# EDGAR Filing Document

**Accession Number:** 0000810573
**File Stem:** 0001752724-23-047683
**Filing Date:** 2023-2
**Character Count:** 221370
**Document Hash:** a6f82e3985ec18505fb6fd9b3c704f71
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-047683.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-047683

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** DEUTSCHE DWS VARIABLE SERIES II
- **CENTRAL INDEX KEY:** 0000810573
- **IRS NUMBER:** 810105002
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05002
- **FILM NUMBER:** 23685735

**BUSINESS ADDRESS:**
- **STREET 1:** 875 THIRD AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10022-6225
- **BUSINESS PHONE:** 212-454-4500

**MAIL ADDRESS:**
- **STREET 1:** 875 THIRD AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10022-6225

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DEUTSCHE VARIABLE SERIES II
- **DATE OF NAME CHANGE:** 20140811

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** DWS VARIABLE SERIES II
- **DATE OF NAME CHANGE:** 20060303

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** SCUDDER VARIABLE SERIES II
- **DATE OF NAME CHANGE:** 20010501

## Series and Classes Contracts Data

### DWS Global Income Builder VIP (Series ID: S000006265)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000017223 | Class A      |  |
| C000017224 | Class B      |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** DEUTSCHE DWS VARIABLE SERIES II

- **b. Investment Company Act file number:** 811-05002

- **c. CIK number of Registrant:** 0000810573

- **d. LEI of Registrant:** 7WRERVUOG2HKG87QIP75

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

  - **Street Address 1:** 875 Third Avenue

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10022-6225

  - **Telephone number:** 212-454-4500

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

- **a. Name of Series:** DWS Global Income Builder VIP

- **b. EDGAR series identifier (if any):** S000006265

- **c. LEI of Series:** 5FZLOX5MTTGTXCTW6733

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

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $103151475.20

**Total Liabilities:** $401394.40

**Net Assets:** $102750080.80

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -51.49000000 | **1-Year:** -1333.66000000 | **5-Year:** -4118.95000000 | **10-Year:** -5987.56000000 | **30-Year:** -4442.49000000

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

- **3-Month:** -21.47000000 | **1-Year:** -493.51000000 | **5-Year:** -1368.20000000 | **10-Year:** -1502.61000000 | **30-Year:** -1560.73000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000017223 | 3.13%                | 6.59%                | -2.32%               |
| Class ID C000017224 | 3.09%                | 6.60%                | -2.37%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-465420.73              | $4135830.77                                |
| Month 2  | $-1015524.24             | $6896684.95                                |
| Month 3  | $321431.43               | $-3566405.15                               |

**Designated Index Information**

- **Index Name:** 50% MSCI World Index in EUR, 13% BBG U.S. Corporate High Yield Index, 11% BBG EM USD Aggregate Index, 7% BBG U.S. Credit Index, 6% MSCI EM Index, 5% BBG Treasury Index, 4% BBG MBS Index, 2.5%BBG ABS Index, 1.5% BBG CMBS Investment Grade Index

- **Index Identifier:** MSWBA_MIX

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Honeywell International Inc                    | Honeywell International Inc                                                                                            | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |       699 | NS      | $149795.70    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| SYNCHRONY BANK                                 | Synchrony Bank                                                                                                         | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |    250000 | PA      | $243608.06    | 0.24%             | 2027-08-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                 | Morgan Stanley                                                                                                         | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    141000 | PA      | $102243.50    | 0.10%             | 2036-09-16      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN PENERBIT SBSN                       | Perusahaan Penerbit SBSN Indonesia III                                                                                 | CUSIP: 71567PAP5<br>LEI: 254900G208H6Q0L5B953 | Long             | DBT              | NUSS              | ID        |    200000 | PA      | $175000.00    | 0.17%             | 2030-06-23      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                                                                      | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     90000 | PA      | $59866.37     | 0.06%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| REC LIMITED                                    | REC Ltd                                                                                                                | CUSIP: 74947LAC8<br>LEI: 335800B4YRYWAMIJZ374 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $199072.00    | 0.19%             | 2023-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                             | Grupo Televisa SAB                                                                                                     | CUSIP: 40049JBE6<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    300000 | PA      | $264877.92    | 0.26%             | 2049-05-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EATON CORP                                     | Eaton Corp                                                                                                             | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     80000 | PA      | $74369.41     | 0.07%             | 2033-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| ZOZO Inc                                       | ZOZO Inc                                                                                                               | CUSIP: 000000000<br>LEI: 549300GC7XPQMZA0OW13 | Long             | EC               | CORP              | JP        |      1500 | NS      | $37053.04     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| EPAM Systems Inc                               | EPAM Systems Inc                                                                                                       | CUSIP: 29414B104<br>LEI: 549300XCR4R530HJP604 | Long             | EC               | CORP              | US        |       200 | NS      | $65548.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE            | LVMH Moet Hennessy Louis Vuitton SE                                                                                    | CUSIP: 000000000<br>LEI: IOG4E947OATN0KJYSD45 | Long             | EC               | CORP              | FR        |       204 | NS      | $148883.52    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| NEW ENGLAND POWER CO                           | New England Power Co                                                                                                   | CUSIP: 644188BH6<br>LEI: 549300DTVRGN9GYD5U85 | Long             | DBT              | CORP              | US        |     50000 | PA      | $51413.61     | 0.05%             | 2052-11-25      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                        | America Movil SAB de CV                                                                                                | CUSIP: 02364W105<br>LEI: 5493000FNR3UCEAONM59 | Long             | EC               | CORP              | MX        |      9200 | NS      | $167440.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems Inc                              | Cisco Systems Inc                                                                                                      | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |     15524 | NS      | $739563.36    | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| BLACKSTONE SECURED LEND                        | Blackstone Secured Lending Fund                                                                                        | CUSIP: 09261XAG7<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    110000 | PA      | $85406.89     | 0.08%             | 2028-09-30      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp                                 | Albemarle Corp                                                                                                         | CUSIP: 012653101<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | EC               | CORP              | US        |       100 | NS      | $21686.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                              | CUSIP: 00774MAS4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $131967.24    | 0.13%             | 2026-01-30      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Hercules Trust II                              | HERCULES TR II                                                                                                         | CUSIP: 427098116<br>LEI: N/A                  | N/A              | DE               |  | US        |       170 | NS      | $16943.86     | 0.02%             |  |  |  | No            |                  3 | On Loan: No      |
| OMV AG                                         | OMV AG                                                                                                                 | CUSIP: 000000000<br>LEI: 549300V62YJ9HTLRI486 | Long             | EC               | CORP              | AT        |      2396 | NS      | $123530.81    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Salesforce Inc                                 | Salesforce Inc                                                                                                         | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |       300 | NS      | $39777.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc                                     | Intuit Inc                                                                                                             | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |       830 | NS      | $323052.60    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc                                        | Dow Inc                                                                                                                | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |      5734 | NS      | $288936.26    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Brands PLC                            | Imperial Brands PLC                                                                                                    | CUSIP: 000000000<br>LEI: 549300DFVPOB67JL3A42 | Long             | EC               | CORP              | GB        |      5865 | NS      | $147490.21    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| BlackRock Inc                                  | BlackRock Inc                                                                                                          | CUSIP: 09247X101<br>LEI: 549300LRIF3NWCU26A80 | Long             | EC               | CORP              | US        |       337 | NS      | $238808.31    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Hargreaves Lansdown PLC                        | Hargreaves Lansdown PLC                                                                                                | CUSIP: 000000000<br>LEI: 2138008ZCE93ZDSESG90 | Long             | EC               | CORP              | GB        |     18522 | NS      | $193172.54    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                      | United Parcel Service Inc                                                                                              | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |      2702 | NS      | $469715.68    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| ITOCHU Corp                                    | ITOCHU Corp                                                                                                            | CUSIP: 000000000<br>LEI: J48DJYXDTLHM30UMYI18 | Long             | EC               | CORP              | JP        |      2100 | NS      | $66063.15     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Corp                                  | SoftBank Corp                                                                                                          | CUSIP: 000000000<br>LEI: 353800M1YCTS9JRBJ535 | Long             | EC               | CORP              | JP        |     73401 | NS      | $829829.23    | 0.81%             |  |  |  | No            |                  2 | On Loan: No      |
| Accenture PLC                                  | Accenture PLC                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |       500 | NS      | $133420.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Dominos Pizza Master Issuer LLC                | Domino's Pizza Master Issuer LLC                                                                                       | CUSIP: 25755TAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    323850 | PA      | $296784.24    | 0.29%             | 2047-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, NA - CACLN                | JPMorgan Chase Bank NA - CACLN                                                                                         | CUSIP: 46591HBU3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    199668 | PA      | $192542.65    | 0.19%             | 2028-09-25      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                 | American Electric Power Co Inc                                                                                         | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |       767 | NS      | $72826.65     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR Remic Trust 2020-DNA2                                                                                | CUSIP: 35565KAH1<br>LEI: 5493007ZK0X40BI7UF30 | Long             | ABS-MBS          | USGSE             | US        |    429247 | PA      | $428300.59    | 0.42%             | 2050-02-25      | Floating      | 6.24%                 | No            |                  2 | On Loan: No      |
| Chugai Pharmaceutical Co Ltd                   | Chugai Pharmaceutical Co Ltd                                                                                           | CUSIP: 000000000<br>LEI: 529900T9LAII161DCN95 | Long             | EC               | CORP              | JP        |      2017 | NS      | $51482.10     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamaha Motor Co Ltd                            | Yamaha Motor Co Ltd                                                                                                    | CUSIP: 000000000<br>LEI: 3538004LR5NXILJDHY88 | Long             | EC               | CORP              | JP        |      6800 | NS      | $153778.25    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| La Francaise des Jeux SAEM                     | La Francaise des Jeux SAEM                                                                                             | CUSIP: 000000000<br>LEI: 969500R4CLSQFTYYI535 | Long             | EC               | CORP              | FR        |      2807 | NS      | $113204.82    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                               | Societe Generale SA                                                                                                    | CUSIP: 83370RAA6<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    250000 | PA      | $202534.20    | 0.20%             | N/A             | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Osaka Exchange                                 | TOPIX INDX FUTR MAR23                                                                                                  | CUSIP: 000000000<br>LEI: 3538001249AILNPRUX57 | N/A              | DE               |  | JP        |        -1 | NC      | $4089.63      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                             | Union Pacific Corp                                                                                                     | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |       941 | NS      | $194852.87    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Swire Properties Ltd                           | Swire Properties Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 5299001L12PHYVQ92465 | Long             | EC               | CORP              | HK        |     53400 | NS      | $135289.55    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Marubeni Corp                                  | Marubeni Corp                                                                                                          | CUSIP: 000000000<br>LEI: 4P4N3ORD02UGQT1T1W12 | Long             | EC               | CORP              | JP        |      5100 | NS      | $58505.45     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Johnson & Johnson                              | Johnson & Johnson                                                                                                      | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |      2556 | NS      | $451517.40    | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| NetApp Inc                                     | NetApp Inc                                                                                                             | CUSIP: 64110D104<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | EC               | CORP              | US        |       600 | NS      | $36036.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BAE Systems PLC                                | BAE Systems PLC                                                                                                        | CUSIP: 000000000<br>LEI: 8SVCSVKSGDWMW2QHOH83 | Long             | EC               | CORP              | GB        |      3782 | NS      | $39177.27     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                                                                                         | CUSIP: 61762V606<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EP               | CORP              | US        |     10000 | NS      | $230100.00    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                         | UnitedHealth Group Inc                                                                                                 | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       894 | NS      | $473980.92    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Snam SpA                                       | Snam SpA                                                                                                               | CUSIP: 000000000<br>LEI: 8156002278562044AF79 | Long             | EC               | CORP              | IT        |     26187 | NS      | $127012.28    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| DWS                                            | DWS Government & Agency Securities Portfolio DWS Government Cash Institutional Shares                                  | CUSIP: 147539670<br>LEI: N/A                  | Long             | STIV             | RF                | US        |     82000 | NS      | $82000.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS ENERGY CORP                                | CMS Energy Corp                                                                                                        | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |    400000 | PA      | $301226.18    | 0.29%             | 2050-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Clorox Co/The                                  | Clorox Co/The                                                                                                          | CUSIP: 189054109<br>LEI: 54930044KVSC06Z79I06 | Long             | EC               | CORP              | US        |       200 | NS      | $28066.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| ASML Holding NV                                | ASML Holding NV                                                                                                        | CUSIP: 000000000<br>LEI: 724500Y6DUVHQD6OXN27 | Long             | EC               | CORP              | NL        |       173 | NS      | $93998.91     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                | Philip Morris International Inc                                                                                        | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |      5002 | NS      | $506252.42    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Pinduoduo Inc                                  | Pinduoduo Inc                                                                                                          | CUSIP: 722304102<br>LEI: 5493000573DS7005T657 | Long             | EC               | CORP              | KY        |      2300 | NS      | $187565.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI INC                                       | MSCI Inc                                                                                                               | CUSIP: 55354GAQ3<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     40000 | PA      | $30890.34     | 0.03%             | 2033-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp           | International Business Machines Corp                                                                                   | CUSIP: 459200101<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | EC               | CORP              | US        |      3702 | NS      | $521574.78    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| British American Tobacco PLC                   | British American Tobacco PLC                                                                                           | CUSIP: 000000000<br>LEI: 213800FKA5MF17RJKT63 | Long             | EC               | CORP              | GB        |     11191 | NS      | $444394.39    | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| ECOPETROL SA                                   | Ecopetrol SA                                                                                                           | CUSIP: 279158AN9<br>LEI: 254900IDGKCJICKBPA66 | Long             | DBT              | CORP              | CO        |    300000 | PA      | $272049.76    | 0.26%             | 2030-04-29      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AGNC Investment Corp                           | AGNC Investment Corp                                                                                                   | CUSIP: 00123Q500<br>LEI: 5TRACI5HRMELWV32OF39 | Long             | EP               |  | US        |     14427 | NS      | $364570.29    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                         | US 10YR ULTRA FUT MAR23                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |         9 | NC      | $-9445.01     | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Partners Group Holding AG                      | Partners Group Holding AG                                                                                              | CUSIP: 000000000<br>LEI: 549300I3IVVWZWDHI788 | Long             | EC               | CORP              | CH        |       337 | NS      | $299038.91    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Eskom Holdings SOC Ltd                         | Eskom Holdings SOC Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 3789001900ED06F65111 | Long             | DBT              | CORP              | ZA        |    200000 | PA      | $184500.00    | 0.18%             | 2028-08-10      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Paychex Inc                                    | Paychex Inc                                                                                                            | CUSIP: 704326107<br>LEI: 529900K900DW6SUBM174 | Long             | EC               | CORP              | US        |      3695 | NS      | $426994.20    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Otsuka Corp                                    | Otsuka Corp                                                                                                            | CUSIP: 000000000<br>LEI: 529900RG9DJ58J3UIE72 | Long             | EC               | CORP              | JP        |      2900 | NS      | $91198.21     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                         | United States Treasury Note/Bond                                                                                       | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    277400 | PA      | $175693.89    | 0.17%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Zscaler Inc                                    | Zscaler Inc                                                                                                            | CUSIP: 98980G102<br>LEI: 529900MZ0RTK1BWRNF46 | Long             | EC               | CORP              | US        |       300 | NS      | $33570.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie Inc                                     | AbbVie Inc                                                                                                             | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |      3460 | NS      | $559170.60    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| FED REPUBLIC OF BRAZIL                         | Brazilian Government International Bond                                                                                | CUSIP: 105756CC2<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |    200000 | PA      | $173566.98    | 0.17%             | 2030-06-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Kakaku.com Inc                                 | Kakaku.com Inc                                                                                                         | CUSIP: 000000000<br>LEI: 353800KA15Y0DCPWYY65 | Long             | EC               | CORP              | JP        |      2000 | NS      | $32255.70     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Publicis Groupe SA                             | Publicis Groupe SA                                                                                                     | CUSIP: 000000000<br>LEI: 2138004KW8BV57III342 | Long             | EC               | CORP              | FR        |      2021 | NS      | $128906.85    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Wesfarmers Ltd                                 | Wesfarmers Ltd                                                                                                         | CUSIP: 000000000<br>LEI: 5493003L32ZX9557ST85 | Long             | EC               | CORP              | AU        |      5791 | NS      | $181020.06    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Unilever PLC                                   | Unilever PLC                                                                                                           | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |      2902 | NS      | $147253.64    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                 | Air Products and Chemicals Inc                                                                                         | CUSIP: 009158106<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | EC               | CORP              | US        |       488 | NS      | $150430.88    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| ARES CAPITAL CORP                              | Ares Capital Corp                                                                                                      | CUSIP: 04010LBD4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    150000 | PA      | $127128.35    | 0.12%             | 2027-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                 | Commonwealth Bank of Australia                                                                                         | CUSIP: 000000000<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | EC               | CORP              | AU        |       819 | NS      | $57226.59     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| WARNERMEDIA HOLDINGS INC                       | Warnermedia Holdings Inc                                                                                               | CUSIP: 55903VAN3<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |     50000 | PA      | $38254.11     | 0.04%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                    | Long: BDW7QBJZ1 IRS USD R V 03MLIBOR BDW7QBK14 CCPVANILLA / Short: BDW7QBJZ1 IRS USD P F   .45000 BDW7QBK06 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   2100000 | OU      | $113528.10    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                       | Celanese US Holdings LLC                                                                                               | CUSIP: 15089QAR5<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    225000 | PA      | $224927.55    | 0.22%             | 2024-07-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Sumitomo Metal Mining Co Ltd                   | Sumitomo Metal Mining Co Ltd                                                                                           | CUSIP: 000000000<br>LEI: 353800CF81IXL9974H84 | Long             | EC               | CORP              | JP        |      4100 | NS      | $144695.72    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                          | Costco Wholesale Corp                                                                                                  | CUSIP: 22160K105<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | EC               | CORP              | US        |       300 | NS      | $136950.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloudflare Inc                                 | Cloudflare Inc                                                                                                         | CUSIP: 18915M107<br>LEI: 5493007DY18BGNLDWU14 | Long             | EC               | CORP              | US        |      1400 | NS      | $63294.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                            | JPMorgan Chase & Co                                                                                                    | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     27000 | PA      | $18247.06     | 0.02%             | 2052-04-22      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| UNITED RENTALS NORTH AM                        | United Rentals North America Inc                                                                                       | CUSIP: 911365BQ6<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |    110000 | PA      | $109312.50    | 0.11%             | 2029-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HP INC                                         | HP Inc                                                                                                                 | CUSIP: 40434LAN5<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    200000 | PA      | $187889.57    | 0.18%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WENDYS FUNDING LLC                             | Wendy's Funding LLC                                                                                                    | CUSIP: 95058XAL2<br>LEI: 5493009DRVSTWJOXUL48 | Long             | ABS-O            | CORP              | US        |    415670 | PA      | $323859.72    | 0.32%             | 2051-06-15      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| HSBC HOLDINGS PLC                              | HSBC Holdings PLC                                                                                                      | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $210190.08    | 0.20%             | 2028-11-03      | Fixed         | 7.39%                 | No            |                  2 | On Loan: No      |
| Western Union Co/The                           | Western Union Co/The                                                                                                   | CUSIP: 959802109<br>LEI: 28ID94QU1140NC23S047 | Long             | EC               | CORP              | US        |     15100 | NS      | $207927.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| BROADCOM INC                                   | Broadcom Inc                                                                                                           | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     70000 | PA      | $52541.80     | 0.05%             | 2033-02-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Toyota Tsusho Corp                             | Toyota Tsusho Corp                                                                                                     | CUSIP: 000000000<br>LEI: 549300CEE2ENIUJNXB84 | Long             | EC               | CORP              | JP        |       900 | NS      | $33090.43     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                                                          | CUSIP: 172967MY4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     40000 | PA      | $31578.58     | 0.03%             | 2032-05-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                              | EOG Resources Inc                                                                                                      | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |       300 | NS      | $38856.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| 3M Co                                          | 3M Co                                                                                                                  | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |      4104 | NS      | $492151.68    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                       | NIKE Inc                                                                                                               | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |       300 | NS      | $35103.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Jeronimo Martins SGPS SA                       | Jeronimo Martins SGPS SA                                                                                               | CUSIP: 000000000<br>LEI: 259400A8SZP10GB5IB19 | Long             | EC               | CORP              | PT        |      9242 | NS      | $199944.29    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                           | Williams Cos Inc/The                                                                                                   | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |      9100 | NS      | $299390.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc                                  | Citigroup Inc                                                                                                          | CUSIP: 172967424<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | EC               | CORP              | US        |       700 | NS      | $31661.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Leumi Le-Israel BM                        | Bank Leumi Le-Israel BM                                                                                                | CUSIP: 000000000<br>LEI: 7JDSZWRGUQY2DSTWCR57 | Long             | EC               | CORP              | IL        |     38268 | NS      | $319090.52    | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Novo Nordisk A/S                               | Novo Nordisk A/S                                                                                                       | CUSIP: 000000000<br>LEI: 549300DAQ1CVT6CXN342 | Long             | EC               | CORP              | DK        |      2186 | NS      | $295451.22    | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Walgreens Boots Alliance Inc                   | Walgreens Boots Alliance Inc                                                                                           | CUSIP: 931427108<br>LEI: 549300RPTUOIXG4LIH86 | Long             | EC               | CORP              | US        |      3920 | NS      | $146451.20    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac                                    | Freddie Mac Pool                                                                                                       | CUSIP: 3131WLBF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       925 | PA      | $969.55       | 0.00%             | 2038-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Capcom Co Ltd                                  | Capcom Co Ltd                                                                                                          | CUSIP: 000000000<br>LEI: 529900JJWQKXS3TC8744 | Long             | EC               | CORP              | JP        |      1100 | NS      | $35133.39     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                              | Omnicom Group Inc                                                                                                      | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |      1700 | NS      | $138669.00    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                                                        | CUSIP: 31371LJM2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       806 | PA      | $803.45       | 0.00%             | 2024-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sea Ltd                                        | Sea Ltd                                                                                                                | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |      1200 | NS      | $62436.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CHENIERE CORP CHRISTI HD                       | Cheniere Corpus Christi Holdings LLC                                                                                   | CUSIP: 16412XAC9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    200000 | PA      | $201214.79    | 0.20%             | 2025-03-31      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Amcor PLC                                      | Amcor PLC                                                                                                              | CUSIP: 000000000<br>LEI: 549300GSODGFCDQ3DI89 | Long             | EC               | CORP              | JE        |     15593 | NS      | $185712.63    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group Inc/The           | PNC Financial Services Group Inc/The                                                                                   | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |       899 | NS      | $141988.06    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Mizrahi Tefahot Bank Ltd                       | Mizrahi Tefahot Bank Ltd                                                                                               | CUSIP: 000000000<br>LEI: YZO9YEGEO4VYDZMDWF93 | Long             | EC               | CORP              | IL        |      1123 | NS      | $36388.64     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                                                       | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     60000 | PA      | $51203.98     | 0.05%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                        | Duke Energy Florida LLC                                                                                                | CUSIP: 26444HAN1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     50000 | PA      | $53215.06     | 0.05%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                         | US ULTRA BOND CBT MAR23                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        32 | NC      | $-58994.27    | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| DBS Group Holdings Ltd                         | DBS Group Holdings Ltd                                                                                                 | CUSIP: 000000000<br>LEI: 5493007FKT78NKPM5V55 | Long             | EC               | CORP              | SG        |      1800 | NS      | $45464.20     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| United States Treasury                         | United States Treasury Note/Bond                                                                                       | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2326900 | PA      | $2161835.53   | 2.10%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TENCENT HOLDINGS LTD                           | Tencent Holdings Ltd                                                                                                   | CUSIP: 88032XAU8<br>LEI: 254900N4SLUMW4XUYY11 | Long             | DBT              | CORP              | KY        |    300000 | PA      | $244278.62    | 0.24%             | 2030-06-03      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                   | Comcast Corp                                                                                                           | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |      5538 | NS      | $193663.86    | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank/The                      | Toronto-Dominion Bank/The                                                                                              | CUSIP: 891160509<br>LEI: PT3QB789TSUIDF371261 | Long             | EC               | CORP              | CA        |      6410 | NS      | $415040.40    | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| MSCI INC                                       | MSCI Inc                                                                                                               | CUSIP: 55354GAK6<br>LEI: 549300HTIN2PD78UB763 | Long             | DBT              | CORP              | US        |     90000 | PA      | $74812.50     | 0.07%             | 2030-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                          | Indonesia Government International Bond                                                                                | CUSIP: 455780CQ7<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    312000 | PA      | $276937.88    | 0.27%             | 2030-02-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce             | Canadian Imperial Bank of Commerce                                                                                     | CUSIP: 136069101<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | EC               | CORP              | CA        |      3340 | NS      | $135104.73    | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Foods Co                           | Kraft Heinz Foods Co                                                                                                   | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    200000 | PA      | $162520.59    | 0.16%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                            | Petroleos Mexicanos                                                                                                    | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    622000 | PA      | $488423.63    | 0.48%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| 360 DigiTech Inc                               | 360 DigiTech Inc                                                                                                       | CUSIP: 88557W101<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |      4400 | NS      | $89584.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ELEVANCE HEALTH INC                            | Elevance Health Inc                                                                                                    | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     30000 | PA      | $31982.14     | 0.03%             | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| PRIME SECSRVC BRW/FINANC                       | Prime Security Services Borrower LLC / Prime Finance Inc                                                               | CUSIP: 74166MAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $245577.44    | 0.24%             | 2024-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bill.com Holdings Inc                          | Bill.com Holdings Inc                                                                                                  | CUSIP: 090043100<br>LEI: 549300IBF9VZZIGOZW63 | Long             | EC               | CORP              | US        |       500 | NS      | $54480.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SAUDI ARABIAN OIL CO                           | Saudi Arabian Oil Co                                                                                                   | CUSIP: 80414L2K0<br>LEI: 5586006WD91QHB7J4X50 | Long             | DBT              | CORP              | SA        |    625000 | PA      | $513950.00    | 0.50%             | 2030-11-24      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Kimco Realty Corp                              | Kimco Realty Corp                                                                                                      | CUSIP: 49446R737<br>LEI: 549300EA7I6T15IBYS12 | Long             | EP               |  | US        |     15000 | NS      | $297300.00    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                       | Ford Motor Credit Co LLC                                                                                               | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    230000 | PA      | $199732.00    | 0.19%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                     | Nucor Corp                                                                                                             | CUSIP: 670346105<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | EC               | CORP              | US        |       600 | NS      | $79086.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of Nova Scotia/The                        | Bank of Nova Scotia/The                                                                                                | CUSIP: 064149107<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | EC               | CORP              | CA        |      5515 | NS      | $270210.56    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Societe Generale SA                            | Societe Generale SA                                                                                                    | CUSIP: 000000000<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | EC               | CORP              | FR        |      3506 | NS      | $88470.71     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Paycom Software Inc                            | Paycom Software Inc                                                                                                    | CUSIP: 70432V102<br>LEI: 254900LSB0HNJUDC6Q18 | Long             | EC               | CORP              | US        |       200 | NS      | $62062.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Truist Financial Corp                          | Truist Financial Corp                                                                                                  | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |      2980 | NS      | $128229.40    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Vail Resorts Inc                               | Vail Resorts Inc                                                                                                       | CUSIP: 91879Q109<br>LEI: 529900PSZHRNU9HKH870 | Long             | EC               | CORP              | US        |       100 | NS      | $23835.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Next PLC                                       | Next PLC                                                                                                               | CUSIP: 000000000<br>LEI: 213800WQD8ECPZP9PH98 | Long             | EC               | CORP              | GB        |      1143 | NS      | $80436.91     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| ZoomInfo Technologies Inc                      | ZoomInfo Technologies Inc                                                                                              | CUSIP: 98980F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1200 | NS      | $36132.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Micro Devices Inc                     | Advanced Micro Devices Inc                                                                                             | CUSIP: 007903107<br>LEI: R2I72C950HOYXII45366 | Long             | EC               | CORP              | US        |       700 | NS      | $45339.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WELLS FARGO & COMPANY                          | Wells Fargo & Co                                                                                                       | CUSIP: 94988U656<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EP               | CORP              | US        |     15000 | NS      | $326850.00    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Inc/OH                   | Huntington Bancshares Inc/OH                                                                                           | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |     41976 | NS      | $591861.60    | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| BOSTON PROPERTIES LP                           | Boston Properties LP                                                                                                   | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |     90000 | PA      | $92799.57     | 0.09%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Enphase Energy Inc                             | Enphase Energy Inc                                                                                                     | CUSIP: 29355A107<br>LEI: 5493008U7KIGMI59Z314 | Long             | EC               | CORP              | US        |       255 | NS      | $67564.80     | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc                             | Coterra Energy Inc                                                                                                     | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |      1800 | NS      | $44226.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PepsiCo Inc                                    | PepsiCo Inc                                                                                                            | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |      1206 | NS      | $217875.96    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Inc                          | Texas Instruments Inc                                                                                                  | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |      3004 | NS      | $496320.88    | 0.48%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc                                  | CME Group Inc                                                                                                          | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |      1500 | NS      | $252240.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Tokyo Electron Ltd                             | Tokyo Electron Ltd                                                                                                     | CUSIP: 000000000<br>LEI: 549300H5LSF8DP3RIJ34 | Long             | EC               | CORP              | JP        |       626 | NS      | $184308.23    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                            | PayPal Holdings Inc                                                                                                    | CUSIP: 70450Y103<br>LEI: 5493005X2GO78EFZ3E94 | Long             | EC               | CORP              | US        |      1365 | NS      | $97215.30     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                                    | Oracle Corp                                                                                                            | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |      7000 | PA      | $4712.87      | 0.00%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                   | Alphabet Inc                                                                                                           | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      6000 | NS      | $529380.00    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Tele2 AB                                       | Tele2 AB                                                                                                               | CUSIP: 000000000<br>LEI: 213800EKD193RVI9HL76 | Long             | EC               | CORP              | SE        |      3865 | NS      | $31525.71     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Phillips 66                                    | Phillips 66                                                                                                            | CUSIP: 718546104<br>LEI: 5493005JBO5YSIGK1814 | Long             | EC               | CORP              | US        |       300 | NS      | $31224.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Inc                       | Microchip Technology Inc                                                                                               | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |       500 | NS      | $35125.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Daito Trust Construction Co Ltd                | Daito Trust Construction Co Ltd                                                                                        | CUSIP: 000000000<br>LEI: 353800QQ4DRI3KXS3038 | Long             | EC               | CORP              | JP        |       500 | NS      | $51223.07     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Visa Inc                                       | Visa Inc                                                                                                               | CUSIP: 92826C839<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | EC               | CORP              | US        |      1400 | NS      | $290864.00    | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co/The                                | Southern Co/The                                                                                                        | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      3669 | NS      | $262003.29    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| ENSTAR FINANCE LLC                             | Enstar Finance LLC                                                                                                     | CUSIP: 29360AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    200000 | PA      | $159858.00    | 0.16%             | 2042-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                   | Enbridge Inc                                                                                                           | CUSIP: 29250N105<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | EC               | CORP              | CA        |     14200 | NS      | $554995.57    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| OCTAGON INVESTMENT PARTNERS XX LTD             | OCTAGON INVESTMENT PARTNERS 20-R LTD                                                                                   | CUSIP: 67576WAN2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | KY        |    750000 | PA      | $737482.50    | 0.72%             | 2031-05-12      | Floating      | 5.80%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                               | Roche Holding AG                                                                                                       | CUSIP: 000000000<br>LEI: 549300U41AUUVOAAOB37 | Long             | EC               | CORP              | CH        |       708 | NS      | $222339.01    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedbank AB                                    | Swedbank AB                                                                                                            | CUSIP: 000000000<br>LEI: M312WZV08Y7LYUC71685 | Long             | EC               | CORP              | SE        |      3348 | NS      | $56990.95     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Elevance Health Inc                            | Elevance Health Inc                                                                                                    | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |       100 | NS      | $51297.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ANHEUSER-BUSCH INBEV WOR                       | Anheuser-Busch InBev Worldwide Inc                                                                                     | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    121000 | PA      | $119620.34    | 0.12%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Block Inc                                      | Block Inc                                                                                                              | CUSIP: 852234103<br>LEI: 549300OHIIUWSTIZME52 | Long             | EC               | CORP              | US        |      1358 | NS      | $85336.72     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Gaming and Leisure Properties Inc              | Gaming and Leisure Properties Inc                                                                                      | CUSIP: 36467J108<br>LEI: 5493006GWRDBCZYWTM57 | Long             | EC               |  | US        |      8300 | NS      | $432347.00    | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                        | Procter & Gamble Co/The                                                                                                | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |      3340 | NS      | $506210.40    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| TotalEnergies SE                               | TotalEnergies SE                                                                                                       | CUSIP: 000000000<br>LEI: 529900S21EQ1BO4ESM68 | Long             | EC               | CORP              | FR        |      5473 | NS      | $344193.73    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY OPERATING                       | NextEra Energy Operating Partners LP                                                                                   | CUSIP: 65342QAL6<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    190000 | PA      | $173853.75    | 0.17%             | 2026-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                                                            | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     80000 | PA      | $65028.21     | 0.06%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CONTRA ABIOMED INC                             | CONTRA ABIOMED INC                                                                                                     | CUSIP: 003CVR016<br>LEI: N/A                  | Long             |  |  | US        |       200 | NS      | $204.00       | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Chicago Mercantile Exchange                    | S+P500 EMINI FUT MAR23                                                                                                 | CUSIP: 000000000<br>LEI: SNZ2OJLFK8MNNCLQOF39 | N/A              | DE               |  | US        |       -36 | NC      | $295593.88    | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Lockheed Martin Corp                           | Lockheed Martin Corp                                                                                                   | CUSIP: 539830109<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | EC               | CORP              | US        |       300 | NS      | $145947.00    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Medibank Pvt Ltd                               | Medibank Pvt Ltd                                                                                                       | CUSIP: 000000000<br>LEI: BDYVSUPTML83OLINBJ17 | Long             | EC               | CORP              | AU        |     60860 | NS      | $122260.12    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                 | Lowe's Cos Inc                                                                                                         | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |       839 | NS      | $167162.36    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Old Dominion Freight Line Inc                  | Old Dominion Freight Line Inc                                                                                          | CUSIP: 679580100<br>LEI: 5299009TWK32WE417T96 | Long             | EC               | CORP              | US        |       200 | NS      | $56756.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| DISCOVERY COMMUNICATIONS                       | Discovery Communications LLC                                                                                           | CUSIP: 25470DBL2<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     40000 | PA      | $24034.87     | 0.02%             | 2055-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ROGERS COMMUNICATIONS IN                       | Rogers Communications Inc                                                                                              | CUSIP: 775109CC3<br>LEI: 54930030NVF3Y2OL0A78 | Long             | DBT              | CORP              | CA        |    145000 | PA      | $125128.26    | 0.12%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| WESTPAC BANKING CORP NZ                        | Westpac Banking Corp/New Zealand                                                                                       | CUSIP: 96122UAA2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    200000 | PA      | $174000.00    | 0.17%             | N/A             | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                                      | ONEOK Inc                                                                                                              | CUSIP: 682680BG7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     40000 | PA      | $39998.02     | 0.04%             | 2032-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                    | Cummins Inc                                                                                                            | CUSIP: 231021106<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | EC               | CORP              | US        |      1579 | NS      | $382575.91    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| ICE Futures U.S., Inc.                         | MSCI EMGMKT MAR23                                                                                                      | CUSIP: 000000000<br>LEI: 5493004R83R1LVX2IL36 | N/A              | DE               |  | US        |        53 | NC      | $-36981.03    | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| KKR GROUP FINAN CO XII                         | KKR Group Finance Co XII LLC                                                                                           | CUSIP: 48255GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    130000 | PA      | $121372.86    | 0.12%             | 2032-05-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| SGS SA                                         | SGS SA                                                                                                                 | CUSIP: 000000000<br>LEI: 2138007JNS19JHNA2336 | Long             | EC               | CORP              | CH        |        29 | NS      | $67535.03     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Microsoft Corp                                 | Microsoft Corp                                                                                                         | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      7966 | NS      | $1910406.12   | 1.86%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORP                              | State Street Corp                                                                                                      | CUSIP: 857477BV4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    130000 | PA      | $120085.14    | 0.12%             | 2033-08-04      | Fixed         | 4.16%                 | No            |                  2 | On Loan: No      |
| Kanzhun Ltd                                    | Kanzhun Ltd                                                                                                            | CUSIP: 48553T106<br>LEI: 254900F4ZCBITP7L0251 | Long             | EC               | CORP              | KY        |      3800 | NS      | $77406.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Industria de Diseno Textil SA                  | Industria de Diseno Textil SA                                                                                          | CUSIP: 000000000<br>LEI: 549300TTCXZOGZM2EY83 | Long             | EC               | CORP              | ES        |      2796 | NS      | $74715.44     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Kering SA                                      | Kering SA                                                                                                              | CUSIP: 000000000<br>LEI: 549300VGEJKB7SVUZR78 | Long             | EC               | CORP              | FR        |        76 | NS      | $38846.26     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| ANHEUSER-BUSCH CO/INBEV                        | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                                                            | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     28000 | PA      | $25454.11     | 0.02%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Trade Desk Inc/The                             | Trade Desk Inc/The                                                                                                     | CUSIP: 88339J105<br>LEI: 549300GXPD31VT3E0P46 | Long             | EC               | CORP              | US        |      1950 | NS      | $87418.50     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| SOCIETE GENERALE                               | Societe Generale SA                                                                                                    | CUSIP: 83368RBL5<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    225000 | PA      | $210439.02    | 0.20%             | 2033-06-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                        | Rockwell Automation Inc                                                                                                | CUSIP: 773903109<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | EC               | CORP              | US        |       100 | NS      | $25757.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna Inc                                    | Moderna Inc                                                                                                            | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Long             | EC               | CORP              | US        |       300 | NS      | $53886.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| BLOCK INC                                      | Block Inc                                                                                                              | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     30000 | PA      | $26802.00     | 0.03%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CENTENE CORP                                   | Centene Corp                                                                                                           | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    130000 | PA      | $102154.00    | 0.10%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                   | Newmont Corp                                                                                                           | CUSIP: 651639106<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | EC               | CORP              | US        |      1300 | NS      | $61360.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ALLY FINANCIAL INC                             | Ally Financial Inc                                                                                                     | CUSIP: 02005NBM1<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    500000 | PA      | $334375.00    | 0.33%             | N/A             | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Adyen NV                                       | Adyen NV                                                                                                               | CUSIP: 000000000<br>LEI: 724500973ODKK3IFQ447 | Long             | EC               | CORP              | NL        |        53 | NS      | $73543.42     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| M3 Inc                                         | M3 Inc                                                                                                                 | CUSIP: 000000000<br>LEI: 3538001UOKRWIODYM055 | Long             | EC               | CORP              | JP        |      2300 | NS      | $62410.25     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                    | NVIDIA Corp                                                                                                            | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      2248 | NS      | $328522.72    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Best Buy Co Inc                                | Best Buy Co Inc                                                                                                        | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |      3100 | NS      | $248651.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corp                                   | Chevron Corp                                                                                                           | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3153 | NS      | $565931.97    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Adobe Inc                                      | Adobe Inc                                                                                                              | CUSIP: 00724F101<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | EC               | CORP              | US        |       600 | NS      | $201918.00    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Chicago Board of Trade                         | US 10YR NOTE (CBT)MAR23                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |        16 | NC      | $-16654.72    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Sino Land Co Ltd                               | Sino Land Co Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 529900G5P51053HJVZ92 | Long             | EC               | CORP              | HK        |     26000 | NS      | $32473.75     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Infosys Ltd                                    | Infosys Ltd                                                                                                            | CUSIP: 456788108<br>LEI: 335800TYLGG93MM7PR89 | Long             | EC               | CORP              | IN        |     20900 | NS      | $376409.00    | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| AXA SA                                         | AXA SA                                                                                                                 | CUSIP: 000000000<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | EC               | CORP              | FR        |      8763 | NS      | $244670.90    | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC                                        | GSK PLC                                                                                                                | CUSIP: 000000000<br>LEI: 5493000HZTVUYLO1D793 | Long             | EC               | CORP              | GB        |     25793 | NS      | $449577.09    | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital                                        | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    120000 | PA      | $96585.27     | 0.09%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| DWS                                            | DWS Central Cash Management Government Fund                                                                            | CUSIP: 25160K306<br>LEI: 5493003GD84DGSXJ7618 | Long             | STIV             | RF                | US        |   1133981 | NS      | $1133980.80   | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                                   | Alphabet Inc                                                                                                           | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |      5780 | NS      | $512859.40    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| ANGLOGOLD HOLDINGS PLC                         | AngloGold Ashanti Holdings PLC                                                                                         | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |    200000 | PA      | $173466.89    | 0.17%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PERUSAHAAN LISTRIK NEGAR                       | Perusahaan Perseroan Persero PT Perusahaan Listrik Negara                                                              | CUSIP: 000000000<br>LEI: 254900OYVDRYS9J51J61 | Long             | DBT              | CORP              | ID        |    260000 | PA      | $268024.71    | 0.26%             | 2025-10-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Cigna Corp                                     | Cigna Corp                                                                                                             | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       500 | NS      | $165670.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                                                            | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     70000 | PA      | $47394.74     | 0.05%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                                                        | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     90000 | PA      | $70518.76     | 0.07%             | 2032-01-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                  | M&T Bank Corp                                                                                                          | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |       200 | NS      | $29012.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| MILEAGE PLUS HLDINGS LLC                       | Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd                                              | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    180012 | PA      | $178967.88    | 0.17%             | 2027-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sempra Energy                                  | Sempra Energy                                                                                                          | CUSIP: 816851109<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | EC               | CORP              | US        |       259 | NS      | $40025.86     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CVS Health Corp                                | CVS Health Corp                                                                                                        | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |      2169 | NS      | $202129.11    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Castle Inc                               | Crown Castle Inc                                                                                                       | CUSIP: 22822V101<br>LEI: 54930012H97VSM0I2R19 | Long             | EC               |  | US        |       573 | NS      | $77721.72     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| MICRON TECHNOLOGY INC                          | Micron Technology Inc                                                                                                  | CUSIP: 595112BV4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    210000 | PA      | $213313.14    | 0.21%             | 2029-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                              | EURO-SCHATZ FUT MAR23                                                                                                  | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DIR              |  | DE        |       -27 | NC      | $32762.31     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Telstra Group Ltd                              | Telstra Group Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 894500WRW54CVN62K416 | Long             | EC               | CORP              | AU        |     63371 | NS      | $172158.81    | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America N.A.                           | PURCHASED EUR / SOLD USD                                                                                               | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DFE              |  | XX        |         1 | NC      | $55083.63     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                                                            | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     20000 | PA      | $15517.73     | 0.02%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Garmin Ltd                                     | Garmin Ltd                                                                                                             | CUSIP: 000000000<br>LEI: 2549001E0HIPIJQ0W046 | Long             | EC               | CORP              | CH        |       942 | NS      | $86937.18     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                                    | Target Corp                                                                                                            | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |       441 | NS      | $65726.64     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Walmart Inc                                    | Walmart Inc                                                                                                            | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |      1643 | NS      | $232960.97    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| SK HYNIX INC                                   | SK Hynix Inc                                                                                                           | CUSIP: 78392BAB3<br>LEI: 988400XAIK6XISWQV045 | Long             | DBT              | CORP              | KR        |    200000 | PA      | $173321.38    | 0.17%             | 2026-01-19      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Mitsui & Co Ltd                                | Mitsui & Co Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 2NRSB4GOU9DD6CNW5R48 | Long             | EC               | CORP              | JP        |      1100 | NS      | $32049.61     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                               | Coca-Cola Co/The                                                                                                       | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |      5382 | NS      | $342349.02    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                                   | Fortinet Inc                                                                                                           | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Long             | EC               | CORP              | US        |      1200 | NS      | $58668.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CapitaLand Ascendas REIT                       | CapitaLand Ascendas REIT                                                                                               | CUSIP: 000000000<br>LEI: 549300ILIBAEMQZK3L20 | Long             | EC               |  | SG        |     40165 | NS      | $82299.63     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Multifamily Structured Credit Risk             | Freddie Mac Multifamily Structured Credit Risk                                                                         | CUSIP: 35563FAB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    194000 | PA      | $173256.36    | 0.17%             | 2051-01-25      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| Eisai Co Ltd                                   | Eisai Co Ltd                                                                                                           | CUSIP: 000000000<br>LEI: 353800HDEE0ZYEX4QV91 | Long             | EC               | CORP              | JP        |       600 | NS      | $39616.34     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Shopify Inc                                    | Shopify Inc                                                                                                            | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |      3420 | NS      | $118740.18    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| MongoDB Inc                                    | MongoDB Inc                                                                                                            | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |       500 | NS      | $98420.00     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Bank of Canada                           | Royal Bank of Canada                                                                                                   | CUSIP: 780087102<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | EC               | CORP              | CA        |      1800 | NS      | $169231.91    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Techtronic Industries Co Ltd                   | Techtronic Industries Co Ltd                                                                                           | CUSIP: 000000000<br>LEI: 549300HZW2SBE758OK89 | Long             | EC               | CORP              | HK        |      7000 | NS      | $77720.98     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                 | Air Lease Corp                                                                                                         | CUSIP: 00912XBK9<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    200000 | PA      | $137000.00    | 0.13%             | N/A             | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| HUMANA INC                                     | Humana Inc                                                                                                             | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     40000 | PA      | $41292.14     | 0.04%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Airbnb Inc                                     | Airbnb Inc                                                                                                             | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Long             | EC               | CORP              | US        |       300 | NS      | $25650.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| PACCAR Inc                                     | PACCAR Inc                                                                                                             | CUSIP: 693718108<br>LEI: KDTEY8BWE486IKZ3CC07 | Long             | EC               | CORP              | US        |      4000 | NS      | $395880.00    | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Exxon Mobil Corp                               | Exxon Mobil Corp                                                                                                       | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      7900 | NS      | $871370.00    | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture CDO Ltd                                | Venture 37 CLO Ltd                                                                                                     | CUSIP: 92333BAQ3<br>LEI: 549300IW5Q3C6JHMIU22 | Long             | ABS-CBDO         | CORP              | KY        |    800000 | PA      | $778693.60    | 0.76%             | 2032-07-15      | Floating      | 5.23%                 | No            |                  2 | On Loan: No      |
| SOCIETE GENERALE                               | Societe Generale SA                                                                                                    | CUSIP: 83370RAC2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |    260000 | PA      | $266815.44    | 0.26%             | N/A             | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Franklin Resources Inc                         | Franklin Resources Inc                                                                                                 | CUSIP: 354613101<br>LEI: RIFQSET379FOGTEFKS80 | Long             | EC               | CORP              | US        |      1700 | NS      | $44846.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nestle SA                                      | Nestle SA                                                                                                              | CUSIP: 000000000<br>LEI: KY37LUS27QQX7BB93L28 | Long             | EC               | CORP              | CH        |      2487 | NS      | $288035.13    | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Spark New Zealand Ltd                          | Spark New Zealand Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 529900HUN51H3Y7QBB66 | Long             | EC               | CORP              | NZ        |     26602 | NS      | $91250.87     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS Health Corp                                | CVS Health Corp                                                                                                        | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    175000 | PA      | $157070.36    | 0.15%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                             | Steel Dynamics Inc                                                                                                     | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |       800 | NS      | $78160.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Kesko Oyj                                      | Kesko Oyj                                                                                                              | CUSIP: 000000000<br>LEI: 743700OX6HSVMCAHPB95 | Long             | EC               | CORP              | FI        |      6456 | NS      | $142942.61    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco de Chile                                 | Banco de Chile                                                                                                         | CUSIP: 059520106<br>LEI: 8B4EZFY8IHJC44TT2K84 | Long             | EC               | CORP              | CL        |      2900 | NS      | $60378.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Darden Restaurants Inc                         | Darden Restaurants Inc                                                                                                 | CUSIP: 237194105<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | EC               | CORP              | US        |      2300 | NS      | $318159.00    | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Trend Micro Inc/Japan                          | Trend Micro Inc/Japan                                                                                                  | CUSIP: 000000000<br>LEI: 3538005O5UJ5RNAGVE16 | Long             | EC               | CORP              | JP        |      1300 | NS      | $60622.33     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                                                             | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    100000 | PA      | $69749.04     | 0.07%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                                                       | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    125000 | PA      | $83417.82     | 0.08%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Link REIT                                      | Link REIT                                                                                                              | CUSIP: 000000000<br>LEI: 529900XUE70U36QX5M62 | Long             | EC               |  | HK        |     10500 | NS      | $76895.92     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                | TJX Cos Inc/The                                                                                                        | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |      2000 | NS      | $159200.00    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Engie SA                                       | Engie SA                                                                                                               | CUSIP: 000000000<br>LEI: LAXUQCHT4FH58LRZDY46 | Long             | EC               | CORP              | FR        |      5421 | NS      | $77789.06     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Hikma Pharmaceuticals PLC                      | Hikma Pharmaceuticals PLC                                                                                              | CUSIP: 000000000<br>LEI: 549300BNS685UXH4JI75 | Long             | EC               | CORP              | GB        |      4233 | NS      | $79931.05     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                                                       | CUSIP: 064058AL4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    345000 | PA      | $277882.62    | 0.27%             | N/A             | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                                                                   | CUSIP: 060505GB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    530000 | PA      | $448873.33    | 0.44%             | N/A             | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                           | Bank of America Corp                                                                                                   | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    200000 | PA      | $161123.74    | 0.16%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Tencent Music Entertainment Group              | Tencent Music Entertainment Group                                                                                      | CUSIP: 88034P109<br>LEI: 213800XTZK2GOHQTYK41 | Long             | EC               | CORP              | KY        |      4500 | NS      | $37260.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Ultrapar Participacoes SA                      | Ultrapar Participacoes SA                                                                                              | CUSIP: 90400P101<br>LEI: 529900FU4XBXGQMLRE72 | Long             | EC               | CORP              | BR        |     24200 | NS      | $58564.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| JBS USA/FOOD/FINANCE                           | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                                                                 | CUSIP: 46590XAR7<br>LEI: P77IMDGVZE8EFBTF2M92 | Long             | DBT              | CORP              | XX        |    260000 | PA      | $227427.20    | 0.22%             | 2027-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hannover Rueck SE                              | Hannover Rueck SE                                                                                                      | CUSIP: 000000000<br>LEI: 529900KIN5BE45V5KB18 | Long             | EC               | CORP              | DE        |      1843 | NS      | $366715.41    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                 | Atlas Copco AB                                                                                                         | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |     37956 | NS      | $449992.16    | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| NEWELL BRANDS INC                              | Newell Brands Inc                                                                                                      | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     70000 | PA      | $69475.00     | 0.07%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Eurex Deutschland                              | EURO STOXX 50 MAR23                                                                                                    | CUSIP: 000000000<br>LEI: 529900LN3S50JPU47S06 | N/A              | DE               |  | DE        |       -15 | NC      | $29270.96     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                                    | Netflix Inc                                                                                                            | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |       400 | NS      | $117952.00    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cadence Design Systems Inc                     | Cadence Design Systems Inc                                                                                             | CUSIP: 127387108<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | EC               | CORP              | US        |       200 | NS      | $32128.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| THERMO FISHER SCIENTIFIC                       | Thermo Fisher Scientific Inc                                                                                           | CUSIP: 883556CU4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60845.98     | 0.06%             | 2032-11-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae Pool                                                                                                        | CUSIP: 31407KN70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2796 | PA      | $2757.52      | 0.00%             | 2035-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Intuitive Surgical Inc                         | Intuitive Surgical Inc                                                                                                 | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |       400 | NS      | $106140.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Unilever PLC                                   | Unilever PLC                                                                                                           | CUSIP: 000000000<br>LEI: 549300MKFYEKVRWML317 | Long             | EC               | CORP              | GB        |      2580 | NS      | $129973.23    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Thomson Reuters Corp                           | Thomson Reuters Corp                                                                                                   | CUSIP: 884903709<br>LEI: 549300561UZND4C7B569 | Long             | EC               | CORP              | CA        |       473 | NS      | $53958.33     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                         | NXP BV / NXP Funding LLC / NXP USA Inc                                                                                 | CUSIP: 62954HAL2<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     60000 | PA      | $40667.54     | 0.04%             | 2042-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                 | Mastercard Inc                                                                                                         | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       676 | NS      | $235065.48    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| AT&T Inc                                       | AT&T Inc                                                                                                               | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |     13900 | NS      | $255899.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Shin-Etsu Chemical Co Ltd                      | Shin-Etsu Chemical Co Ltd                                                                                              | CUSIP: 000000000<br>LEI: 353800PX8Q64N86H5W41 | Long             | EC               | CORP              | JP        |       700 | NS      | $85509.58     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Broadcom Inc                                   | Broadcom Inc                                                                                                           | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       749 | NS      | $418788.37    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| BOEING CO                                      | Boeing Co/The                                                                                                          | CUSIP: 097023DG7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    237000 | PA      | $215329.34    | 0.21%             | 2026-02-04      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                      | Amgen Inc                                                                                                              | CUSIP: 031162100<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | EC               | CORP              | US        |      1392 | NS      | $365594.88    | 0.36%             |  |  |  | No            |                  1 | On Loan: No      |
| TEVA PHARMACEUTICALS NE                        | Teva Pharmaceutical Finance Netherlands III BV                                                                         | CUSIP: 88167AAE1<br>LEI: 5493004T21MOAFINJP35 | Long             | DBT              | CORP              | NL        |    925000 | PA      | $808912.50    | 0.79%             | 2026-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                    | Long: BDW7QBM38 IRS USD R V 03MLIBOR BDW7QBM53 CCPVANILLA / Short: BDW7QBM38 IRS USD P F  1.63000 BDW7QBM46 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    300000 | OU      | $46000.17     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                           | Westpac Banking Corp                                                                                                   | CUSIP: 000000000<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | EC               | CORP              | AU        |      3609 | NS      | $57421.25     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp                           | Bank of America Corp                                                                                                   | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      1600 | NS      | $52992.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| OPEN TEXT CORP                                 | Open Text Corp                                                                                                         | CUSIP: 683715AF3<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |     50000 | PA      | $50000.00     | 0.05%             | 2027-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS CO                              | General Motors Co                                                                                                      | CUSIP: 37045VAZ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    275000 | PA      | $255473.98    | 0.25%             | 2032-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| SSE PLC                                        | SSE PLC                                                                                                                | CUSIP: 000000000<br>LEI: 549300KI75VYLLMSK856 | Long             | EC               | CORP              | GB        |      9131 | NS      | $189701.68    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC                       | Celanese US Holdings LLC                                                                                               | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |    290000 | PA      | $286034.60    | 0.28%             | 2027-07-15      | Fixed         | 6.17%                 | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG                    | Bayerische Motoren Werke AG                                                                                            | CUSIP: 000000000<br>LEI: YEH5ZCD6E441RHVHD759 | Long             | EC               | CORP              | DE        |      2115 | NS      | $189818.93    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen AG                                  | Volkswagen AG                                                                                                          | CUSIP: 000000000<br>LEI: 529900NNUPAGGOMPXZ31 | Long             | EP               | CORP              | DE        |       433 | NS      | $54162.06     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Autohome Inc                                   | Autohome Inc                                                                                                           | CUSIP: 05278C107<br>LEI: 529900NYB6ZGZN3MVT56 | Long             | EC               | CORP              | KY        |      1300 | NS      | $39780.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                      | Tesla Inc                                                                                                              | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      2654 | NS      | $326919.72    | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| US Bancorp                                     | US Bancorp                                                                                                             | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |      2120 | NS      | $92453.20     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan Tobacco Inc                              | Japan Tobacco Inc                                                                                                      | CUSIP: 000000000<br>LEI: 353800Z0ENYBQO0XRJ31 | Long             | EC               | CORP              | JP        |     48400 | NS      | $977143.15    | 0.95%             |  |  |  | No            |                  2 | On Loan: No      |
| Madison Park Funding Ltd                       | Madison Park Funding XXVI Ltd                                                                                          | CUSIP: 55819YAA8<br>LEI: 549300FNRP3W5DX0O430 | Long             | ABS-CBDO         | CORP              | KY        |   1100000 | PA      | $1089536.80   | 1.06%             | 2030-07-29      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Swisscom AG                                    | Swisscom AG                                                                                                            | CUSIP: 000000000<br>LEI: 5493005SL9HHOXS3B739 | Long             | EC               | CORP              | CH        |        71 | NS      | $38954.35     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                            | Deutsche Telekom AG                                                                                                    | CUSIP: 000000000<br>LEI: 549300V9QSIG4WX4GJ96 | Long             | EC               | CORP              | DE        |      4903 | NS      | $97949.64     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                       | JP Morgan Mortgage Trust 2016-3                                                                                        | CUSIP: 46647EAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130459 | PA      | $114906.52    | 0.11%             | 2046-10-25      | Variable      | 3.24%                 | No            |                  2 | On Loan: No      |
| ADANI PORTS AND SPECIAL                        | Adani Ports & Special Economic Zone Ltd                                                                                | CUSIP: 00652MAG7<br>LEI: 335800QOAXP5TM7OYP69 | Long             | DBT              | CORP              | IN        |    200000 | PA      | $175554.58    | 0.17%             | 2027-08-04      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                             | Home Depot Inc/The                                                                                                     | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |      1612 | NS      | $509166.32    | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                                                       | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     50000 | PA      | $48394.47     | 0.05%             | 2053-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| LCH Limited                                    | Long: BDW7QBL96 IRS USD R V 03MLIBOR BDW7QBLB1 CCPVANILLA / Short: BDW7QBL96 IRS USD P F   .25000 BDW7QBLA3 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |   3200000 | OU      | $29986.88     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Intel Corp                                     | Intel Corp                                                                                                             | CUSIP: 458140100<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | EC               | CORP              | US        |      4171 | NS      | $110239.53    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Shinhan Financial Group Co Ltd                 | Shinhan Financial Group Co Ltd                                                                                         | CUSIP: 824596100<br>LEI: 988400EB8A6G49E5KO54 | Long             | EC               | CORP              | KR        |      2800 | NS      | $78204.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                                                            | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     40000 | PA      | $42792.98     | 0.04%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Bouygues SA                                    | Bouygues SA                                                                                                            | CUSIP: 000000000<br>LEI: 969500MOCLNQFNZN0D63 | Long             | EC               | CORP              | FR        |      1059 | NS      | $31830.40     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CF Hippolyta Issuer LLC                        | CF Hippolyta Issuer LLC                                                                                                | CUSIP: 12530MAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    525350 | PA      | $438008.69    | 0.43%             | 2061-03-15      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Iron Mountain Inc                              | Iron Mountain Inc                                                                                                      | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | EC               |  | US        |      5600 | NS      | $279160.00    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST FINANCIAL CORP                          | Truist Financial Corp                                                                                                  | CUSIP: 89832QAD1<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    300000 | PA      | $270075.74    | 0.26%             | N/A             | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BERRY GLOBAL INC                               | Berry Global Inc                                                                                                       | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    300000 | PA      | $256581.35    | 0.25%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                       | Enterprise Products Operating LLC                                                                                      | CUSIP: 29379VBW2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    144000 | PA      | $113223.04    | 0.11%             | 2050-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                  | Koninklijke Ahold Delhaize NV                                                                                          | CUSIP: 000000000<br>LEI: 724500C9GNBV20UYRX36 | Long             | EC               | CORP              | NL        |      6985 | NS      | $201170.14    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| BCE Inc                                        | BCE Inc                                                                                                                | CUSIP: 05534B760<br>LEI: 5493001I9203PRB5KR45 | Long             | EC               | CORP              | CA        |      5150 | NS      | $226272.90    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital                                        | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     57000 | PA      | $36523.12     | 0.04%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                            | Abbott Laboratories                                                                                                    | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |      2058 | NS      | $225947.82    | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFICORP                                     | PacifiCorp                                                                                                             | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    115000 | PA      | $113815.33    | 0.11%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR COMPANY                             | Ford Motor Co                                                                                                          | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    210000 | PA      | $157487.76    | 0.15%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| SUZANO AUSTRIA GMBH                            | Suzano Austria GmbH                                                                                                    | CUSIP: 86964WAL6<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     80000 | PA      | $67309.60     | 0.07%             | 2028-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                  | Ford Motor Co                                                                                                          | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | EC               | CORP              | US        |      4800 | NS      | $55824.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY OPERATING                       | NextEra Energy Operating Partners LP                                                                                   | CUSIP: 65342QAK8<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |    275000 | PA      | $266750.28    | 0.26%             | 2024-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Mineral Resources Ltd                          | Mineral Resources Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 5299007V1ACKFFX2P066 | Long             | EC               | CORP              | AU        |      3136 | NS      | $165646.89    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                   | Apollo Global Management Inc                                                                                           | CUSIP: 03769M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      4856 | NS      | $309764.24    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Ping An Insurance Group Co of China Ltd        | Ping An Insurance Group Co of China Ltd                                                                                | CUSIP: 72341E304<br>LEI: 529900M9MC28JLN35U89 | Long             | EC               | CORP              | CN        |      6900 | NS      | $90735.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                                   | Prologis Inc                                                                                                           | CUSIP: 74340W202<br>LEI: 529900DFH19P073LZ636 | Long             | EP               |  | US        |       164 | NS      | $9155.30      | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ambev SA                                       | Ambev SA                                                                                                               | CUSIP: 02319V103<br>LEI: 549300TH5Q6VRP8OT012 | Long             | EC               | CORP              | BR        |    133700 | NS      | $363664.00    | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| CSX Corp                                       | CSX Corp                                                                                                               | CUSIP: 126408103<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | EC               | CORP              | US        |      1000 | NS      | $30980.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| DUKE ENERGY CORP                               | Duke Energy Corp                                                                                                       | CUSIP: 26441CBP9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    250000 | PA      | $182601.02    | 0.18%             | 2082-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                                                               | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    100000 | PA      | $70431.22     | 0.07%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                        | HCA Inc                                                                                                                | CUSIP: 404119BT5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    300000 | PA      | $296378.86    | 0.29%             | 2026-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                       | AT&T Inc                                                                                                               | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     80000 | PA      | $62705.73     | 0.06%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                              | Kinder Morgan Inc                                                                                                      | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |      6600 | NS      | $119328.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| SOUTHERN CO                                    | Southern Co/The                                                                                                        | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    215000 | PA      | $173602.06    | 0.17%             | 2051-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Atlas Copco AB                                 | Atlas Copco AB                                                                                                         | CUSIP: 000000000<br>LEI: 213800T8PC8Q4FYJZR07 | Long             | EC               | CORP              | SE        |     22358 | NS      | $238983.85    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| FinecoBank Banca Fineco SpA                    | FinecoBank Banca Fineco SpA                                                                                            | CUSIP: 000000000<br>LEI: 549300L7YCATGO57ZE10 | Long             | EC               | CORP              | IT        |      9307 | NS      | $154977.71    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                                                       | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    115000 | PA      | $101288.49    | 0.10%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| ServiceNow Inc                                 | ServiceNow Inc                                                                                                         | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |       558 | NS      | $216654.66    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Sysco Corp                                     | Sysco Corp                                                                                                             | CUSIP: 871829107<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | EC               | CORP              | US        |       500 | NS      | $38225.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Natural Resources Ltd                 | Canadian Natural Resources Ltd                                                                                         | CUSIP: 136385101<br>LEI: 549300T15RIMIKZC5Q38 | Long             | EC               | CORP              | CA        |       500 | NS      | $27765.88     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Julius Baer Group Ltd                          | Julius Baer Group Ltd                                                                                                  | CUSIP: 000000000<br>LEI: 5299007MF0604ZGJER92 | Long             | EC               | CORP              | CH        |      6935 | NS      | $405667.23    | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| Dexcom Inc                                     | Dexcom Inc                                                                                                             | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |       800 | NS      | $90592.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Nihon M&A Center Holdings Inc                  | Nihon M&A Center Holdings Inc                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |      4600 | NS      | $56942.65     | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| International Paper Co                         | International Paper Co                                                                                                 | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |      1031 | NS      | $35703.53     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| UniCredit SpA                                  | UniCredit SpA                                                                                                          | CUSIP: 000000000<br>LEI: 549300TRUWO2CD2G5692 | Long             | EC               | CORP              | IT        |      2354 | NS      | $33571.01     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                            | Charles Schwab Corp/The                                                                                                | CUSIP: 808513BK0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    265000 | PA      | $229887.50    | 0.22%             | N/A             | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DiaSorin SpA                                   | DiaSorin SpA                                                                                                           | CUSIP: 000000000<br>LEI: 8156002878BDF0EE4348 | Long             | EC               | CORP              | IT        |       267 | NS      | $37341.85     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Deere & Co                                     | Deere & Co                                                                                                             | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |       100 | NS      | $42876.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurich Insurance Group AG                      | Zurich Insurance Group AG                                                                                              | CUSIP: 000000000<br>LEI: 529900QVNRBND50TXP03 | Long             | EC               | CORP              | CH        |      1097 | NS      | $525499.65    | 0.51%             |  |  |  | No            |                  2 | On Loan: No      |
| Analog Devices Inc                             | Analog Devices Inc                                                                                                     | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |      1244 | NS      | $204053.32    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corp/The                        | Charles Schwab Corp/The                                                                                                | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      1000 | NS      | $83260.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Illinois Tool Works Inc                        | Illinois Tool Works Inc                                                                                                | CUSIP: 452308109<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | EC               | CORP              | US        |       300 | NS      | $66090.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| BANCO SANTANDER SA                             | Banco Santander SA                                                                                                     | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    400000 | PA      | $390542.64    | 0.38%             | 2027-08-18      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Allianz SE                                     | Allianz SE                                                                                                             | CUSIP: 000000000<br>LEI: 529900K9B0N5BT694847 | Long             | EC               | CORP              | DE        |       669 | NS      | $144351.47    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Snowflake Inc                                  | Snowflake Inc                                                                                                          | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |       700 | NS      | $100478.00    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms Inc                             | Meta Platforms Inc                                                                                                     | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |      2100 | NS      | $252714.00    | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                                     | Pfizer Inc                                                                                                             | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |      9867 | NS      | $505585.08    | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| E.ON SE                                        | E.ON SE                                                                                                                | CUSIP: 000000000<br>LEI: Q9MAIUP40P25UFBFG033 | Long             | EC               | CORP              | DE        |     20209 | NS      | $202523.06    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| BANCO NACIONAL DE PANAMA                       | Banco Nacional de Panama                                                                                               | CUSIP: 059626AC5<br>LEI: 529900H2Q7WMDKKIW109 | Long             | DBT              | CORP              | PA        |    200000 | PA      | $160300.00    | 0.16%             | 2030-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                     | Verizon Communications Inc                                                                                             | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |     11294 | NS      | $444983.60    | 0.43%             |  |  |  | No            |                  1 | On Loan: No      |
| JBS USA/FOOD/FINANCE                           | JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc                                                                 | CUSIP: 46590XAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    180000 | PA      | $171680.40    | 0.17%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                    | Oracle Corp                                                                                                            | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |       414 | NS      | $33840.36     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Lasertec Corp                                  | Lasertec Corp                                                                                                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       200 | NS      | $32579.39     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LCH Limited                                    | Long: BDW7QBLQ8 IRS USD R V 03MLIBOR BDW7QBLS4 CCPVANILLA / Short: BDW7QBLQ8 IRS USD P F  1.30000 BDW7QBLR6 CCPVANILLA | CUSIP: 000000000<br>LEI: F226TOH6YD6XJB17KS62 | N/A              | DIR              |  | US        |    400000 | OU      | $49811.12     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| JD.com Inc                                     | JD.com Inc                                                                                                             | CUSIP: 47215P106<br>LEI: 549300HVTWB0GJZ16V92 | Long             | EC               | CORP              | KY        |      2900 | NS      | $162777.00    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                                                            | CUSIP: 38145G308<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EP               | CORP              | US        |     17000 | NS      | $419050.00    | 0.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings Inc                       | Crowdstrike Holdings Inc                                                                                               | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |       361 | NS      | $38009.69     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Telkom Indonesia Persero Tbk PT                | Telkom Indonesia Persero Tbk PT                                                                                        | CUSIP: 715684106<br>LEI: 529900M5SQZAOKV1PC81 | Long             | EC               | CORP              | ID        |      1300 | NS      | $31005.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                       | AerCap Ireland Capital DAC / AerCap Global Aviation Trust                                                              | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    150000 | PA      | $113729.09    | 0.11%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| NXP BV/NXP FDG/NXP USA                         | NXP BV / NXP Funding LLC / NXP USA Inc                                                                                 | CUSIP: 62954HAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |     58000 | PA      | $45393.31     | 0.04%             | 2032-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Blackstone Inc                                 | Blackstone Inc                                                                                                         | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |      4733 | NS      | $351141.27    | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Red Electrica Corp SA                          | Red Electrica Corp SA                                                                                                  | CUSIP: 000000000<br>LEI: 5493009HMD0C90GUV498 | Long             | EC               | CORP              | ES        |      7381 | NS      | $128527.22    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Baidu Inc                                      | Baidu Inc                                                                                                              | CUSIP: 056752108<br>LEI: 254900AL64IANZYI1E02 | Long             | EC               | CORP              | KY        |       300 | NS      | $34314.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Zai Lab Ltd                                    | Zai Lab Ltd                                                                                                            | CUSIP: 98887Q104<br>LEI: 549300P2UYQ9U5LY1T58 | Long             | EC               | CORP              | KY        |      1800 | NS      | $55260.00     | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL MOTORS FINL CO                         | General Motors Financial Co Inc                                                                                        | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     80000 | PA      | $60321.17     | 0.06%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| DELL INT LLC / EMC CORP                        | Dell International LLC / EMC Corp                                                                                      | CUSIP: 24703TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     85000 | PA      | $83130.17     | 0.08%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| DB Master Finance LLC                          | DB Master Finance LLC                                                                                                  | CUSIP: 233046AS0<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   1113750 | PA      | $857972.86    | 0.84%             | 2051-11-20      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                    | Oracle Corp                                                                                                            | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    118000 | PA      | $87106.82     | 0.08%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| LyondellBasell Industries NV                   | LyondellBasell Industries NV                                                                                           | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |       500 | NS      | $41515.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERICAN AIRLINES/AADVAN                       | American Airlines Inc/AAdvantage Loyalty IP Ltd                                                                        | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | XX        |    105000 | PA      | $100972.88    | 0.10%             | 2026-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sanofi                                         | Sanofi                                                                                                                 | CUSIP: 000000000<br>LEI: 549300E9PC51EN656011 | Long             | EC               | CORP              | FR        |      1247 | NS      | $120177.33    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| VICI Properties Inc                            | VICI Properties Inc                                                                                                    | CUSIP: 925652109<br>LEI: 254900RKH6RY9KCJQH63 | Long             | EC               |  | US        |      8562 | NS      | $277408.80    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS GROUP AG                                   | UBS Group AG                                                                                                           | CUSIP: 902613AD0<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    200000 | PA      | $151951.73    | 0.15%             | N/A             | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                     | Fannie Mae REMICS                                                                                                      | CUSIP: 31393ENQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     46286 | PA      | $9060.02      | 0.01%             | 2033-09-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                 | Starbucks Corp                                                                                                         | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |       989 | NS      | $98108.80     | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac - STACR                            | Freddie Mac STACR Trust 2019-DNA2                                                                                      | CUSIP: 35564LAH0<br>LEI: 549300Y6KOVOWQ8OJC33 | Long             | ABS-MBS          | USGSE             | US        |    256499 | PA      | $253928.46    | 0.25%             | 2049-03-25      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                            | Emerson Electric Co                                                                                                    | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |      1726 | NS      | $165799.56    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group Inc                   | Citizens Financial Group Inc                                                                                           | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |      1100 | NS      | $43307.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Simon Property Group Inc                       | Simon Property Group Inc                                                                                               | CUSIP: 828806109<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EC               |  | US        |      5700 | NS      | $669636.00    | 0.65%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                         | United States Treasury Note/Bond                                                                                       | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    163100 | PA      | $116457.22    | 0.11%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TC Energy Corp                                 | TC Energy Corp                                                                                                         | CUSIP: 87807B107<br>LEI: 549300UGKOFV2IWJJG27 | Long             | EC               | CORP              | CA        |      3095 | NS      | $123388.55    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| OPEN TEXT CORP                                 | Open Text Corp                                                                                                         | CUSIP: 683715AC0<br>LEI: 549300HP7ONDQODZJV16 | Long             | DBT              | CORP              | CA        |    175000 | PA      | $150172.75    | 0.15%             | 2028-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Chicago Board of Trade                         | US 5YR NOTE (CBT) MAR23                                                                                                | CUSIP: 000000000<br>LEI: 549300EX04Q2QBFQTQ27 | N/A              | DIR              |  | US        |       -18 | NC      | $-1374.12     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Sociedad Quimica y Minera de Chile SA          | Sociedad Quimica y Minera de Chile SA                                                                                  | CUSIP: 833635105<br>LEI: TJ88LXZZW5PWIN93ZC81 | Long             | EC               | CORP              | CL        |      2200 | NS      | $175648.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| TELUS Corp                                     | TELUS Corp                                                                                                             | CUSIP: 87971M103<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | EC               | CORP              | CA        |      7878 | NS      | $152032.60    | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS                         | Verizon Communications Inc                                                                                             | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     40000 | PA      | $26999.35     | 0.03%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Sumitomo Corp                                  | Sumitomo Corp                                                                                                          | CUSIP: 000000000<br>LEI: V82KK8NH1P0JS71FJC05 | Long             | EC               | CORP              | JP        |      8300 | NS      | $138401.19    | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                                                       | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     25000 | PA      | $16506.81     | 0.02%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                   | CSMC 2020-TMIC                                                                                                         | CUSIP: 126390AG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $694420.30    | 0.68%             | 2035-12-15      | Floating      | 9.82%                 | No            |                  2 | On Loan: No      |
| ANZ Group Holdings Ltd                         | ANZ Group Holdings Ltd                                                                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | AU        |      8689 | NS      | $139800.84    | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Norsk Hydro ASA                                | Norsk Hydro ASA                                                                                                        | CUSIP: 000000000<br>LEI: 549300N1SDN71ZZ8BO45 | Long             | EC               | CORP              | NO        |     13275 | NS      | $99820.15     | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| LLOYDS BANKING GROUP PLC                       | Lloyds Banking Group PLC                                                                                               | CUSIP: 53944YAT0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    200000 | PA      | $195686.74    | 0.19%             | 2026-08-11      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| CK Hutchison Holdings Ltd                      | CK Hutchison Holdings Ltd                                                                                              | CUSIP: 000000000<br>LEI: 254900Z8HM1VEPOQ2G79 | Long             | EC               | CORP              | KY        |      7000 | NS      | $42381.34     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Aurizon Holdings Ltd                           | Aurizon Holdings Ltd                                                                                                   | CUSIP: 000000000<br>LEI: 5299005PC1O6NOWL3H48 | Long             | EC               | CORP              | AU        |     13739 | NS      | $34900.13     | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                 | Morgan Stanley                                                                                                         | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |      1500 | NS      | $127530.00    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Caterpillar Inc                                | Caterpillar Inc                                                                                                        | CUSIP: 149123101<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | EC               | CORP              | US        |      1300 | NS      | $311428.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Kuehne + Nagel International AG                | Kuehne + Nagel International AG                                                                                        | CUSIP: 000000000<br>LEI: 529900Q0YED3805QXQ66 | Long             | EC               | CORP              | CH        |      1168 | NS      | $272424.73    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| BeiGene Ltd                                    | BeiGene Ltd                                                                                                            | CUSIP: 07725L102<br>LEI: 549300JFUK6FRD5MH739 | Long             | EC               | CORP              | KY        |       300 | NS      | $65982.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Oversea-Chinese Banking Corp Ltd               | Oversea-Chinese Banking Corp Ltd                                                                                       | CUSIP: 000000000<br>LEI: 5493007O3QFXCPOGWK22 | Long             | EC               | CORP              | SG        |      8200 | NS      | $74400.84     | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Monolithic Power Systems Inc                   | Monolithic Power Systems Inc                                                                                           | CUSIP: 609839105<br>LEI: 529900TB7O85LSZ1XU31 | Long             | EC               | CORP              | US        |       500 | NS      | $176805.00    | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| QUALCOMM Inc                                   | QUALCOMM Inc                                                                                                           | CUSIP: 747525103<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | EC               | CORP              | US        |      2384 | NS      | $262096.96    | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens AG                                     | Siemens AG                                                                                                             | CUSIP: 000000000<br>LEI: W38RGI023J3WT1HWRP32 | Long             | EC               | CORP              | DE        |       840 | NS      | $117213.07    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| CENTENE CORP                                   | Centene Corp                                                                                                           | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |     60000 | PA      | $50643.00     | 0.05%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Swire Pacific Ltd                              | Swire Pacific Ltd                                                                                                      | CUSIP: 000000000<br>LEI: 549300KZOZHII0DGF611 | Long             | EC               | CORP              | HK        |     13500 | NS      | $118396.75    | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                         | Bank of New York Mellon Corp/The                                                                                       | CUSIP: 064058AJ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    180000 | PA      | $160091.11    | 0.16%             | N/A             | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                              | Lam Research Corp                                                                                                      | CUSIP: 512807108<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |       156 | NS      | $65566.80     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| CHARTER COMM OPT LLC/CAP                       | Charter Communications Operating LLC / Charter Communications Operating Capital                                        | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     34000 | PA      | $20674.30     | 0.02%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                        | America Movil SAB de CV                                                                                                | CUSIP: 02364WBG9<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    300000 | PA      | $256233.00    | 0.25%             | 2049-04-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                               | T-Mobile USA Inc                                                                                                       | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     90000 | PA      | $82477.00     | 0.08%             | 2026-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                                                                                        | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     50000 | PA      | $50971.31     | 0.05%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Masimo Corp                                    | Masimo Corp                                                                                                            | CUSIP: 574795100<br>LEI: 549300Q4A8JK0PIYCU29 | Long             | EC               | CORP              | US        |       300 | NS      | $44385.00     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Post AG                               | Deutsche Post AG                                                                                                       | CUSIP: 000000000<br>LEI: 8ER8GIG7CSMVD8VUFE78 | Long             | EC               | CORP              | DE        |      7264 | NS      | $274858.56    | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| MEGLOBAL CANADA ULC                            | MEGlobal Canada ULC                                                                                                    | CUSIP: 58518N2B7<br>LEI: 635400MHHHT7LMKMQL03 | Long             | DBT              | CORP              | CA        |    256000 | PA      | $251392.00    | 0.24%             | 2025-05-18      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                       | KLA Corp                                                                                                               | CUSIP: 482480100<br>LEI: 549300H0BF5JCG96TJ81 | Long             | EC               | CORP              | US        |       379 | NS      | $142894.37    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                   | Takeda Pharmaceutical Co Ltd                                                                                           | CUSIP: 000000000<br>LEI: 549300ZLMVP4X0OGR454 | Long             | EC               | CORP              | JP        |      6973 | NS      | $217668.75    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB               | Skandinaviska Enskilda Banken AB                                                                                       | CUSIP: 000000000<br>LEI: F3JS33DEI6XQ4ZBPTN86 | Long             | EC               | CORP              | SE        |      9474 | NS      | $109327.34    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                            | Fifth Third Bancorp                                                                                                    | CUSIP: 316773605<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EP               | CORP              | US        |     10000 | NS      | $245200.00    | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Regions Financial Corp                         | Regions Financial Corp                                                                                                 | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |      8400 | NS      | $181104.00    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                        | KeyCorp                                                                                                                | CUSIP: 493267702<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | EP               | CORP              | US        |     10000 | NS      | $231800.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                                  | Kroger Co/The                                                                                                          | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | EC               | CORP              | US        |       800 | NS      | $35664.00     | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Trust 2019-R03                                                                           | CUSIP: 20753MAF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      6887 | PA      | $6870.15      | 0.01%             | 2031-09-25      | Floating      | 6.54%                 | No            |                  2 | On Loan: No      |
| Twilio Inc                                     | Twilio Inc                                                                                                             | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |      1207 | NS      | $59094.72     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| UPM-Kymmene Oyj                                | UPM-Kymmene Oyj                                                                                                        | CUSIP: 000000000<br>LEI: 213800EC6PW5VU4J9U64 | Long             | EC               | CORP              | FI        |      1381 | NS      | $51756.03     | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Chow Tai Fook Jewellery Group Ltd              | Chow Tai Fook Jewellery Group Ltd                                                                                      | CUSIP: 000000000<br>LEI: 254900VXRL7SRSF44G79 | Long             | EC               | CORP              | KY        |     74800 | NS      | $151948.81    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| US BANCORP                                     | US Bancorp                                                                                                             | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     60000 | PA      | $62288.38     | 0.06%             | 2033-10-21      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                   | Canadian National Railway Co                                                                                           | CUSIP: 136375102<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | EC               | CORP              | CA        |      1000 | NS      | $118788.77    | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| PLAINS ALL AMER PIPELINE                       | Plains All American Pipeline LP / PAA Finance Corp                                                                     | CUSIP: 72650RBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     50000 | PA      | $43454.06     | 0.04%             | 2030-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| AIRCASTLE LTD                                  | Aircastle Ltd                                                                                                          | CUSIP: 00928QAW1<br>LEI: 549300PNK8AKY3OIKP58 | Long             | DBT              | CORP              | BM        |    130000 | PA      | $100100.00    | 0.10%             | N/A             | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                      | Apple Inc                                                                                                              | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     17009 | NS      | $2209979.37   | 2.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Restaurant Brands International Inc            | Restaurant Brands International Inc                                                                                    | CUSIP: 76131D103<br>LEI: 5299009RXTX9DN9AKJ98 | Long             | EC               | CORP              | CA        |      1812 | NS      | $117191.17    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Nintendo Co Ltd                                | Nintendo Co Ltd                                                                                                        | CUSIP: 000000000<br>LEI: 353800FEEXU6I9M0ZF27 | Long             | EC               | CORP              | JP        |      3560 | NS      | $149239.52    | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Danaher Corp                                   | Danaher Corp                                                                                                           | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |       300 | NS      | $79626.00     | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC                       | Ford Motor Credit Co LLC                                                                                               | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    200000 | PA      | $165183.81    | 0.16%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Simon Property Group Inc                       | Simon Property Group Inc                                                                                               | CUSIP: 828806885<br>LEI: 529900GQL5X8H7AO3T64 | Long             | EP               |  | US        |      8000 | NS      | $483280.00    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| CITIGROUP INC                                  | Citigroup Inc                                                                                                          | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     70000 | PA      | $56491.03     | 0.05%             | 2033-01-25      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO                       | Capital One Financial Corp                                                                                             | CUSIP: 14040HCF0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    350000 | PA      | $274883.23    | 0.27%             | N/A             | Fixed         | 3.95%                 | No            |                  2 | On Loan: —       |
| Credit Suisse Mortgage Trust                   | CSMC 2020-TMIC                                                                                                         | CUSIP: 126390AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $697354.63    | 0.68%             | 2035-12-15      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| Poste Italiane SpA                             | Poste Italiane SpA                                                                                                     | CUSIP: 000000000<br>LEI: 815600354DEDBD0BA991 | Long             | EC               | CORP              | IT        |     46009 | NS      | $450697.47    | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES                         | PNC Financial Services Group Inc/The                                                                                   | CUSIP: 693475BC8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    320000 | PA      | $253600.00    | 0.25%             | N/A             | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                           | Boston Properties LP                                                                                                   | CUSIP: 10112RBE3<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              |  | US        |     75000 | PA      | $57018.87     | 0.06%             | 2032-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Banco Santander Chile                          | Banco Santander Chile                                                                                                  | CUSIP: 05965X109<br>LEI: 3YJP8HORPAEXJ80D6368 | Long             | EC               | CORP              | CL        |      5900 | NS      | $93456.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury                         | United States Treasury Note/Bond                                                                                       | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2171700 | PA      | $2001357.28   | 1.95%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co Ltd      | Taiwan Semiconductor Manufacturing Co Ltd                                                                              | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |      9500 | NS      | $707655.00    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| SPDR Bloomberg Convertible Securities ETF      | SPDR Bloomberg Convertible Securities ETF                                                                              | CUSIP: 78464A359<br>LEI: 549300IXKU3G7R6DMX93 | Long             | EC               | RF                | US        |     43880 | NS      | $2823239.20   | 2.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc                  | Automatic Data Processing Inc                                                                                          | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |       841 | NS      | $200881.26    | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| MPT OPER PARTNERSP/FINL                        | MPT Operating Partnership LP / MPT Finance Corp                                                                        | CUSIP: 55342UAM6<br>LEI: N/A                  | Long             | DBT              |  | US        |     80000 | PA      | $54838.69     | 0.05%             | 2031-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Rivian Automotive Inc                          | Rivian Automotive Inc                                                                                                  | CUSIP: 76954A103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1100 | NS      | $20273.00     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| CHENIERE ENERGY PARTNERS                       | Cheniere Energy Partners LP                                                                                            | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    175000 | PA      | $157363.75    | 0.15%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF INDONESIA                          | Indonesia Government International Bond                                                                                | CUSIP: 455780CS3<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        |    300000 | PA      | $280554.59    | 0.27%             | 2030-10-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Aker BP ASA                                    | Aker BP ASA                                                                                                            | CUSIP: 000000000<br>LEI: 549300NFTY73920OYK69 | Long             | EC               | CORP              | NO        |      6178 | NS      | $192356.36    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| WILLIAMS COMPANIES INC                         | Williams Cos Inc/The                                                                                                   | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    120000 | PA      | $111708.45    | 0.11%             | 2032-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CHARLES RIVER LABORATORI                       | Charles River Laboratories International Inc                                                                           | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |    300000 | PA      | $265320.00    | 0.26%             | 2029-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury                         | United States Treasury Bill                                                                                            | CUSIP: 912796V48<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   1500000 | PA      | $1480443.53   | 1.44%             | 2023-04-20      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Novartis AG                                    | Novartis AG                                                                                                            | CUSIP: 000000000<br>LEI: 5493007HIVTX6SY6XD66 | Long             | EC               | CORP              | CH        |      4937 | NS      | $446743.79    | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                            | Kimberly-Clark Corp                                                                                                    | CUSIP: 494368103<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | EC               | CORP              | US        |       855 | NS      | $116066.25    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Nordea Bank Abp                                | Nordea Bank Abp                                                                                                        | CUSIP: 000000000<br>LEI: 529900ODI3047E2LIV03 | Long             | EC               | CORP              | FI        |     35740 | NS      | $383590.28    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                                                            | CUSIP: 38144GAE1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    170000 | PA      | $138499.29    | 0.13%             | N/A             | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos Inc/The               | Interpublic Group of Cos Inc/The                                                                                       | CUSIP: 460690100<br>LEI: 5493008IUOJ5VWTRC333 | Long             | EC               | CORP              | US        |      4292 | NS      | $142966.52    | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| SEMPRA ENERGY                                  | Sempra Energy                                                                                                          | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    310000 | PA      | $240044.16    | 0.23%             | 2052-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Quad/Graphics Inc                              | Quad/Graphics Inc                                                                                                      | CUSIP: 747301109<br>LEI: W2D68G5NJH4X0NW8PT65 | Long             | EC               | CORP              | US        |         2 | NS      | $8.16         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| DELTA AIR LINES INC                            | Delta Air Lines Inc                                                                                                    | CUSIP: 247361ZT8<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |    135000 | PA      | $112214.61    | 0.11%             | 2029-10-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| T Rowe Price Group Inc                         | T Rowe Price Group Inc                                                                                                 | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Long             | EC               | CORP              | US        |      4200 | NS      | $458052.00    | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| ENEL FINANCE INTL NV                           | Enel Finance International NV                                                                                          | CUSIP: 29278GAX6<br>LEI: 0YQH6LCEF474UTUV4B96 | Long             | DBT              | CORP              | NL        |    210000 | PA      | $189131.59    | 0.18%             | 2032-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Europacific Partners PLC             | Coca-Cola Europacific Partners PLC                                                                                     | CUSIP: 000000000<br>LEI: 549300LTH67W4GWMRF57 | Long             | EC               | CORP              | GB        |      6200 | NS      | $342984.00    | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co Inc                                 | Merck & Co Inc                                                                                                         | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |      5286 | NS      | $586481.70    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| VF Corp                                        | VF Corp                                                                                                                | CUSIP: 918204108<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | EC               | CORP              | US        |      3200 | NS      | $88352.00     | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Commercial Mortgage Trust            | Citigroup Commercial Mortgage Trust 2019-PRM                                                                           | CUSIP: 29429JAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $494666.65    | 0.48%             | 2036-05-10      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Coloplast A/S                                  | Coloplast A/S                                                                                                          | CUSIP: 000000000<br>LEI: 529900NN7SOJ5QG82X67 | Long             | EC               | CORP              | DK        |       829 | NS      | $96854.22     | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Netflix Inc                                    | Netflix Inc                                                                                                            | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    140000 | PA      | $141894.20    | 0.14%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                                                                     | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     80000 | PA      | $78268.80     | 0.08%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                 | Eli Lilly & Co                                                                                                         | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |       579 | NS      | $211821.36    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Obic Co Ltd                                    | Obic Co Ltd                                                                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |       300 | NS      | $44076.57     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                            | JPMorgan Chase & Co                                                                                                    | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |      4145 | NS      | $555844.50    | 0.54%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                                 | Amazon.com Inc                                                                                                         | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      9220 | NS      | $774480.00    | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture Corp Ltd                               | Venture Corp Ltd                                                                                                       | CUSIP: 000000000<br>LEI: 254900B1NLZC3J1MAE72 | Long             | EC               | CORP              | SG        |     16200 | NS      | $206270.40    | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| BLACKSTONE SECURED LEND                        | Blackstone Secured Lending Fund                                                                                        | CUSIP: 09261LAC2<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |    155000 | PA      | $142577.63    | 0.14%             | 2026-01-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Recordati Industria Chimica e Farmaceutica SpA | Recordati Industria Chimica e Farmaceutica SpA                                                                         | CUSIP: 000000000<br>LEI: 815600FBF92FD3531704 | Long             | EC               | CORP              | IT        |      1965 | NS      | $81661.03     | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                               | Connecticut Avenue Securities Trust 2019-R02                                                                           | CUSIP: 20753KAB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      8594 | PA      | $8583.12      | 0.01%             | 2031-08-25      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| Meituan                                        | Meituan                                                                                                                | CUSIP: 58533E103<br>LEI: 21380033K525E5JLIA77 | Long             | EC               | CORP              | KY        |      1500 | NS      | $66360.00     | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| ONEOK Inc                                      | ONEOK Inc                                                                                                              | CUSIP: 682680103<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | EC               | CORP              | US        |     11900 | NS      | $781830.00    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                        | Bristol-Myers Squibb Co                                                                                                | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |       639 | NS      | $45976.05     | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| PACIFIC GAS & ELECTRIC                         | Pacific Gas and Electric Co                                                                                            | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     90000 | PA      | $88749.79     | 0.09%             | 2027-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                         | Philip Morris International Inc                                                                                        | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     60000 | PA      | $60868.70     | 0.06%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Investor AB                                    | Investor AB                                                                                                            | CUSIP: 000000000<br>LEI: 549300VEBQPHRZBKUX38 | Long             | EC               | CORP              | SE        |      2078 | NS      | $37690.16     | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Fastenal Co                                    | Fastenal Co                                                                                                            | CUSIP: 311900104<br>LEI: 529900PP0C7H2HHPSJ32 | Long             | EC               | CORP              | US        |      4618 | NS      | $218523.76    | 0.21%             |  |  |  | No            |                  1 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                        | Goldman Sachs Group Inc/The                                                                                            | CUSIP: 38141GYK4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     80000 | PA      | $54401.90     | 0.05%             | 2042-07-21      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC                       | Liberty Mutual Group Inc                                                                                               | CUSIP: 53079EBN3<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |     50000 | PA      | $44860.34     | 0.04%             | 2052-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| POSCO Holdings Inc                             | POSCO Holdings Inc                                                                                                     | CUSIP: 693483109<br>LEI: 988400E5HRVX81AYLM04 | Long             | EC               | CORP              | KR        |      4400 | NS      | $239668.00    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA             | Banco Bilbao Vizcaya Argentaria SA                                                                                     | CUSIP: 000000000<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | EC               | CORP              | ES        |     37504 | NS      | $226663.48    | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Eaton Corp PLC                                 | Eaton Corp PLC                                                                                                         | CUSIP: 000000000<br>LEI: 549300VDIGTMXUNT7H71 | Long             | EC               | CORP              | IE        |      1016 | NS      | $159461.20    | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences Inc                            | Gilead Sciences Inc                                                                                                    | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |      6200 | NS      | $532270.00    | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Femsa SAB de CV                      | Coca-Cola Femsa SAB de CV                                                                                              | CUSIP: 191241108<br>LEI: 5493008KEVFYPMGTXO33 | Long             | EC               | CORP              | MX        |      4600 | NS      | $312248.00    | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| ENERGY TRANSFER LP                             | Energy Transfer LP                                                                                                     | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    208000 | PA      | $166177.61    | 0.16%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-27

**Name of Applicant:** DEUTSCHE DWS VARIABLE SERIES II

**Signature:** Diane Kenneally

**Name of Signer:** Diane Kenneally

**Title:** Treasurer and Chief Financial Officer