | CUSIP: 20826FBF2<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20355.85     | 0.01%             | 2033-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                             | TDG 6.875 12/15/30 144A                                                                                                                                | CUSIP: 893647BS5<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       60000 | PA      | $61836.30     | 0.02%             | 2030-12-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRISE GROUP INC                                       | PEG 5.85 11/15/27                                                                                                                                      | CUSIP: 744573AV8<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40827.91     | 0.02%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| TRANSDIGM INC                                                             | TDG 6.75 08/15/28 144A                                                                                                                                 | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30405.24     | 0.01%             | 2028-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| PRINCIPAL FINANCIAL GROUP INC                                             | PFG 5.375 03/15/33                                                                                                                                     | CUSIP: 74251VAT9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |       18000 | PA      | $18404.89     | 0.01%             | 2033-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                                               | PLD 4.75 06/15/33                                                                                                                                      | CUSIP: 74340XCE9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39693.03     | 0.02%             | 2033-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| WILLIS NORTH AMERICA INC                                                  | WTW 5.35 05/15/33                                                                                                                                      | CUSIP: 970648AM3<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |      140000 | PA      | $141968.24    | 0.06%             | 2033-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FREDDIE MAC STACR REMIC TRUST 2021-HQA3                                   | STACR 2021-HQA3 M2                                                                                                                                     | CUSIP: 35564KJP5<br>LEI: 5493000ISHRHX47NOH65 | Long             | ABS-O            | USGSE             | US        |      355000 | PA      | $355881.43    | 0.14%             | 2041-09-25      | Floating      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                     | WFC V4.808 07/25/28 MTN                                                                                                                                | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |      236000 | PA      | $236977.95    | 0.09%             | 2028-07-25      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| MARRIOTT INTERNATIONAL INC                                                | MAR 5 10/15/27                                                                                                                                         | CUSIP: 571903BJ1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |       55000 | PA      | $55477.60     | 0.02%             | 2027-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GEN DIGITAL INC                                                           | GEN 6.75 09/30/27 144A                                                                                                                                 | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |       34000 | PA      | $34140.22     | 0.01%             | 2027-09-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| HF SINCLAIR CORP                                                          | DINO 4.5 10/01/30                                                                                                                                      | CUSIP: 403949AC4<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |       10000 | PA      | $9795.69      | 0.00%             | 2030-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| META PLATFORMS INC                                                        | META 4.8 05/15/30                                                                                                                                      | CUSIP: 30303M8M7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |       80000 | PA      | $81165.16     | 0.03%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER COMPANY                                                     | SO 4.65 05/16/28                                                                                                                                       | CUSIP: 373334KS9<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30215.76     | 0.01%             | 2028-05-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| APPALACHIAN POWER COMPANY                                                 | AEP 4.5 08/01/32 BB                                                                                                                                    | CUSIP: 037735DA2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49001.74     | 0.02%             | 2032-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NOBLE FINANCE II LLC                                                      | NEFINA 8 04/15/30 144A                                                                                                                                 | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       92000 | PA      | $95686.07     | 0.04%             | 2030-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| VALARIS LTD                                                               | VAL 8.375 04/30/30 144A                                                                                                                                | CUSIP: 91889FAC5<br>LEI: 5299008BQ9IREYWBTS30 | Long             | DBT              | CORP              | BM        |       50000 | PA      | $52138.45     | 0.02%             | 2030-04-30      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| JABIL INC                                                                 | JBL 5.45 02/01/29                                                                                                                                      | CUSIP: 46656PAA2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30532.90     | 0.01%             | 2029-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                      | BAC V5.288 04/25/34                                                                                                                                    | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       80000 | PA      | $81238.10     | 0.03%             | 2034-04-25      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| MERCK & COMPANY INC                                                       | MRK 4.5 05/17/33                                                                                                                                       | CUSIP: 58933YBK0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |       60000 | PA      | $59616.53     | 0.02%             | 2033-05-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EVERSOURCE ENERGY                                                         | ES 5.125 05/15/33                                                                                                                                      | CUSIP: 30040WAU2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |       50000 | PA      | $50066.45     | 0.02%             | 2033-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| HONEYWELL INTERNATIONAL INC                                               | HON 4.5 01/15/34                                                                                                                                       | CUSIP: 438516CM6<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |       80000 | PA      | $78565.84     | 0.03%             | 2034-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AES CORP (THE)                                                            | AES 5.45 06/01/28                                                                                                                                      | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30300.15     | 0.01%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CANADIAN NATIONAL RAILWAY COMPANY                                         | CNRCN 3.85 08/05/32                                                                                                                                    | CUSIP: 136375DC3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |       60000 | PA      | $57427.00     | 0.02%             | 2032-08-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| ONE GAS INC                                                               | OGS 4.25 09/01/32                                                                                                                                      | CUSIP: 68235PAM0<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24337.96     | 0.01%             | 2032-09-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TORONTO DOMINION BANK (THE)                                               | TD 4.693 09/15/27 MTN                                                                                                                                  | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      100000 | PA      | $100509.24    | 0.04%             | 2027-09-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                                            | MS V5.25 04/21/34 MTN                                                                                                                                  | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      110000 | PA      | $111101.43    | 0.04%             | 2034-04-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                      | BAC V4.948 07/22/28 MTN                                                                                                                                | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      165000 | PA      | $165979.34    | 0.06%             | 2028-07-22      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                                                                | INTC 3.75 08/05/27                                                                                                                                     | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |       40000 | PA      | $39664.70     | 0.02%             | 2027-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                             | GS V4.482 08/23/28                                                                                                                                     | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |       60000 | PA      | $60022.19     | 0.02%             | 2028-08-23      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| CNX RESOURCES CORP                                                        | CNX 7.375 01/15/31 144A                                                                                                                                | CUSIP: 12653CAK4<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |       32000 | PA      | $32984.00     | 0.01%             | 2031-01-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                                      | BAC V5.202 04/25/29                                                                                                                                    | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       60000 | PA      | $60802.76     | 0.02%             | 2029-04-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| NORTHERN OIL & GAS INC                                                    | NOG 8.75 06/15/31 144A                                                                                                                                 | CUSIP: 665530AB7<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |       50000 | PA      | $52211.50     | 0.02%             | 2031-06-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| KRAFT HEINZ COMPANY (THE)                                                 | KRAFT HEINZ COMPANY (THE) COM USD0.01                                                                                                                  | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |         170 | NS      | $3852.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P GLOBAL INC                                                            | S&P GLOBAL INC COM USD1                                                                                                                                | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |          24 | NS      | $10349.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LAMB WESTON HOLDINGS INC                                                  | LAMB WESTON HOLDINGS INC COM USD1.00                                                                                                                   | CUSIP: 513272104<br>LEI: 5493005SMYID1D2OY946 | Long             | EC               | CORP              | US        |          56 | NS      | $2438.80      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALCON AG                                                                  | ALCON AG CHF0.04                                                                                                                                       | CUSIP: H01301128<br>LEI: 549300LDT5AP8S0NBM78 | Long             | EC               | CORP              | CH        |          60 | NS      | $4492.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HOWMET AEROSPACE INC                                                      | HOWMET AEROSPACE INC COM                                                                                                                               | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |          34 | NS      | $8263.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| M&T BANK CORP                                                             | MTB V7.413 10/30/29                                                                                                                                    | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |      270000 | PA      | $287763.42    | 0.11%             | 2029-10-30      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENT LLC / AVIS BUDGET FINANCE INC                        | CAR 8 02/15/31 144A                                                                                                                                    | CUSIP: 053773BH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       51000 | PA      | $51477.87     | 0.02%             | 2031-02-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| RTX CORP                                                                  | RTX 5.75 01/15/29                                                                                                                                      | CUSIP: 75513ECU3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       15000 | PA      | $15541.34     | 0.01%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| FORTRESS TRANSPORTATION AND INFRASTRUCTURE INVESTORS LLC                  | FTAI 7.875 12/01/30 144A                                                                                                                               | CUSIP: 34960PAE1<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10499.76     | 0.00%             | 2030-12-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| PACIFICORP                                                                | BRKHEC 5.3 02/15/31                                                                                                                                    | CUSIP: 695114DC9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10182.23     | 0.00%             | 2031-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TRANSOCEAN INTERNATIONAL LTD                                              | RIG 8.5 05/15/31 144A                                                                                                                                  | CUSIP: 893830BZ1<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | BM        |       47000 | PA      | $49701.23     | 0.02%             | 2031-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| MONSTER BEVERAGE CORP                                                     | MONSTER BEVERAGE CORP COM USD0.005                                                                                                                     | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |          90 | NS      | $6936.30      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALAMOS GOLD INC                                                           | ALAMOS GOLD INC COM NPV CL A                                                                                                                           | CUSIP: 011532108<br>LEI: 894500GIHFJZW7YS9660 | Long             | EC               | CORP              | CA        |          76 | NS      | $3035.44      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| US FOODS HOLDING CORP                                                     | US FOODS HOLDING CORP COM USD0.01                                                                                                                      | CUSIP: 912008109<br>LEI: 549300UGOZSO64CFPR97 | Long             | EC               | CORP              | US        |          38 | NS      | $3552.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FOX CORP                                                                  | FOX CORP COM USD0.01 CL A                                                                                                                              | CUSIP: 35137L105<br>LEI: 549300DDU6FDRBIELS05 | Long             | EC               | CORP              | US        |          60 | NS      | $3809.40      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ALTRIA GROUP INC                                                          | MO 6.875 11/01/33                                                                                                                                      | CUSIP: 02209SBR3<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      110000 | PA      | $122102.62    | 0.05%             | 2033-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ALTRIA GROUP INC                                                          | MO 6.2 11/01/28                                                                                                                                        | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |      110000 | PA      | $114523.39    | 0.04%             | 2028-11-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| PACKAGING CORP OF AMERICA                                                 | PKG 5.7 12/01/33                                                                                                                                       | CUSIP: 695156AX7<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |      165000 | PA      | $171617.51    | 0.07%             | 2033-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| GLOBAL PARTNERS LP                                                        | GLP 8.25 01/15/32 144A                                                                                                                                 | CUSIP: 37954FAK0<br>LEI: 549300PCHWTW9P4DU444 | Long             | DBT              | CORP              | US        |       23000 | PA      | $24146.32     | 0.01%             | 2032-01-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                                     | WFC V5.707 04/22/28 MTN                                                                                                                                | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |       60000 | PA      | $60718.57     | 0.02%             | 2028-04-22      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| EQUIPMENTSHARE.COM INC                                                    | EQMSRM 8.625 05/15/32 144A                                                                                                                             | CUSIP: 29450YAB5<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26514.13     | 0.01%             | 2032-05-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC (THE)                                             | GS V5.727 04/25/30                                                                                                                                     | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |      130000 | PA      | $133885.71    | 0.05%             | 2030-04-25      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                      | LVS 6 08/15/29                                                                                                                                         | CUSIP: 517834AK3<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25723.14     | 0.01%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ENTERGY ARKANSAS LLC                                                      | ETR 5.45 06/01/34                                                                                                                                      | CUSIP: 29366MAF5<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |       60000 | PA      | $61782.32     | 0.02%             | 2034-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| CONSOLIDATED EDISON COMPANY OF NEW YORK INC                               | ED 5.375 05/15/34                                                                                                                                      | CUSIP: 209111GH0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |       50000 | PA      | $51380.16     | 0.02%             | 2034-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| ARISTA NETWORKS INC                                                       | ARISTA NETWORKS INC COM SHS                                                                                                                            | CUSIP: 040413205<br>LEI: 635400H1WKBLOQERUU95 | Long             | EC               | CORP              | US        |          98 | NS      | $16925.58     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DESCARTES SYSTEMS GROUP INC (THE)                                         | DESCARTES SYSTEMS GROUP INC (THE) COM NPV                                                                                                              | CUSIP: 249906108<br>LEI: 875500NEPA7JI5EOMN45 | Long             | EC               | CORP              | CA        |          35 | NS      | $2523.85      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TELEDYNE TECHNOLOGIES INC                                                 | TELEDYNE TECHNOLOGIES INC COM USD0.01                                                                                                                  | CUSIP: 879360105<br>LEI: 549300VSMO9KYQWDND94 | Long             | EC               | CORP              | US        |           6 | NS      | $3875.10      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| COCA-COLA COMPANY (THE)                                                   | COCA-COLA COMPANY (THE) COM USD0.25                                                                                                                    | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |         292 | NS      | $22997.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| COGNEX CORP                                                               | COGNEX CORP COM USD0.002                                                                                                                               | CUSIP: 192422103<br>LEI: 549300JQTYZCLC43S226 | Long             | EC               | CORP              | US        |          57 | NS      | $3164.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DOMINION ENERGY INC                                                       | DOMINION ENERGY INC COM STK NPV                                                                                                                        | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |         505 | NS      | $32572.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MOODY'S CORP                                                              | MOODY'S CORP COM USD0.01                                                                                                                               | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |          16 | NS      | $7389.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EXELIXIS INC                                                              | EXELIXIS INC COM USD0.001                                                                                                                              | CUSIP: 30161Q104<br>LEI: 254900PJQB59O2O95R37 | Long             | EC               | CORP              | US        |          65 | NS      | $2889.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DOVER CORP                                                                | DOVER CORP COM USD1.00                                                                                                                                 | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |          19 | NS      | $4301.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DTE ENERGY COMPANY                                                        | DTE ENERGY COMPANY COM NPV                                                                                                                             | CUSIP: 233331107<br>LEI: 549300IX8SD6XXD71I78 | Long             | EC               | CORP              | US        |          27 | NS      | $4095.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EBAY INC                                                                  | EBAY INC COM USD0.001                                                                                                                                  | CUSIP: 278642103<br>LEI: OML71K8X303XQONU6T67 | Long             | EC               | CORP              | US        |          51 | NS      | $5277.48      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| IDACORP INC                                                               | IDACORP INC COM NPV                                                                                                                                    | CUSIP: 451107106<br>LEI: N134NUJDWN8UEFA8B673 | Long             | EC               | CORP              | US        |          18 | NS      | $2659.32      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CADENCE DESIGN SYSTEMS INC                                                | CADENCE DESIGN SYSTEMS INC COM USD0.01                                                                                                                 | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |          25 | NS      | $8239.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EQUITY RESIDENTIAL                                                        | EQUITY RESIDENTIAL SBI USD0.01                                                                                                                         | CUSIP: 29476L107<br>LEI: 5493008RACSH5EP3PI59 | Long             | EC               | CORP              | US        |         215 | NS      | $14056.70     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WOODWARD INC                                                              | WOODWARD INC COM USD0.00875                                                                                                                            | CUSIP: 980745103<br>LEI: YPYKXXTR8TFDH54ZMB45 | Long             | EC               | CORP              | US        |          10 | NS      | $3629.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EXPEDITORS INTERNATIONAL OF WASHINGTON INC                                | EXPEDITORS INTERNATIONAL OF WASHINGTON INC COM USD0.01                                                                                                 | CUSIP: 302130109<br>LEI: 984500B055A804AB6E40 | Long             | EC               | CORP              | US        |          23 | NS      | $3401.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| XCEL ENERGY INC                                                           | XCEL ENERGY INC COM USD2.5                                                                                                                             | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |          65 | NS      | $5391.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| FEDERAL SIGNAL CORP                                                       | FEDERAL SIGNAL CORP COM USD1                                                                                                                           | CUSIP: 313855108<br>LEI: 549300RTXZRPTNP6G884 | Long             | EC               | CORP              | US        |          24 | NS      | $2955.12      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RESMED INC                                                                | RESMED INC COM USD0.004                                                                                                                                | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Long             | EC               | CORP              | US        |          19 | NS      | $4062.39      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION BRANDS INC                                                  | CONSTELLATION BRANDS INC COM USD0.01 CLASS A                                                                                                           | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |          24 | NS      | $3757.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL DYNAMICS CORP                                                     | GENERAL DYNAMICS CORP COM USD1.00                                                                                                                      | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |          23 | NS      | $7918.90      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GENTEX CORP                                                               | GENTEX CORP COM USD0.06                                                                                                                                | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |         113 | NS      | $2611.43      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GILEAD SCIENCES INC                                                       | GILEAD SCIENCES INC COM USD0.001                                                                                                                       | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |         808 | NS      | $105718.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| GRACO INC                                                                 | GRACO INC COM USD1                                                                                                                                     | CUSIP: 384109104<br>LEI: 4T5VJ4S81BRT6Q7GGT78 | Long             | EC               | CORP              | US        |          35 | NS      | $2809.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| W.W. GRAINGER INC                                                         | W.W. GRAINGER INC COM USD0.50                                                                                                                          | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |           5 | NS      | $5806.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HERSHEY COMPANY (THE)                                                     | HERSHEY COMPANY (THE) COM USD1.00                                                                                                                      | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |          23 | NS      | $4272.02      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| ILLINOIS TOOL WORKS INC                                                   | ILLINOIS TOOL WORKS INC COM USD0.01                                                                                                                    | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |          26 | NS      | $6708.26      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HEICO CORP                                                                | HEICO CORP COM USD0.01                                                                                                                                 | CUSIP: 422806109<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | EC               | CORP              | US        |          16 | NS      | $4318.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| LOWE'S COMPANIES INC                                                      | LOWE'S COMPANIES INC COM USD0.50                                                                                                                       | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |          44 | NS      | $10506.76     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHEVRON CORP                                                              | CHEVRON CORP COM USD0.75                                                                                                                               | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |         392 | NS      | $75777.52     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MSC INDUSTRIAL DIRECT CO INC                                              | MSC INDUSTRIAL DIRECT CO INC CL A COM USD0.001                                                                                                         | CUSIP: 553530106<br>LEI: 0XVKH0LN6YGOWO2EGO17 | Long             | EC               | CORP              | US        |          27 | NS      | $2761.29      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MASCO CORP                                                                | MASCO CORP COM USD1.00                                                                                                                                 | CUSIP: 574599106<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | EC               | CORP              | US        |          49 | NS      | $3519.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS HEALTH CORP                                                           | CVS HEALTH CORP COM USD0.01                                                                                                                            | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |         418 | NS      | $34815.22     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MID-AMERICA APARTMENT COMMUNITIES INC                                     | MID-AMERICA APARTMENT COMMUNITIES INC COM USD0.01                                                                                                      | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |         705 | NS      | $91071.90     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| MOOG INC                                                                  | MOOG INC CLASS'A'L/VTG COM USD1                                                                                                                        | CUSIP: 615394202<br>LEI: 549300WM2I4U7OBAHG07 | Long             | EC               | CORP              | US        |           9 | NS      | $2711.79      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MUELLER INDUSTRIES INC                                                    | MUELLER INDUSTRIES INC COM USD0.01                                                                                                                     | CUSIP: 624756102<br>LEI: 5493005IZFE4VJLLYG84 | Long             | EC               | CORP              | US        |          26 | NS      | $3521.18      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| NISOURCE INC                                                              | NISOURCE INC COM USD0.01                                                                                                                               | CUSIP: 65473P105<br>LEI: 549300D8GOWWH0SJB189 | Long             | EC               | CORP              | US        |          75 | NS      | $3621.00      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OPEN TEXT CORP                                                            | OPEN TEXT CORP COM NPV                                                                                                                                 | CUSIP: 683715106<br>LEI: 549300HP7ONDQODZJV16 | Long             | EC               | CORP              | CA        |         969 | NS      | $21957.54     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP                                                          | DUKE ENERGY CORP COM USD0.001                                                                                                                          | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Long             | EC               | CORP              | US        |         907 | NS      | $117501.85    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT INC                                                                   | ITT INC COM USD1.00                                                                                                                                    | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |          17 | NS      | $3643.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| JOHNSON CONTROLS INTERNATIONAL PLC                                        | JOHNSON CONTROLS INTERNATIONAL PLC COM USD1.00                                                                                                         | CUSIP: G51502105<br>LEI: 549300XQ6S1GYKGBL205 | Long             | EC               | CORP              | IE        |          54 | NS      | $7885.62      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TC ENERGY CORP                                                            | TC ENERGY CORP COM NPV                                                                                                                                 | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |        1910 | NS      | $127836.30    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| UBER TECHNOLOGIES INC                                                     | UBER TECHNOLOGIES INC COM USD0.00001                                                                                                                   | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |         160 | NS      | $11937.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX CORP                                                                  | RTX CORP COM                                                                                                                                           | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |          96 | NS      | $16902.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX CORP                                                                  | RTX 6 03/15/31                                                                                                                                         | CUSIP: 75513ECV1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |       30000 | PA      | $31881.65     | 0.01%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ESSENTIAL UTILITIES INC                                                   | WTRG 5.375 01/15/34                                                                                                                                    | CUSIP: 29670GAH5<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |       25000 | PA      | $25391.57     | 0.01%             | 2034-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| PPL ELECTRIC UTILITIES CORP                                               | PPL 4.85 02/15/34                                                                                                                                      | CUSIP: 69351UBC6<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |       25000 | PA      | $24974.47     | 0.01%             | 2034-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NATERA INC                                                                | NATERA INC COM USD0.0001                                                                                                                               | CUSIP: 632307104<br>LEI: 529900CQ3OZ0A0VYVU59 | Long             | EC               | CORP              | US        |          20 | NS      | $4123.20      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MADISON SQUARE GARDEN SPORTS CORP                                         | MADISON SQUARE GARDEN SPORTS CORP COM USD0.01 CLASS A                                                                                                  | CUSIP: 55825T103<br>LEI: 529900BQELIZ5ZQYB788 | Long             | EC               | CORP              | US        |           8 | NS      | $2739.68      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                                                                | STERIS PLC ORD USD0.001                                                                                                                                | CUSIP: G8473T100<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |          16 | NS      | $3470.08      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CORTEVA INC                                                               | CORTEVA INC COM USD0.01                                                                                                                                | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |          67 | NS      | $5427.67      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BORR IHC LTD / BORR FINANCIAL LLC                                         | BORRNO 10.375 11/15/30 144a                                                                                                                            | CUSIP: 100018AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       31602 | PA      | $33124.81     | 0.01%             | 2030-11-15      | Fixed         | 10.38%                | Yes           |                  2 | On Loan: No      |
| SYSCO CORP                                                                | SYY 5.75 01/17/29                                                                                                                                      | CUSIP: 871829BS5<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |       60000 | PA      | $61737.79     | 0.02%             | 2029-01-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CORP                                                          | DUK 4.85 01/05/29                                                                                                                                      | CUSIP: 26441CCC7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |       40000 | PA      | $40390.27     | 0.02%             | 2029-01-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| PACIFICORP                                                                | BRKHEC 5.1 02/15/29                                                                                                                                    | CUSIP: 695114DB1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20241.39     | 0.01%             | 2029-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                 | JPM V5.581 04/22/30                                                                                                                                    | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       60000 | PA      | $61683.42     | 0.02%             | 2030-04-22      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| JOHNSON CONTROLS INTERNATIONAL PLC                                        | JCI 5.5 04/19/29                                                                                                                                       | CUSIP: 477921AA8<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |       20000 | PA      | $20641.24     | 0.01%             | 2029-04-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| SUNOCO LP                                                                 | SUN 7 05/01/29 144A                                                                                                                                    | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       28000 | PA      | $28914.26     | 0.01%             | 2029-05-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| TUTOR PERINI CORP                                                         | TPC 11.875 04/30/29 144A                                                                                                                               | CUSIP: 901109AG3<br>LEI: 549300FHXYVPW8LJ6D98 | Long             | DBT              | CORP              | US        |       22000 | PA      | $23985.30     | 0.01%             | 2029-04-30      | Fixed         | 11.88%                | Yes           |                  2 | On Loan: No      |
| GENESIS ENERGY LP                                                         | GEL 7.875 05/15/32                                                                                                                                     | CUSIP: 37185LAQ5<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |       48000 | PA      | $50322.38     | 0.02%             | 2032-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| PERFORMANCE FOOD GROUP COMPANY                                            | PERFORMANCE FOOD GROUP COMPANY COM USD0.01                                                                                                             | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |          35 | NS      | $3169.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WASTE CONNECTIONS INC                                                     | WASTE CONNECTIONS INC COM NPV                                                                                                                          | CUSIP: 94106B101<br>LEI: 549300HDLRTPBQU69P29 | Long             | EC               | CORP              | CA        |          29 | NS      | $4776.88      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BORR IHC LTD / BORR FINANCIAL LLC                                         | BORRNO 10 11/15/28 144A                                                                                                                                | CUSIP: 100018AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       20488 | PA      | $21403.58     | 0.01%             | 2028-11-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                | COF V7.149 10/29/27                                                                                                                                    | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |      110000 | PA      | $111393.55    | 0.04%             | 2027-10-29      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| EVERGY KANSAS CENTRAL INC                                                 | EVRG 5.9 11/15/33                                                                                                                                      | CUSIP: 30036FAC5<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10564.52     | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| HOME DEPOT INC (THE)                                                      | HD 4.9 04/15/29                                                                                                                                        | CUSIP: 437076CW0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |       60000 | PA      | $61127.03     | 0.02%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| TASEKO MINES LTD                                                          | TKOCN 8.25 05/01/30 144A                                                                                                                               | CUSIP: 876511AG1<br>LEI: 549300XKUO1JSLU7KX54 | Long             | DBT              | CORP              | CA        |       54000 | PA      | $56529.68     | 0.02%             | 2030-05-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| GARRETT MOTION HOLDINGS INC                                               | GTX 7.75 05/31/32 144A                                                                                                                                 | CUSIP: 366504AA6<br>LEI: 5493001N1N6Z0SR83G07 | Long             | DBT              | CORP              | US        |       84000 | PA      | $87701.38     | 0.03%             | 2032-05-31      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| URANIUM ENERGY CORP                                                       | URANIUM ENERGY CORP COM USD0.001                                                                                                                       | CUSIP: 916896103<br>LEI: 549300VD69WD2USLIP04 | Long             | EC               | CORP              | US        |         202 | NS      | $3007.78      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| VSE CORP                                                                  | VSE CORP COM STK USD0.05                                                                                                                               | CUSIP: 918284100<br>LEI: 549300QWJYQDH4U5XI15 | Long             | EC               | CORP              | US        |          14 | NS      | $2403.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| UDR INC                                                                   | UDR INC COM USD0.01                                                                                                                                    | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | EC               | CORP              | US        |         703 | NS      | $25547.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SUNCOR ENERGY INC                                                         | SUNCOR ENERGY INC COM NPV 'NEW'                                                                                                                        | CUSIP: 867224107<br>LEI: 894500XO86FKXQGPYV71 | Long             | EC               | CORP              | CA        |        1843 | NS      | $126171.78    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| MOTOROLA SOLUTIONS INC                                                    | MOTOROLA SOLUTIONS INC COM USD0.01                                                                                                                     | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |          15 | NS      | $6585.45      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TRADEWEB MARKETS INC                                                      | TRADEWEB MARKETS INC COM USD0.00001 CL A                                                                                                               | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          31 | NS      | $3510.75      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| OTIS WORLDWIDE CORP                                                       | OTIS WORLDWIDE CORP COM                                                                                                                                | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |          52 | NS      | $4049.76      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| API GROUP CORP                                                            | API GROUP CORP COM STK                                                                                                                                 | CUSIP: 00187Y100<br>LEI: 213800NZT1VX6PZ7BT53 | Long             | EC               | CORP              | US        |          80 | NS      | $3657.60      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TEXAS PACIFIC LAND CORP                                                   | TEXAS PACIFIC LAND CORP COM                                                                                                                            | CUSIP: 88262P102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          10 | NS      | $4436.70      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| TKO GROUP HOLDINGS INC                                                    | TKO GROUP HOLDINGS INC CL A                                                                                                                            | CUSIP: 87256C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |          23 | NS      | $4280.07      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BGC GROUP INC                                                             | BGC 8 05/25/28                                                                                                                                         | CUSIP: 088929AC8<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |       30000 | PA      | $31570.10     | 0.01%             | 2028-05-25      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP (THE)                                                 | SCHW V6.196 11/17/29                                                                                                                                   | CUSIP: 808513CJ2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |       38000 | PA      | $39626.56     | 0.02%             | 2029-11-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| JP MORGAN CHASE & COMPANY                                                 | JPM V5.571 04/22/28                                                                                                                                    | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |       60000 | PA      | $60670.76     | 0.02%             | 2028-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| SISECAM UK PLC                                                            | SISETI 8.625 05/02/32 144A                                                                                                                             | CUSIP: 829688AB6<br>LEI: 789000T82YRLMLUOC889 | Long             | DBT              | CORP              | GB        |       42000 | PA      | $43191.79     | 0.02%             | 2032-05-02      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| LAS VEGAS SANDS CORP                                                      | LVS 5.9 06/01/27                                                                                                                                       | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |       20000 | PA      | $20208.17     | 0.01%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ENSIGN GROUP INC (THE)                                                    | ENSIGN GROUP INC (THE) COM USD0.001                                                                                                                    | CUSIP: 29358P101<br>LEI: 5493003K4HEEA8Q0BC72 | Long             | EC               | CORP              | US        |          14 | NS      | $2613.66      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI INC                                                                  | MSCI INC COM USD0.01                                                                                                                                   | CUSIP: 55354G100<br>LEI: 549300HTIN2PD78UB763 | Long             | EC               | CORP              | US        |           9 | NS      | $5322.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PHILIP MORRIS INTERNATIONAL INC                                           | PHILIP MORRIS INTERNATIONAL INC COM NPV                                                                                                                | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |         115 | NS      | $18983.05     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| VISA INC                                                                  | VISA INC COM STK USD0.0001                                                                                                                             | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |         130 | NS      | $42879.20     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE ASSOCIATION                                  | G2-30YR-Multi                                                                                                                                          | CUSIP: 21H040657<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      150000 | PA      | $139936.61    | 0.05%             | 2049-12-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GARMIN LTD                                                                | GARMIN LTD COM CHF10.00                                                                                                                                | CUSIP: H2906T109<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |          21 | NS      | $5273.94      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MONDELEZ INTERNATIONAL INC                                                | MONDELEZ INTERNATIONAL INC COM NPV                                                                                                                     | CUSIP: 609207105<br>LEI: 549300DV9GIB88LZ5P30 | Long             | EC               | CORP              | US        |        2092 | NS      | $128532.48    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GLAUKOS CORP                                                              | GLAUKOS CORP COM USD0.001                                                                                                                              | CUSIP: 377322102<br>LEI: 5299004JA1LHE21M6T14 | Long             | EC               | CORP              | US        |          23 | NS      | $3304.41      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX TECHNOLOGIES INC                                                      | BWX TECHNOLOGIES INC COM USD0.01                                                                                                                       | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Long             | EC               | CORP              | US        |          16 | NS      | $3462.24      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WEC ENERGY GROUP INC                                                      | WEC ENERGY GROUP INC COM USD0.01                                                                                                                       | CUSIP: 92939U106<br>LEI: 549300IGLYTZUK3PVP70 | Long             | EC               | CORP              | US        |        1003 | NS      | $118293.82    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                                              | ALPHABET INC CAP STK USD0.001 CL A                                                                                                                     | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |         245 | NS      | $94276.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HILTON WORLDWIDE HOLDINGS INC                                             | HILTON WORLDWIDE HOLDINGS INC COM USD0.01                                                                                                              | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |          21 | NS      | $6805.47      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| L3HARRIS TECHNOLOGIES INC                                                 | L3HARRIS TECHNOLOGIES INC COM USD1.00                                                                                                                  | CUSIP: 502431109<br>LEI: 549300UTE50ZMDBG8A20 | Long             | EC               | CORP              | US        |          17 | NS      | $5449.35      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLUB CAPITAL BDC INC                                                     | GBDC 7.05 12/05/28                                                                                                                                     | CUSIP: 38173MAD4<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |       40000 | PA      | $41144.61     | 0.02%             | 2028-12-05      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| BANK OF NOVA SCOTIA (THE)                                                 | BNS V8 01/27/84                                                                                                                                        | CUSIP: 0641598V1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |       80000 | PA      | $84840.64     | 0.03%             | 2084-01-27      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC                                                    | FANG 5.4 04/18/34                                                                                                                                      | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |      105000 | PA      | $107133.30    | 0.04%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| FRANCO-NEVADA CORP                                                        | FRANCO-NEVADA CORP COM NPV                                                                                                                             | CUSIP: 351858105<br>LEI: 98450064C1B5D3E94864 | Long             | EC               | CORP              | CA        |          21 | NS      | $4837.14      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| WP CAREY INC                                                              | WP CAREY INC COM USD0.001                                                                                                                              | CUSIP: 92936U109<br>LEI: 54930042CRNE713E3Q67 | Long             | EC               | CORP              | US        |         165 | NS      | $12033.45     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| SHOPIFY INC                                                               | SHOPIFY INC COM NPV CL A                                                                                                                               | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |         104 | NS      | $12597.52     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| HUBBELL INC                                                               | HUBBELL INC COM USD0.001                                                                                                                               | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |           8 | NS      | $4065.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CAPITAL ONE FINANCIAL CORP                                                | COF V7.624 10/30/31 .                                                                                                                                  | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |       20000 | PA      | $22080.45     | 0.01%             | 2031-10-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| ZIMMER BIOMET HOLDINGS INC                                                | ZBH 5.35 12/01/28                                                                                                                                      | CUSIP: 98956PAX0<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30639.67     | 0.01%             | 2028-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| COCA-COLA COMPANY (THE)                                                   | KO 5 05/13/34                                                                                                                                          | CUSIP: 191216DR8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |       90000 | PA      | $92664.11     | 0.04%             | 2034-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CDS_IX_CCP CDX.NA.HY.46 5% 20310620                                       | CDS_IX_CCP CDX.NA.HY.46 5% 20310620                                                                                                                    | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCR              | CORP              | US        |     2630993 | OU      | $-187108.59   | -0.07%            |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-05-29

**Name of Applicant:** Morningstar Funds Trust

**Signature:** D. Scott Schilling

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

**Title:** Chief Compliance Officer