# EDGAR Filing Document

**Accession Number:** 0000933691
**File Stem:** 0000933691-25-001140
**Filing Date:** 2025-8
**Character Count:** 803574
**Document Hash:** 6746e2e4e36fb2ece49e853b30967ec0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000933691-25-001140.hdr.sgml**: 20250827

**ACCESSION NUMBER**: 0000933691-25-001140

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250827

**DATE AS OF CHANGE**: 20250827

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JNL SERIES TRUST
- **CENTRAL INDEX KEY:** 0000933691

**ORGANIZATION NAME:**
- **EIN:** 381659835
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-08894
- **FILM NUMBER:** 251266014

**BUSINESS ADDRESS:**
- **STREET 1:** 1 CORPORATE WAY
- **CITY:** LANSING
- **STATE:** MI
- **ZIP:** 48951
- **BUSINESS PHONE:** (517) 367-4336

**MAIL ADDRESS:**
- **STREET 1:** 1 CORPORATE WAY
- **CITY:** LANSING
- **STATE:** MI
- **ZIP:** 48951

## Series and Classes Contracts Data

### JNL/JPMORGAN GLOBAL ALLOCATION FUND (Series ID: S000044434)

| Class ID   | Class Name                              | Ticker Symbol   |
|:---|:---|:---|
| C000138276 | JNL/JPMORGAN GLOBAL ALLOCATION FUND (A) |  |
| C000138277 | JNL/JPMORGAN GLOBAL ALLOCATION FUND (I) |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** JNL Series Trust

- **b. Investment Company Act file number:** 811-8894

- **c. CIK number of Registrant:** 0000933691

- **d. LEI of Registrant:** 549300T5WIPN6IWM0D45

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

  - **Street Address 1:** 1 Corporate Way

  - **City:** Lansing

  - **State:** MI

  - **Foreign country:** US

  - **Zip / Postal Code:** 48951

  - **Telephone number:** 517-367-4336

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

- **a. Name of Series:** JNL/JPMorgan Global Allocation Fund

- **b. EDGAR series identifier (if any):** S000044434

- **c. LEI of Series:** 5493006EPIXV8QL7UN39

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

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

- **b. Date as of which information is reported:** 2025-06-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $930966052.98

**Total Liabilities:** $18242066.62

**Net Assets:** $912723986.36

**Delayed Delivery Securities:** $384423.30

**Cash Not Reported:** $4211044.09

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -291.434160580735 | **1-Year:** -5389.628144637937 | **5-Year:** -12258.408525862913 | **10-Year:** -22672.959549683411 | **30-Year:** -22133.746144255703

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

- **3-Month:** -39.957455166387 | **1-Year:** -16621.329443681285 | **5-Year:** -42361.119250706147 | **10-Year:** -5290.302144517862 | **30-Year:** -13193.359212293481

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000138276 | 0.47%                | 3.40%                | 4.13%                |
| Class ID C000138277 | 0.46%                | 3.46%                | 4.17%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-968232.41              | $-2204970.25                               |
| Month 2  | $1057161.33              | $21767459.87                               |
| Month 3  | $2353241.26              | $20058651.46                               |

**Designated Index Information**

- **Index Name:** 60% Morningstar Global TME, 40% Barclays Global Agg Bond

- **Index Identifier:** MSGLTMEGRUSD/LHMN0038

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Abbott Laboratories                                                                       | Abbott Laboratories                                                                       | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |       13492 | NS      | $1835046.92   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Petroleo Brasileiro S/A Petrobras.                                                        | Petroleo Brasileiro S/A Petrobras.                                                        | CUSIP: N/A<br>LEI: 5493000J801JZRCMFE49       | Long             | EP               | CORP              | BR        |       71203 | NS      | $411116.69    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Arca Continental S.A.B. de C.V.                                                           | Arca Continental S.A.B. de C.V.                                                           | CUSIP: N/A<br>LEI: 254900U2BSJCQHJCXN24       | Long             | EC               | CORP              | MX        |       16543 | NS      | $175264.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| BT Group PLC                                                                              | BT Group PLC                                                                              | CUSIP: N/A<br>LEI: 213800LRO7NS5CYQMN21       | Long             | EC               | CORP              | GB        |       18374 | NS      | $48859.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                              | Barclays PLC                                                                              | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EC               | CORP              | GB        |       42283 | NS      | $195451.11    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Intertek Group PLC                                                                        | Intertek Group PLC                                                                        | CUSIP: N/A<br>LEI: 2138003GAT25WW1RN369       | Long             | EC               | CORP              | GB        |         473 | NS      | $30772.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Next PLC                                                                                  | Next PLC                                                                                  | CUSIP: N/A<br>LEI: 213800WQD8ECPZP9PH98       | Long             | EC               | CORP              | GB        |         347 | NS      | $59266.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingfisher PLC                                                                            | Kingfisher PLC                                                                            | CUSIP: N/A<br>LEI: 213800KBMEV7I92FY281       | Long             | EC               | CORP              | GB        |        5390 | NS      | $21459.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bouygues                                                                                  | Bouygues                                                                                  | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               | CORP              | FR        |         551 | NS      | $24938.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Airbus SE                                                                                 | Airbus SE                                                                                 | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | EC               | CORP              | NL        |        7819 | NS      | $1634998.87   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Veolia Environnement                                                                      | Veolia Environnement                                                                      | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | EC               | CORP              | FR        |        1882 | NS      | $67255.53     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Adidas AG                                                                                 | Adidas AG                                                                                 | CUSIP: N/A<br>LEI: 549300JSX0Z4CW0V5023       | Long             | EC               | CORP              | DE        |         530 | NS      | $123582.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hess Infrastructure Partners LP                                                           | Hess Infrastructure Partners LP                                                           | CUSIP: 428102AH0<br>LEI: 54930017OTBAGY1G7D17 | Long             | DBT              | CORP              | US        |      364000 | PA      | $369401.05    | 0.04%             | 2028-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Company                                                        | Hewlett Packard Enterprise Company                                                        | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |       10932 | NS      | $223559.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hillenbrand, Inc.                                                                         | Hillenbrand, Inc.                                                                         | CUSIP: 431571AF5<br>LEI: U246OE781574J2BUD366 | Long             | DBT              | CORP              | US        |      778000 | PA      | $792382.06    | 0.09%             | 2029-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc.                                                    | Hilton Domestic Operating Company Inc.                                                    | CUSIP: 432833AH4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      514000 | PA      | $515316.71    | 0.06%             | 2028-05-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Hilton Domestic Operating Company Inc.                                                    | Hilton Domestic Operating Company Inc.                                                    | CUSIP: 432833AJ0<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |       73000 | PA      | $69864.30     | 0.01%             | 2029-05-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Hilton Worldwide Holdings Inc.                                                            | Hilton Worldwide Holdings Inc.                                                            | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |         914 | NS      | $243434.76    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic, Inc.                                                                             | Hologic, Inc.                                                                             | CUSIP: 436440AP6<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | DBT              | CORP              | US        |       72000 | PA      | $68649.54     | 0.01%             | 2029-02-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Home Point Capital Inc.                                                                   | Home Point Capital Inc.                                                                   | CUSIP: 43734LAA4<br>LEI: 549300DQF6YN0E43PM71 | Long             | DBT              | CORP              | US        |       15000 | PA      | $14981.63     | 0.00%             | 2026-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Host Hotels & Resorts, Inc.                                                               | Host Hotels & Resorts, Inc.                                                               | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |        8201 | NS      | $125967.36    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Howard Hughes Corporation, The                                                            | Howard Hughes Corporation, The                                                            | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |      548000 | PA      | $521572.83    | 0.06%             | 2029-02-01      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Howard Midstream Energy Partners, LLC                                                     | Howard Midstream Energy Partners, LLC                                                     | CUSIP: 442722AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      195000 | PA      | $204668.44    | 0.02%             | 2028-07-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Sandor-Palota                                                                             | Sandor-Palota                                                                             | CUSIP: 445545AM8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | US        |      331000 | PA      | $274292.75    | 0.03%             | 2031-09-22      | Fixed         | 2.13%                 | Yes           |                  2 | On Loan: No      |
| IAC Inc.                                                                                  | IAC Inc.                                                                                  | CUSIP: 44891N208<br>LEI: 549300TO56L57RP6P031 | Long             | EC               | CORP              | US        |        2453 | NS      | $91595.02     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT Inc.                                                                                  | ITT Inc.                                                                                  | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |        3857 | NS      | $604893.31    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ITT Holdings LLC                                                                          | ITT Holdings LLC                                                                          | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |      610000 | PA      | $580318.11    | 0.06%             | 2029-08-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Icahn Enterprises L.P.                                                                    | Icahn Enterprises L.P.                                                                    | CUSIP: 451102BZ9<br>LEI: 549300T0G4GS0SINS786 | Long             | DBT              | CORP              | US        |     1123000 | PA      | $1088356.98   | 0.12%             | 2027-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Imola Merger Corporation                                                                  | Imola Merger Corporation                                                                  | CUSIP: 45258LAA5<br>LEI: 549300KJMEWPKRQZHX63 | Long             | DBT              | CORP              | US        |     1128000 | PA      | $1090379.45   | 0.12%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Crescent Energy Finance LLC                                                               | Crescent Energy Finance LLC                                                               | CUSIP: 45344LAC7<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |      672000 | PA      | $700368.84    | 0.08%             | 2028-02-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Ingersoll Rand Inc.                                                                       | Ingersoll Rand Inc.                                                                       | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |        4655 | NS      | $387202.90    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| National Australia Bank Limited                                                           | National Australia Bank Limited                                                           | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | DBT              | CORP              | AU        |      700000 | PA      | $840059.04    | 0.09%             | 2031-02-05      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Staat der Nederlanden                                                                     | Staat der Nederlanden                                                                     | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |       50000 | PA      | $57849.16     | 0.01%             | 2034-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Segretariato Generale Della Presidenza Della Repubblica                                   | Segretariato Generale Della Presidenza Della Repubblica                                   | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    12450000 | PA      | $14862415.19  | 1.63%             | 2030-07-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Kongsberg Gruppen ASA                                                                     | Kongsberg Gruppen ASA                                                                     | CUSIP: N/A<br>LEI: 5967007LIEEXZXJ9HK73       | Long             | EC               | CORP              | NO        |        1290 | NS      | $50126.17     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ICICI Bank Limited                                                                        | ICICI Bank Limited                                                                        | CUSIP: N/A<br>LEI: R7RX8ER1V4666J8D1I38       | Long             | EC               | CORP              | IN        |       33854 | NS      | $571733.52    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| IHO Verwaltungs GmbH                                                                      | IHO Verwaltungs GmbH                                                                      | CUSIP: N/A<br>LEI: 529900JL0HDVGZMUJF32       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $122795.47    | 0.01%             | 2029-11-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Bajaj Finance Limited                                                                     | Bajaj Finance Limited                                                                     | CUSIP: N/A<br>LEI: 335800YTEXC3DO4Z6F68       | Long             | EC               | CORP              | IN        |       32800 | NS      | $357164.10    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Segretariato Generale Della Presidenza Della Repubblica                                   | Segretariato Generale Della Presidenza Della Repubblica                                   | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      205000 | PA      | $245998.09    | 0.03%             | 2035-08-01      | Fixed         | 3.65%                 | Yes           |                  2 | On Loan: No      |
| Anglo American PLC                                                                        | Anglo American PLC                                                                        | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Long             | EC               | CORP              | GB        |        3167 | NS      | $93590.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AENA, S.M.E., S.A.                                                                        | AENA, S.M.E., S.A.                                                                        | CUSIP: N/A<br>LEI: 959800R7QMXKF0NFMT29       | Long             | EC               | CORP              | ES        |        2152 | NS      | $57452.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Motiva Infraestrutura De Mobilidade S.A.                                                  | Motiva Infraestrutura De Mobilidade S.A.                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |       49530 | NS      | $126261.34    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Segretariato Generale Della Presidenza Della Repubblica                                   | Segretariato Generale Della Presidenza Della Repubblica                                   | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      110000 | PA      | $115268.87    | 0.01%             | 2046-09-01      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Axfood AB                                                                                 | Axfood AB                                                                                 | CUSIP: N/A<br>LEI: 549300QIXCZWZLHE8L05       | Long             | EC               | CORP              | SE        |         314 | NS      | $9281.28      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coforge Limited                                                                           | Coforge Limited                                                                           | CUSIP: N/A<br>LEI: 3358004YL9JGBNP4KF72       | Long             | EC               | CORP              | IN        |        6570 | NS      | $147046.39    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Auto Trader Group PLC                                                                     | Auto Trader Group PLC                                                                     | CUSIP: N/A<br>LEI: 213800QLK9BZILB1DI86       | Long             | EC               | CORP              | GB        |        2604 | NS      | $29485.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hiscox Ltd.                                                                               | Hiscox Ltd.                                                                               | CUSIP: N/A<br>LEI: 5493007JXOLJ0QCY2D70       | Long             | EC               | CORP              | BM        |        1006 | NS      | $17314.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GPT Management Holdings Limited                                                           | GPT Management Holdings Limited                                                           | CUSIP: N/A<br>LEI: 549300N0X6IGFL5O5R09       | Long             | EC               | CORP              | AU        |        5672 | NS      | $18086.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| McDonald's Holdings Company (Japan), Ltd.                                                 | McDonald's Holdings Company (Japan), Ltd.                                                 | CUSIP: N/A<br>LEI: 529900FY9FV0AYNRC729       | Long             | EC               | CORP              | JP        |         300 | NS      | $12402.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MediaTek Inc.                                                                             | MediaTek Inc.                                                                             | CUSIP: N/A<br>LEI: 254900UEGBK1I4DM4E14       | Long             | EC               | CORP              | TW        |        2451 | NS      | $105001.50    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Research Institute, Ltd.                                                           | Nomura Research Institute, Ltd.                                                           | CUSIP: N/A<br>LEI: 5299005F1HCVF4M4QN79       | Long             | EC               | CORP              | JP        |        1200 | NS      | $48207.20     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Building Fund Inc.                                                                 | Nippon Building Fund Inc.                                                                 | CUSIP: N/A<br>LEI: 52990053R8NL2MB32172       | Long             | EC               | CORP              | JP        |          25 | NS      | $23060.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Japan Real Estate Investment Corporation                                                  | Japan Real Estate Investment Corporation                                                  | CUSIP: N/A<br>LEI: 3538003YAIR3CBGJJ928       | Long             | EC               | CORP              | JP        |          22 | NS      | $17994.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| S-Oil Corporation                                                                         | S-Oil Corporation                                                                         | CUSIP: N/A<br>LEI: 988400QTUXYDN8W3MZ32       | Long             | EC               | CORP              | KR        |        2339 | NS      | $103921.54    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hang Seng Bank, Limited                                                                   | Hang Seng Bank, Limited                                                                   | CUSIP: N/A<br>LEI: 5493009Z5F07LWZYMK62       | Long             | EC               | CORP              | HK        |        2000 | NS      | $30016.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hankyu Hanshin Holdings, Inc.                                                             | Hankyu Hanshin Holdings, Inc.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |         700 | NS      | $19026.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Bank, Ltd.                                                                         | Mizuho Bank, Ltd.                                                                         | CUSIP: N/A<br>LEI: RB0PEZSDGCO3JS6CEU02       | Long             | EC               | CORP              | JP        |         600 | NS      | $13305.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Capitaland Group Pte. Ltd.                                                                | Capitaland Group Pte. Ltd.                                                                | CUSIP: N/A<br>LEI: 2549006LYGY45GHGWZ89       | Long             | EC               | CORP              | SG        |       14274 | NS      | $24394.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Henderson Land Development Company Limited                                                | Henderson Land Development Company Limited                                                | CUSIP: N/A<br>LEI: 529900SYQB7IVR9QGN76       | Long             | EC               | CORP              | HK        |        4000 | NS      | $14001.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Resona Holdings, Inc.                                                                     | Resona Holdings, Inc.                                                                     | CUSIP: N/A<br>LEI: 52990067JE75XZCYYT81       | Long             | EC               | CORP              | JP        |        6600 | NS      | $60794.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yuanta Financial Holding Co., Ltd                                                         | Yuanta Financial Holding Co., Ltd                                                         | CUSIP: N/A<br>LEI: 21380045JG57LJEFFE13       | Long             | EC               | CORP              | TW        |      147020 | NS      | $172004.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi, Ltd.                                                                             | Hitachi, Ltd.                                                                             | CUSIP: N/A<br>LEI: 549300T6IPOCDWLKC615       | Long             | EC               | CORP              | JP        |       13600 | NS      | $393839.29    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hitachi Construction Machinery Co., Ltd.                                                  | Hitachi Construction Machinery Co., Ltd.                                                  | CUSIP: N/A<br>LEI: 5493009B7C53PDH8W826       | Long             | EC               | CORP              | JP        |         300 | NS      | $8941.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Trust Group, Inc.                                                         | Sumitomo Mitsui Trust Group, Inc.                                                         | CUSIP: N/A<br>LEI: 5493006GGLR4BTEL8O61       | Long             | EC               | CORP              | JP        |        2100 | NS      | $55904.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| E.Sun Financial Holding Company, Ltd.                                                     | E.Sun Financial Holding Company, Ltd.                                                     | CUSIP: N/A<br>LEI: 549300X6CNQE512OPC90       | Long             | EC               | CORP              | TW        |      215000 | NS      | $241708.43    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Honda Motor Co., Ltd.                                                                     | Honda Motor Co., Ltd.                                                                     | CUSIP: N/A<br>LEI: 549300P7ZYCQJ36CCS16       | Long             | EC               | CORP              | JP        |       12500 | NS      | $120365.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Power Assets Holdings Limited                                                             | Power Assets Holdings Limited                                                             | CUSIP: N/A<br>LEI: 254900JOWYUW1ZX4DF47       | Long             | EC               | CORP              | HK        |        4000 | NS      | $25723.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wharf (Holdings) Limited, The                                                             | Wharf (Holdings) Limited, The                                                             | CUSIP: N/A<br>LEI: 254900JCV4TBBPX9IW91       | Long             | EC               | CORP              | HK        |        3000 | NS      | $9152.97      | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Hong Kong And China Gas Company Limited -The-                                             | Hong Kong And China Gas Company Limited -The-                                             | CUSIP: N/A<br>LEI: 254900P7BETXGC7YU827       | Long             | EC               | CORP              | HK        |       32995 | NS      | $27762.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Capitec Bank Holdings                                                                     | Capitec Bank Holdings                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ZA        |         801 | NS      | $160936.68    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ICL Group Ltd                                                                             | ICL Group Ltd                                                                             | CUSIP: N/A<br>LEI: 529900FQVQD88SHIGM04       | Long             | EC               | CORP              | IL        |        2091 | NS      | $14367.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Orica Limited                                                                             | Orica Limited                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |        1446 | NS      | $18559.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Galaxy Entertainment Group Limited                                                        | Galaxy Entertainment Group Limited                                                        | CUSIP: N/A<br>LEI: 549300ZSEBV3HR826S10       | Long             | EC               | CORP              | HK        |        7000 | NS      | $31232.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| IHI Corporation                                                                           | IHI Corporation                                                                           | CUSIP: N/A<br>LEI: 549300ETQIESIUQ2OE26       | Long             | EC               | CORP              | JP        |         400 | NS      | $43266.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Isuzu Motors Limited                                                                      | Isuzu Motors Limited                                                                      | CUSIP: N/A<br>LEI: 529900C0QSXVCC7AR494       | Long             | EC               | CORP              | JP        |        1600 | NS      | $20265.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ITOCHU Corporation                                                                        | ITOCHU Corporation                                                                        | CUSIP: N/A<br>LEI: J48DJYXDTLHM30UMYI18       | Long             | EC               | CORP              | JP        |       17800 | NS      | $930842.45    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Tobacco Inc.                                                                        | Japan Tobacco Inc.                                                                        | CUSIP: N/A<br>LEI: 353800Z0ENYBQO0XRJ31       | Long             | EC               | CORP              | JP        |        3300 | NS      | $97191.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| AEON Co., Ltd.                                                                            | AEON Co., Ltd.                                                                            | CUSIP: N/A<br>LEI: 5299009MXFL34SA71416       | Long             | EC               | CORP              | JP        |        2700 | NS      | $82855.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bunzl Public Limited Company                                                              | Bunzl Public Limited Company                                                              | CUSIP: N/A<br>LEI: 213800Q1Q9DV4L78UM09       | Long             | EC               | CORP              | GB        |         941 | NS      | $29961.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SEEK Limited                                                                              | SEEK Limited                                                                              | CUSIP: N/A<br>LEI: 549300209NEKXBC8QO27       | Long             | EC               | CORP              | AU        |         962 | NS      | $15242.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Recordati Industria Chimica E Farmaceutica S.P.A. In Breve Recordati S.P.A.               | Recordati Industria Chimica E Farmaceutica S.P.A. In Breve Recordati S.P.A.               | CUSIP: N/A<br>LEI: 815600FBF92FD3531704       | Long             | EC               | CORP              | IT        |         289 | NS      | $18170.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Staat der Nederlanden                                                                     | Staat der Nederlanden                                                                     | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |      291000 | PA      | $379667.16    | 0.04%             | 2037-01-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Borse Aktiengesellschaft                                                         | Deutsche Borse Aktiengesellschaft                                                         | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | EC               | CORP              | DE        |        1315 | NS      | $429749.90    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| AXA                                                                                       | AXA                                                                                       | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |        5208 | NS      | $255748.22    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Groupe Bruxelles Lambert - Groep Brussel Lambert                                          | Groupe Bruxelles Lambert - Groep Brussel Lambert                                          | CUSIP: N/A<br>LEI: 549300KV0ZEHT2KVU152       | Long             | EC               | CORP              | BE        |         241 | NS      | $20532.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Novartis AG                                                                               | Novartis AG                                                                               | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |       11500 | NS      | $1397178.89   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Snowflake Inc.                                                                            | Snowflake Inc.                                                                            | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |        3444 | NS      | $770663.88    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| The Southern Company                                                                      | The Southern Company                                                                      | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |       49664 | NS      | $4560645.12   | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co.                                                                    | Southwest Airlines Co.                                                                    | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |       23816 | NS      | $772591.04    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corporation                                                                  | State Street Corporation                                                                  | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |        2757 | NS      | $293179.38    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| HM Treasury                                                                               | HM Treasury                                                                               | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      230000 | PA      | $251936.12    | 0.03%             | 2063-10-22      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Gouvernement De France                                                                    | Gouvernement De France                                                                    | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |       15007 | PA      | $17923.23     | 0.00%             | 2029-02-25      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Sandor-Palota                                                                             | Sandor-Palota                                                                             | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |   966280000 | PA      | $2826428.82   | 0.31%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CIBC Mellon Trust Company                                                                 | CIBC Mellon Trust Company                                                                 | CUSIP: 13509PHT3<br>LEI: 549300IYUUH221WBZ505 | Long             | DBT              | NUSS              | CA        |      140000 | PA      | $101526.86    | 0.01%             | 2026-06-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Estado Espanol                                                                            | Estado Espanol                                                                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      251000 | PA      | $195615.33    | 0.02%             | 2042-07-30      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Urad Vlady Ceske Republiky                                                                | Urad Vlady Ceske Republiky                                                                | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |     5400000 | PA      | $264310.66    | 0.03%             | 2032-11-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Woodside Energy Group Ltd                                                                 | Woodside Energy Group Ltd                                                                 | CUSIP: N/A<br>LEI: 2549005ZC5RXAOO7FH41       | Long             | EC               | CORP              | AU        |        5628 | NS      | $87282.70     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nongfu Spring Co., Ltd.                                                                   | Nongfu Spring Co., Ltd.                                                                   | CUSIP: N/A<br>LEI: 300300P08GGT4SKR9G93       | Long             | EC               | CORP              | CN        |       44000 | NS      | $225683.70    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Tenaris S.A.                                                                              | Tenaris S.A.                                                                              | CUSIP: N/A<br>LEI: 549300Y7C05BKC4HZB40       | Long             | EC               | CORP              | LU        |        1101 | NS      | $20662.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Exor Nederland N.V.                                                                       | Exor Nederland N.V.                                                                       | CUSIP: N/A<br>LEI: 549300XECZKA65RUUL82       | Long             | EC               | CORP              | NL        |         290 | NS      | $29305.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Informa PLC                                                                               | Informa PLC                                                                               | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | EC               | CORP              | GB        |        3841 | NS      | $42459.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tencent Holdings Limited                                                                  | Tencent Holdings Limited                                                                  | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               | CORP              | KY        |       93400 | NS      | $6013545.80   | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| Davide Campari-Milano N.V.                                                                | Davide Campari-Milano N.V.                                                                | CUSIP: N/A<br>LEI: 213800ED5AN2J56N6Z02       | Long             | EC               | CORP              | NL        |        1659 | NS      | $11151.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Dassault Aviation                                                                         | Dassault Aviation                                                                         | CUSIP: N/A<br>LEI: 969500CVFTUT88V8QN95       | Long             | EC               | CORP              | FR        |          54 | NS      | $19127.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank, S.A.                                                                           | CaixaBank, S.A.                                                                           | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |      600000 | PA      | $750060.08    | 0.08%             | 2029-07-19      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Danmarks Nationalbank                                                                     | Danmarks Nationalbank                                                                     | CUSIP: N/A<br>LEI: 549300AHYJ0OMBLIL335       | Long             | DBT              | NUSS              | DK        |      803000 | PA      | $126819.17    | 0.01%             | 2025-11-15      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Vonovia SE                                                                                | Vonovia SE                                                                                | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      600000 | PA      | $635414.85    | 0.07%             | 2030-07-09      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Siemens Energy AG                                                                         | Siemens Energy AG                                                                         | CUSIP: N/A<br>LEI: 5299005CHJZ14D4FDJ62       | Long             | EC               | CORP              | DE        |        1994 | NS      | $231563.47    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Investor Aktiebolag                                                                       | Investor Aktiebolag                                                                       | CUSIP: N/A<br>LEI: 549300VEBQPHRZBKUX38       | Long             | EC               | CORP              | SE        |        1685 | NS      | $49858.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Estado Espanol                                                                            | Estado Espanol                                                                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      493000 | PA      | $569463.51    | 0.06%             | 2032-10-31      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Estado Espanol                                                                            | Estado Espanol                                                                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |       16000 | PA      | $17709.03     | 0.00%             | 2029-07-30      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                                                                | Warnermedia Holdings, Inc.                                                                | CUSIP: 55903VBJ1<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |      650000 | PA      | $747376.11    | 0.08%             | 2030-01-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Var Energi ASA                                                                            | Var Energi ASA                                                                            | CUSIP: N/A<br>LEI: 549300LIVN3FFOJN2K47       | Long             | EC               | CORP              | NO        |        1900 | NS      | $6136.46      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fastighets AB Balder                                                                      | Fastighets AB Balder                                                                      | CUSIP: N/A<br>LEI: 549300GHKJCEZOAEUU82       | Long             | EC               | CORP              | SE        |        2072 | NS      | $15407.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Estado Espanol                                                                            | Estado Espanol                                                                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      267000 | PA      | $319501.00    | 0.04%             | 2033-04-30      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Aviva PLC                                                                                 | Aviva PLC                                                                                 | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | EC               | CORP              | GB        |       12370 | NS      | $105159.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Syensqo                                                                                   | Syensqo                                                                                   | CUSIP: N/A<br>LEI: 549300060XNJ90PLNS10       | Long             | EC               | CORP              | BE        |         214 | NS      | $16505.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HM Treasury                                                                               | HM Treasury                                                                               | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      780000 | PA      | $930195.27    | 0.10%             | 2054-07-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Staat der Nederlanden                                                                     | Staat der Nederlanden                                                                     | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |      110000 | PA      | $100523.95    | 0.01%             | 2054-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Saab AB                                                                                   | Saab AB                                                                                   | CUSIP: N/A<br>LEI: 549300ZHO4JCQQI13M69       | Long             | EC               | CORP              | SE        |        1094 | NS      | $61138.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Boliden AB                                                                                | Boliden AB                                                                                | CUSIP: N/A<br>LEI: 21380059QU7IM1ONDJ56       | Long             | EC               | CORP              | SE        |         842 | NS      | $26330.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEL - SPA                                                                                | ENEL - SPA                                                                                | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |      100000 | PA      | $126924.18    | 0.01%             | 2500-12-31      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Segretariato Generale Della Presidenza Della Repubblica                                   | Segretariato Generale Della Presidenza Della Repubblica                                   | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     2281000 | PA      | $2792141.03   | 0.31%             | 2035-02-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Straumann Holding AG                                                                      | Straumann Holding AG                                                                      | CUSIP: N/A<br>LEI: 50670046ML5FVIM60Z37       | Long             | EC               | CORP              | CH        |         326 | NS      | $42577.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canada, Government of                                                                     | Canada, Government of                                                                     | CUSIP: 135087P99<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      390000 | PA      | $243456.80    | 0.03%             | 2055-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Volkswagen International Finance N.V.                                                     | Volkswagen International Finance N.V.                                                     | CUSIP: N/A<br>LEI: 5299004PWNHKYTR23649       | Long             | DBT              | CORP              | NL        |      500000 | PA      | $617281.48    | 0.07%             | 2030-05-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| TSB Bank PLC                                                                              | TSB Bank PLC                                                                              | CUSIP: N/A<br>LEI: 549300XP222MV7P3CC54       | Long             | DBT              | CORP              | GB        |      800000 | PA      | $967285.95    | 0.11%             | 2029-03-05      | Fixed         | 3.32%                 | Yes           |                  2 | On Loan: No      |
| UBS Switzerland AG                                                                        | UBS Switzerland AG                                                                        | CUSIP: N/A<br>LEI: 549300WOIFUSNYH0FL22       | Long             | DBT              | CORP              | CH        |     1500000 | PA      | $1809190.84   | 0.20%             | 2029-03-05      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| Havells India Limited                                                                     | Havells India Limited                                                                     | CUSIP: N/A<br>LEI: 549300U1LOGHTTNT7D47       | Long             | EC               | CORP              | IN        |        9442 | NS      | $170952.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Hl Mando Corporation                                                                      | Hl Mando Corporation                                                                      | CUSIP: N/A<br>LEI: 988400P5GM9DGVVOJQ79       | Long             | EC               | CORP              | KR        |        4868 | NS      | $118555.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Monte dei Paschi di Siena S.p.A.                                                    | Banca Monte dei Paschi di Siena S.p.A.                                                    | CUSIP: N/A<br>LEI: J4CP7MHCXR8DAQMKIL78       | Long             | DBT              | CORP              | IT        |      700000 | PA      | $850440.32    | 0.09%             | 2029-04-23      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Barclays PLC                                                                              | Barclays PLC                                                                              | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      850000 | PA      | $1052091.92   | 0.12%             | 2033-01-31      | Fixed         | 4.51%                 | Yes           |                  2 | On Loan: No      |
| KfW                                                                                       | KfW                                                                                       | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      400000 | PA      | $474624.59    | 0.05%             | 2027-08-05      | Fixed         | 2.38%                 | Yes           |                  2 | On Loan: No      |
| Recruit Holdings Co., Ltd.                                                                | Recruit Holdings Co., Ltd.                                                                | CUSIP: N/A<br>LEI: 353800R2LRSMVVC4I806       | Long             | EC               | CORP              | JP        |        4300 | NS      | $253310.29    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TRATON Finance Luxembourg S.A.                                                            | TRATON Finance Luxembourg S.A.                                                            | CUSIP: N/A<br>LEI: 529900BRKIE6LKIEXD84       | Long             | DBT              | CORP              | LU        |      600000 | PA      | $718898.57    | 0.08%             | 2030-03-27      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Svenska Handelsbanken AB                                                                  | Svenska Handelsbanken AB                                                                  | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | EC               | CORP              | SE        |          51 | NS      | $1071.88      | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Vicinity Centres RE Ltd                                                                   | Vicinity Centres RE Ltd                                                                   | CUSIP: N/A<br>LEI: 549300S7GOEVR0EGFN47       | Long             | EC               | CORP              | AU        |       10739 | NS      | $17485.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canada, Government of                                                                     | Canada, Government of                                                                     | CUSIP: 135087D35<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      145000 | PA      | $93022.54     | 0.01%             | 2048-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Banco BPM Societa' Per Azioni                                                             | Banco BPM Societa' Per Azioni                                                             | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | EC               | CORP              | IT        |        3802 | NS      | $44542.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Estado Espanol                                                                            | Estado Espanol                                                                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      310000 | PA      | $317678.54    | 0.03%             | 2046-10-31      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| Sartorius Stedim Biotech                                                                  | Sartorius Stedim Biotech                                                                  | CUSIP: N/A<br>LEI: 52990006IVXY7GCSSR39       | Long             | EC               | CORP              | FR        |          82 | NS      | $19603.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordea Bank Abp                                                                           | Nordea Bank Abp                                                                           | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | EC               | CORP              | FI        |        8869 | NS      | $131964.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Estado Espanol                                                                            | Estado Espanol                                                                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |       14000 | PA      | $14363.33     | 0.00%             | 2066-07-30      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CK Asset Holdings Limited                                                                 | CK Asset Holdings Limited                                                                 | CUSIP: N/A<br>LEI: 5299006GJZSGP78B8S35       | Long             | EC               | CORP              | KY        |        6000 | NS      | $26499.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Amundi                                                                                    | Amundi                                                                                    | CUSIP: N/A<br>LEI: 96950010FL2T1TJKR531       | Long             | EC               | CORP              | FR        |         186 | NS      | $15039.05     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Cabinet Office, Government of Japan                                                       | Cabinet Office, Government of Japan                                                       | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    58800000 | PA      | $358663.46    | 0.04%             | 2045-06-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Atlas Arteria Limited                                                                     | Atlas Arteria Limited                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |        3192 | NS      | $10701.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Infrastrutture Wireless Italiane S.p.A. O, In Forma Abbreviata, Inwit S.p.A.              | Infrastrutture Wireless Italiane S.p.A. O, In Forma Abbreviata, Inwit S.p.A.              | CUSIP: N/A<br>LEI: 81560066183FE361C071       | Long             | EC               | CORP              | IT        |         946 | NS      | $11571.79     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| China International Capital Corporation Limited                                           | China International Capital Corporation Limited                                           | CUSIP: N/A<br>LEI: 529900OS3SVVTT56QN67       | Long             | EC               | CORP              | CN        |       72800 | NS      | $165380.92    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Hugel, Inc.                                                                               | Hugel, Inc.                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |         561 | NS      | $161635.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BAWAG Group AG                                                                            | BAWAG Group AG                                                                            | CUSIP: N/A<br>LEI: 529900S9YO2JHTIIDG38       | Long             | EC               | CORP              | AT        |         224 | NS      | $28623.78     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Adyen N.V.                                                                                | Adyen N.V.                                                                                | CUSIP: N/A<br>LEI: 724500973ODKK3IFQ447       | Long             | EC               | CORP              | NL        |          87 | NS      | $159990.01    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Investment Ab Latour                                                                      | Investment Ab Latour                                                                      | CUSIP: N/A<br>LEI: 5493006GFBLNB3Y0Y789       | Long             | EC               | CORP              | SE        |         430 | NS      | $11323.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Groep N.V.                                                                            | ING Groep N.V.                                                                            | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |        8952 | NS      | $196381.58    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Pirelli & C. S.p.A.                                                                       | Pirelli & C. S.p.A.                                                                       | CUSIP: N/A<br>LEI: 815600A0C9AFC1F2A709       | Long             | EC               | CORP              | IT        |        1076 | NS      | $7421.04      | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| KfW                                                                                       | KfW                                                                                       | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | AU        |      880000 | PA      | $577214.58    | 0.06%             | 2026-09-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| WiseTech Global Limited                                                                   | WiseTech Global Limited                                                                   | CUSIP: N/A<br>LEI: 254900VE3AF301Q85K83       | Long             | EC               | CORP              | AU        |         513 | NS      | $36819.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Southern Power Company                                                                    | Southern Power Company                                                                    | CUSIP: 843646AQ3<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |      650000 | PA      | $761135.17    | 0.08%             | 2026-06-20      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| HM Treasury                                                                               | HM Treasury                                                                               | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      425000 | PA      | $427031.32    | 0.05%             | 2037-09-07      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Banco BTG Pactual S/A                                                                     | Banco BTG Pactual S/A                                                                     | CUSIP: N/A<br>LEI: ZXLTQRYIK6IJH3R0IK66       | Long             | EC               | CORP              | BR        |       20831 | NS      | $161990.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AON Public Limited Company                                                                | AON Public Limited Company                                                                | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Long             | EC               | CORP              | IE        |        1795 | NS      | $640384.20    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd.                                                                   | Arch Capital Group Ltd.                                                                   | CUSIP: N/A<br>LEI: 549300AYR4P8AFKDCE43       | Long             | EC               | CORP              | BM        |        4284 | NS      | $390058.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems Ltd.                                                               | Axalta Coating Systems Ltd.                                                               | CUSIP: N/A<br>LEI: 529900AGLPA40GV6H619       | Long             | EC               | CORP              | BM        |       12407 | NS      | $368363.83    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Credicorp Ltd.                                                                            | Credicorp Ltd.                                                                            | CUSIP: N/A<br>LEI: 529900UYAEYQCQ2BKB17       | Long             | EC               | CORP              | BM        |        1072 | NS      | $239613.44    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Europacific Partners PLC                                                        | Coca-Cola Europacific Partners PLC                                                        | CUSIP: N/A<br>LEI: 549300LTH67W4GWMRF57       | Long             | EC               | CORP              | GB        |         638 | NS      | $59155.36     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eaton Corporation Public Limited Company                                                  | Eaton Corporation Public Limited Company                                                  | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |        5669 | NS      | $2023776.31   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Flutter Entertainment Public Limited Company                                              | Flutter Entertainment Public Limited Company                                              | CUSIP: N/A<br>LEI: 635400EG4YIJLJMZJ782       | Long             | EC               | CORP              | IE        |        1475 | NS      | $421496.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Gates Industrial Corporation PLC                                                          | Gates Industrial Corporation PLC                                                          | CUSIP: N/A<br>LEI: 549300S6K4FWUSB9KM27       | Long             | EC               | CORP              | GB        |       19527 | NS      | $449706.81    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Limited                                                                           | Genpact Limited                                                                           | CUSIP: N/A<br>LEI: 529900OSEC6Q0L4L5B35       | Long             | EC               | CORP              | BM        |        4158 | NS      | $182993.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Jardine Matheson Holdings Limited                                                         | Jardine Matheson Holdings Limited                                                         | CUSIP: N/A<br>LEI: 2138009KENVUNWOLPK41       | Long             | EC               | CORP              | BM        |         500 | NS      | $22785.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Linde Public Limited Company                                                              | Linde Public Limited Company                                                              | CUSIP: N/A<br>LEI: 8945002PAZHZLBGKGF02       | Long             | EC               | CORP              | IE        |        2276 | NS      | $1067853.68   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Medtronic, Inc.                                                                           | Medtronic, Inc.                                                                           | CUSIP: N/A<br>LEI: D56MRZY2INAN94ZONZ37       | Long             | EC               | CORP              | IE        |        8214 | NS      | $716014.38    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NU Holdings Ltd.                                                                          | NU Holdings Ltd.                                                                          | CUSIP: N/A<br>LEI: 5493002DG1RHWK9W2X27       | Long             | EC               | CORP              | KY        |       13123 | NS      | $180047.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Seagate Technology Holdings Public Limited Company                                        | Seagate Technology Holdings Public Limited Company                                        | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | IE        |        5977 | NS      | $862660.41    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Smurfit Westrock Public Limited Company                                                   | Smurfit Westrock Public Limited Company                                                   | CUSIP: N/A<br>LEI: 635400EGSEOPDW2EXS14       | Long             | EC               | CORP              | IE        |        3859 | NS      | $166515.85    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| TechnipFMC PLC                                                                            | TechnipFMC PLC                                                                            | CUSIP: N/A<br>LEI: 549300D5I93QWCJTCK36       | Long             | EC               | CORP              | GB        |       17256 | NS      | $594296.64    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Trane Technologies Public Limited Company                                                 | Trane Technologies Public Limited Company                                                 | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |        7054 | NS      | $3085490.14   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Limited                                                                             | Chubb Limited                                                                             | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | US        |         518 | NS      | $150074.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd.                                                                               | Garmin Ltd.                                                                               | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | CH        |        1876 | NS      | $391558.72    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Amrize AG                                                                                 | Amrize AG                                                                                 | CUSIP: N/A<br>LEI: 529900SLCCO6K43P8146       | Long             | EC               | CORP              | CH        |        4172 | NS      | $206722.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Haymon Holdings, LLC                                                                      | Haymon Holdings, LLC                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |     3314000 | PA      | $90013.84     | 0.01%             | 2026-12-31      | Fixed         | 2.00%                 | Yes           |                  3 | On Loan: No      |
| Globant S.A.                                                                              | Globant S.A.                                                                              | CUSIP: N/A<br>LEI: 2221008DCMSPYS42DS88       | Long             | EC               | CORP              | LU        |         898 | NS      | $81574.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| GreenSaif Pipelines Bidco S.a r.l.                                                        | GreenSaif Pipelines Bidco S.a r.l.                                                        | CUSIP: N/A<br>LEI: 549300YWDGUXPB8GRP47       | Long             | DBT              | CORP              | US        |      250000 | PA      | $252647.75    | 0.03%             | 2036-02-23      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Millicom International Cellular SA                                                        | Millicom International Cellular SA                                                        | CUSIP: N/A<br>LEI: 549300CTHC1CP86P2G96       | Long             | EC               | CORP              | LU        |        3328 | NS      | $124700.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Spotify Technology S.A.                                                                   | Spotify Technology S.A.                                                                   | CUSIP: N/A<br>LEI: 549300B4X0JHWV0DTD60       | Long             | EC               | CORP              | LU        |         872 | NS      | $669120.48    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AGCO Corporation                                                                          | AGCO Corporation                                                                          | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |        5829 | NS      | $601319.64    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Antofagasta PLC                                                                           | Antofagasta PLC                                                                           | CUSIP: N/A<br>LEI: 213800MY6QVH4FVLD628       | Long             | EC               | CORP              | GB        |        1026 | NS      | $25528.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ashtead Group Public Limited Company                                                      | Ashtead Group Public Limited Company                                                      | CUSIP: N/A<br>LEI: 2138007UTBN8X9K1A235       | Long             | EC               | CORP              | GB        |        1275 | NS      | $81636.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Barratt Redrow PLC                                                                        | Barratt Redrow PLC                                                                        | CUSIP: N/A<br>LEI: 2138006R85VEOF5YNK29       | Long             | EC               | CORP              | GB        |        3956 | NS      | $24741.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                                                        | Alliant Holdings Intermediate, LLC                                                        | CUSIP: 01883LAB9<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |      398000 | PA      | $390291.77    | 0.04%             | 2027-10-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Alliant Holdings Intermediate, LLC                                                        | Alliant Holdings Intermediate, LLC                                                        | CUSIP: 01883LAE3<br>LEI: 5493006Q26653NF8SI73 | Long             | DBT              | CORP              | US        |     1038000 | PA      | $1054958.40   | 0.12%             | 2028-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Allied Universal Holdco LLC                                                               | Allied Universal Holdco LLC                                                               | CUSIP: 019579AA9<br>LEI: 98450038B4549046D794 | Long             | DBT              | CORP              | US        |     1077000 | PA      | $1044826.60   | 0.11%             | 2028-06-01      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Ally Financial Inc.                                                                       | Ally Financial Inc.                                                                       | CUSIP: 02005N100<br>LEI: 549300JBN1OSM8YNAI90 | Long             | EC               | CORP              | US        |        5419 | NS      | $211070.05    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AutoZone, Inc.                                                                            | AutoZone, Inc.                                                                            | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |         200 | NS      | $742446.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corporation                                                                          | Ball Corporation                                                                          | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |       10177 | NS      | $570827.93    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corporation                                                               | Bank of America Corporation                                                               | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      107248 | NS      | $5074975.36   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works, Inc.                                                                   | Bath & Body Works, Inc.                                                                   | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |        3227 | NS      | $96680.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc.                                                                     | Howmet Aerospace Inc.                                                                     | CUSIP: 443201108<br>LEI: ABPN11VOHLHX6QR7XQ48 | Long             | EC               | CORP              | US        |       15070 | NS      | $2804979.10   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| HubSpot, Inc.                                                                             | HubSpot, Inc.                                                                             | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |         889 | NS      | $494844.07    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Humana Inc.                                                                               | Humana Inc.                                                                               | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |        3370 | NS      | $823897.60    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| J.B. Hunt Transport Services, Inc.                                                        | J.B. Hunt Transport Services, Inc.                                                        | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |         989 | NS      | $142020.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Infosys Limited                                                                           | Infosys Limited                                                                           | CUSIP: 456788108<br>LEI: 335800TYLGG93MM7PR89 | Long             | EC               | CORP              | IN        |       32677 | NS      | $605504.81    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Insmed Incorporated                                                                       | Insmed Incorporated                                                                       | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |        5259 | NS      | $529265.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Company                                                               | International Paper Company                                                               | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |        3686 | NS      | $172615.38    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit Inc.                                                                               | Intuit Inc.                                                                               | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |        1687 | NS      | $1328731.81   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| iShares MSCI EAFE ETF                                                                     | iShares MSCI EAFE ETF                                                                     | CUSIP: 464287465<br>LEI: 5493000860OXIC4B5K91 | Long             | EC               | RF                | US        |         496 | NS      | $44337.44     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Jabil Inc.                                                                                | Jabil Inc.                                                                                | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |        1891 | NS      | $412427.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                                                         | Johnson & Johnson                                                                         | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       34885 | NS      | $5328683.75   | 0.58%             |  |  |  | No            |                  1 | On Loan: No      |
| Labcorp Holdings Inc.                                                                     | Labcorp Holdings Inc.                                                                     | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2502 | NS      | $656800.02    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Heidelberg Materials AG                                                                   | Heidelberg Materials AG                                                                   | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | EC               | CORP              | DE        |         379 | NS      | $89381.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Lam Research Corporation                                                                  | Lam Research Corporation                                                                  | CUSIP: 512807306<br>LEI: 549300I4GMO6D34U1T02 | Long             | EC               | CORP              | US        |        2026 | NS      | $197210.84    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lamar Advertising Company                                                                 | Lamar Advertising Company                                                                 | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |        1092 | NS      | $132525.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ASM International N.V.                                                                    | ASM International N.V.                                                                    | CUSIP: N/A<br>LEI: 7245001I22ND6ZFHX623       | Long             | EC               | CORP              | NL        |         126 | NS      | $80792.49     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Orange                                                                                    | Orange                                                                                    | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EC               | CORP              | FR        |        5267 | NS      | $80161.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Segretariato Generale Della Presidenza Della Repubblica                                   | Segretariato Generale Della Presidenza Della Repubblica                                   | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     6615007 | PA      | $8339988.37   | 0.91%             | 2026-11-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Allianz SE                                                                                | Allianz SE                                                                                | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |        1145 | NS      | $464389.64    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Hermes International                                                                      | Hermes International                                                                      | CUSIP: N/A<br>LEI: 969500Y4IJGHJE2MTJ13       | Long             | EC               | CORP              | FR        |         101 | NS      | $273316.28    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KGHM Polska Miedz Spolka Akcyjna                                                          | KGHM Polska Miedz Spolka Akcyjna                                                          | CUSIP: N/A<br>LEI: G30CO71KTT9JDYJESN22       | Long             | EC               | CORP              | PL        |         405 | NS      | $14563.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Endesa, S.A.                                                                              | Endesa, S.A.                                                                              | CUSIP: N/A<br>LEI: 549300LHK07F2CHV4X31       | Long             | EC               | CORP              | ES        |         938 | NS      | $29707.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Erste Group Bank AG                                                                       | Erste Group Bank AG                                                                       | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | EC               | CORP              | AT        |         887 | NS      | $75570.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Munchener Ruckversicherungs-Gesellschaft Aktiengesellschaft in Munchen                    | Munchener Ruckversicherungs-Gesellschaft Aktiengesellschaft in Munchen                    | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |        5901 | NS      | $3831604.68   | 0.42%             |  |  |  | No            |                  2 | On Loan: No      |
| Eli Lilly and Company                                                                     | Eli Lilly and Company                                                                     | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |        1127 | NS      | $878530.31    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Rheinmetall Aktiengesellschaft                                                            | Rheinmetall Aktiengesellschaft                                                            | CUSIP: N/A<br>LEI: 5299001OU9CSE29O6S05       | Long             | EC               | CORP              | DE        |         128 | NS      | $271942.69    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Loews Corporation                                                                         | Loews Corporation                                                                         | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |        2600 | NS      | $238316.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank Polska Kasa Opieki - Spolka Akcyjna                                                  | Bank Polska Kasa Opieki - Spolka Akcyjna                                                  | CUSIP: N/A<br>LEI: 5493000LKS7B3UTF7H35       | Long             | EC               | CORP              | PL        |         619 | NS      | $31769.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lowe`s Companies, Inc.                                                                    | Lowe`s Companies, Inc.                                                                    | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |        8898 | NS      | $1974199.26   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Volkswagen Aktiengesellschaft                                                             | Volkswagen Aktiengesellschaft                                                             | CUSIP: N/A<br>LEI: 529900NNUPAGGOMPXZ31       | Long             | EP               | CORP              | DE        |         611 | NS      | $64550.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| A2a S.P.A.                                                                                | A2a S.P.A.                                                                                | CUSIP: N/A<br>LEI: 81560076E3944316DB24       | Long             | EC               | CORP              | IT        |        4605 | NS      | $12415.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Diageo PLC                                                                                | Diageo PLC                                                                                | CUSIP: N/A<br>LEI: 213800ZVIELEA55JMJ32       | Long             | EC               | CORP              | GB        |       25221 | NS      | $636401.57    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| DCC Public Limited Company                                                                | DCC Public Limited Company                                                                | CUSIP: N/A<br>LEI: 213800UPS1QEE4TD3T45       | Long             | EC               | CORP              | IE        |         294 | NS      | $19103.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria, S.A.                                                     | Banco Bilbao Vizcaya Argentaria, S.A.                                                     | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |       17065 | NS      | $262207.62    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kering                                                                                    | Kering                                                                                    | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | EC               | CORP              | FR        |         208 | NS      | $45052.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MGIC Investment Corporation                                                               | MGIC Investment Corporation                                                               | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |       17215 | NS      | $479265.60    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercedes-Benz Group AG                                                                    | Mercedes-Benz Group AG                                                                    | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | EC               | CORP              | DE        |        2068 | NS      | $120167.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BAE Systems PLC                                                                           | BAE Systems PLC                                                                           | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |        8800 | NS      | $228720.61    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| British American Tobacco P.L.C.                                                           | British American Tobacco P.L.C.                                                           | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |        5874 | NS      | $278666.91    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance Public Limited Company                                     | Ardagh Metal Packaging Finance Public Limited Company                                     | CUSIP: 03969YAA6<br>LEI: 635400FSFRHBFVPTP424 | Long             | DBT              | CORP              | US        |      306000 | PA      | $288898.91    | 0.03%             | 2028-09-01      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: —       |
| Halma Public Limited Company                                                              | Halma Public Limited Company                                                              | CUSIP: N/A<br>LEI: 2138007FRGLUR9KGBT40       | Long             | EC               | CORP              | GB        |        1127 | NS      | $49503.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Swisscom AG                                                                               | Swisscom AG                                                                               | CUSIP: N/A<br>LEI: 5493005SL9HHOXS3B739       | Long             | EC               | CORP              | CH        |          77 | NS      | $54601.21     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Securitas AB                                                                              | Securitas AB                                                                              | CUSIP: N/A<br>LEI: 635400TTYKE8EIWDS617       | Long             | EC               | CORP              | SE        |        1564 | NS      | $23415.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered PLC                                                                    | Standard Chartered PLC                                                                    | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | EC               | CORP              | GB        |        6038 | NS      | $100089.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Imperial Brands PLC                                                                       | Imperial Brands PLC                                                                       | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |        2455 | NS      | $96943.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Avantor, Inc.                                                                             | Avantor, Inc.                                                                             | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |      808000 | PA      | $793600.83    | 0.09%             | 2028-07-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Avianca MidCo 2 PLC                                                                       | Avianca MidCo 2 PLC                                                                       | CUSIP: 05369YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      335000 | PA      | $308857.82    | 0.03%             | 2030-02-14      | Fixed         | 9.63%                 | Yes           |                  2 | On Loan: No      |
| Avianca MidCo 2 PLC                                                                       | Avianca MidCo 2 PLC                                                                       | CUSIP: 05369YAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      724000 | PA      | $687050.67    | 0.08%             | 2028-12-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                         | HSBC Holdings PLC                                                                         | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |       52624 | NS      | $636894.01    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Howden Joinery Group PLC                                                                  | Howden Joinery Group PLC                                                                  | CUSIP: N/A<br>LEI: 213800KC1LJOJTY3JP45       | Long             | EC               | CORP              | GB        |        1568 | NS      | $18433.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto PLC                                                                             | Rio Tinto PLC                                                                             | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |        3167 | NS      | $184622.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SSE PLC                                                                                   | SSE PLC                                                                                   | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | EC               | CORP              | GB        |        3239 | NS      | $81434.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BP P.L.C.                                                                                 | BP P.L.C.                                                                                 | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |       46530 | NS      | $232027.14    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| W. R. Berkley Corporation                                                                 | W. R. Berkley Corporation                                                                 | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |        1830 | NS      | $134450.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway Inc.                                                                   | Berkshire Hathaway Inc.                                                                   | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |        1571 | NS      | $763144.67    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortum Oyj                                                                                | Fortum Oyj                                                                                | CUSIP: N/A<br>LEI: 635400IUIZZIUJSAMF76       | Long             | EC               | CORP              | FI        |        1296 | NS      | $24247.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| U C B                                                                                     | U C B                                                                                     | CUSIP: N/A<br>LEI: 2138008J191VLSGY5A09       | Long             | EC               | CORP              | BE        |         358 | NS      | $70193.43     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Best Buy Co., Inc.                                                                        | Best Buy Co., Inc.                                                                        | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |        1473 | NS      | $98882.49     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lloyds Banking Group PLC                                                                  | Lloyds Banking Group PLC                                                                  | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | EC               | CORP              | GB        |      177930 | NS      | $187525.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Assicurazioni Generali Societa' Per Azioni                                                | Assicurazioni Generali Societa' Per Azioni                                                | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | EC               | CORP              | IT        |        2915 | NS      | $103809.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Partners Group Holding AG                                                                 | Partners Group Holding AG                                                                 | CUSIP: N/A<br>LEI: 549300I3IVVWZWDHI788       | Long             | EC               | CORP              | CH        |          67 | NS      | $87562.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Norsk Hydro ASA                                                                           | Norsk Hydro ASA                                                                           | CUSIP: N/A<br>LEI: 549300N1SDN71ZZ8BO45       | Long             | EC               | CORP              | NO        |        3814 | NS      | $21826.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Schindler Holding AG                                                                      | Schindler Holding AG                                                                      | CUSIP: N/A<br>LEI: 5299007DRLI319H7Q933       | Long             | EP               | CORP              | CH        |         122 | NS      | $45419.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Schindler Holding AG                                                                      | Schindler Holding AG                                                                      | CUSIP: N/A<br>LEI: 5299007DRLI319H7Q933       | Long             | EC               | CORP              | CH        |          65 | NS      | $23576.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| L'Oreal                                                                                   | L'Oreal                                                                                   | CUSIP: N/A<br>LEI: 529900JI1GG6F7RKVI53       | Long             | EC               | CORP              | FR        |         715 | NS      | $305695.54    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton                                                          | LVMH Moet Hennessy Louis Vuitton                                                          | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |        4465 | NS      | $2337841.57   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Legrand                                                                                   | Legrand                                                                                   | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | EC               | CORP              | FR        |        6229 | NS      | $834251.84    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| HM Treasury                                                                               | HM Treasury                                                                               | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | DE        |      140000 | PA      | $168687.66    | 0.02%             | 2046-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Al Rajhi Banking and Investment Corporation                                               | Al Rajhi Banking and Investment Corporation                                               | CUSIP: N/A<br>LEI: 558600BQZS4Y1DTU8589       | Long             | EC               | CORP              | SA        |       45349 | NS      | $1143689.17   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuhne & Nagel International AG                                                            | Kuhne & Nagel International AG                                                            | CUSIP: N/A<br>LEI: 529900Q0YED3805QXQ66       | Long             | EC               | CORP              | CH        |         147 | NS      | $31827.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Naturgy Energy Group, S.A.                                                                | Naturgy Energy Group, S.A.                                                                | CUSIP: N/A<br>LEI: TL2N6M87CW970S5SV098       | Long             | EC               | CORP              | ES        |         367 | NS      | $11678.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Repsol SA                                                                                 | Repsol SA                                                                                 | CUSIP: N/A<br>LEI: BSYCX13Y0NOTV14V9N85       | Long             | EC               | CORP              | ES        |        3384 | NS      | $49534.06     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Marriott International, Inc.                                                              | Marriott International, Inc.                                                              | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |       10217 | NS      | $2791386.57   | 0.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Martin Marietta Materials, Inc.                                                           | Martin Marietta Materials, Inc.                                                           | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |         320 | NS      | $175667.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kobe Bussan Co., Ltd.                                                                     | Kobe Bussan Co., Ltd.                                                                     | CUSIP: N/A<br>LEI: 353800CJIFNHN2DXRD59       | Long             | EC               | CORP              | JP        |         400 | NS      | $12448.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies SE                                                                          | TotalEnergies SE                                                                          | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |        6050 | NS      | $370560.40    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Aeroports de Paris                                                                        | Aeroports de Paris                                                                        | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Long             | EC               | CORP              | FR        |         106 | NS      | $13305.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| SSAB AB                                                                                   | SSAB AB                                                                                   | CUSIP: N/A<br>LEI: 529900329VS14ZIML164       | Long             | EC               | CORP              | SE        |         673 | NS      | $4051.67      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SSAB AB                                                                                   | SSAB AB                                                                                   | CUSIP: N/A<br>LEI: 529900329VS14ZIML164       | Long             | EC               | CORP              | SE        |        1730 | NS      | $10236.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wilmar International Limited                                                              | Wilmar International Limited                                                              | CUSIP: N/A<br>LEI: 549300H2EAI4YRLWBB20       | Long             | EC               | CORP              | SG        |        5400 | NS      | $12201.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion Oyj                                                                                 | Orion Oyj                                                                                 | CUSIP: N/A<br>LEI: 74370029VAHCXDR7B745       | Long             | EC               | CORP              | FI        |          79 | NS      | $5889.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Orion Oyj                                                                                 | Orion Oyj                                                                                 | CUSIP: N/A<br>LEI: 74370029VAHCXDR7B745       | Long             | EC               | CORP              | FI        |         315 | NS      | $23658.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SPA                                                                       | Intesa Sanpaolo SPA                                                                       | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |       45564 | NS      | $263081.79    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Experian PLC                                                                              | Experian PLC                                                                              | CUSIP: N/A<br>LEI: 635400RXXHHYT1JTSZ26       | Long             | EC               | CORP              | JE        |        2723 | NS      | $140298.62    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Godrej Consumer Products Limited                                                          | Godrej Consumer Products Limited                                                          | CUSIP: N/A<br>LEI: 335800P4GUWLGZFK2D63       | Long             | EC               | CORP              | IN        |       13247 | NS      | $182233.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| McDonald's Corporation                                                                    | McDonald's Corporation                                                                    | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |        8839 | NS      | $2582490.63   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| Mettler-Toledo International Inc.                                                         | Mettler-Toledo International Inc.                                                         | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |         173 | NS      | $203226.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corporation                                                                     | Microsoft Corporation                                                                     | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |       40489 | NS      | $20139633.49  | 2.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Fortescue Ltd                                                                             | Fortescue Ltd                                                                             | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               | CORP              | AU        |        4699 | NS      | $47788.98     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Telstra Corporation Limited                                                               | Telstra Corporation Limited                                                               | CUSIP: N/A<br>LEI: PCTXNQGRJVR3OG33JG65       | Long             | EC               | CORP              | AU        |      185332 | NS      | $590517.00    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| CLP Holdings Limited                                                                      | CLP Holdings Limited                                                                      | CUSIP: N/A<br>LEI: 25490002BUTSMP94GO68       | Long             | EC               | CORP              | HK        |        5500 | NS      | $46363.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Reliance Industries Limited                                                               | Reliance Industries Limited                                                               | CUSIP: N/A<br>LEI: 5493003UOETFYRONLG31       | Long             | EC               | CORP              | IN        |       35375 | NS      | $618050.91    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Mahindra and Mahindra Limited                                                             | Mahindra and Mahindra Limited                                                             | CUSIP: N/A<br>LEI: 3358003B573EV4KB4Z02       | Long             | EC               | CORP              | IN        |       13407 | NS      | $498159.83    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Taylor Wimpey PLC                                                                         | Taylor Wimpey PLC                                                                         | CUSIP: N/A<br>LEI: 21380089BTRXTD8S3R66       | Long             | EC               | CORP              | GB        |       10469 | NS      | $17051.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Smith & Nephew PLC                                                                        | Smith & Nephew PLC                                                                        | CUSIP: N/A<br>LEI: 213800ZTMDN8S67S1H61       | Long             | EC               | CORP              | GB        |        2587 | NS      | $39583.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Unicredit, Societa' Per Azioni In Forma Abbreviata Unicredit S.P.A.                       | Unicredit, Societa' Per Azioni In Forma Abbreviata Unicredit S.P.A.                       | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |       14825 | NS      | $996653.50    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| Etat Belge                                                                                | Etat Belge                                                                                | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      304000 | PA      | $301911.58    | 0.03%             | 2038-06-22      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| Samsung Biologics Co., Ltd.                                                               | Samsung Biologics Co., Ltd.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |          99 | NS      | $72755.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Service Public Federal Chancellerie Du Premier Ministre                                   | Service Public Federal Chancellerie Du Premier Ministre                                   | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |       93000 | PA      | $74964.66     | 0.01%             | 2057-06-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal                                                                             | ArcelorMittal                                                                             | CUSIP: N/A<br>LEI: 2EULGUTUI56JI9SAL165       | Long             | EC               | CORP              | LU        |        1290 | NS      | $40917.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASSA ABLOY AB                                                                             | ASSA ABLOY AB                                                                             | CUSIP: N/A<br>LEI: 549300YECS8HKCIMMB67       | Long             | EC               | CORP              | SE        |        3123 | NS      | $97474.48     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Arabia, Kingdom of                                                                  | Saudi Arabia, Kingdom of                                                                  | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | GB        |      918000 | PA      | $902614.32    | 0.10%             | 2026-10-26      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Dexia                                                                                     | Dexia                                                                                     | CUSIP: N/A<br>LEI: F4G136OIPBYND1F41110       | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1174452.14   | 0.13%             | 2025-10-27      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Orsted A/S                                                                                | Orsted A/S                                                                                | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | EC               | CORP              | DK        |         432 | NS      | $18559.00     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: —       |
| Intermediate Capital Group PLC                                                            | Intermediate Capital Group PLC                                                            | CUSIP: N/A<br>LEI: 549300OGASR5WRKJ8R68       | Long             | EC               | CORP              | GB        |         862 | NS      | $22858.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Holdings Co., Ltd.                                                             | Japan Post Holdings Co., Ltd.                                                             | CUSIP: N/A<br>LEI: 5299003D9N4JBS256X18       | Long             | EC               | CORP              | JP        |        5900 | NS      | $54611.01     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Insurance Co., Ltd.                                                            | Japan Post Insurance Co., Ltd.                                                            | CUSIP: N/A<br>LEI: 54930042SK2Z708BA841       | Long             | EC               | CORP              | JP        |         800 | NS      | $18138.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Post Bank Co., Ltd.                                                                 | Japan Post Bank Co., Ltd.                                                                 | CUSIP: N/A<br>LEI: 5493006JVO6N2HC2XZ76       | Long             | EC               | CORP              | JP        |        5500 | NS      | $59294.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cabinet Office, Government of Japan                                                       | Cabinet Office, Government of Japan                                                       | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    20250000 | PA      | $122596.84    | 0.01%             | 2037-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| CK Infrastructure Holdings Limited                                                        | CK Infrastructure Holdings Limited                                                        | CUSIP: N/A<br>LEI: 5299005U11RQ1C27MR12       | Long             | EC               | CORP              | BM        |        2000 | NS      | $13239.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Land Securities Group PLC                                                                 | Land Securities Group PLC                                                                 | CUSIP: N/A<br>LEI: 213800V8IAVKS37D6B88       | Long             | EC               | CORP              | GB        |        2207 | NS      | $19129.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Relx PLC                                                                                  | Relx PLC                                                                                  | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |       13453 | NS      | $729356.37    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Banca Mediolanum SpA                                                                      | Banca Mediolanum SpA                                                                      | CUSIP: N/A<br>LEI: 7LVZJ6XRIE7VNZ4UBX81       | Long             | EC               | CORP              | IT        |         604 | NS      | $10421.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coles Group Limited                                                                       | Coles Group Limited                                                                       | CUSIP: N/A<br>LEI: 549300OHQRG2HN8LZ793       | Long             | EC               | CORP              | AU        |        3968 | NS      | $54500.52     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gouvernement De France                                                                    | Gouvernement De France                                                                    | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |       37650 | PA      | $31896.41     | 0.00%             | 2048-05-25      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Anheuser-Busch InBev                                                                      | Anheuser-Busch InBev                                                                      | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | EC               | CORP              | BE        |        2900 | NS      | $199471.61    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Poste Italiane - Societa' Per Azioni                                                      | Poste Italiane - Societa' Per Azioni                                                      | CUSIP: N/A<br>LEI: 815600354DEDBD0BA991       | Long             | EC               | CORP              | IT        |        1361 | NS      | $29262.70     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Estado Espanol                                                                            | Estado Espanol                                                                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |       20000 | PA      | $23563.89     | 0.00%             | 2025-10-31      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| AerCap Holdings N.V.                                                                      | AerCap Holdings N.V.                                                                      | CUSIP: N/A<br>LEI: 549300SZYINBBLJQU475       | Long             | EC               | CORP              | NL        |        6027 | NS      | $705159.00    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| NXP Semiconductors N.V.                                                                   | NXP Semiconductors N.V.                                                                   | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |        2738 | NS      | $598225.62    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Great Bowery Holdings, LLC                                                                | Great Bowery Holdings, LLC                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |       31332 | NS      | $0.03         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Krungthai Bank Public Company Limited                                                     | Krungthai Bank Public Company Limited                                                     | CUSIP: N/A<br>LEI: 54930007ZQMYCRFQGE36       | Long             | DBT              | CORP              | US        |      200000 | PA      | $196964.14    | 0.02%             | 2500-12-31      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Clicks Group                                                                              | Clicks Group                                                                              | CUSIP: N/A<br>LEI: 378900E967958A677472       | Long             | EC               | CORP              | ZA        |        6358 | NS      | $133344.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Trend Micro Incorporated                                                                  | Trend Micro Incorporated                                                                  | CUSIP: N/A<br>LEI: 3538005O5UJ5RNAGVE16       | Long             | EC               | CORP              | JP        |         400 | NS      | $27617.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Weir Group PLC(The)                                                                       | Weir Group PLC(The)                                                                       | CUSIP: N/A<br>LEI: 549300KDR56WHY9I3D10       | Long             | EC               | CORP              | GB        |         770 | NS      | $26337.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Boeing Company, The                                                                       | Boeing Company, The                                                                       | CUSIP: 097023105<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | EC               | CORP              | US        |        1571 | NS      | $329171.63    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ASX Limited                                                                               | ASX Limited                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |         574 | NS      | $26374.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bridgestone Corporation                                                                   | Bridgestone Corporation                                                                   | CUSIP: N/A<br>LEI: 549300DHPOF90OYYD780       | Long             | EC               | CORP              | JP        |        4200 | NS      | $171781.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: —       |
| AstraZeneca PLC                                                                           | AstraZeneca PLC                                                                           | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |       14092 | NS      | $1963228.83   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Bright Horizons Family Solutions, Inc.                                                    | Bright Horizons Family Solutions, Inc.                                                    | CUSIP: 109194100<br>LEI: 254900BHOU40CFNXWQ75 | Long             | EC               | CORP              | US        |        2055 | NS      | $253977.45    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| OBIC Co., Ltd.                                                                            | OBIC Co., Ltd.                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        1000 | NS      | $38912.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Quanta Computer Inc.                                                                      | Quanta Computer Inc.                                                                      | CUSIP: N/A<br>LEI: 529900DE8BIV3XOXIK04       | Long             | EC               | CORP              | TW        |       33000 | NS      | $310746.06    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Company                                                              | Bristol-Myers Squibb Company                                                              | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |       51380 | NS      | $2378380.20   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CBRE Group, Inc.                                                                          | CBRE Group, Inc.                                                                          | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |         441 | NS      | $61792.92     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Community Health Systems, Inc.                                                            | Community Health Systems, Inc.                                                            | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     1166000 | PA      | $1147471.84   | 0.13%             | 2027-03-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Community Health Systems, Inc.                                                            | Community Health Systems, Inc.                                                            | CUSIP: 12543DBM1<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |      414000 | PA      | $366953.85    | 0.04%             | 2030-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Cigna Group, The                                                                          | Cigna Group, The                                                                          | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |        3366 | NS      | $1112732.28   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| CME Group Inc.                                                                            | CME Group Inc.                                                                            | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       13257 | NS      | $3653894.34   | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| CSC Holdings, LLC                                                                         | CSC Holdings, LLC                                                                         | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |      973000 | PA      | $968305.75    | 0.11%             | 2028-05-15      | Fixed         | 11.25%                | Yes           |                  2 | On Loan: No      |
| CSC Holdings, LLC                                                                         | CSC Holdings, LLC                                                                         | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     1007000 | PA      | $954668.07    | 0.10%             | 2029-01-31      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| CNX Resources Corporation                                                                 | CNX Resources Corporation                                                                 | CUSIP: 12653CAJ7<br>LEI: 549300JK3KH8PWM3B226 | Long             | DBT              | CORP              | US        |      604000 | PA      | $606286.71    | 0.07%             | 2029-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| CVR Energy, Inc.                                                                          | CVR Energy, Inc.                                                                          | CUSIP: 12662PAF5<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |      554000 | PA      | $554753.46    | 0.06%             | 2029-01-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| CVR Partners, LP                                                                          | CVR Partners, LP                                                                          | CUSIP: 12663QAC9<br>LEI: 529900LE0OS06MYQRP11 | Long             | DBT              | CORP              | US        |      196000 | PA      | $195976.97    | 0.02%             | 2028-06-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| CVS Health Corporation                                                                    | CVS Health Corporation                                                                    | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |        2262 | NS      | $156032.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy Inc.                                                                       | Coterra Energy Inc.                                                                       | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |        4023 | NS      | $102103.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment, Inc.                                                               | Caesars Entertainment, Inc.                                                               | CUSIP: 12769GAA8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     1101000 | PA      | $1050868.72   | 0.12%             | 2029-10-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Caesars Entertainment, Inc.                                                               | Caesars Entertainment, Inc.                                                               | CUSIP: 12769GAB6<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |      912000 | PA      | $944920.59    | 0.10%             | 2030-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| California Resources Corporation                                                          | California Resources Corporation                                                          | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |      772000 | PA      | $794020.13    | 0.09%             | 2029-06-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corporation Japan                                                                  | Oracle Corporation Japan                                                                  | CUSIP: N/A<br>LEI: 529900MIMKY9RU60Z323       | Long             | EC               | CORP              | JP        |         100 | NS      | $11918.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP Group Limited                                                                         | BHP Group Limited                                                                         | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |       14319 | NS      | $345718.85    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Calpine Corporation                                                                       | Calpine Corporation                                                                       | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      415000 | PA      | $411220.38    | 0.05%             | 2028-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Calpine Corporation                                                                       | Calpine Corporation                                                                       | CUSIP: 131347CN4<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |      435000 | PA      | $434594.45    | 0.05%             | 2028-03-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Capital One Financial Corporation                                                         | Capital One Financial Corporation                                                         | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |        2032 | NS      | $432328.32    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Companies Incorporated                                                           | Carlisle Companies Incorporated                                                           | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |         496 | NS      | $185206.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corporation                                                                      | Carnival Corporation                                                                      | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |       10310 | NS      | $289917.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Carnival Corporation                                                                      | Carnival Corporation                                                                      | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1008058.70   | 0.11%             | 2027-03-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Qatar National Bank (Q.P.S.C.)                                                            | Qatar National Bank (Q.P.S.C.)                                                            | CUSIP: N/A<br>LEI: 549300FFSRVBS0SQXY75       | Long             | EC               | CORP              | QA        |       43452 | NS      | $207181.01    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Fire & Marine Insurance Co., Ltd.                                                 | Samsung Fire & Marine Insurance Co., Ltd.                                                 | CUSIP: N/A<br>LEI: 988400JMBDK47EW0Z936       | Long             | EC               | CORP              | KR        |         746 | NS      | $239129.56    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Carnival Corporation                                                                      | Carnival Corporation                                                                      | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |     1258000 | PA      | $1270618.82   | 0.14%             | 2029-05-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corporation                                                                      | Carnival Corporation                                                                      | CUSIP: 143658BY7<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | US        |      787000 | PA      | $800742.31    | 0.09%             | 2030-03-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Carrier Global Corporation                                                                | Carrier Global Corporation                                                                | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |        6853 | NS      | $501571.07    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores, Inc.                                                              | Casey's General Stores, Inc.                                                              | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |         645 | NS      | $329124.15    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mirvac Limited                                                                            | Mirvac Limited                                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       11695 | NS      | $16975.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canon Inc.                                                                                | Canon Inc.                                                                                | CUSIP: N/A<br>LEI: 529900JH1GSC035SSP77       | Long             | EC               | CORP              | JP        |        2700 | NS      | $78360.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Chemours Company, The                                                                     | Chemours Company, The                                                                     | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |       12324 | NS      | $141109.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Expand Energy Corporation                                                                 | Expand Energy Corporation                                                                 | CUSIP: 165167735<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | EC               | CORP              | US        |        3715 | NS      | $434432.10    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Corporation                                                                       | Chevron Corporation                                                                       | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2376 | NS      | $340219.44    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chipotle Mexican Grill, Inc.                                                              | Chipotle Mexican Grill, Inc.                                                              | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       31140 | NS      | $1748511.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Citizens Financial Group, Inc.                                                            | Citizens Financial Group, Inc.                                                            | CUSIP: 174610105<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | EC               | CORP              | US        |        7861 | NS      | $351779.75    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corporation                                                | Cognizant Technology Solutions Corporation                                                | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |        4660 | NS      | $363619.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Columbia Banking System, Inc.                                                             | Columbia Banking System, Inc.                                                             | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        3664 | NS      | $85664.32     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Corpay Inc                                                                                | Corpay Inc                                                                                | CUSIP: 219948106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1915 | NS      | $635435.30    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Grupo Financiero Banorte, S.A.B. de C.V.                                                  | Grupo Financiero Banorte, S.A.B. de C.V.                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |       17931 | NS      | $164541.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Deere & Company                                                                           | Deere & Company                                                                           | CUSIP: 244199105<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | EC               | CORP              | US        |         901 | NS      | $458149.49    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Delek Logistics Partners, LP                                                              | Delek Logistics Partners, LP                                                              | CUSIP: 24665FAD4<br>LEI: 549300UVYITDIU51P724 | Long             | DBT              | CORP              | US        |      944000 | PA      | $980148.92    | 0.11%             | 2029-03-15      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank Aktiengesellschaft                                                          | Deutsche Bank Aktiengesellschaft                                                          | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | US        |      750000 | PA      | $727868.48    | 0.08%             | 2027-11-16      | Fixed         | 2.31%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                           | Inter-American Development Bank                                                           | CUSIP: 458182CZ3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | CA        |      490000 | PA      | $363245.90    | 0.04%             | 2026-01-26      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Castellum Aktiebolag                                                                      | Castellum Aktiebolag                                                                      | CUSIP: N/A<br>LEI: 549300GU5OHTR1T5IY68       | Long             | EC               | CORP              | SE        |        1229 | NS      | $16142.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Diamond Escrow Issuer, LLC                                                                | Diamond Escrow Issuer, LLC                                                                | CUSIP: 25259KAA8<br>LEI: 2549002I12VHJWR4RC85 | Long             | DBT              | CORP              | US        |      632000 | PA      | $665463.02    | 0.07%             | 2028-11-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| DIRECTV Financing, LLC                                                                    | DIRECTV Financing, LLC                                                                    | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1356000 | PA      | $1351362.78   | 0.15%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Inpex Corporation                                                                         | Inpex Corporation                                                                         | CUSIP: N/A<br>LEI: 353800VHYYADPR6MXQ47       | Long             | EC               | CORP              | JP        |        2600 | NS      | $36516.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Unilever PLC                                                                              | Unilever PLC                                                                              | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |        7344 | NS      | $447539.84    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Walt Disney Company, The                                                                  | Walt Disney Company, The                                                                  | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |       41182 | NS      | $5106979.82   | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Dr. Reddy's Laboratories Limited                                                          | Dr. Reddy's Laboratories Limited                                                          | CUSIP: 256135203<br>LEI: 335800OVDPY3DVZR2798 | Long             | EC               | CORP              | IN        |       10361 | NS      | $155725.83    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dover Corporation                                                                         | Dover Corporation                                                                         | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |        1185 | NS      | $217127.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Dow Inc.                                                                                  | Dow Inc.                                                                                  | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |        4581 | NS      | $121304.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EastGroup Properties, Inc.                                                                | EastGroup Properties, Inc.                                                                | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |         397 | NS      | $66346.64     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                                                                      | Edison International                                                                      | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |        3326 | NS      | $171621.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Emerson Electric Co.                                                                      | Emerson Electric Co.                                                                      | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |        7544 | NS      | $1005841.52   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| ExlService Holdings, Inc.                                                                 | ExlService Holdings, Inc.                                                                 | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |        4040 | NS      | $176911.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corporation                                                                           | FMC Corporation                                                                           | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |       14286 | NS      | $596440.50    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Realty Investment Trust                                                           | Federal Realty Investment Trust                                                           | CUSIP: 313745101<br>LEI: 549300LI6XZ51GOCJ427 | Long             | EC               | CORP              | US        |         654 | NS      | $62123.46     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                                                                       | Fifth Third Bancorp                                                                       | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |        7716 | NS      | $317359.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| First Horizon Corporation                                                                 | First Horizon Corporation                                                                 | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |       16620 | NS      | $352344.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv, Inc.                                                                              | Fiserv, Inc.                                                                              | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |        1049 | NS      | $180858.09    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J. Gallagher & Co.                                                                 | Arthur J. Gallagher & Co.                                                                 | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |        1503 | NS      | $481140.36    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| General Dynamics Corporation                                                              | General Dynamics Corporation                                                              | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |         612 | NS      | $178495.92    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corporation                                                                        | Gentex Corporation                                                                        | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |        4234 | NS      | $93105.66     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gilead Sciences, Inc.                                                                     | Gilead Sciences, Inc.                                                                     | CUSIP: 375558103<br>LEI: 549300WTZWR07K8MNV44 | Long             | EC               | CORP              | US        |        3860 | NS      | $427958.20    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Schneider Electric SE                                                                     | Schneider Electric SE                                                                     | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |        1599 | NS      | $427536.45    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| SAP SE                                                                                    | SAP SE                                                                                    | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |        3045 | NS      | $930015.53    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Swedbank AB                                                                               | Swedbank AB                                                                               | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | EC               | CORP              | SE        |        2893 | NS      | $76811.82     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Storebrand ASA                                                                            | Storebrand ASA                                                                            | CUSIP: N/A<br>LEI: 5967007LIEEXZX7NA051       | Long             | EC               | CORP              | NO        |        1282 | NS      | $18183.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Trelleborg AB                                                                             | Trelleborg AB                                                                             | CUSIP: N/A<br>LEI: 213800XY16PAWG2PAD14       | Long             | EC               | CORP              | SE        |         613 | NS      | $22773.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| E.ON SE                                                                                   | E.ON SE                                                                                   | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |        6560 | NS      | $121002.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG & Co. KGaA                                                                      | Henkel AG & Co. KGaA                                                                      | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Long             | EC               | CORP              | DE        |         285 | NS      | $20660.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UPM-Kymmene Oyj                                                                           | UPM-Kymmene Oyj                                                                           | CUSIP: N/A<br>LEI: 213800EC6PW5VU4J9U64       | Long             | EC               | CORP              | FI        |        1547 | NS      | $42223.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Bayer Aktiengesellschaft                                                                  | Bayer Aktiengesellschaft                                                                  | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | EC               | CORP              | DE        |        2718 | NS      | $81903.51     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Santos Limited                                                                            | Santos Limited                                                                            | CUSIP: N/A<br>LEI: 5299000RK70B5O2M7077       | Long             | EC               | CORP              | AU        |        9125 | NS      | $45980.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Secom Co., Ltd.                                                                           | Secom Co., Ltd.                                                                           | CUSIP: N/A<br>LEI: 529900TYCL9N3E9PGE47       | Long             | EC               | CORP              | JP        |        1200 | NS      | $43114.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Capcom Co., Ltd.                                                                          | Capcom Co., Ltd.                                                                          | CUSIP: N/A<br>LEI: 529900JJWQKXS3TC8744       | Long             | EC               | CORP              | JP        |        1000 | NS      | $34149.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd                                                                    | DBS Group Holdings Ltd                                                                    | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |       66650 | NS      | $2356062.04   | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui Chemical Co., Ltd.                                                                | Sekisui Chemical Co., Ltd.                                                                | CUSIP: N/A<br>LEI: 529900KQIVT7NWFNMI70       | Long             | EC               | CORP              | JP        |        1200 | NS      | $21745.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui House, Ltd.                                                                       | Sekisui House, Ltd.                                                                       | CUSIP: N/A<br>LEI: 529900GMNDOYQSAJAE76       | Long             | EC               | CORP              | JP        |        1900 | NS      | $41897.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Sun Hung Kai Properties Limited                                                           | Sun Hung Kai Properties Limited                                                           | CUSIP: N/A<br>LEI: 529900LUMD393RD3S874       | Long             | EC               | CORP              | HK        |        5000 | NS      | $57552.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Suzuki Motor Corporation                                                                  | Suzuki Motor Corporation                                                                  | CUSIP: N/A<br>LEI: 353800D83H0V3ZV1SV24       | Long             | EC               | CORP              | JP        |        5500 | NS      | $66476.94     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Swire Pacific Limited                                                                     | Swire Pacific Limited                                                                     | CUSIP: N/A<br>LEI: 549300KZOZHII0DGF611       | Long             | EC               | CORP              | HK        |        1000 | NS      | $8563.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Swire Pacific Limited                                                                     | Swire Pacific Limited                                                                     | CUSIP: N/A<br>LEI: 549300KZOZHII0DGF611       | Long             | EC               | CORP              | HK        |        2500 | NS      | $3541.39      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Keyence Corporation                                                                       | Keyence Corporation                                                                       | CUSIP: N/A<br>LEI: 529900M7PQBS7A89DZ11       | Long             | EC               | CORP              | JP        |        5600 | NS      | $2240708.06   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Kirin Holdings Company, Limited                                                           | Kirin Holdings Company, Limited                                                           | CUSIP: 497350108<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |        2500 | NS      | $35062.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Komatsu Ltd.                                                                              | Komatsu Ltd.                                                                              | CUSIP: N/A<br>LEI: 5493004LQ0B4T7QPQV17       | Long             | EC               | CORP              | JP        |        2700 | NS      | $88673.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Konami Holdings Corporation                                                               | Konami Holdings Corporation                                                               | CUSIP: N/A<br>LEI: 353800FC4A5QCMIZFV94       | Long             | EC               | CORP              | JP        |         300 | NS      | $47425.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DIRECTV Financing, LLC                                                                    | DIRECTV Financing, LLC                                                                    | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1123000 | PA      | $1105694.11   | 0.12%             | 2030-02-01      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| DISH Network Corporation                                                                  | DISH Network Corporation                                                                  | CUSIP: 25470MAG4<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |     1147000 | PA      | $1180945.89   | 0.13%             | 2027-11-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| DISH DBS Corporation                                                                      | DISH DBS Corporation                                                                      | CUSIP: 25470XBB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      951000 | PA      | $686768.82    | 0.08%             | 2028-07-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| DISH DBS Corporation                                                                      | DISH DBS Corporation                                                                      | CUSIP: 25470XBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1419000 | PA      | $1288091.28   | 0.14%             | 2026-12-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                                                     | Dominion Energy, Inc.                                                                     | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |       32250 | NS      | $1822770.00   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| R. R. Donnelley & Sons Company                                                            | R. R. Donnelley & Sons Company                                                            | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |     1029000 | PA      | $1029013.10   | 0.11%             | 2029-08-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| DoorDash, Inc.                                                                            | DoorDash, Inc.                                                                            | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |        3436 | NS      | $847008.36    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Duquesne Light Holdings, Inc.                                                             | Duquesne Light Holdings, Inc.                                                             | CUSIP: 266233AG0<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |      750000 | PA      | $729196.65    | 0.08%             | 2027-08-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Dycom Industries, Inc.                                                                    | Dycom Industries, Inc.                                                                    | CUSIP: 267475AD3<br>LEI: 549300F56EKTHQI3WT60 | Long             | DBT              | CORP              | US        |      133000 | PA      | $129463.48    | 0.01%             | 2029-04-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| EOG Resources, Inc.                                                                       | EOG Resources, Inc.                                                                       | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |        7401 | NS      | $885233.61    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corporation                                                                           | EQT Corporation                                                                           | CUSIP: 26884L109<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | EC               | CORP              | US        |       11552 | NS      | $673712.64    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT Corporation                                                                           | EQT Corporation                                                                           | CUSIP: 26884LAW9<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |      699000 | PA      | $690588.51    | 0.08%             | 2029-01-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Eagle Materials Inc.                                                                      | Eagle Materials Inc.                                                                      | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |        1259 | NS      | $254456.49    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Earthstone Energy Holdings, LLC                                                           | Earthstone Energy Holdings, LLC                                                           | CUSIP: 27034RAA1<br>LEI: 549300HGVO86L8G72J25 | Long             | DBT              | CORP              | US        |      454000 | PA      | $463829.53    | 0.05%             | 2027-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Olympus Corporation                                                                       | Olympus Corporation                                                                       | CUSIP: N/A<br>LEI: 5299000Y52IFDI1I2A21       | Long             | EC               | CORP              | JP        |        3300 | NS      | $39081.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OMRON Corporation                                                                         | OMRON Corporation                                                                         | CUSIP: N/A<br>LEI: 549300ZHW0TR2QZ0NY83       | Long             | EC               | CORP              | JP        |         500 | NS      | $13314.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Edgewell Personal Care Colombia S A S                                                     | Edgewell Personal Care Colombia S A S                                                     | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |      369000 | PA      | $367266.12    | 0.04%             | 2028-06-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                                                   | Uber Technologies, Inc.                                                                   | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |        7369 | NS      | $687527.70    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Acute Care Solutions, LLC                                                            | U.S. Acute Care Solutions, LLC                                                            | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      962000 | PA      | $993250.51    | 0.11%             | 2029-05-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Ulta Beauty, Inc.                                                                         | Ulta Beauty, Inc.                                                                         | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |         678 | NS      | $317181.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Continental Aktiengesellschaft                                                            | Continental Aktiengesellschaft                                                            | CUSIP: N/A<br>LEI: 529900A7YD9C0LLXM621       | Long             | EC               | CORP              | DE        |         320 | NS      | $27972.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Post AG                                                                          | Deutsche Post AG                                                                          | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | EC               | CORP              | DE        |        2812 | NS      | $129911.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                          | Gobierno Federal de los Estados Unidos Mexicanos                                          | CUSIP: 91087BAU4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | US        |      292000 | PA      | $298266.61    | 0.03%             | 2028-02-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                                  | Venture Global LNG, Inc.                                                                  | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     1137000 | PA      | $1238981.50   | 0.14%             | 2029-02-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Telekom Austria Aktiengesellschaft                                                        | Telekom Austria Aktiengesellschaft                                                        | CUSIP: N/A<br>LEI: 529900KCNFQU5OJH7L33       | Long             | EC               | CORP              | AT        |         389 | NS      | $4412.79      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| OMV Aktiengesellschaft                                                                    | OMV Aktiengesellschaft                                                                    | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | EC               | CORP              | AT        |         408 | NS      | $22273.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Verbund AG                                                                                | Verbund AG                                                                                | CUSIP: N/A<br>LEI: 5299006UDSEJCTTEJS30       | Long             | EC               | CORP              | AT        |         204 | NS      | $15666.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Pernod Ricard                                                                             | Pernod Ricard                                                                             | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | EC               | CORP              | FR        |       13261 | NS      | $1320676.85   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                                                  | Venture Global LNG, Inc.                                                                  | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1012005.30   | 0.11%             | 2030-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Verizon Communications Inc.                                                               | Verizon Communications Inc.                                                               | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |       22531 | NS      | $974916.37    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Telenor ASA                                                                               | Telenor ASA                                                                               | CUSIP: N/A<br>LEI: 549300IM1QSBY4SLPM26       | Long             | EC               | CORP              | NO        |        1843 | NS      | $28662.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MERCK Kommanditgesellschaft auf Aktien                                                    | MERCK Kommanditgesellschaft auf Aktien                                                    | CUSIP: N/A<br>LEI: 529900OAREIS0MOPTW25       | Long             | EC               | CORP              | DE        |         385 | NS      | $49899.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals Incorporated                                                       | Vertex Pharmaceuticals Incorporated                                                       | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |         185 | NS      | $82362.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Zayo Group Holdings, Inc.                                                                 | Zayo Group Holdings, Inc.                                                                 | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |      618000 | PA      | $579561.85    | 0.06%             | 2027-03-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Zillow Group, Inc.                                                                        | Zillow Group, Inc.                                                                        | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |        1899 | NS      | $133024.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ziprecruiter, Inc.                                                                        | Ziprecruiter, Inc.                                                                        | CUSIP: 98980BAA1<br>LEI: 549300HLOVNNFCY2IV80 | Long             | DBT              | CORP              | US        |      900000 | PA      | $768425.24    | 0.08%             | 2030-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| RWE Aktiengesellschaft                                                                    | RWE Aktiengesellschaft                                                                    | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | EC               | CORP              | DE        |        2005 | NS      | $83794.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vend Marketplaces ASA                                                                     | Vend Marketplaces ASA                                                                     | CUSIP: N/A<br>LEI: 5967007LIEEXZXHT0O36       | Long             | EC               | CORP              | NO        |         200 | NS      | $7025.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                          | Skandinaviska Enskilda Banken AB                                                          | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | EC               | CORP              | SE        |          59 | NS      | $1049.36      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                                                          | Skandinaviska Enskilda Banken AB                                                          | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | EC               | CORP              | SE        |        3977 | NS      | $69433.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sofina                                                                                    | Sofina                                                                                    | CUSIP: N/A<br>LEI: 5493000GMVR38VUO5D39       | Long             | EC               | CORP              | BE        |          45 | NS      | $14863.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Computershare Limited                                                                     | Computershare Limited                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |        1665 | NS      | $43736.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Central Japan Railway Company                                                             | Central Japan Railway Company                                                             | CUSIP: N/A<br>LEI: 353800YAR3OVUITHTG64       | Long             | EC               | CORP              | JP        |        2900 | NS      | $65003.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CSL Limited                                                                               | CSL Limited                                                                               | CUSIP: N/A<br>LEI: 529900ECSECK5ZDQTE14       | Long             | EC               | CORP              | AU        |        1433 | NS      | $225780.86    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| The Chiba Bank, Ltd.                                                                      | The Chiba Bank, Ltd.                                                                      | CUSIP: N/A<br>LEI: FGJPAKKCTZVSKZXNBS63       | Long             | EC               | CORP              | JP        |        2100 | NS      | $19434.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chubu Electric Power Co., Ltd.                                                            | Chubu Electric Power Co., Ltd.                                                            | CUSIP: N/A<br>LEI: 529900A76GOP0PGNHT63       | Long             | EC               | CORP              | JP        |        2300 | NS      | $28495.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ZoomInfo Technologies LLC                                                                 | ZoomInfo Technologies LLC                                                                 | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      518000 | PA      | $487370.13    | 0.05%             | 2029-02-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Hologic Inc                                                                               | Hologic Inc                                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |       20345 | PA      | $16284.14     | 0.00%             | 2033-01-31      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| CWT Travel Group Incorporated                                                             | CWT Travel Group Incorporated                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |        1115 | NS      | $4460.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wesco Aircraft Holdings, Inc.                                                             | Wesco Aircraft Holdings, Inc.                                                             | CUSIP: N/A<br>LEI: 529900P5VTXZS191P208       | Long             | EC               | CORP              | US        |         969 | NS      | $19370.31     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Chugai Pharmaceutical Co., Ltd.                                                           | Chugai Pharmaceutical Co., Ltd.                                                           | CUSIP: N/A<br>LEI: 529900T9LAII161DCN95       | Long             | EC               | CORP              | JP        |        2000 | NS      | $104128.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| El Paso Electric Company                                                                  | El Paso Electric Company                                                                  | CUSIP: N/A<br>LEI: OZ8GM8L4AHPKSWZMW205       | Long             | EC               | CORP              | US        |         789 | NS      | $1973.48      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Republique Francaise Presidence                                                           | Republique Francaise Presidence                                                           | CUSIP: N/A<br>LEI: 9695006J0AWHMYNZAL19       | Long             | DBT              | NUSS              | FR        |     2480000 | PA      | $3289987.89   | 0.36%             | 2035-04-25      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Techtronic Industries Company Limited                                                     | Techtronic Industries Company Limited                                                     | CUSIP: N/A<br>LEI: 549300HZW2SBE758OK89       | Long             | EC               | CORP              | HK        |       15000 | NS      | $165078.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| J Sainsbury PLC                                                                           | J Sainsbury PLC                                                                           | CUSIP: N/A<br>LEI: 213800VGZAAJIKJ9Y484       | Long             | EC               | CORP              | GB        |        5079 | NS      | $20209.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Nazionale Societa Per Azioni                                       | Terna - Rete Elettrica Nazionale Societa Per Azioni                                       | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | EC               | CORP              | IT        |        4111 | NS      | $42230.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PT. Bank Central Asia Tbk                                                                 | PT. Bank Central Asia Tbk                                                                 | CUSIP: N/A<br>LEI: 254900BR956G2OHVOM21       | Long             | EC               | CORP              | ID        |     1661800 | NS      | $886792.20    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| ACS, Actividades de Construccion y Servicios, S.A.                                        | ACS, Actividades de Construccion y Servicios, S.A.                                        | CUSIP: N/A<br>LEI: 95980020140005558665       | Long             | EC               | CORP              | ES        |         599 | NS      | $41615.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ping An Insurance (Group) Company of China, Ltd.                                          | Ping An Insurance (Group) Company of China, Ltd.                                          | CUSIP: N/A<br>LEI: 300300IP9S6FHQPKRN68       | Long             | EC               | CORP              | CN        |       56500 | NS      | $360240.15    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| UltraTech Cement Limited                                                                  | UltraTech Cement Limited                                                                  | CUSIP: N/A<br>LEI: 335800PC9O9B4BQHG814       | Long             | EC               | CORP              | IN        |        1668 | NS      | $235263.61    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Emaar Properties (P.J.S.C)                                                                | Emaar Properties (P.J.S.C)                                                                | CUSIP: N/A<br>LEI: 254900YWYEXYXK1BMP81       | Long             | EC               | CORP              | AE        |       58971 | NS      | $218577.43    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ono Pharmaceutical Co., Ltd.                                                              | Ono Pharmaceutical Co., Ltd.                                                              | CUSIP: N/A<br>LEI: 529900G26L4NG4GFJZ86       | Long             | EC               | CORP              | JP        |        1300 | NS      | $14061.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ORIX Corporation                                                                          | ORIX Corporation                                                                          | CUSIP: N/A<br>LEI: 35380016EMHNBOVYE123       | Long             | EC               | CORP              | JP        |        3300 | NS      | $74547.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Suzano SA                                                                                 | Suzano SA                                                                                 | CUSIP: N/A<br>LEI: 391200AW174YQSDMGG41       | Long             | EC               | CORP              | BR        |       12524 | NS      | $118160.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Admiral Group PLC                                                                         | Admiral Group PLC                                                                         | CUSIP: N/A<br>LEI: 213800FGVM7Z9EJB2685       | Long             | EC               | CORP              | GB        |         684 | NS      | $30715.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DEXUS Funds Management Limited                                                            | DEXUS Funds Management Limited                                                            | CUSIP: N/A<br>LEI: 5493005UQQH1RQ203J59       | Long             | EC               | CORP              | AU        |        3188 | NS      | $13989.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NTPC Limited                                                                              | NTPC Limited                                                                              | CUSIP: N/A<br>LEI: 335800Q4TRGJXNLVMB81       | Long             | EC               | CORP              | IN        |       34838 | NS      | $136227.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Goodman Funding Pty Ltd                                                                   | Goodman Funding Pty Ltd                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |        5696 | NS      | $128585.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Akbank Turk Anonim Sirketi                                                                | Akbank Turk Anonim Sirketi                                                                | CUSIP: N/A<br>LEI: 789000TUMN63Z28TJ497       | Long             | EC               | CORP              | TR        |       84979 | NS      | $146306.91    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Powszechna Kasa Oszczednosci Bank Polski Spolka Akcyjna                                   | Powszechna Kasa Oszczednosci Bank Polski Spolka Akcyjna                                   | CUSIP: N/A<br>LEI: P4GTT6GF1W40CVIMFR43       | Long             | EC               | CORP              | PL        |        2542 | NS      | $53151.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Intact Financial Corporation                                                              | Intact Financial Corporation                                                              | CUSIP: 45823T106<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | EC               | CORP              | CA        |        2978 | NS      | $692479.31    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Safran                                                                                    | Safran                                                                                    | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |       10305 | NS      | $3355935.34   | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| Estado Espanol                                                                            | Estado Espanol                                                                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      261000 | PA      | $332778.04    | 0.04%             | 2037-01-31      | Fixed         | 4.20%                 | Yes           |                  2 | On Loan: No      |
| HM Treasury                                                                               | HM Treasury                                                                               | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | DE        |      190000 | PA      | $221682.92    | 0.02%             | 2055-12-07      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Cabinet Office, Government of Japan                                                       | Cabinet Office, Government of Japan                                                       | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   126550000 | PA      | $842345.55    | 0.09%             | 2042-09-20      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Osaka Gas Co., Ltd.                                                                       | Osaka Gas Co., Ltd.                                                                       | CUSIP: N/A<br>LEI: 353800024KMNOPQRWZ02       | Long             | EC               | CORP              | JP        |        1200 | NS      | $30812.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Century Corporation                                                                 | Tokyo Century Corporation                                                                 | CUSIP: N/A<br>LEI: 35380096ZLHOF84DXR74       | Long             | EC               | CORP              | JP        |         500 | NS      | $5629.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Talanx Aktiengesellschaft                                                                 | Talanx Aktiengesellschaft                                                                 | CUSIP: N/A<br>LEI: 5299006ZIILJ6VJVSJ32       | Long             | EC               | CORP              | DE        |         179 | NS      | $23215.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coloplast A/S                                                                             | Coloplast A/S                                                                             | CUSIP: N/A<br>LEI: 529900NN7SOJ5QG82X67       | Long             | EC               | CORP              | DK        |         420 | NS      | $39900.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| WPP 2012 Limited                                                                          | WPP 2012 Limited                                                                          | CUSIP: N/A<br>LEI: 549300LSGBXPYHXGDT93       | Long             | EC               | CORP              | JE        |        3185 | NS      | $22399.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| COMMERZBANK Aktiengesellschaft                                                            | COMMERZBANK Aktiengesellschaft                                                            | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | EC               | CORP              | DE        |        2583 | NS      | $81552.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding N.V.                                                                         | ASML Holding N.V.                                                                         | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |        3816 | NS      | $3057822.64   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Cabinet Office, Government of Japan                                                       | Cabinet Office, Government of Japan                                                       | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    51050000 | PA      | $332476.40    | 0.04%             | 2043-03-20      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Qantas Airways Limited                                                                    | Qantas Airways Limited                                                                    | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | EC               | CORP              | AU        |        2192 | NS      | $15513.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Resources Power Holdings Company Limited                                            | China Resources Power Holdings Company Limited                                            | CUSIP: N/A<br>LEI: 529900K60FC0AI053735       | Long             | EC               | CORP              | HK        |       48000 | NS      | $116031.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| QBE Insurance Group Limited                                                               | QBE Insurance Group Limited                                                               | CUSIP: N/A<br>LEI: 549300D2FBW76FPUSG65       | Long             | EC               | CORP              | AU        |        4477 | NS      | $69012.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Star Resources Ltd                                                               | Northern Star Resources Ltd                                                               | CUSIP: N/A<br>LEI: 254900XFXCRYYZAX6M78       | Long             | EC               | CORP              | AU        |        4250 | NS      | $52445.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zijin Mining Group Co., Ltd.                                                              | Zijin Mining Group Co., Ltd.                                                              | CUSIP: N/A<br>LEI: 529900ABI5CBFXD01Q05       | Long             | EC               | CORP              | CN        |      102000 | NS      | $262929.89    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Reece Limited                                                                             | Reece Limited                                                                             | CUSIP: N/A<br>LEI: 254900WJVAXNEIFYYV88       | Long             | EC               | CORP              | AU        |        1027 | NS      | $9710.07      | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Ricoh Company, Ltd.                                                                       | Ricoh Company, Ltd.                                                                       | CUSIP: N/A<br>LEI: 549300HFIB2GRUMDID72       | Long             | EC               | CORP              | JP        |        1600 | NS      | $15102.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Biocon Limited                                                                            | Biocon Limited                                                                            | CUSIP: N/A<br>LEI: 335800NK3L7QCHLOC198       | Long             | EC               | CORP              | IN        |       39611 | NS      | $164630.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Exchange Group, Inc.                                                                | Japan Exchange Group, Inc.                                                                | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | Long             | EC               | CORP              | JP        |       93900 | NS      | $944790.25    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| T&D Holdings, Inc.                                                                        | T&D Holdings, Inc.                                                                        | CUSIP: N/A<br>LEI: 3538008ARJ1MACEWA242       | Long             | EC               | CORP              | JP        |        1600 | NS      | $35134.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SMC Corporation                                                                           | SMC Corporation                                                                           | CUSIP: N/A<br>LEI: 353800O40V08DOZ70X62       | Long             | EC               | CORP              | JP        |         200 | NS      | $71878.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp                                                                       | SoftBank Group Corp                                                                       | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | EC               | CORP              | JP        |        2800 | NS      | $203004.74    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co., Ltd.                                                             | Samsung Electronics Co., Ltd.                                                             | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |       31048 | NS      | $1373301.89   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Tele2 AB                                                                                  | Tele2 AB                                                                                  | CUSIP: N/A<br>LEI: 213800EKD193RVI9HL76       | Long             | EC               | CORP              | SE        |        1640 | NS      | $23975.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Coca-Cola HBC AG                                                                          | Coca-Cola HBC AG                                                                          | CUSIP: N/A<br>LEI: 549300EFP3TNG7JGVE49       | Long             | EC               | CORP              | CH        |         598 | NS      | $31208.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AB Sagax                                                                                  | AB Sagax                                                                                  | CUSIP: N/A<br>LEI: 549300LJX28T6OM8DT95       | Long             | EC               | CORP              | SE        |         636 | NS      | $14516.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JB Financial Group Co., Ltd.                                                              | JB Financial Group Co., Ltd.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |        7958 | NS      | $120845.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Suntory Beverage & Food Limited                                                           | Suntory Beverage & Food Limited                                                           | CUSIP: N/A<br>LEI: 549300FONLMVK7YYYH41       | Long             | EC               | CORP              | JP        |         500 | NS      | $16026.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| HM Treasury                                                                               | HM Treasury                                                                               | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      254000 | PA      | $250193.41    | 0.03%             | 2068-07-22      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Vonovia SE                                                                                | Vonovia SE                                                                                | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | EC               | CORP              | DE        |        2394 | NS      | $84585.90     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Compagnie Financiere Richemont SA                                                         | Compagnie Financiere Richemont SA                                                         | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |        1582 | NS      | $298514.61    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize N.V.                                                           | Koninklijke Ahold Delhaize N.V.                                                           | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |        2663 | NS      | $111277.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HM Treasury                                                                               | HM Treasury                                                                               | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      272000 | PA      | $174770.15    | 0.02%             | 2057-07-22      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Dino Polska Spolka Akcyjna                                                                | Dino Polska Spolka Akcyjna                                                                | CUSIP: N/A<br>LEI: 259400H4L81SMPRTW956       | Long             | EC               | CORP              | PL        |        1184 | NS      | $172955.76    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Gouvernement De France                                                                    | Gouvernement De France                                                                    | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      266960 | PA      | $169591.36    | 0.02%             | 2066-05-25      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Segretariato Generale Della Presidenza Della Repubblica                                   | Segretariato Generale Della Presidenza Della Repubblica                                   | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      408000 | PA      | $425909.51    | 0.05%             | 2036-09-01      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Estado Espanol                                                                            | Estado Espanol                                                                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |       21000 | PA      | $24179.27     | 0.00%             | 2028-07-30      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| Convatec Group PLC                                                                        | Convatec Group PLC                                                                        | CUSIP: N/A<br>LEI: 213800LS272L4FIDOH92       | Long             | EC               | CORP              | GB        |        4903 | NS      | $19410.04     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Canada, Government of                                                                     | Canada, Government of                                                                     | CUSIP: 135087F82<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1345000 | PA      | $958690.91    | 0.11%             | 2027-06-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Cabinet Office, Government of Japan                                                       | Cabinet Office, Government of Japan                                                       | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    61550000 | PA      | $390606.67    | 0.04%             | 2043-12-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| InterContinental Hotels Group PLC                                                         | InterContinental Hotels Group PLC                                                         | CUSIP: N/A<br>LEI: 2138007ZFQYRUSLU3J98       | Long             | EC               | CORP              | GB        |        3635 | NS      | $414593.39    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Segretariato Generale Della Presidenza Della Repubblica                                   | Segretariato Generale Della Presidenza Della Repubblica                                   | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      150000 | PA      | $176962.69    | 0.02%             | 2035-03-01      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| Alibaba Group Holding Limited                                                             | Alibaba Group Holding Limited                                                             | CUSIP: N/A<br>LEI: 5493001NTNQJDH60PM02       | Long             | EC               | CORP              | KY        |      138832 | NS      | $1962136.03   | 0.21%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Staat der Nederlanden                                                                     | Staat der Nederlanden                                                                     | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |      216000 | PA      | $111952.43    | 0.01%             | 2052-01-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Cabinet Office, Government of Japan                                                       | Cabinet Office, Government of Japan                                                       | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |     6950000 | PA      | $39607.35     | 0.00%             | 2039-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Warehouses De Pauw                                                                        | Warehouses De Pauw                                                                        | CUSIP: N/A<br>LEI: 549300HWDYC5JXC85138       | Long             | EC               | CORP              | BE        |         527 | NS      | $12863.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SPA                                                                       | Intesa Sanpaolo SPA                                                                       | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      500000 | PA      | $648897.67    | 0.07%             | 2031-08-29      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Legal & General Group PLC                                                                 | Legal & General Group PLC                                                                 | CUSIP: N/A<br>LEI: 213800JH9QQWHLO99821       | Long             | EC               | CORP              | GB        |       17635 | NS      | $61667.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Associated British Foods PLC                                                              | Associated British Foods PLC                                                              | CUSIP: N/A<br>LEI: GBQKSY6W7G0OHCQ8OQ72       | Long             | EC               | CORP              | GB        |         954 | NS      | $26944.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pearson PLC                                                                               | Pearson PLC                                                                               | CUSIP: N/A<br>LEI: 2138004JBXWWJKIURC57       | Long             | EC               | CORP              | GB        |        1964 | NS      | $28896.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Persimmon Public Limited Company                                                          | Persimmon Public Limited Company                                                          | CUSIP: N/A<br>LEI: 213800XI72Y57UWN6F31       | Long             | EC               | CORP              | GB        |         927 | NS      | $16482.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stora Enso Oyj                                                                            | Stora Enso Oyj                                                                            | CUSIP: N/A<br>LEI: 7437000ZP669LKUTZ738       | Long             | EC               | CORP              | FI        |        1732 | NS      | $18813.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Henkel AG & Co. KGaA                                                                      | Henkel AG & Co. KGaA                                                                      | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Long             | EP               | CORP              | DE        |         482 | NS      | $37857.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesco PLC                                                                                 | Tesco PLC                                                                                 | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |       19845 | NS      | $109485.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Estado Espanol                                                                            | Estado Espanol                                                                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |       75000 | PA      | $40591.59     | 0.00%             | 2071-10-31      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| BASF SE                                                                                   | BASF SE                                                                                   | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | EC               | CORP              | DE        |        2593 | NS      | $127905.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Beiersdorf Aktiengesellschaft                                                             | Beiersdorf Aktiengesellschaft                                                             | CUSIP: N/A<br>LEI: L47NHHI0Z9X22DV46U41       | Long             | EC               | CORP              | DE        |         284 | NS      | $35636.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wolters Kluwer N.V.                                                                       | Wolters Kluwer N.V.                                                                       | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | EC               | CORP              | NL        |         682 | NS      | $114140.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi                                                                                    | Sanofi                                                                                    | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |       10857 | NS      | $1048946.37   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| H & M Hennes & Mauritz AB                                                                 | H & M Hennes & Mauritz AB                                                                 | CUSIP: N/A<br>LEI: 529900O5RR7R39FRDM42       | Long             | EC               | CORP              | SE        |        1492 | NS      | $20935.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Kesko Oyj                                                                                 | Kesko Oyj                                                                                 | CUSIP: N/A<br>LEI: 743700OX6HSVMCAHPB95       | Long             | EC               | CORP              | FI        |         259 | NS      | $6229.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elisa Oyj                                                                                 | Elisa Oyj                                                                                 | CUSIP: N/A<br>LEI: 743700TU2S3DXWGU7H32       | Long             | EC               | CORP              | FI        |         424 | NS      | $23520.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander, S.A.                                                                     | Banco Santander, S.A.                                                                     | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |       44051 | NS      | $364458.60    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| HM Treasury                                                                               | HM Treasury                                                                               | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     2503000 | PA      | $1507260.08   | 0.17%             | 2051-07-31      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Staat der Nederlanden                                                                     | Staat der Nederlanden                                                                     | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |     1411675 | PA      | $1481961.76   | 0.16%             | 2030-07-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Ackermans                                                                                 | Ackermans                                                                                 | CUSIP: N/A<br>LEI: 5493005E2GHATS0Z6J59       | Long             | EC               | CORP              | BE        |          66 | NS      | $16884.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Aktiengesellschaft                                                                | Siemens Aktiengesellschaft                                                                | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |       14515 | NS      | $3720335.07   | 0.41%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonica, S.A.                                                                          | Telefonica, S.A.                                                                          | CUSIP: 879382109<br>LEI: 549300EEJH4FEPDBBR25 | Long             | EC               | CORP              | ES        |       13355 | NS      | $70198.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Deutsche Bank Aktiengesellschaft                                                          | Deutsche Bank Aktiengesellschaft                                                          | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | EC               | CORP              | DE        |        5306 | NS      | $156064.81    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke Aktiengesellschaft                                               | Bayerische Motoren Werke Aktiengesellschaft                                               | CUSIP: N/A<br>LEI: YEH5ZCD6E441RHVHD759       | Long             | EC               | CORP              | DE        |         834 | NS      | $74054.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayerische Motoren Werke Aktiengesellschaft                                               | Bayerische Motoren Werke Aktiengesellschaft                                               | CUSIP: N/A<br>LEI: YEH5ZCD6E441RHVHD759       | Long             | EP               | CORP              | DE        |         166 | NS      | $13735.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Buzzi S.p.A.                                                                              | Buzzi S.p.A.                                                                              | CUSIP: N/A<br>LEI: 5299003DX5YLKSVJ6K59       | Long             | EC               | CORP              | IT        |         235 | NS      | $13085.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Colruyt Group                                                                             | Colruyt Group                                                                             | CUSIP: N/A<br>LEI: 5493000O0NZ1BCXO8K39       | Long             | EC               | CORP              | BE        |         122 | NS      | $5275.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Orlen S A                                                                                 | Orlen S A                                                                                 | CUSIP: N/A<br>LEI: 259400VVMM70CQREJT74       | Long             | EC               | CORP              | PL        |        1702 | NS      | $38826.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                                                       | Deutsche Telekom AG                                                                       | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |       24107 | NS      | $880188.51    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Sartorius Aktiengesellschaft                                                              | Sartorius Aktiengesellschaft                                                              | CUSIP: N/A<br>LEI: 529900EQV2DY4FOAMU38       | Long             | EP               | CORP              | DE        |          75 | NS      | $19122.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                                                                  | Infineon Technologies AG                                                                  | CUSIP: N/A<br>LEI: TSI2PJM6EPETEQ4X1U25       | Long             | EC               | CORP              | DE        |       17903 | NS      | $763090.71    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Nokia Oyj                                                                                 | Nokia Oyj                                                                                 | CUSIP: N/A<br>LEI: 549300A0JPRWG1KI7U06       | Long             | EC               | CORP              | FI        |       14957 | NS      | $77615.78     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke KPN N.V.                                                                      | Koninklijke KPN N.V.                                                                      | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |       11483 | NS      | $55958.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                                           | Telefonaktiebolaget LM Ericsson                                                           | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |         160 | NS      | $1369.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonaktiebolaget LM Ericsson                                                           | Telefonaktiebolaget LM Ericsson                                                           | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |        7662 | NS      | $65360.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Chocoladefabriken Lindt & Sprungli AG                                                     | Chocoladefabriken Lindt & Sprungli AG                                                     | CUSIP: N/A<br>LEI: 529900JYJNNOKKAGK736       | Long             | EP               | CORP              | CH        |           4 | NS      | $67360.85     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| STMicroelectronics N.V.                                                                   | STMicroelectronics N.V.                                                                   | CUSIP: N/A<br>LEI: 213800Z8NOHIKRI42W10       | Long             | EC               | CORP              | NL        |        1900 | NS      | $57984.75     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale                                                                          | Societe Generale                                                                          | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | EC               | CORP              | FR        |        2074 | NS      | $118956.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Telia Company AB                                                                          | Telia Company AB                                                                          | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | EC               | CORP              | SE        |        6861 | NS      | $24647.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Givaudan SA                                                                               | Givaudan SA                                                                               | CUSIP: N/A<br>LEI: 213800SVRMQA1TD91D41       | Long             | EC               | CORP              | CH        |          26 | NS      | $125948.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Zurich Insurance Group AG                                                                 | Zurich Insurance Group AG                                                                 | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |         428 | NS      | $299853.24    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Philips N.V.                                                                  | Koninklijke Philips N.V.                                                                  | CUSIP: N/A<br>LEI: H1FJE8H61JGM1JSGM897       | Long             | EC               | CORP              | NL        |        2348 | NS      | $56522.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aisin Corporation                                                                         | Aisin Corporation                                                                         | CUSIP: N/A<br>LEI: 3538004IOK08PDY6I723       | Long             | EC               | CORP              | JP        |        1800 | NS      | $22991.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ajinomoto Co., Inc.                                                                       | Ajinomoto Co., Inc.                                                                       | CUSIP: N/A<br>LEI: 353800UT0TLROREPIC92       | Long             | EC               | CORP              | JP        |        2900 | NS      | $78811.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ANA Holdings Inc.                                                                         | ANA Holdings Inc.                                                                         | CUSIP: N/A<br>LEI: 5493008IRKIY0G3TE305       | Long             | EC               | CORP              | JP        |         400 | NS      | $7828.37      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ramsay Health Care Limited                                                                | Ramsay Health Care Limited                                                                | CUSIP: N/A<br>LEI: 549300QBX122KF2JPI10       | Long             | EC               | CORP              | AU        |         547 | NS      | $13195.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zensho Holdings Co., Ltd.                                                                 | Zensho Holdings Co., Ltd.                                                                 | CUSIP: N/A<br>LEI: 353800DYF3UDM49ITT03       | Long             | EC               | CORP              | JP        |         300 | NS      | $18166.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Technologies Engineering Ltd                                                    | Singapore Technologies Engineering Ltd                                                    | CUSIP: N/A<br>LEI: 254900OEXGGWCR24DG90       | Long             | EC               | CORP              | SG        |        4500 | NS      | $27621.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Realtek Semiconductor Corporation                                                         | Realtek Semiconductor Corporation                                                         | CUSIP: N/A<br>LEI: 5299002E7F36O00MYY75       | Long             | EC               | CORP              | TW        |       16000 | NS      | $310695.81    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Group Holdings, Ltd.                                                                | Asahi Group Holdings, Ltd.                                                                | CUSIP: N/A<br>LEI: 353800KAJ02XNHLCJW79       | Long             | EC               | CORP              | JP        |        4600 | NS      | $61391.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Asahi Kasei Corporation                                                                   | Asahi Kasei Corporation                                                                   | CUSIP: N/A<br>LEI: 353800GPI4Z3MGDGN142       | Long             | EC               | CORP              | JP        |        4000 | NS      | $28467.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AGC Inc.                                                                                  | AGC Inc.                                                                                  | CUSIP: N/A<br>LEI: JE4WFFEELMVPFZ0G1E77       | Long             | EC               | CORP              | JP        |         600 | NS      | $17569.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| ASICS Corporation                                                                         | ASICS Corporation                                                                         | CUSIP: N/A<br>LEI: 3538002LJMRZ83SU0B85       | Long             | EC               | CORP              | JP        |        2200 | NS      | $56049.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ANZ Group Holdings Limited                                                                | ANZ Group Holdings Limited                                                                | CUSIP: N/A<br>LEI: JHE42UYNWWTJB8YTTU19       | Long             | EC               | CORP              | AU        |        8890 | NS      | $170953.89    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of The Philippine Islands                                                            | Bank of The Philippine Islands                                                            | CUSIP: N/A<br>LEI: 549300UW4UH6XT2X8C50       | Long             | EC               | CORP              | PH        |       47280 | NS      | $109136.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WH Group Limited                                                                          | WH Group Limited                                                                          | CUSIP: N/A<br>LEI: 254900A4AYEDRWYSE928       | Long             | EC               | CORP              | KY        |       23940 | NS      | $23093.99     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                                           | Ontario Teachers' Finance Trust                                                           | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | CORP              | GB        |     2700000 | PA      | $3612277.25   | 0.40%             | 2026-05-15      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: No      |
| Bank Hapoalim B.M.                                                                        | Bank Hapoalim B.M.                                                                        | CUSIP: N/A<br>LEI: B6ARUI4946ST4S7WOU88       | Long             | EC               | CORP              | IL        |        3910 | NS      | $75090.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Westpac Banking Corporation                                                               | Westpac Banking Corporation                                                               | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | EC               | CORP              | AU        |       10191 | NS      | $227138.79    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Leumi Le-Israel B.M.                                                                 | Bank Leumi Le-Israel B.M.                                                                 | CUSIP: N/A<br>LEI: 7JDSZWRGUQY2DSTWCR57       | Long             | EC               | CORP              | IL        |        4443 | NS      | $82738.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LY Corporation                                                                            | LY Corporation                                                                            | CUSIP: N/A<br>LEI: 52990078MD2OL792YM35       | Long             | EC               | CORP              | JP        |        7800 | NS      | $28680.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kubota Corporation                                                                        | Kubota Corporation                                                                        | CUSIP: N/A<br>LEI: 549300CSY4INHEHQQT13       | Long             | EC               | CORP              | JP        |        3300 | NS      | $37019.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| KYOCERA Corporation                                                                       | KYOCERA Corporation                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        3900 | NS      | $46709.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kyowa Kirin Co., Ltd.                                                                     | Kyowa Kirin Co., Ltd.                                                                     | CUSIP: N/A<br>LEI: 529900TBXKVTQGYA3582       | Long             | EC               | CORP              | JP        |         700 | NS      | $11952.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| KT Corporation                                                                            | KT Corporation                                                                            | CUSIP: N/A<br>LEI: 9884005ACF8449EANY26       | Long             | EC               | CORP              | KR        |        3723 | NS      | $153736.72    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Lasertec Co., Ltd.                                                                        | Lasertec Co., Ltd.                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |         200 | NS      | $26796.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Tokio Marine Holdings, Inc.                                                               | Tokio Marine Holdings, Inc.                                                               | CUSIP: N/A<br>LEI: 5299009QN2NZ191KLS29       | Long             | EC               | CORP              | JP        |       23600 | NS      | $999426.15    | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| BlueScope Steel Limited                                                                   | BlueScope Steel Limited                                                                   | CUSIP: N/A<br>LEI: 529900H6UQI16XACWC95       | Long             | EC               | CORP              | AU        |        1299 | NS      | $19773.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BYD Company Limited                                                                       | BYD Company Limited                                                                       | CUSIP: N/A<br>LEI: 5299005557VL7ULJ7A69       | Long             | EC               | CORP              | CN        |       11652 | NS      | $181240.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| JFE Holdings, Inc.                                                                        | JFE Holdings, Inc.                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        1800 | NS      | $20981.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Makita Corporation                                                                        | Makita Corporation                                                                        | CUSIP: N/A<br>LEI: 529900CDR9E94BCM6294       | Long             | EC               | CORP              | JP        |         700 | NS      | $21547.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Republic of Korea, Government of                                                      | The Republic of Korea, Government of                                                      | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |      490000 | PA      | $573986.61    | 0.06%             | 2025-09-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| HM Treasury                                                                               | HM Treasury                                                                               | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     1900000 | PA      | $2328192.30   | 0.26%             | 2029-01-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group, Inc.                                                     | Sumitomo Mitsui Financial Group, Inc.                                                     | CUSIP: N/A<br>LEI: 35380028MYWPB6AUO129       | Long             | EC               | CORP              | JP        |       11400 | NS      | $286930.25    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Capitaland Ascendas REIT                                                                  | Capitaland Ascendas REIT                                                                  | CUSIP: N/A<br>LEI: 549300ILIBAEMQZK3L20       | Long             | EC               | CORP              | SG        |       10600 | NS      | $22390.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Marubeni Corporation                                                                      | Marubeni Corporation                                                                      | CUSIP: N/A<br>LEI: 4P4N3ORD02UGQT1T1W12       | Long             | EC               | CORP              | JP        |        4900 | NS      | $98724.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Panasonic Holdings Corporation                                                            | Panasonic Holdings Corporation                                                            | CUSIP: N/A<br>LEI: 254900GE1G59KGWPHX32       | Long             | EC               | CORP              | JP        |        6700 | NS      | $72318.69     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Suncorp Group Limited                                                                     | Suncorp Group Limited                                                                     | CUSIP: N/A<br>LEI: 549300BVOKRTHDIWVT46       | Long             | EC               | CORP              | AU        |        3205 | NS      | $45658.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                                                              | Mizuho Financial Group, Inc.                                                              | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | EC               | CORP              | JP        |        7410 | NS      | $204674.74    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Estate Co., Ltd.                                                               | Mitsubishi Estate Co., Ltd.                                                               | CUSIP: N/A<br>LEI: 353800KOFMRGOXSJ5Z65       | Long             | EC               | CORP              | JP        |        3700 | NS      | $69433.91     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Corporation                                                                    | Mitsubishi Corporation                                                                    | CUSIP: N/A<br>LEI: KVIPTY4PULAPGC1VVD26       | Long             | EC               | CORP              | JP        |       11400 | NS      | $228249.31    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Electric Corporation                                                           | Mitsubishi Electric Corporation                                                           | CUSIP: N/A<br>LEI: 549300TRXM9Y6561AX39       | Long             | EC               | CORP              | JP        |        6100 | NS      | $131277.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Heavy Industries, Ltd.                                                         | Mitsubishi Heavy Industries, Ltd.                                                         | CUSIP: N/A<br>LEI: 353800TJ98PCAZROVE69       | Long             | EC               | CORP              | JP        |        9900 | NS      | $247124.62    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui & Co., Ltd.                                                                        | Mitsui & Co., Ltd.                                                                        | CUSIP: N/A<br>LEI: 2NRSB4GOU9DD6CNW5R48       | Long             | EC               | CORP              | JP        |        7600 | NS      | $154839.07    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui O.S.K. Lines, Ltd.                                                                 | Mitsui O.S.K. Lines, Ltd.                                                                 | CUSIP: N/A<br>LEI: 353800P8O843TMAZ6S09       | Long             | EC               | CORP              | JP        |        1000 | NS      | $33383.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui Fudosan Co., Ltd.                                                                  | Mitsui Fudosan Co., Ltd.                                                                  | CUSIP: N/A<br>LEI: 353800ND4ZKNZDYKMF33       | Long             | EC               | CORP              | JP        |       69200 | NS      | $669421.28    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co., Ltd.                                                            | Murata Manufacturing Co., Ltd.                                                            | CUSIP: N/A<br>LEI: 529900QZG6DL8ZRI7140       | Long             | EC               | CORP              | JP        |        5400 | NS      | $80328.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Niterra Co., Ltd.                                                                         | Niterra Co., Ltd.                                                                         | CUSIP: N/A<br>LEI: 549300RG3XQGTFM4HH31       | Long             | EC               | CORP              | JP        |         600 | NS      | $19933.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| National Australia Bank Limited                                                           | National Australia Bank Limited                                                           | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | EC               | CORP              | AU        |        9111 | NS      | $235763.43    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Renesas Electronics Corporation                                                           | Renesas Electronics Corporation                                                           | CUSIP: N/A<br>LEI: 5299000EPC47VJQOFB81       | Long             | EC               | CORP              | JP        |        4500 | NS      | $54612.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nintendo Co., Ltd.                                                                        | Nintendo Co., Ltd.                                                                        | CUSIP: N/A<br>LEI: 353800FEEXU6I9M0ZF27       | Long             | EC               | CORP              | JP        |        3400 | NS      | $326873.54    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| DENSO Corporation                                                                         | DENSO Corporation                                                                         | CUSIP: N/A<br>LEI: 549300RYPA10CQM3QK38       | Long             | EC               | CORP              | JP        |        5800 | NS      | $78211.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nec Corporation                                                                           | Nec Corporation                                                                           | CUSIP: N/A<br>LEI: 5493000QYMPFRTEY4K28       | Long             | EC               | CORP              | JP        |        3800 | NS      | $110579.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Paint Holdings Co., Ltd.                                                           | Nippon Paint Holdings Co., Ltd.                                                           | CUSIP: N/A<br>LEI: 529900RYRJUN78A7PL87       | Long             | EC               | CORP              | JP        |        2900 | NS      | $23299.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Airlines Co., Ltd.                                                                  | Japan Airlines Co., Ltd.                                                                  | CUSIP: N/A<br>LEI: 3538002MH5L1QZZ93477       | Long             | EC               | CORP              | JP        |         400 | NS      | $8165.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sandoz Group AG                                                                           | Sandoz Group AG                                                                           | CUSIP: N/A<br>LEI: 5493000JWK6XWFEUD320       | Long             | EC               | CORP              | CH        |        1226 | NS      | $67205.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Scentre Group Limited                                                                     | Scentre Group Limited                                                                     | CUSIP: N/A<br>LEI: 529900TUCASM3W86E831       | Long             | EC               | CORP              | AU        |       15383 | NS      | $36059.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vonovia SE                                                                                | Vonovia SE                                                                                | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |      100000 | PA      | $113507.32    | 0.01%             | 2030-04-07      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Canada, Government of                                                                     | Canada, Government of                                                                     | CUSIP: 135087C93<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      176000 | PA      | $108067.30    | 0.01%             | 2064-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Canada, Government of                                                                     | Canada, Government of                                                                     | CUSIP: 135087M68<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      205000 | PA      | $101910.63    | 0.01%             | 2053-12-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Dassault Systemes                                                                         | Dassault Systemes                                                                         | CUSIP: N/A<br>LEI: 96950065LBWY0APQIM86       | Long             | EC               | CORP              | FR        |        1973 | NS      | $71419.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Sage Group PLC.                                                                       | The Sage Group PLC.                                                                       | CUSIP: N/A<br>LEI: 2138005RN5XYLTF8G138       | Long             | EC               | CORP              | GB        |        2880 | NS      | $49455.96     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank, The                                                                | Toronto-Dominion Bank, The                                                                | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |     1000000 | PA      | $1204631.23   | 0.13%             | 2029-02-16      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| NatWest Group PLC                                                                         | NatWest Group PLC                                                                         | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |      135386 | NS      | $951481.38    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| JD Sports Fashion PLC                                                                     | JD Sports Fashion PLC                                                                     | CUSIP: N/A<br>LEI: 213800HROV6Y9MUU8375       | Long             | EC               | CORP              | GB        |        7420 | NS      | $9029.15      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HM Treasury                                                                               | HM Treasury                                                                               | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     1800356 | PA      | $1899656.10   | 0.21%             | 2033-07-31      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| Alnylam Pharmaceuticals, Inc.                                                             | Alnylam Pharmaceuticals, Inc.                                                             | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |        1530 | NS      | $498917.70    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc.                                                                             | Alphabet Inc.                                                                             | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |        7535 | NS      | $1336633.65   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| NetEase, Inc.                                                                             | NetEase, Inc.                                                                             | CUSIP: N/A<br>LEI: 5299004AF4DSJDB0PA32       | Long             | EC               | CORP              | KY        |       21800 | NS      | $589831.13    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Danmarks Nationalbank                                                                     | Danmarks Nationalbank                                                                     | CUSIP: N/A<br>LEI: 549300AHYJ0OMBLIL335       | Long             | DBT              | NUSS              | DK        |      605000 | PA      | $49539.55     | 0.01%             | 2052-11-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Alta Equipment Group Inc.                                                                 | Alta Equipment Group Inc.                                                                 | CUSIP: 02128LAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      862000 | PA      | $803937.09    | 0.09%             | 2029-06-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: —       |
| Altice Financing S.A.                                                                     | Altice Financing S.A.                                                                     | CUSIP: 02154CAF0<br>LEI: 549300DIYGW8HVDF7Q17 | Long             | DBT              | CORP              | LU        |      250000 | PA      | $188206.76    | 0.02%             | 2028-01-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| American Airlines, Inc.                                                                   | American Airlines, Inc.                                                                   | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |      469000 | PA      | $478760.95    | 0.05%             | 2028-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: —       |
| American Airlines, Inc.                                                                   | American Airlines, Inc.                                                                   | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |      914000 | PA      | $957707.44    | 0.10%             | 2029-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: —       |
| Sandor-Palota                                                                             | Sandor-Palota                                                                             | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |      100000 | PA      | $93287.80     | 0.01%             | 2035-06-05      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| TPG Corporation Limited                                                                   | TPG Corporation Limited                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |        1211 | NS      | $4241.93      | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| American Axle & Manufacturing, Inc.                                                       | American Axle & Manufacturing, Inc.                                                       | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |      903000 | PA      | $826668.15    | 0.09%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| American Express Company                                                                  | American Express Company                                                                  | CUSIP: 025816CY3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |      102000 | PA      | $102000.00    | 0.01%             | 2025-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| H World Group Limited                                                                     | H World Group Limited                                                                     | CUSIP: N/A<br>LEI: 549300Y5ML31FVN83730       | Long             | EC               | CORP              | KY        |       48200 | NS      | $163944.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HM Treasury                                                                               | HM Treasury                                                                               | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      330000 | PA      | $118543.40    | 0.01%             | 2061-10-22      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Necessity Retail Reit, Inc. , The                                                         | Necessity Retail Reit, Inc. , The                                                         | CUSIP: 02608AAA7<br>LEI: 549300GN4H0K3IUS8983 | Long             | DBT              | CORP              | US        |      551000 | PA      | $535028.79    | 0.06%             | 2028-09-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| American Homes 4 Rent                                                                     | American Homes 4 Rent                                                                     | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |       11223 | NS      | $404813.61    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| American Tower Corporation                                                                | American Tower Corporation                                                                | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |       11080 | NS      | $2448901.60   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| AmeriTex HoldCo Intermediate LLC                                                          | AmeriTex HoldCo Intermediate LLC                                                          | CUSIP: 030727AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      706000 | PA      | $749461.01    | 0.08%             | 2028-10-15      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| Ameriprise Financial, Inc.                                                                | Ameriprise Financial, Inc.                                                                | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |        1189 | NS      | $634604.97    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| AmWINS Group, Inc.                                                                        | AmWINS Group, Inc.                                                                        | CUSIP: 031921AB5<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |      245000 | PA      | $238068.71    | 0.03%             | 2029-06-30      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| AmWINS Group, Inc.                                                                        | AmWINS Group, Inc.                                                                        | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |      206000 | PA      | $209939.26    | 0.02%             | 2029-02-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Antero Resources Corporation                                                              | Antero Resources Corporation                                                              | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |      700000 | PA      | $704362.61    | 0.08%             | 2030-03-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Apple Hospitality REIT, Inc.                                                              | Apple Hospitality REIT, Inc.                                                              | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |        3112 | NS      | $36317.04     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| AppLovin Corporation                                                                      | AppLovin Corporation                                                                      | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |         533 | NS      | $186592.64    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Arches Buyer Inc.                                                                         | Arches Buyer Inc.                                                                         | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |      711000 | PA      | $680645.13    | 0.07%             | 2028-06-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Car Rental, LLC                                                               | Avis Budget Car Rental, LLC                                                               | CUSIP: 053773BF3<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |      197000 | PA      | $189838.29    | 0.02%             | 2029-03-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: —       |
| Avis Budget Car Rental, LLC                                                               | Avis Budget Car Rental, LLC                                                               | CUSIP: 053773BJ5<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | DBT              | CORP              | US        |     1114000 | PA      | $1162945.95   | 0.13%             | 2030-01-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: —       |
| Avolon Holdings Funding Limited                                                           | Avolon Holdings Funding Limited                                                           | CUSIP: 05401AAJ0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | US        |      700000 | PA      | $682716.65    | 0.07%             | 2027-02-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Axalta Coating Systems, LLC                                                               | Axalta Coating Systems, LLC                                                               | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |      358000 | PA      | $338645.06    | 0.04%             | 2029-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Axalta Coating Systems, LLC                                                               | Axalta Coating Systems, LLC                                                               | CUSIP: 05454NAA7<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |      624000 | PA      | $619935.30    | 0.07%             | 2027-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Axon Enterprise, Inc.                                                                     | Axon Enterprise, Inc.                                                                     | CUSIP: 05464CAC5<br>LEI: 549300QP2IEEGFE16681 | Long             | DBT              | CORP              | US        |      981000 | PA      | $1009207.36   | 0.11%             | 2030-03-15      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| B&G Foods, Inc.                                                                           | B&G Foods, Inc.                                                                           | CUSIP: 05508WAB1<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |      239000 | PA      | $217488.30    | 0.02%             | 2027-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |
| B&G Foods, Inc.                                                                           | B&G Foods, Inc.                                                                           | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |      685000 | PA      | $660369.43    | 0.07%             | 2028-09-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| BJ's Wholesale Club Holdings, Inc.                                                        | BJ's Wholesale Club Holdings, Inc.                                                        | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |        2223 | NS      | $239706.09    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarios Global LP                                                                         | Clarios Global LP                                                                         | CUSIP: 18060TAC9<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |      891000 | PA      | $914653.84    | 0.10%             | 2028-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Clarios Global LP                                                                         | Clarios Global LP                                                                         | CUSIP: 18060TAD7<br>LEI: 549300474L1ZLXZY2P98 | Long             | DBT              | CORP              | US        |      270000 | PA      | $280756.59    | 0.03%             | 2030-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Clarivate Science Holdings Corporation                                                    | Clarivate Science Holdings Corporation                                                    | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      418000 | PA      | $400548.92    | 0.04%             | 2028-07-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                                      | Clear Channel Outdoor Holdings, Inc.                                                      | CUSIP: 18453HAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       62000 | PA      | $61281.96     | 0.01%             | 2027-08-15      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| PetSmart, LLC                                                                             | PetSmart, LLC                                                                             | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      751000 | PA      | $731405.62    | 0.08%             | 2029-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Phinia Inc.                                                                               | Phinia Inc.                                                                               | CUSIP: 71880KAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      788000 | PA      | $812540.45    | 0.09%             | 2029-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Shutterfly, LLC                                                                           | Shutterfly, LLC                                                                           | CUSIP: 719245AD4<br>LEI: 549300I1C8WJQ5FZE154 | Long             | DBT              | CORP              | US        |       34000 | PA      | $17425.00     | 0.00%             | 2026-10-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Pike Corporation                                                                          | Pike Corporation                                                                          | CUSIP: 721283AA7<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |      232000 | PA      | $231692.19    | 0.03%             | 2028-09-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Allegro.eu                                                                                | Allegro.eu                                                                                | CUSIP: N/A<br>LEI: 222100VRLXV3FPMG4982       | Long             | EC               | CORP              | LU        |        1852 | NS      | $17824.11     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| SGS SA                                                                                    | SGS SA                                                                                    | CUSIP: N/A<br>LEI: 2138007JNS19JHNA2336       | Long             | EC               | CORP              | CH        |         454 | NS      | $46049.45     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Playtika Holding Corp.                                                                    | Playtika Holding Corp.                                                                    | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |      655000 | PA      | $594994.97    | 0.07%             | 2029-03-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Prime Healthcare Services, Inc.                                                           | Prime Healthcare Services, Inc.                                                           | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1219000 | PA      | $1209816.33   | 0.13%             | 2029-09-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Canadian Pacific Kansas City Limited                                                      | Canadian Pacific Kansas City Limited                                                      | CUSIP: 13646K108<br>LEI: 54930036474DURYNB481 | Long             | EC               | CORP              | CA        |        5474 | NS      | $434864.93    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| JDE Peet's N.V.                                                                           | JDE Peet's N.V.                                                                           | CUSIP: N/A<br>LEI: 724500EHG519SE5ZRT89       | Long             | EC               | CORP              | NL        |         462 | NS      | $13221.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Prime Security Services Borrower, LLC                                                     | Prime Security Services Borrower, LLC                                                     | CUSIP: 74166MAF3<br>LEI: 549300O6QPZVWXV2DC15 | Long             | DBT              | CORP              | US        |      853000 | PA      | $825190.27    | 0.09%             | 2027-08-31      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Primo Water Holdings Inc.                                                                 | Primo Water Holdings Inc.                                                                 | CUSIP: 74168RAB9<br>LEI: 9845008F9A5F2E1D4832 | Long             | DBT              | CORP              | US        |       50000 | PA      | $48491.38     | 0.01%             | 2029-04-30      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Progress Residential 2025-SFR3 Trust                                                      | Progress Residential 2025-SFR3 Trust                                                      | CUSIP: 74334BAA5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      415000 | PA      | $390017.62    | 0.04%             | 2030-07-17      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Company                                                          | Public Storage Operating Company                                                          | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Long             | EC               | CORP              | US        |         530 | NS      | $155512.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Incorporated                                                            | Quest Diagnostics Incorporated                                                            | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | EC               | CORP              | US        |        2162 | NS      | $388360.06    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rocket Mortgage, LLC                                                                      | Rocket Mortgage, LLC                                                                      | CUSIP: 74841CAA9<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |      550000 | PA      | $522819.15    | 0.06%             | 2029-03-01      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| RHP Hotel Properties, LP                                                                  | RHP Hotel Properties, LP                                                                  | CUSIP: 749571AF2<br>LEI: 549300SJMSMA2471GA96 | Long             | DBT              | CORP              | US        |       92000 | PA      | $91477.02     | 0.01%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| RLJ III-EM Columbus Lessee, LLC                                                           | RLJ III-EM Columbus Lessee, LLC                                                           | CUSIP: 74965LAB7<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |      257000 | PA      | $239891.67    | 0.03%             | 2029-09-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Sandor-Palota                                                                             | Sandor-Palota                                                                             | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |      257000 | PA      | $274778.92    | 0.03%             | 2028-09-21      | Fixed         | 0.13%                 | Yes           |                  2 | On Loan: No      |
| Viterra Finance B.V.                                                                      | Viterra Finance B.V.                                                                      | CUSIP: N/A<br>LEI: 213800HBZGEIZLKJBI17       | Long             | DBT              | CORP              | NL        |      750000 | PA      | $830570.06    | 0.09%             | 2028-09-24      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Radiate HoldCo, LLC                                                                       | Radiate HoldCo, LLC                                                                       | CUSIP: 75026JAC4<br>LEI: 5493000GQJ5RDX9DNJ71 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $856888.78    | 0.09%             | 2026-09-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: —       |
| Range Resources Corporation                                                               | Range Resources Corporation                                                               | CUSIP: 75281A109<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | EC               | CORP              | US        |        4546 | NS      | $184885.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Epiroc Aktiebolag                                                                         | Epiroc Aktiebolag                                                                         | CUSIP: N/A<br>LEI: 5493004Q73OEYW1SPE91       | Long             | EC               | CORP              | SE        |        1846 | NS      | $40113.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Epiroc Aktiebolag                                                                         | Epiroc Aktiebolag                                                                         | CUSIP: N/A<br>LEI: 5493004Q73OEYW1SPE91       | Long             | EC               | CORP              | SE        |        1157 | NS      | $22152.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                                           | Ontario Teachers' Finance Trust                                                           | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | CORP              | CA        |      875000 | PA      | $965906.28    | 0.11%             | 2028-05-19      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Fiat Chrysler Automobiles N.V.                                                            | Fiat Chrysler Automobiles N.V.                                                            | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | EC               | CORP              | NL        |        5910 | NS      | $59112.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Rand Parent LLC                                                                           | Rand Parent LLC                                                                           | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      956000 | PA      | $959123.65    | 0.11%             | 2030-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: —       |
| Regeneron Pharmaceuticals, Inc.                                                           | Regeneron Pharmaceuticals, Inc.                                                           | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |         161 | NS      | $84525.00     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Canada, Government of                                                                     | Canada, Government of                                                                     | CUSIP: 135087M27<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1200000 | PA      | $811778.96    | 0.09%             | 2031-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Segretariato Generale Della Presidenza Della Repubblica                                   | Segretariato Generale Della Presidenza Della Repubblica                                   | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |       26000 | PA      | $32340.02     | 0.00%             | 2029-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corporation                                                             | Regions Financial Corporation                                                             | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |        9879 | NS      | $232354.08    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Saudi Arabia, Kingdom of                                                                  | Saudi Arabia, Kingdom of                                                                  | CUSIP: N/A<br>LEI: 635400FMICXSM3SI3H65       | Long             | DBT              | NUSS              | US        |     1060000 | PA      | $1053078.20   | 0.12%             | 2025-10-22      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| Investor Aktiebolag                                                                       | Investor Aktiebolag                                                                       | CUSIP: N/A<br>LEI: 549300VEBQPHRZBKUX38       | Long             | EC               | CORP              | SE        |        5382 | NS      | $159154.09    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HM Treasury                                                                               | HM Treasury                                                                               | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      235000 | PA      | $302024.80    | 0.03%             | 2033-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Segretariato Generale Della Presidenza Della Repubblica                                   | Segretariato Generale Della Presidenza Della Repubblica                                   | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |        3000 | PA      | $3533.85      | 0.00%             | 2025-07-01      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| National Grid PLC                                                                         | National Grid PLC                                                                         | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | DBT              | CORP              | GB        |      796000 | PA      | $868234.58    | 0.10%             | 2028-09-01      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| Mondi PLC                                                                                 | Mondi PLC                                                                                 | CUSIP: N/A<br>LEI: 213800LOZA69QFDC9N34       | Long             | EC               | CORP              | GB        |        1309 | NS      | $21382.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Estado Espanol                                                                            | Estado Espanol                                                                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      153000 | PA      | $168621.67    | 0.02%             | 2030-10-31      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Bank of Ireland Group Public Limited Company                                              | Bank of Ireland Group Public Limited Company                                              | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | DBT              | CORP              | IE        |      600000 | PA      | $762916.23    | 0.08%             | 2031-07-04      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Alcoa Corporation                                                                         | Alcoa Corporation                                                                         | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |        7570 | NS      | $223390.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Align Technology, Inc.                                                                    | Align Technology, Inc.                                                                    | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |        1969 | NS      | $372790.77    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                                                          | Amazon.com, Inc.                                                                          | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |       64053 | NS      | $14052587.67  | 1.54%             |  |  |  | No            |                  1 | On Loan: No      |
| American Express Company                                                                  | American Express Company                                                                  | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |        2534 | NS      | $808295.32    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK, Inc.                                                                              | AMETEK, Inc.                                                                              | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |        2643 | NS      | $478277.28    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices, Inc.                                                                      | Analog Devices, Inc.                                                                      | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |       12166 | NS      | $2895751.32   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health, Inc.                                                                     | Elevance Health, Inc.                                                                     | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |        1265 | NS      | $492034.40    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Danmarks Nationalbank                                                                     | Danmarks Nationalbank                                                                     | CUSIP: N/A<br>LEI: 549300AHYJ0OMBLIL335       | Long             | DBT              | NUSS              | DK        |      560000 | PA      | $87496.60     | 0.01%             | 2033-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Gouvernement De France                                                                    | Gouvernement De France                                                                    | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      350000 | PA      | $340586.76    | 0.04%             | 2054-05-25      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Apple Inc.                                                                                | Apple Inc.                                                                                | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |       50416 | NS      | $10343850.72  | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlassian Corporation                                                                     | Atlassian Corporation                                                                     | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |        2061 | NS      | $418568.49    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Haleon PLC                                                                                | Haleon PLC                                                                                | CUSIP: N/A<br>LEI: 549300PSB3WWEODCUP19       | Long             | EC               | CORP              | GB        |       26727 | NS      | $137348.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sampo Oyj                                                                                 | Sampo Oyj                                                                                 | CUSIP: N/A<br>LEI: 743700UF3RL386WIDA22       | Long             | EC               | CORP              | FI        |        7492 | NS      | $80336.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Columbia Sportswear Company                                                               | Columbia Sportswear Company                                                               | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |         414 | NS      | $25287.12     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Comerica Incorporated                                                                     | Comerica Incorporated                                                                     | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |        3416 | NS      | $203764.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| INEOS Quattro Finance 2 plc                                                               | INEOS Quattro Finance 2 plc                                                               | CUSIP: N/A<br>LEI: 213800V48W4Y5MT5Q131       | Long             | DBT              | CORP              | GB        |      100000 | PA      | $117196.67    | 0.01%             | 2029-03-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Yum China Holdings, Inc.                                                                  | Yum China Holdings, Inc.                                                                  | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |        8820 | NS      | $395968.12    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Segretariato Generale Della Presidenza Della Repubblica                                   | Segretariato Generale Della Presidenza Della Repubblica                                   | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |       21000 | PA      | $24362.35     | 0.00%             | 2027-04-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Cabinet Office, Government of Japan                                                       | Cabinet Office, Government of Japan                                                       | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    56950000 | PA      | $247451.02    | 0.03%             | 2050-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Vestas Wind Systems A/S                                                                   | Vestas Wind Systems A/S                                                                   | CUSIP: N/A<br>LEI: 549300DYMC8BGZZC8844       | Long             | EC               | CORP              | DK        |        2940 | NS      | $44362.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Danmarks Nationalbank                                                                     | Danmarks Nationalbank                                                                     | CUSIP: N/A<br>LEI: 549300AHYJ0OMBLIL335       | Long             | DBT              | NUSS              | DK        |      810000 | PA      | $111209.95    | 0.01%             | 2031-11-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Copart, Inc.                                                                              | Copart, Inc.                                                                              | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |        8103 | NS      | $397614.21    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Incorporated                                                                      | Corning Incorporated                                                                      | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Long             | EC               | CORP              | US        |        3452 | NS      | $181540.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Segretariato Generale Della Presidenza Della Repubblica                                   | Segretariato Generale Della Presidenza Della Repubblica                                   | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     1600000 | PA      | $2010880.68   | 0.22%             | 2031-10-30      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| NIBE Industrier AB                                                                        | NIBE Industrier AB                                                                        | CUSIP: N/A<br>LEI: 549300ZQH0FIF1P0MX67       | Long             | EC               | CORP              | SE        |        4862 | NS      | $20700.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Swedish Orphan Biovitrum AB (Publ)                                                        | Swedish Orphan Biovitrum AB (Publ)                                                        | CUSIP: N/A<br>LEI: 549300124Y3MQI87PT35       | Long             | EC               | CORP              | SE        |         482 | NS      | $14675.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government of the Province of British Columbia                                            | Government of the Province of British Columbia                                            | CUSIP: 110709FL1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      280000 | PA      | $217518.93    | 0.02%             | 2037-06-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Blue Star Limited                                                                         | Blue Star Limited                                                                         | CUSIP: N/A<br>LEI: 335800CWJUVEKQ1TE879       | Long             | EC               | CORP              | IN        |        5480 | NS      | $104993.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Idemitsu Kosan Co., Ltd.                                                                  | Idemitsu Kosan Co., Ltd.                                                                  | CUSIP: N/A<br>LEI: 549300P0R46FF6DUA630       | Long             | EC               | CORP              | JP        |        2400 | NS      | $14565.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Indonesia, The Government of, The                                             | Republic of Indonesia, The Government of, The                                             | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 20580000000 | PA      | $1264589.34   | 0.14%             | 2034-02-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| BPCE SFH                                                                                  | BPCE SFH                                                                                  | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |      600000 | PA      | $727825.08    | 0.08%             | 2029-03-13      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Severn Trent PLC                                                                          | Severn Trent PLC                                                                          | CUSIP: N/A<br>LEI: 213800RPBXRETY4A4C59       | Long             | EC               | CORP              | GB        |         784 | NS      | $29429.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Brambles Limited                                                                          | Brambles Limited                                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |        4055 | NS      | $62580.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Metso Oyj                                                                                 | Metso Oyj                                                                                 | CUSIP: N/A<br>LEI: 549300R0VN9C371W0E07       | Long             | EC               | CORP              | FI        |        2080 | NS      | $26939.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Galp Energia, SGPS, S.A.                                                                  | Galp Energia, SGPS, S.A.                                                                  | CUSIP: N/A<br>LEI: 2138003319Y7NM75FG53       | Long             | EC               | CORP              | PT        |        1228 | NS      | $22499.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK PLC                                                                                   | GSK PLC                                                                                   | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |       12028 | NS      | $228813.14    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| KE Holdings Inc.                                                                          | KE Holdings Inc.                                                                          | CUSIP: N/A<br>LEI: 254900RHVY072XPAZE03       | Long             | EC               | CORP              | KY        |       50487 | NS      | $307175.75    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| MonotaRO Co., Ltd.                                                                        | MonotaRO Co., Ltd.                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |         700 | NS      | $13856.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Symrise AG                                                                                | Symrise AG                                                                                | CUSIP: N/A<br>LEI: 529900D82I6R9601CF26       | Long             | EC               | CORP              | DE        |         371 | NS      | $38956.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Whitbread PLC                                                                             | Whitbread PLC                                                                             | CUSIP: N/A<br>LEI: 21380099VMZKRMN3EX36       | Long             | EC               | CORP              | GB        |         495 | NS      | $19168.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aker BP ASA                                                                               | Aker BP ASA                                                                               | CUSIP: N/A<br>LEI: 549300NFTY73920OYK69       | Long             | EC               | CORP              | NO        |         908 | NS      | $23203.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cabinet Office, Government of Japan                                                       | Cabinet Office, Government of Japan                                                       | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    60400000 | PA      | $380406.12    | 0.04%             | 2044-06-20      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SPA                                                                       | Intesa Sanpaolo SPA                                                                       | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |      100000 | PA      | $127517.87    | 0.01%             | 2030-05-19      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Graphic Packaging Holding Company                                                         | Graphic Packaging Holding Company                                                         | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6446 | NS      | $135817.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hayward Holdings, Inc.                                                                    | Hayward Holdings, Inc.                                                                    | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1305 | NS      | $18009.00     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Aktiebolaget SKF                                                                          | Aktiebolaget SKF                                                                          | CUSIP: N/A<br>LEI: 549300B6HWYEE57O8J84       | Long             | EC               | CORP              | SE        |        1067 | NS      | $24499.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aktiebolaget Volvo                                                                        | Aktiebolaget Volvo                                                                        | CUSIP: 928856202<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |         563 | NS      | $15834.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Piraeus Financial Holdings S.A.                                                           | Piraeus Financial Holdings S.A.                                                           | CUSIP: N/A<br>LEI: M6AD1Y1KW32H8THQ6F76       | Long             | EC               | CORP              | GR        |       36077 | NS      | $250718.81    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordnet AB                                                                                | Nordnet AB                                                                                | CUSIP: N/A<br>LEI: 549300KK7IUPX2I8HT93       | Long             | EC               | CORP              | SE        |         473 | NS      | $12879.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Hershey Company                                                                       | The Hershey Company                                                                       | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |        1291 | NS      | $214241.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Home Depot, Inc. , The                                                                    | Home Depot, Inc. , The                                                                    | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |        1348 | NS      | $494230.72    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Aktiebolaget Volvo                                                                        | Aktiebolaget Volvo                                                                        | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |       99250 | NS      | $2786582.35   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Max Financial Services Limited                                                            | Max Financial Services Limited                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IN        |       15374 | NS      | $295348.64    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Middleby Corporation, The                                                                 | Middleby Corporation, The                                                                 | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |        2232 | NS      | $321408.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Mohawk Industries, Inc.                                                                   | Mohawk Industries, Inc.                                                                   | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |        4734 | NS      | $496312.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandvik Aktiebolag                                                                        | Sandvik Aktiebolag                                                                        | CUSIP: N/A<br>LEI: 5299008ZUAXN43LVZF54       | Long             | EC               | CORP              | SE        |        2886 | NS      | $66169.42     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Keppel Ltd.                                                                               | Keppel Ltd.                                                                               | CUSIP: N/A<br>LEI: 254900SQ7IPDOY6IDW33       | Long             | EC               | CORP              | SG        |        4100 | NS      | $23976.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Moody's Corporation                                                                       | Moody's Corporation                                                                       | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |        1257 | NS      | $630498.63    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Morgan Stanley                                                                            | Morgan Stanley                                                                            | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |       12943 | NS      | $1823150.98   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Ontario, Government of                                                                    | Ontario, Government of                                                                    | CUSIP: N/A<br>LEI: C7PVKCRGLG18EBQGZV36       | Long             | DBT              | NUSS              | CA        |     1098000 | PA      | $1120476.53   | 0.12%             | 2030-11-25      | Fixed         | 0.01%                 | Yes           |                  2 | On Loan: No      |
| Holcim US Finance (Luxembourg) S.A.                                                       | Holcim US Finance (Luxembourg) S.A.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | LU        |      858000 | PA      | $866174.39    | 0.09%             | 2031-04-23      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Murphy USA Inc.                                                                           | Murphy USA Inc.                                                                           | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |         229 | NS      | $93157.20     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Natera, Inc.                                                                              | Natera, Inc.                                                                              | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        4082 | NS      | $689613.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Orkla ASA                                                                                 | Orkla ASA                                                                                 | CUSIP: N/A<br>LEI: 549300PZS8G8RG6RVZ52       | Long             | EC               | CORP              | NO        |        2165 | NS      | $23563.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aktiebolaget Industrivarden                                                               | Aktiebolaget Industrivarden                                                               | CUSIP: N/A<br>LEI: 549300TM1DLIQI3B3T37       | Long             | EC               | CORP              | SE        |         361 | NS      | $13104.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Sanso Holdings Corporation                                                         | Nippon Sanso Holdings Corporation                                                         | CUSIP: N/A<br>LEI: 353800F1K6653B4VPY57       | Long             | EC               | CORP              | JP        |         600 | NS      | $22663.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nidec Corporation                                                                         | Nidec Corporation                                                                         | CUSIP: N/A<br>LEI: 353800IF171MZTNL6Y31       | Long             | EC               | CORP              | JP        |        3000 | NS      | $58079.31     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Aktiebolaget Industrivarden                                                               | Aktiebolaget Industrivarden                                                               | CUSIP: N/A<br>LEI: 549300TM1DLIQI3B3T37       | Long             | EC               | CORP              | SE        |         475 | NS      | $17168.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Svenska Cellulosa Aktiebolaget SCA                                                        | Svenska Cellulosa Aktiebolaget SCA                                                        | CUSIP: N/A<br>LEI: 549300FW5JDRV1IJ0M67       | Long             | EC               | CORP              | SE        |        1436 | NS      | $18664.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Telegraph and Telephone Corporation                                                | Nippon Telegraph and Telephone Corporation                                                | CUSIP: N/A<br>LEI: 353800VHQU5VIXVUA841       | Long             | EC               | CORP              | JP        |       79900 | NS      | $85448.63     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissin Food Holdings Co., Ltd.                                                            | Nissin Food Holdings Co., Ltd.                                                            | CUSIP: N/A<br>LEI: 529900YMZMNSHC1W6V41       | Long             | EC               | CORP              | JP        |         800 | NS      | $16632.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                                                              | DNB Bank ASA                                                                              | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | EC               | CORP              | NO        |        2200 | NS      | $60923.37     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Suisse Group AG                                                                    | Credit Suisse Group AG                                                                    | CUSIP: N/A<br>LEI: 549300506SI9CRFV9Z86       | Long             | DBT              | CORP              | CH        |      550000 | PA      | $729666.80    | 0.08%             | 2029-03-01      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Nitto Denko Corporation                                                                   | Nitto Denko Corporation                                                                   | CUSIP: N/A<br>LEI: 3538009GX5P09USH2J25       | Long             | EC               | CORP              | JP        |        2000 | NS      | $38525.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Minebeamitsumi Inc.                                                                       | Minebeamitsumi Inc.                                                                       | CUSIP: N/A<br>LEI: 353800CCB0CZ75YZ4010       | Long             | EC               | CORP              | JP        |        1200 | NS      | $17546.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Estado Espanol                                                                            | Estado Espanol                                                                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     4179000 | PA      | $4897353.31   | 0.54%             | 2054-10-31      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| SGH Limited                                                                               | SGH Limited                                                                               | CUSIP: N/A<br>LEI: 254900DME8O9GCK94794       | Long             | EC               | CORP              | AU        |         592 | NS      | $21111.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HM Treasury                                                                               | HM Treasury                                                                               | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |       42968 | PA      | $55358.63     | 0.01%             | 2042-12-07      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| China CITIC Bank Corporation Limited                                                      | China CITIC Bank Corporation Limited                                                      | CUSIP: N/A<br>LEI: 300300C1030211000384       | Long             | EC               | CORP              | CN        |      229000 | NS      | $218191.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc.                                                         | Nationstar Mortgage Holdings Inc.                                                         | CUSIP: 63861CAA7<br>LEI: 549300LBCBNR1OT00651 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1001090.49   | 0.11%             | 2027-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| KfW                                                                                       | KfW                                                                                       | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |      750000 | PA      | $890672.04    | 0.10%             | 2026-05-29      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Engie                                                                                     | Engie                                                                                     | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |      700000 | PA      | $844602.39    | 0.09%             | 2031-03-06      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings Inc.                                                         | Nationstar Mortgage Holdings Inc.                                                         | CUSIP: 63861CAC3<br>LEI: 549300LBCBNR1OT00651 | Long             | DBT              | CORP              | US        |      230000 | PA      | $229735.24    | 0.03%             | 2028-08-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| NCR Atleos Escrow Corporation                                                             | NCR Atleos Escrow Corporation                                                             | CUSIP: 638962AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       72000 | PA      | $78810.78     | 0.01%             | 2029-04-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Nippon Steel Corporation                                                                  | Nippon Steel Corporation                                                                  | CUSIP: N/A<br>LEI: 35380065QWQ4U2V3PA33       | Long             | EC               | CORP              | JP        |        3100 | NS      | $58752.24     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Motor Co., Ltd.                                                                    | Nissan Motor Co., Ltd.                                                                    | CUSIP: N/A<br>LEI: 353800DRBDH1LUTNAY26       | Long             | EC               | CORP              | JP        |        6400 | NS      | $15499.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Galderma Group AG                                                                         | Galderma Group AG                                                                         | CUSIP: N/A<br>LEI: 89450001OK6O8ELQ4584       | Long             | EC               | CORP              | CH        |         366 | NS      | $53161.35     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Autostrade per l'italia S.P.A.                                                            | Autostrade per l'italia S.P.A.                                                            | CUSIP: N/A<br>LEI: 815600149448CEB9B230       | Long             | DBT              | CORP              | IT        |      600000 | PA      | $761955.02    | 0.08%             | 2033-06-14      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Navient Corporation                                                                       | Navient Corporation                                                                       | CUSIP: 63938CAL2<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      403000 | PA      | $397013.71    | 0.04%             | 2028-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Navient Corporation                                                                       | Navient Corporation                                                                       | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      723000 | PA      | $708269.52    | 0.08%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Prysmian S.p.A.                                                                           | Prysmian S.p.A.                                                                           | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | EC               | CORP              | IT        |         843 | NS      | $59779.59     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SalMar ASA                                                                                | SalMar ASA                                                                                | CUSIP: N/A<br>LEI: 5967007LIEEXZXGDBK67       | Long             | EC               | CORP              | NO        |         220 | NS      | $9530.35      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credito Emiliano SpA                                                                      | Credito Emiliano SpA                                                                      | CUSIP: N/A<br>LEI: 8156004B244AA70DE787       | Long             | DBT              | CORP              | IT        |      600000 | PA      | $720439.33    | 0.08%             | 2029-04-18      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                                                              | UBS Group AG                                                                              | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | EC               | CORP              | CH        |       40598 | NS      | $1376606.01   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Neptune BidCo US Inc.                                                                     | Neptune BidCo US Inc.                                                                     | CUSIP: 640695AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1361000 | PA      | $1325329.09   | 0.15%             | 2029-04-15      | Fixed         | 9.29%                 | Yes           |                  2 | On Loan: No      |
| NESCO Holdings II, Inc.                                                                   | NESCO Holdings II, Inc.                                                                   | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |     1010000 | PA      | $981637.34    | 0.11%             | 2029-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Danske Bank A/S                                                                           | Danske Bank A/S                                                                           | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |      600000 | PA      | $736808.13    | 0.08%             | 2028-11-09      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Ferrovial SE                                                                              | Ferrovial SE                                                                              | CUSIP: N/A<br>LEI: 72450022R2ZFL41Y6I04       | Long             | EC               | CORP              | NL        |        1344 | NS      | $71757.76     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Netflix, Inc.                                                                             | Netflix, Inc.                                                                             | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |        1345 | NS      | $1801129.85   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Neurocrine Biosciences, Inc.                                                              | Neurocrine Biosciences, Inc.                                                              | CUSIP: 64125C109<br>LEI: 549300FECER0XBN49756 | Long             | EC               | CORP              | US        |        2118 | NS      | $266211.42    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Medibank Private Limited                                                                  | Medibank Private Limited                                                                  | CUSIP: N/A<br>LEI: BDYVSUPTML83OLINBJ17       | Long             | EC               | CORP              | AU        |        8163 | NS      | $27116.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CVC Capital Partners PLC                                                                  | CVC Capital Partners PLC                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JE        |        2402 | NS      | $49430.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Holdings, Inc.                                                                     | Nomura Holdings, Inc.                                                                     | CUSIP: N/A<br>LEI: 549300B3CEAHYG7K8164       | Long             | EC               | CORP              | JP        |        8500 | NS      | $55993.40     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Yusen Kabushiki Kaisha                                                             | Nippon Yusen Kabushiki Kaisha                                                             | CUSIP: N/A<br>LEI: 353800YPW4XM0ZN5I149       | Long             | EC               | CORP              | JP        |        1300 | NS      | $46714.07     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kajima Corporation                                                                        | Kajima Corporation                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        1400 | NS      | $36552.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RITHM Capital Corp.                                                                       | RITHM Capital Corp.                                                                       | CUSIP: 64828TAB8<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |      245000 | PA      | $247511.19    | 0.03%             | 2029-04-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Geberit AG                                                                                | Geberit AG                                                                                | CUSIP: N/A<br>LEI: 52990093Z5OHD6T7BS47       | Long             | EC               | CORP              | CH        |         102 | NS      | $80296.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DSV A/S                                                                                   | DSV A/S                                                                                   | CUSIP: N/A<br>LEI: 529900X41C0BSLK67H70       | Long             | EC               | CORP              | DK        |         566 | NS      | $135917.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Andritz AG                                                                                | Andritz AG                                                                                | CUSIP: N/A<br>LEI: 549300VZKC61IR5U8G96       | Long             | EC               | CORP              | AT        |         197 | NS      | $14668.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Smiths Group PLC                                                                          | Smiths Group PLC                                                                          | CUSIP: N/A<br>LEI: 213800MJL6IPZS3ASA11       | Long             | EC               | CORP              | GB        |        1007 | NS      | $31084.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| The Kansai Electric Power Company, Incorporated                                           | The Kansai Electric Power Company, Incorporated                                           | CUSIP: N/A<br>LEI: 353800PFUKP5ONPJNZ86       | Long             | EC               | CORP              | JP        |        3000 | NS      | $35543.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kao Corporation                                                                           | Kao Corporation                                                                           | CUSIP: N/A<br>LEI: 353800HM38HFCB8RGL63       | Long             | EC               | CORP              | JP        |        1400 | NS      | $62692.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| VINCI                                                                                     | VINCI                                                                                     | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |        4771 | NS      | $703865.92    | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Jeronimo Martins, SGPS, S.A.                                                              | Jeronimo Martins, SGPS, S.A.                                                              | CUSIP: N/A<br>LEI: 259400A8SZP10GB5IB19       | Long             | EC               | CORP              | PT        |        5817 | NS      | $147291.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kawasaki Heavy Industries, Ltd.                                                           | Kawasaki Heavy Industries, Ltd.                                                           | CUSIP: N/A<br>LEI: 5493008FFSI8SQ74AT93       | Long             | EC               | CORP              | JP        |         500 | NS      | $38231.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kawasaki Kisen Kaisha, Ltd.                                                               | Kawasaki Kisen Kaisha, Ltd.                                                               | CUSIP: N/A<br>LEI: 353800FL04R73DS5P870       | Long             | EC               | CORP              | JP        |        1100 | NS      | $15539.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Danone                                                                                    | Danone                                                                                    | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | EC               | CORP              | FR        |        1904 | NS      | $155896.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| 3I Group PLC                                                                              | 3I Group PLC                                                                              | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | EC               | CORP              | GB        |       19676 | NS      | $1114133.25   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitori Holdings Co., Ltd.                                                                 | Nitori Holdings Co., Ltd.                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |         200 | NS      | $19280.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nice Ltd                                                                                  | Nice Ltd                                                                                  | CUSIP: N/A<br>LEI: 254900YTY4EF5Z4W0A51       | Long             | EC               | CORP              | IL        |         188 | NS      | $31908.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kikkoman Corporation                                                                      | Kikkoman Corporation                                                                      | CUSIP: N/A<br>LEI: 529900T9K5UH9HXOND47       | Long             | EC               | CORP              | JP        |        2900 | NS      | $26929.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KIA Corporation                                                                           | KIA Corporation                                                                           | CUSIP: N/A<br>LEI: 988400V8MJK9N7OI5X76       | Long             | EC               | CORP              | KR        |       12813 | NS      | $917552.79    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Estado Espanol                                                                            | Estado Espanol                                                                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      496000 | PA      | $607885.30    | 0.07%             | 2033-10-31      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Leasing Gesellschaft Mit Beschrankter Haftung                                  | Volkswagen Leasing Gesellschaft Mit Beschrankter Haftung                                  | CUSIP: N/A<br>LEI: 5299004GLEUX88BSNB74       | Long             | DBT              | CORP              | DE        |       50000 | PA      | $60577.29     | 0.01%             | 2031-04-11      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Newell Brands Inc.                                                                        | Newell Brands Inc.                                                                        | CUSIP: 651229BF2<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      754000 | PA      | $733243.58    | 0.08%             | 2030-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Newell Brands Inc.                                                                        | Newell Brands Inc.                                                                        | CUSIP: 651229BG0<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     1119000 | PA      | $1178377.08   | 0.13%             | 2028-06-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| L'Air Liquide, societe anonyme pour l'Etude et l'Exploitation des procedes Georges Claude | L'Air Liquide, societe anonyme pour l'Etude et l'Exploitation des procedes Georges Claude | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |        7353 | NS      | $1517831.70   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| DiaSorin S.p.A.                                                                           | DiaSorin S.p.A.                                                                           | CUSIP: N/A<br>LEI: 8156002878BDF0EE4348       | Long             | EC               | CORP              | IT        |          65 | NS      | $6959.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Oriental Land Co., Ltd.                                                                   | Oriental Land Co., Ltd.                                                                   | CUSIP: N/A<br>LEI: 353800PIFKBZ6KTU5994       | Long             | EC               | CORP              | JP        |        3300 | NS      | $76090.77     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PT Bank Mandiri (Persero) Tbk.                                                            | PT Bank Mandiri (Persero) Tbk.                                                            | CUSIP: N/A<br>LEI: 549300RSKQN4Z5ZSGH94       | Long             | EC               | CORP              | ID        |      584400 | NS      | $175829.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Obayashi Corporation                                                                      | Obayashi Corporation                                                                      | CUSIP: N/A<br>LEI: 529900YT4O5S0LCXWD54       | Long             | EC               | CORP              | JP        |        2000 | NS      | $30308.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Trust Corporation                                                                | Northern Trust Corporation                                                                | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |        2447 | NS      | $310255.13    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group, Inc.                                                                 | Nexstar Media Group, Inc.                                                                 | CUSIP: 65336YAN3<br>LEI: 52990083ZRR5UT591988 | Long             | DBT              | CORP              | US        |     1035000 | PA      | $1008101.61   | 0.11%             | 2028-11-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: —       |
| NextEra Energy, Inc.                                                                      | NextEra Energy, Inc.                                                                      | CUSIP: 65339F101<br>LEI: TWQ1WATU9P8ZBX9T3I54 | Long             | EC               | CORP              | US        |       26920 | NS      | $1868786.40   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Shoprite Holdings                                                                         | Shoprite Holdings                                                                         | CUSIP: N/A<br>LEI: 529900Q4O1EYP6NH5150       | Long             | EC               | CORP              | ZA        |        9366 | NS      | $147093.13    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimadzu Corporation                                                                      | Shimadzu Corporation                                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |         800 | NS      | $19780.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners, LP                                                | XPLR Infrastructure Operating Partners, LP                                                | CUSIP: 65342QAL6<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      430000 | PA      | $419814.96    | 0.05%             | 2026-10-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners, LP                                                | XPLR Infrastructure Operating Partners, LP                                                | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      473000 | PA      | $484928.56    | 0.05%             | 2029-01-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: —       |
| Nissan Motor Acceptance Company LLC                                                       | Nissan Motor Acceptance Company LLC                                                       | CUSIP: 65480CAC9<br>LEI: 353800DRBDH1LUTNAY26 | Long             | DBT              | CORP              | US        |     1252000 | PA      | $1195331.50   | 0.13%             | 2026-09-16      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| Noble Finance II LLC                                                                      | Noble Finance II LLC                                                                      | CUSIP: 65505PAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1189000 | PA      | $1210873.88   | 0.13%             | 2030-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Shimizu Corporation                                                                       | Shimizu Corporation                                                                       | CUSIP: N/A<br>LEI: 353800BRAE0QFP3ZLY22       | Long             | EC               | CORP              | JP        |        1700 | NS      | $18984.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shin-Etsu Chemical Co., Ltd.                                                              | Shin-Etsu Chemical Co., Ltd.                                                              | CUSIP: N/A<br>LEI: 353800PX8Q64N86H5W41       | Long             | EC               | CORP              | JP        |       12500 | NS      | $412641.06    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Oil and Gas Incorporated                                                         | Northern Oil and Gas Incorporated                                                         | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |      867000 | PA      | $874378.14    | 0.10%             | 2028-03-01      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| Gen Digital Inc.                                                                          | Gen Digital Inc.                                                                          | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |      943000 | PA      | $960071.52    | 0.11%             | 2027-09-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Shionogi & Co., Ltd.                                                                      | Shionogi & Co., Ltd.                                                                      | CUSIP: N/A<br>LEI: 35380049VXDTHZI3DY35       | Long             | EC               | CORP              | JP        |        2500 | NS      | $45022.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimano Inc.                                                                              | Shimano Inc.                                                                              | CUSIP: N/A<br>LEI: 529900L32YT3P9DECR10       | Long             | EC               | CORP              | JP        |         200 | NS      | $28937.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Novelis Corporation                                                                       | Novelis Corporation                                                                       | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      921000 | PA      | $905925.75    | 0.10%             | 2026-11-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Novelis Corporation                                                                       | Novelis Corporation                                                                       | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |      298000 | PA      | $308124.77    | 0.03%             | 2030-01-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Shiseido Company, Limited                                                                 | Shiseido Company, Limited                                                                 | CUSIP: N/A<br>LEI: 5299008QCD0YDT5OF506       | Long             | EC               | CORP              | JP        |        1100 | NS      | $19588.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Hulic Co., Ltd.                                                                           | Hulic Co., Ltd.                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        1500 | NS      | $15116.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MatsukiyoCocokara & Co.                                                                   | MatsukiyoCocokara & Co.                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        1200 | NS      | $24706.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Reckitt Benckiser Group PLC                                                               | Reckitt Benckiser Group PLC                                                               | CUSIP: N/A<br>LEI: 5493003JFSMOJG48V108       | Long             | EC               | CORP              | GB        |        2021 | NS      | $137333.63    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA Corporation                                                                        | NVIDIA Corporation                                                                        | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      107084 | NS      | $16918201.16  | 1.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympus Water US Holding Corporation                                                      | Olympus Water US Holding Corporation                                                      | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |      988000 | PA      | $940302.77    | 0.10%             | 2028-10-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| On Semiconductor Corporation                                                              | On Semiconductor Corporation                                                              | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |      900000 | PA      | $870478.52    | 0.10%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                               | ONEOK, Inc.                                                                               | CUSIP: 682680CQ4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      500000 | PA      | $510628.56    | 0.06%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Company                                                                      | Baker Hughes Company                                                                      | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       61190 | NS      | $2346024.60   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corporation                                                                          | Ball Corporation                                                                          | CUSIP: 058498AY2<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      843000 | PA      | $861252.03    | 0.09%             | 2028-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| ONEOK, Inc.                                                                               | ONEOK, Inc.                                                                               | CUSIP: 682680CR2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      200000 | PA      | $213732.11    | 0.02%             | 2030-09-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| OneMain Finance Corporation                                                               | OneMain Finance Corporation                                                               | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     1308000 | PA      | $1280238.05   | 0.14%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sino Land Company Limited                                                                 | Sino Land Company Limited                                                                 | CUSIP: N/A<br>LEI: 529900G5P51053HJVZ92       | Long             | EC               | CORP              | HK        |       10000 | NS      | $10644.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Airlines Limited                                                                | Singapore Airlines Limited                                                                | CUSIP: N/A<br>LEI: 549300ZG62N2599PWR15       | Long             | EC               | CORP              | SG        |        3950 | NS      | $21682.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Omnicom Group Inc.                                                                        | Omnicom Group Inc.                                                                        | CUSIP: 681919106<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | EC               | CORP              | US        |        5806 | NS      | $417683.64    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Healthcare Limited                                                                  | Sonic Healthcare Limited                                                                  | CUSIP: N/A<br>LEI: 549300NQQ5L2NONWR862       | Long             | EC               | CORP              | AU        |        1378 | NS      | $24268.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank, S.A.                                                                           | CaixaBank, S.A.                                                                           | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               | CORP              | ES        |       10540 | NS      | $91435.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola, Sociedad Anonima                                                               | Iberdrola, Sociedad Anonima                                                               | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |       43086 | NS      | $825783.82    | 0.09%             |  |  |  | No            |                  2 | On Loan: —       |
| OneMain Finance Corporation                                                               | OneMain Finance Corporation                                                               | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      460000 | PA      | $440739.80    | 0.05%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corporation                                                               | OneMain Finance Corporation                                                               | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      126000 | PA      | $129575.90    | 0.01%             | 2029-05-15      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corporation                                                               | OneMain Finance Corporation                                                               | CUSIP: 682695AA9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      219000 | PA      | $229738.64    | 0.03%             | 2029-01-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                                           | Ontario Teachers' Finance Trust                                                           | CUSIP: 68329AAE8<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | CORP              | CA        |      297000 | PA      | $209951.25    | 0.02%             | 2027-10-19      | Fixed         | 1.10%                 | Yes           |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                                                           | Ontario Teachers' Finance Trust                                                           | CUSIP: 68329AAP3<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | CORP              | US        |     1067000 | PA      | $1076541.22   | 0.12%             | 2028-04-25      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corporation                                                                        | Oracle Corporation                                                                        | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |       11464 | NS      | $2506374.32   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Organon & Co.                                                                             | Organon & Co.                                                                             | CUSIP: 68622TAA9<br>LEI: 549300AMCKY57OK2CO56 | Long             | DBT              | CORP              | US        |     1236000 | PA      | $1188028.75   | 0.13%             | 2028-04-30      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Otis Worldwide Corporation                                                                | Otis Worldwide Corporation                                                                | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |        6188 | NS      | $612735.76    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corporation                                                                          | Ball Corporation                                                                          | CUSIP: 058498AZ9<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |      447000 | PA      | $458971.17    | 0.05%             | 2029-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corporation                                                                 | Bausch + Lomb Corporation                                                                 | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | US        |     1085000 | PA      | $1133540.61   | 0.12%             | 2028-10-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Outfront Media Capital Corporation                                                        | Outfront Media Capital Corporation                                                        | CUSIP: 69007TAE4<br>LEI: 549300CVY0FI9ZKE7W77 | Long             | DBT              | CORP              | US        |      616000 | PA      | $589965.00    | 0.06%             | 2029-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Owens & Minor, Inc.                                                                       | Owens & Minor, Inc.                                                                       | CUSIP: 690732AG7<br>LEI: 549300LMT5KQQXCEZ733 | Long             | DBT              | CORP              | US        |      206000 | PA      | $193605.54    | 0.02%             | 2030-04-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: —       |
| Bureau Veritas                                                                            | Bureau Veritas                                                                            | CUSIP: N/A<br>LEI: 969500TPU5T3HA5D1F11       | Long             | EC               | CORP              | FR        |         914 | NS      | $31143.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Group Limited                                                                   | Macquarie Group Limited                                                                   | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | EC               | CORP              | AU        |        1077 | NS      | $162146.55    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sony Group Corporation                                                                    | Sony Group Corporation                                                                    | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | EC               | CORP              | JP        |      118400 | NS      | $3061068.99   | 0.34%             |  |  |  | No            |                  2 | On Loan: No      |
| Washington H. Soul Pattinson and Company Limited                                          | Washington H. Soul Pattinson and Company Limited                                          | CUSIP: N/A<br>LEI: 549300G2Q3P6ZVNC1465       | Long             | EC               | CORP              | AU        |         737 | NS      | $20391.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Scripps Escrow II, Inc.                                                                   | Scripps Escrow II, Inc.                                                                   | CUSIP: 81105DAA3<br>LEI: 549300U1OW41QPKYW028 | Long             | DBT              | CORP              | US        |      899000 | PA      | $785791.70    | 0.09%             | 2029-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Sea Limited                                                                               | Sea Limited                                                                               | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |        1359 | NS      | $217358.46    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corporation                                                                    | Sealed Air Corporation                                                                    | CUSIP: 812127AA6<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | DBT              | CORP              | US        |      890000 | PA      | $902323.10    | 0.10%             | 2028-02-01      | Fixed         | 6.13%                 | Yes           |                  2 | On Loan: No      |
| Sensata Technologies B.V.                                                                 | Sensata Technologies B.V.                                                                 | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | US        |      953000 | PA      | $906067.59    | 0.10%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ServiceNow, Inc.                                                                          | ServiceNow, Inc.                                                                          | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |         400 | NS      | $411232.00    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Shopify Inc.                                                                              | Shopify Inc.                                                                              | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |        2949 | NS      | $340167.15    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| HKT Trust                                                                                 | HKT Trust                                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | HK        |        9000 | NS      | $13450.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander (Brasil) S.A.                                                             | Banco Santander (Brasil) S.A.                                                             | CUSIP: N/A<br>LEI: 549300D1H731B30TSI43       | Long             | EC               | CORP              | BR        |       43927 | NS      | $240207.46    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Stockland Corporation Ltd                                                                 | Stockland Corporation Ltd                                                                 | CUSIP: N/A<br>LEI: 549300Y8E5TMSOLM7P64       | Long             | EC               | CORP              | AU        |        7067 | NS      | $24941.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SCSK Corporation                                                                          | SCSK Corporation                                                                          | CUSIP: N/A<br>LEI: 529900SNGFXMSUBB7864       | Long             | EC               | CORP              | JP        |         500 | NS      | $15081.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Simmons Foods, Inc.                                                                       | Simmons Foods, Inc.                                                                       | CUSIP: 82873MAA1<br>LEI: 5493002Z1TVWRIL6NM97 | Long             | DBT              | CORP              | US        |      304000 | PA      | $287625.86    | 0.03%             | 2029-03-01      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Sirius XM Radio Inc.                                                                      | Sirius XM Radio Inc.                                                                      | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     1377000 | PA      | $1322432.81   | 0.14%             | 2028-07-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Mapletree Commercial Trust Treasury Company Pte. Ltd.                                     | Mapletree Commercial Trust Treasury Company Pte. Ltd.                                     | CUSIP: N/A<br>LEI: 549300EUSACSTG0HDI86       | Long             | EC               | CORP              | SG        |        6900 | NS      | $6850.40      | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Airtac International Group                                                                | Airtac International Group                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |        6059 | NS      | $180634.77    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HM Treasury                                                                               | HM Treasury                                                                               | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |       75000 | PA      | $103957.62    | 0.01%             | 2034-09-07      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Swiss Re AG                                                                               | Swiss Re AG                                                                               | CUSIP: N/A<br>LEI: 529900PS9YW3YY29F326       | Long             | EC               | CORP              | CH        |         871 | NS      | $150759.03    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                              | Tenet Healthcare Corporation                                                              | CUSIP: 88033GDM9<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      460000 | PA      | $446465.74    | 0.05%             | 2029-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                              | Tenet Healthcare Corporation                                                              | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |      159000 | PA      | $154065.90    | 0.02%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Tenneco Inc.                                                                              | Tenneco Inc.                                                                              | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |     1403000 | PA      | $1387325.09   | 0.15%             | 2028-11-17      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Tencent Music Entertainment Group                                                         | Tencent Music Entertainment Group                                                         | CUSIP: 88034P109<br>LEI: 213800XTZK2GOHQTYK41 | Long             | EC               | CORP              | KY        |        8671 | NS      | $168997.79    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc.                                                                                | Tesla Inc.                                                                                | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |       12977 | NS      | $4122273.82   | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Thor Industries, Inc.                                                                     | Thor Industries, Inc.                                                                     | CUSIP: 885160AA9<br>LEI: 254900XZO1228PDSG060 | Long             | DBT              | CORP              | US        |       68000 | PA      | $63950.13     | 0.01%             | 2029-10-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Electric Industries, Ltd.                                                        | Sumitomo Electric Industries, Ltd.                                                        | CUSIP: N/A<br>LEI: 5493005SP87FL5TOS202       | Long             | EC               | CORP              | JP        |        2300 | NS      | $49227.02     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Metal Mining Co., Ltd.                                                           | Sumitomo Metal Mining Co., Ltd.                                                           | CUSIP: N/A<br>LEI: 353800CF81IXL9974H84       | Long             | EC               | CORP              | JP        |         800 | NS      | $19740.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Estado Espanol                                                                            | Estado Espanol                                                                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |       11000 | PA      | $13079.65     | 0.00%             | 2027-05-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Heidelberg Materials Finance Luxembourg S.A.                                              | Heidelberg Materials Finance Luxembourg S.A.                                              | CUSIP: N/A<br>LEI: 529900RYHTCF5X9DD509       | Long             | DBT              | CORP              | LU        |       50000 | PA      | $63776.60     | 0.01%             | 2033-11-21      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Sands China Ltd.                                                                          | Sands China Ltd.                                                                          | CUSIP: N/A<br>LEI: 549300EVO6UZDGY05787       | Long             | EC               | CORP              | KY        |        6000 | NS      | $12552.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Holdings Co., Ltd.                                                                 | Otsuka Holdings Co., Ltd.                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        1400 | NS      | $69321.88     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Realty & Development Co., Ltd.                                                   | Sumitomo Realty & Development Co., Ltd.                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        1400 | NS      | $54012.14     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Corporation                                                                      | Sumitomo Corporation                                                                      | CUSIP: N/A<br>LEI: V82KK8NH1P0JS71FJC05       | Long             | EC               | CORP              | JP        |        3600 | NS      | $92927.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| 3M Company                                                                                | 3M Company                                                                                | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |       14824 | NS      | $2256805.76   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloud Software Group, Inc.                                                                | Cloud Software Group, Inc.                                                                | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     1301000 | PA      | $1312831.70   | 0.14%             | 2029-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Shriram Finance Limited                                                                   | Shriram Finance Limited                                                                   | CUSIP: N/A<br>LEI: 335800TM2YO24B76XL26       | Long             | EC               | CORP              | IN        |       30874 | NS      | $253879.95    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Presidencia de la Republica de Chile                                                      | Presidencia de la Republica de Chile                                                      | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |      166000 | PA      | $198934.38    | 0.02%             | 2032-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Spectrum Management Holding Company, LLC                                                  | Spectrum Management Holding Company, LLC                                                  | CUSIP: 88732JBB3<br>LEI: B1WXCWLJVJXMWJX6O298 | Long             | DBT              | CORP              | US        |      800000 | PA      | $726724.32    | 0.08%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                                            | TransDigm Inc.                                                                            | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     1323000 | PA      | $1297804.43   | 0.14%             | 2029-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Canada, Government of                                                                     | Canada, Government of                                                                     | CUSIP: 135087R48<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     6079000 | PA      | $4392013.33   | 0.48%             | 2034-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Spirax Group PLC                                                                          | Spirax Group PLC                                                                          | CUSIP: N/A<br>LEI: 213800WFVZQMHOZP2W17       | Long             | EC               | CORP              | GB        |         215 | NS      | $17570.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm Inc.                                                                            | TransDigm Inc.                                                                            | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |      760000 | PA      | $776213.75    | 0.09%             | 2028-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| TransDigm Inc.                                                                            | TransDigm Inc.                                                                            | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     1249000 | PA      | $1284355.02   | 0.14%             | 2029-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Fuyao Glass Industry Group Co., Ltd.                                                      | Fuyao Glass Industry Group Co., Ltd.                                                      | CUSIP: N/A<br>LEI: 549300AS5CSLWETN0P64       | Long             | EC               | CORP              | CN        |       28800 | NS      | $205649.11    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| South32 Limited                                                                           | South32 Limited                                                                           | CUSIP: N/A<br>LEI: 213800LAZNPXSBKVHR17       | Long             | EC               | CORP              | AU        |       13424 | NS      | $25818.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Rentals (North America), Inc.                                                      | United Rentals (North America), Inc.                                                      | CUSIP: 911365BM5<br>LEI: NGIZXNT70J2LYT3FBI09 | Long             | DBT              | CORP              | US        |      582000 | PA      | $570025.29    | 0.06%             | 2027-11-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      300000 | PA      | $298464.84    | 0.03%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TDK Corporation                                                                           | TDK Corporation                                                                           | CUSIP: N/A<br>LEI: 3538005O8WNU39U8NX03       | Long             | EC               | CORP              | JP        |        5500 | NS      | $64235.92     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Taisei Corporation                                                                        | Taisei Corporation                                                                        | CUSIP: N/A<br>LEI: 529900TF7XJKIOWMLQ79       | Long             | EC               | CORP              | JP        |         500 | NS      | $29077.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Company Limited                                                     | Takeda Pharmaceutical Company Limited                                                     | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | EC               | CORP              | JP        |        4600 | NS      | $141846.10    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Performance Food Group Company                                                            | Performance Food Group Company                                                            | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |        5859 | NS      | $512486.73    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CJV4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    11334000 | PA      | $11333114.81  | 1.24%             | 2026-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      100000 | PA      | $99312.50     | 0.01%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CLV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3282600 | PA      | $3386907.66   | 0.37%             | 2029-10-15      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Treasury, United States Department of                                                     | Treasury, United States Department of                                                     | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |       50000 | PA      | $50080.08     | 0.01%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| International Consolidated Airlines Group, S.A.                                           | International Consolidated Airlines Group, S.A.                                           | CUSIP: N/A<br>LEI: 959800TZHQRUSH1ESL13       | Long             | EC               | CORP              | ES        |       10466 | NS      | $48934.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Azrieli Group Ltd.                                                                        | Azrieli Group Ltd.                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |         107 | NS      | $9866.45      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cabinet Office, Government of Japan                                                       | Cabinet Office, Government of Japan                                                       | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    21050000 | PA      | $148447.05    | 0.02%             | 2041-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Entain PLC                                                                                | Entain PLC                                                                                | CUSIP: N/A<br>LEI: 213800GNI3K45LQR8L28       | Long             | EC               | CORP              | IM        |        1894 | NS      | $23380.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Wholesale Mortgage, LLC                                                            | United Wholesale Mortgage, LLC                                                            | CUSIP: 913229AC4<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |      815000 | PA      | $813002.28    | 0.09%             | 2027-06-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Incorporated                                                           | UnitedHealth Group Incorporated                                                           | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |        6847 | NS      | $2136058.59   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Vend Marketplaces ASA                                                                     | Vend Marketplaces ASA                                                                     | CUSIP: N/A<br>LEI: 5967007LIEEXZXHT0O36       | Long             | EC               | CORP              | NO        |         276 | NS      | $9294.29      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cabinet Office, Government of Japan                                                       | Cabinet Office, Government of Japan                                                       | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    33000000 | PA      | $164678.03    | 0.02%             | 2055-03-20      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| SEGRO Public Limited Company                                                              | SEGRO Public Limited Company                                                              | CUSIP: N/A<br>LEI: 213800XC35KGM9NFC641       | Long             | EC               | CORP              | GB        |        3671 | NS      | $34250.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dai-ichi Life Holdings, Inc.                                                              | Dai-ichi Life Holdings, Inc.                                                              | CUSIP: N/A<br>LEI: 549300ZUFXI7JXZVTZ25       | Long             | EC               | CORP              | JP        |       11300 | NS      | $85172.64     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Comision De Promocion Del Peru Para La Exportacion Y El Turismo                           | Comision De Promocion Del Peru Para La Exportacion Y El Turismo                           | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | US        |      176000 | PA      | $140950.13    | 0.02%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                                                       | Petroleos Mexicanos                                                                       | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | US        |      800000 | PA      | $744800.00    | 0.08%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Uniti Group Inc.                                                                          | Uniti Group Inc.                                                                          | CUSIP: 91327BAB6<br>LEI: 549300V3NU625PJUVA84 | Long             | DBT              | CORP              | US        |      894000 | PA      | $875643.07    | 0.10%             | 2028-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Uniti Group Inc.                                                                          | Uniti Group Inc.                                                                          | CUSIP: 91327TAA9<br>LEI: 549300V3NU625PJUVA84 | Long             | DBT              | CORP              | US        |      921000 | PA      | $975833.64    | 0.11%             | 2028-02-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Meiji Holdings Co., Ltd.                                                                  | Meiji Holdings Co., Ltd.                                                                  | CUSIP: N/A<br>LEI: 5299002D52YIP6DWMV49       | Long             | EC               | CORP              | JP        |         900 | NS      | $19924.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| James Hardie Industries Public Limited Company                                            | James Hardie Industries Public Limited Company                                            | CUSIP: N/A<br>LEI: 635400NSGXKTVOO7JU45       | Long             | EC               | CORP              | IE        |        1276 | NS      | $34787.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                                             | Univision Communications Inc.                                                             | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     1199000 | PA      | $1196094.27   | 0.13%             | 2027-06-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Univision Communications Inc.                                                             | Univision Communications Inc.                                                             | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      484000 | PA      | $440414.47    | 0.05%             | 2029-05-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| PetSmart, LLC                                                                             | PetSmart, LLC                                                                             | CUSIP: 71677KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      845000 | PA      | $823631.57    | 0.09%             | 2028-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Swiss Life Holding AG                                                                     | Swiss Life Holding AG                                                                     | CUSIP: N/A<br>LEI: 5493000KUC3Z24U77V93       | Long             | EC               | CORP              | CH        |          85 | NS      | $86043.67     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Univision Communications Inc.                                                             | Univision Communications Inc.                                                             | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      584000 | PA      | $592669.08    | 0.06%             | 2028-08-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Urban One, Inc.                                                                           | Urban One, Inc.                                                                           | CUSIP: 91705JAC9<br>LEI: 549300PLGIGPBRQUP240 | Long             | DBT              | CORP              | US        |      404000 | PA      | $226510.03    | 0.02%             | 2028-02-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| USA Compression Finance Corp.                                                             | USA Compression Finance Corp.                                                             | CUSIP: 91740PAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       54000 | PA      | $55352.18     | 0.01%             | 2029-03-15      | Fixed         | 7.13%                 | Yes           |                  2 | On Loan: No      |
| V.F. Corporation                                                                          | V.F. Corporation                                                                          | CUSIP: 918204BB3<br>LEI: CWAJJ9DJ5Z7P057HV541 | Long             | DBT              | CORP              | US        |      482000 | PA      | $460471.46    | 0.05%             | 2027-04-23      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass, LLC                                                        | Venture Global Calcasieu Pass, LLC                                                        | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |       19000 | PA      | $17927.71     | 0.00%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass, LLC                                                        | Venture Global Calcasieu Pass, LLC                                                        | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     1096000 | PA      | $1130352.53   | 0.12%             | 2030-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Hera S.p.A.                                                                               | Hera S.p.A.                                                                               | CUSIP: N/A<br>LEI: 8156009414FD99443B48       | Long             | EC               | CORP              | IT        |        2672 | NS      | $12919.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Telecom Italia S.p.A.                                                                     | Telecom Italia S.p.A.                                                                     | CUSIP: N/A<br>LEI: 549300W384M3RI3VXU42       | Long             | EC               | CORP              | IT        |       36774 | NS      | $18214.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Venture Global LNG, Inc.                                                                  | Venture Global LNG, Inc.                                                                  | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     1211000 | PA      | $1250698.59   | 0.14%             | 2028-06-01      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| TK Elevator U.S. Newco, Inc.                                                              | TK Elevator U.S. Newco, Inc.                                                              | CUSIP: 92537RAA7<br>LEI: 549300C2AFWPAYWS5574 | Long             | DBT              | CORP              | US        |      306000 | PA      | $305224.59    | 0.03%             | 2027-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Paramount Global                                                                          | Paramount Global                                                                          | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      619000 | PA      | $606480.98    | 0.07%             | 2062-03-30      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Victoria's Secret & Co.                                                                   | Victoria's Secret & Co.                                                                   | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |      899000 | PA      | $838632.16    | 0.09%             | 2029-07-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: —       |
| Viking Cruises Limited                                                                    | Viking Cruises Limited                                                                    | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | US        |      249000 | PA      | $251121.61    | 0.03%             | 2029-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Vistra Corp.                                                                              | Vistra Corp.                                                                              | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |        1865 | NS      | $361455.65    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Operations Company LLC                                                             | Vistra Operations Company LLC                                                             | CUSIP: 92840VAH5<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |      721000 | PA      | $702547.96    | 0.08%             | 2029-05-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Vodafone Group Public Limited Company                                                     | Vodafone Group Public Limited Company                                                     | CUSIP: 92857WBV1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | US        |       22000 | PA      | $21618.01     | 0.00%             | 2081-06-04      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| W. R. Grace Holdings LLC                                                                  | W. R. Grace Holdings LLC                                                                  | CUSIP: 92943GAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      576000 | PA      | $521438.99    | 0.06%             | 2029-08-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| W. R. Grace Holdings LLC                                                                  | W. R. Grace Holdings LLC                                                                  | CUSIP: 92943GAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      273000 | PA      | $270901.96    | 0.03%             | 2027-06-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Telecom Italia S.p.A.                                                                     | Telecom Italia S.p.A.                                                                     | CUSIP: N/A<br>LEI: 549300W384M3RI3VXU42       | Long             | EP               | CORP              | IT        |       17568 | NS      | $9622.08      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EMS-Chemie Holding AG                                                                     | EMS-Chemie Holding AG                                                                     | CUSIP: N/A<br>LEI: 529900G1XFTGSE0DIX60       | Long             | EC               | CORP              | CH        |          23 | NS      | $17374.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WHARF Commercial Mortgage Trust 2025-DC                                                   | WHARF Commercial Mortgage Trust 2025-DC                                                   | CUSIP: 92987LAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      372000 | PA      | $380446.56    | 0.04%             | 2030-07-17      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Walgreens Boots Alliance, Inc.                                                            | Walgreens Boots Alliance, Inc.                                                            | CUSIP: 931427AW8<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |      859000 | PA      | $911148.39    | 0.10%             | 2029-08-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: No      |
| Wash Multifamily Acquisition Inc.                                                         | Wash Multifamily Acquisition Inc.                                                         | CUSIP: 93710WAA3<br>LEI: 549300AS7PRY5PHG6L12 | Long             | DBT              | CORP              | US        |      576000 | PA      | $574435.08    | 0.06%             | 2026-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Wayfair LLC                                                                               | Wayfair LLC                                                                               | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |      956000 | PA      | $959337.78    | 0.11%             | 2029-10-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Weatherford International Ltd                                                             | Weatherford International Ltd                                                             | CUSIP: 947075AU1<br>LEI: 549300A2JKMG5PGOGF82 | Long             | DBT              | CORP              | US        |     1103000 | PA      | $1136332.36   | 0.12%             | 2030-04-30      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| Wesco Distribution, Inc.                                                                  | Wesco Distribution, Inc.                                                                  | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     1057000 | PA      | $1069526.73   | 0.12%             | 2028-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Cellnex Telecom, S.A.                                                                     | Cellnex Telecom, S.A.                                                                     | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | EC               | CORP              | ES        |        1698 | NS      | $65998.16     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Tryg A/S                                                                                  | Tryg A/S                                                                                  | CUSIP: N/A<br>LEI: 213800ZRS8AC4LSTCE39       | Long             | EC               | CORP              | DK        |         921 | NS      | $23798.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wesco Distribution, Inc.                                                                  | Wesco Distribution, Inc.                                                                  | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |      413000 | PA      | $425234.25    | 0.05%             | 2029-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| WESCO International, Inc.                                                                 | WESCO International, Inc.                                                                 | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |        1431 | NS      | $265021.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Svenska Handelsbanken AB                                                                  | Svenska Handelsbanken AB                                                                  | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | EC               | CORP              | SE        |        4040 | NS      | $54155.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yara International ASA                                                                    | Yara International ASA                                                                    | CUSIP: N/A<br>LEI: 213800WKOUWXWFJ5Z514       | Long             | EC               | CORP              | NO        |         480 | NS      | $17738.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Heineken N.V.                                                                             | Heineken N.V.                                                                             | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | EC               | CORP              | NL        |       26315 | NS      | $2291206.09   | 0.25%             |  |  |  | No            |                  2 | On Loan: No      |
| Wex, Inc.                                                                                 | Wex, Inc.                                                                                 | CUSIP: 96208T104<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | EC               | CORP              | US        |        1588 | NS      | $233261.32    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Scotsman, Inc.                                                                   | Williams Scotsman, Inc.                                                                   | CUSIP: 96949VAM5<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |       91000 | PA      | $93531.06     | 0.01%             | 2029-06-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| M3, Inc.                                                                                  | M3, Inc.                                                                                  | CUSIP: N/A<br>LEI: 3538001UOKRWIODYM055       | Long             | EC               | CORP              | JP        |        1300 | NS      | $17896.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mowi ASA                                                                                  | Mowi ASA                                                                                  | CUSIP: N/A<br>LEI: 549300W1OGQF5LZIH349       | Long             | EC               | CORP              | NO        |        1314 | NS      | $25386.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Telecommunications Limited                                                      | Singapore Telecommunications Limited                                                      | CUSIP: N/A<br>LEI: 2549003XJKIQO8YDYD89       | Long             | EC               | CORP              | SG        |       24400 | NS      | $73332.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Centrica PLC                                                                              | Centrica PLC                                                                              | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | EC               | CORP              | GB        |       15432 | NS      | $34245.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tata Motors Limited                                                                       | Tata Motors Limited                                                                       | CUSIP: N/A<br>LEI: 335800BO2LHWJJ8TZI32       | Long             | EC               | CORP              | IN        |       23408 | NS      | $188037.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEOS Holdings, Inc.                                                                      | ENEOS Holdings, Inc.                                                                      | CUSIP: N/A<br>LEI: 3538001KQ5SAOZSQTT44       | Long             | EC               | CORP              | JP        |        7700 | NS      | $38173.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sompo Holdings, Inc.                                                                      | Sompo Holdings, Inc.                                                                      | CUSIP: N/A<br>LEI: 353800CWW4SRGEYEB512       | Long             | EC               | CORP              | JP        |        2900 | NS      | $87439.71     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Powszechny Zaklad Ubezpieczen Spolka Akcyjna                                              | Powszechny Zaklad Ubezpieczen Spolka Akcyjna                                              | CUSIP: N/A<br>LEI: QLPCKOOKVX32FUELX240       | Long             | EC               | CORP              | PL        |       11978 | NS      | $209870.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings PLC                                                                  | Rolls-Royce Holdings PLC                                                                  | CUSIP: N/A<br>LEI: X57JK1U580XATGR67572       | Long             | EC               | CORP              | GB        |       24787 | NS      | $328950.58    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NEXON Co., Ltd.                                                                           | NEXON Co., Ltd.                                                                           | CUSIP: N/A<br>LEI: 5299005SFO0GAJFLKN43       | Long             | EC               | CORP              | JP        |        1200 | NS      | $24138.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HM Treasury                                                                               | HM Treasury                                                                               | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      202000 | PA      | $258087.79    | 0.03%             | 2040-12-07      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Cabinet Office, Government of Japan                                                       | Cabinet Office, Government of Japan                                                       | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    69400000 | PA      | $479734.94    | 0.05%             | 2040-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Swire Properties Limited                                                                  | Swire Properties Limited                                                                  | CUSIP: N/A<br>LEI: 5299001L12PHYVQ92465       | Long             | EC               | CORP              | HK        |        3200 | NS      | $7988.16      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HM Treasury                                                                               | HM Treasury                                                                               | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | DE        |      512000 | PA      | $552609.00    | 0.06%             | 2052-07-22      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Gobierno Federal de los Estados Unidos Mexicanos                                          | Gobierno Federal de los Estados Unidos Mexicanos                                          | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |   106500000 | PA      | $5397034.17   | 0.59%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Telefonica Brasil S.A.                                                                    | Telefonica Brasil S.A.                                                                    | CUSIP: N/A<br>LEI: 529900MTGG2HSDBIWG79       | Long             | EC               | CORP              | BR        |       40000 | NS      | $228157.04    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs Inc.                                                                     | Cleveland-Cliffs Inc.                                                                     | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     1246000 | PA      | $1226954.11   | 0.13%             | 2029-11-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Clydesdale Acquisition Holdings, Inc.                                                     | Clydesdale Acquisition Holdings, Inc.                                                     | CUSIP: 18972EAB1<br>LEI: 254900QKSDYFR3K5YD98 | Long             | DBT              | CORP              | US        |     1129000 | PA      | $1154558.79   | 0.13%             | 2030-04-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| OSMTH of the Kingdom Of Sweden                                                            | OSMTH of the Kingdom Of Sweden                                                            | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |     1525000 | PA      | $163651.11    | 0.02%             | 2032-06-01      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Evraz PLC                                                                                 | Evraz PLC                                                                                 | CUSIP: N/A<br>LEI: 5493005B7DAN39RXLK23       | Long             | EC               | CORP              | GB        |        1158 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Coinbase Global, Inc.                                                                     | Coinbase Global, Inc.                                                                     | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |      588000 | PA      | $551246.24    | 0.06%             | 2028-10-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Comcast Corporation                                                                       | Comcast Corporation                                                                       | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |       19670 | NS      | $702022.30    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corporation                                                                       | Entergy Corporation                                                                       | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |         932 | NS      | $77467.84     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Equinix, Inc.                                                                             | Equinix, Inc.                                                                             | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |        1085 | NS      | $863084.95    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Novozymes A/S                                                                             | Novozymes A/S                                                                             | CUSIP: N/A<br>LEI: 529900T6WNZXD2R3JW38       | Long             | EC               | CORP              | DK        |        1024 | NS      | $73463.84     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Raia Drogasil S.A.                                                                        | Raia Drogasil S.A.                                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |       37160 | NS      | $103619.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabinet Office, Government of Japan                                                       | Cabinet Office, Government of Japan                                                       | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    23550000 | PA      | $159858.06    | 0.02%             | 2042-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| ASPEED Technology Inc.                                                                    | ASPEED Technology Inc.                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |        1097 | NS      | $178209.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ageas SA/NV                                                                               | Ageas SA/NV                                                                               | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | EC               | CORP              | BE        |         501 | NS      | $33860.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Holmen Aktiebolag                                                                         | Holmen Aktiebolag                                                                         | CUSIP: N/A<br>LEI: 52990080SH3454F0QE68       | Long             | EC               | CORP              | SE        |         236 | NS      | $9349.81      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AB Sagax                                                                                  | AB Sagax                                                                                  | CUSIP: N/A<br>LEI: 549300LJX28T6OM8DT95       | Long             | EC               | CORP              | SE        |         313 | NS      | $1109.23      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| National Grid PLC                                                                         | National Grid PLC                                                                         | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |       14481 | NS      | $211920.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bausch Health Companies Inc.                                                              | Bausch Health Companies Inc.                                                              | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | US        |       82000 | PA      | $81289.35     | 0.01%             | 2028-09-30      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| Big River Steel LLC                                                                       | Big River Steel LLC                                                                       | CUSIP: 08949LAB6<br>LEI: 549300FDOTXSG1N4RG27 | Long             | DBT              | CORP              | US        |       81000 | PA      | $81612.33     | 0.01%             | 2029-01-31      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Equipmentshare.Com Inc                                                                    | Equipmentshare.Com Inc                                                                    | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |      981000 | PA      | $1037107.84   | 0.11%             | 2028-05-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Equity Lifestyle Properties, Inc.                                                         | Equity Lifestyle Properties, Inc.                                                         | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |        5842 | NS      | $360276.14    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Genting Singapore Limited                                                                 | Genting Singapore Limited                                                                 | CUSIP: N/A<br>LEI: 254900Y2N3AK93K1O866       | Long             | EC               | CORP              | SG        |       16700 | NS      | $9396.26      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Service Public Federal Chancellerie Du Premier Ministre                                   | Service Public Federal Chancellerie Du Premier Ministre                                   | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      249000 | PA      | $294336.30    | 0.03%             | 2045-06-22      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Excelerate Energy Limited Partnership                                                     | Excelerate Energy Limited Partnership                                                     | CUSIP: 30069UAA6<br>LEI: LGL4IE90TNTFYJ55BK06 | Long             | DBT              | CORP              | US        |      905000 | PA      | $953743.18    | 0.10%             | 2030-05-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Expedia Group, Inc.                                                                       | Expedia Group, Inc.                                                                       | CUSIP: 30212P303<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | EC               | CORP              | US        |         686 | NS      | $115714.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CommScope, LLC.                                                                           | CommScope, LLC.                                                                           | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |      924000 | PA      | $902031.47    | 0.10%             | 2029-09-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: —       |
| Commscope Finance LLC                                                                     | Commscope Finance LLC                                                                     | CUSIP: 20338QAA1<br>LEI: 254900AW4CEPCQWSRI58 | Long             | DBT              | CORP              | US        |      496000 | PA      | $493989.84    | 0.05%             | 2027-03-01      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: —       |
| Compass Minerals International, Inc.                                                      | Compass Minerals International, Inc.                                                      | CUSIP: 20451NAG6<br>LEI: 2549008X9G8XP7YJGC47 | Long             | DBT              | CORP              | US        |      112000 | PA      | $112927.30    | 0.01%             | 2027-12-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Compass Group Diversified Holdings LLC                                                    | Compass Group Diversified Holdings LLC                                                    | CUSIP: 20451RAB8<br>LEI: 549300I6PTUQPX21TE93 | Long             | DBT              | CORP              | US        |     1102000 | PA      | $989400.28    | 0.11%             | 2029-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                                                  | Comstock Resources, Inc.                                                                  | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     1145000 | PA      | $1148168.65   | 0.13%             | 2029-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Conduent Business Services, LLC                                                           | Conduent Business Services, LLC                                                           | CUSIP: 20679LAB7<br>LEI: 54930026CNAIP718XD30 | Long             | DBT              | CORP              | US        |      295000 | PA      | $282101.30    | 0.03%             | 2029-11-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| ConocoPhillips                                                                            | ConocoPhillips                                                                            | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |        3680 | NS      | $330243.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Communications, Inc.                                                         | Consolidated Communications, Inc.                                                         | CUSIP: 20903XAF0<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |      895000 | PA      | $911057.27    | 0.10%             | 2028-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Export-Import Bank of Korea, The                                                          | Export-Import Bank of Korea, The                                                          | CUSIP: 302154CC1<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $1036397.46   | 0.11%             | 2026-05-26      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea, The                                                          | Export-Import Bank of Korea, The                                                          | CUSIP: 302154DC0<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | CORP              | US        |     1618000 | PA      | $1604825.60   | 0.18%             | 2025-09-21      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| BioNTech SE                                                                               | BioNTech SE                                                                               | CUSIP: 09075V102<br>LEI: 894500UZJ5LG1F8J1U58 | Long             | EC               | CORP              | DE        |         280 | NS      | $29811.60     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone Inc.                                                                           | Blackstone Inc.                                                                           | CUSIP: 09260D107<br>LEI: 549300D2L6J4NC1QVZ22 | Long             | EC               | CORP              | US        |        5075 | NS      | $759118.50    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellation Brands, Inc.                                                                | Constellation Brands, Inc.                                                                | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |         593 | NS      | $96469.24     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cornerstone Building Brands, Inc.                                                         | Cornerstone Building Brands, Inc.                                                         | CUSIP: 21925DAB5<br>LEI: 549300IW41QEWQ6T0H29 | Long             | DBT              | CORP              | US        |      648000 | PA      | $597096.46    | 0.07%             | 2029-08-15      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Export-Import Bank of Korea, The                                                          | Export-Import Bank of Korea, The                                                          | CUSIP: 302154DU0<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | US        |      422000 | PA      | $423384.58    | 0.05%             | 2026-01-11      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corporation                                                                   | Exxon Mobil Corporation                                                                   | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |       41207 | NS      | $4442114.60   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc.                                                                     | Booking Holdings Inc.                                                                     | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |         210 | NS      | $1215740.40   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Boyd Gaming Corporation                                                                   | Boyd Gaming Corporation                                                                   | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |      495000 | PA      | $491423.92    | 0.05%             | 2027-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Corporation                                                             | Credit Acceptance Corporation                                                             | CUSIP: 225310AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      375000 | PA      | $397528.06    | 0.04%             | 2028-12-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Helios Software Holdings, Inc.                                                            | Helios Software Holdings, Inc.                                                            | CUSIP: 42329HAB4<br>LEI: 2138002XO5EAYFHPPT53 | Long             | DBT              | CORP              | US        |      325000 | PA      | $334209.33    | 0.04%             | 2029-05-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Wharf Real Estate Investment Company Limited                                              | Wharf Real Estate Investment Company Limited                                              | CUSIP: N/A<br>LEI: 529900QLPKS8U9QOPB59       | Long             | EC               | CORP              | KY        |        4000 | NS      | $11342.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Biomerieux SA                                                                             | Biomerieux SA                                                                             | CUSIP: N/A<br>LEI: 549300AK8Y0LBIQ4T071       | Long             | EC               | CORP              | FR        |         133 | NS      | $18392.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Meta Platforms, Inc.                                                                      | Meta Platforms, Inc.                                                                      | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       17211 | NS      | $12703266.99  | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3132DVMV4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |      820604 | PA      | $854071.80    | 0.09%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sigma Healthcare Ltd                                                                      | Sigma Healthcare Ltd                                                                      | CUSIP: N/A<br>LEI: 529900BZSP3BK7GYAO50       | Long             | EC               | CORP              | AU        |       16490 | NS      | $32507.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Essity Aktiebolag (publ)                                                                  | Essity Aktiebolag (publ)                                                                  | CUSIP: N/A<br>LEI: 549300G8E6YUVJ1DA153       | Long             | EC               | CORP              | SE        |        1766 | NS      | $48853.57     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3132DWMY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1203009 | PA      | $1203000.68   | 0.13%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FedEx Corporation                                                                         | FedEx Corporation                                                                         | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |         872 | NS      | $198214.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Federal Home Loan Mortgage Corporation                                                    | Federal Home Loan Mortgage Corporation                                                    | CUSIP: 3142J6AQ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGA              | US        |     1181825 | PA      | $1201674.80   | 0.13%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corporation                                                                      | M&T Bank Corporation                                                                      | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |        2144 | NS      | $415914.56    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings Inc.                                                                        | Herc Holdings Inc.                                                                        | CUSIP: 42704LAE4<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |      903000 | PA      | $926948.89    | 0.10%             | 2029-06-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing II LP                                                             | Hertz Vehicle Financing II LP                                                             | CUSIP: 428040DC0<br>LEI: 549300FPK70TCB78NG05 | Long             | DBT              | CORP              | US        |     1086000 | PA      | $1135751.82   | 0.12%             | 2029-07-15      | Fixed         | 12.63%                | Yes           |                  2 | On Loan: No      |
| MGM Resorts International                                                                 | MGM Resorts International                                                                 | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |      383000 | PA      | $378264.43    | 0.04%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| MGM Resorts International                                                                 | MGM Resorts International                                                                 | CUSIP: 552953CK5<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |      868000 | PA      | $882857.39    | 0.10%             | 2029-09-15      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Bharat Electronics Limited                                                                | Bharat Electronics Limited                                                                | CUSIP: N/A<br>LEI: 335800HS8AOTM9W1F335       | Long             | EC               | CORP              | IN        |       41759 | NS      | $205695.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cabinet Office, Government of Japan                                                       | Cabinet Office, Government of Japan                                                       | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    10350000 | PA      | $51779.83     | 0.01%             | 2047-06-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| MIWD Holdco II LLC                                                                        | MIWD Holdco II LLC                                                                        | CUSIP: 55337PAA0<br>LEI: 254900X3SPV5RVFJEY72 | Long             | DBT              | CORP              | US        |      232000 | PA      | $220725.93    | 0.02%             | 2030-02-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: —       |
| Macquarie Group Limited                                                                   | Macquarie Group Limited                                                                   | CUSIP: 55608JBF4<br>LEI: ACMHD8HWFMFUIQQ8Y590 | Long             | DBT              | CORP              | US        |      125000 | PA      | $125043.69    | 0.01%             | 2026-08-09      | Fixed         | 5.11%                 | Yes           |                  2 | On Loan: No      |
| Hess Corporation                                                                          | Hess Corporation                                                                          | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |        1281 | NS      | $177469.74    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Infrastructure Partners LP                                                           | Hess Infrastructure Partners LP                                                           | CUSIP: 428102AE7<br>LEI: 54930017OTBAGY1G7D17 | Long             | DBT              | CORP              | US        |      543000 | PA      | $522158.89    | 0.06%             | 2030-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Madison IAQ LLC                                                                           | Madison IAQ LLC                                                                           | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |      890000 | PA      | $863967.69    | 0.09%             | 2028-06-30      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Magic Mergeco, Inc.                                                                       | Magic Mergeco, Inc.                                                                       | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |      783000 | PA      | $629069.22    | 0.07%             | 2028-05-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| MasterCard Incorporated                                                                   | MasterCard Incorporated                                                                   | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |        3884 | NS      | $2182574.96   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Mauser Packaging Solutions Holding Company                                                | Mauser Packaging Solutions Holding Company                                                | CUSIP: 57763RAC1<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |      351000 | PA      | $348374.30    | 0.04%             | 2027-04-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Company                                                | Mauser Packaging Solutions Holding Company                                                | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     1216000 | PA      | $1236844.03   | 0.14%             | 2027-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| MVC Acquisition Corp.                                                                     | MVC Acquisition Corp.                                                                     | CUSIP: 57767XAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      924000 | PA      | $927469.96    | 0.10%             | 2028-08-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| McKesson Corporation                                                                      | McKesson Corporation                                                                      | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |         958 | NS      | $702003.24    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Medline Borrower, LP                                                                      | Medline Borrower, LP                                                                      | CUSIP: 58506DAA6<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     1256000 | PA      | $1289493.04   | 0.14%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Interactive Brokers Group, Inc.                                                           | Interactive Brokers Group, Inc.                                                           | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |        9292 | NS      | $514869.72    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Intercontinental Exchange, Inc.                                                           | Intercontinental Exchange, Inc.                                                           | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |        1390 | NS      | $255023.30    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| International Game Technology PLC                                                         | International Game Technology PLC                                                         | CUSIP: 460599AF0<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | US        |      900000 | PA      | $900000.00    | 0.10%             | 2026-04-15      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Intuitive Surgical, Inc.                                                                  | Intuitive Surgical, Inc.                                                                  | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |        1864 | NS      | $1012916.24   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Sika AG                                                                                   | Sika AG                                                                                   | CUSIP: N/A<br>LEI: 549300R3N69ECGYPU434       | Long             | EC               | CORP              | CH        |         476 | NS      | $129442.09    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cabinet Office, Government of Japan                                                       | Cabinet Office, Government of Japan                                                       | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   132950000 | PA      | $829172.97    | 0.09%             | 2037-03-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| MercadoLibre, Inc.                                                                        | MercadoLibre, Inc.                                                                        | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |         121 | NS      | $316249.23    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Merck & Co., Inc.                                                                         | Merck & Co., Inc.                                                                         | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |        1699 | NS      | $134492.84    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc                                                                        | IQVIA Holdings Inc                                                                        | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |        1736 | NS      | $273576.24    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Incorporated                                                                | Iron Mountain Incorporated                                                                | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |      786000 | PA      | $779642.71    | 0.09%             | 2028-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Essity Aktiebolag (publ)                                                                  | Essity Aktiebolag (publ)                                                                  | CUSIP: N/A<br>LEI: 549300G8E6YUVJ1DA153       | Long             | EC               | CORP              | SE        |          54 | NS      | $1505.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wiwynn Corporation                                                                        | Wiwynn Corporation                                                                        | CUSIP: N/A<br>LEI: 254900FV2R15PMKXFL69       | Long             | EC               | CORP              | TW        |        3057 | NS      | $265692.83    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Contemporary Amperex Technology Co., Limited                                              | Contemporary Amperex Technology Co., Limited                                              | CUSIP: N/A<br>LEI: 300300KINDY1K0E9I032       | Long             | EC               | CORP              | CN        |        6500 | NS      | $228567.27    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexi S.p.A.                                                                               | Nexi S.p.A.                                                                               | CUSIP: N/A<br>LEI: 815600248134D594EA67       | Long             | EC               | CORP              | IT        |        1491 | NS      | $8918.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Akzo Nobel N.V.                                                                           | Akzo Nobel N.V.                                                                           | CUSIP: N/A<br>LEI: 724500XYIJUGXAA5QD70       | Long             | EC               | CORP              | NL        |         488 | NS      | $34209.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Service Public Federal Chancellerie Du Premier Ministre                                   | Service Public Federal Chancellerie Du Premier Ministre                                   | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      482000 | PA      | $370692.80    | 0.04%             | 2050-06-22      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| JNL Government Money Market Fund                                                          | JNL Government Money Market Fund                                                          | CUSIP: 46628D437<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    25598457 | NS      | $25598457.36  | 2.80%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Income ETF                                                                       | JPMorgan Income ETF                                                                       | CUSIP: 46641Q159<br>LEI: 5493001E1K1DVWDV2464 | Long             | EC               | RF                | US        |      764671 | NS      | $35419560.72  | 3.88%             |  |  |  | No            |                  1 | On Loan: —       |
| Methanex Corporation                                                                      | Methanex Corporation                                                                      | CUSIP: 59151KAM0<br>LEI: 549300TSJHRXT9QXRD13 | Long             | DBT              | CORP              | US        |      106000 | PA      | $105544.47    | 0.01%             | 2027-10-15      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartment Communities, Inc.                                                   | Mid-America Apartment Communities, Inc.                                                   | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |        1272 | NS      | $188268.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| A + N Real Estate & Business Management Corporation                                       | A + N Real Estate & Business Management Corporation                                       | CUSIP: 59565JAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1082000 | PA      | $1035328.07   | 0.11%             | 2029-08-15      | Fixed         | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Midcap Financial Issuer Trust                                                             | Midcap Financial Issuer Trust                                                             | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      561000 | PA      | $555854.23    | 0.06%             | 2028-05-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Japan Bank For International Cooperation                                                  | Japan Bank For International Cooperation                                                  | CUSIP: 471048CP1<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | US        |      272000 | PA      | $262239.01    | 0.03%             | 2027-01-20      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| Japan Bank For International Cooperation                                                  | Japan Bank For International Cooperation                                                  | CUSIP: 471048CV8<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | US        |      688000 | PA      | $687394.56    | 0.08%             | 2026-01-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Millennium Escrow Corporation                                                             | Millennium Escrow Corporation                                                             | CUSIP: 60041CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      332000 | PA      | $272917.76    | 0.03%             | 2026-08-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                                      | Mitsubishi UFJ Financial Group, Inc.                                                      | CUSIP: 606822BY9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | US        |      250000 | PA      | $242605.30    | 0.03%             | 2027-07-20      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| Jazz Securities Designated Activity Company                                               | Jazz Securities Designated Activity Company                                               | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | US        |     1124000 | PA      | $1085664.19   | 0.12%             | 2029-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Jefferies Finance LLC                                                                     | Jefferies Finance LLC                                                                     | CUSIP: 47232MAF9<br>LEI: 549300SKVB18YSSIDT75 | Long             | DBT              | CORP              | US        |      668000 | PA      | $645969.66    | 0.07%             | 2028-08-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| KBC Groep                                                                                 | KBC Groep                                                                                 | CUSIP: 48241FAD6<br>LEI: 213800X3Q9LSAKRUWY91 | Long             | DBT              | CORP              | US        |      672000 | PA      | $679282.26    | 0.07%             | 2030-10-16      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| KT Corporation                                                                            | KT Corporation                                                                            | CUSIP: 48268K101<br>LEI: 9884005ACF8449EANY26 | Long             | EC               | CORP              | KR        |        2015 | NS      | $41871.70     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Joint Stock Company Kaspi.Kz                                                              | Joint Stock Company Kaspi.Kz                                                              | CUSIP: 48581R205<br>LEI: 2549003YU6FARG8OAZ13 | Long             | EC               | CORP              | KZ        |        1534 | NS      | $130221.26    | 0.01%             |  |  |  | Yes           |                  1 | On Loan: No      |
| KeHE Distributors, LLC                                                                    | KeHE Distributors, LLC                                                                    | CUSIP: 487526AC9<br>LEI: 549300WQCH7SRQ8JKE47 | Long             | DBT              | CORP              | US        |      971000 | PA      | $1005886.63   | 0.11%             | 2029-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Mohegan Escrow Issuer, LLC                                                                | Mohegan Escrow Issuer, LLC                                                                | CUSIP: 60832QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      888000 | PA      | $916269.68    | 0.10%             | 2030-04-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                                                   | Molina Healthcare, Inc.                                                                   | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |      926000 | PA      | $904682.48    | 0.10%             | 2028-06-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc.                                                                     | Keurig Dr Pepper Inc.                                                                     | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |       45864 | NS      | $1516263.84   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                                                                   | KeyCorp                                                                                   | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |      700000 | PA      | $747704.65    | 0.08%             | 2035-03-06      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| CrowdStrike Holdings, Inc.                                                                | CrowdStrike Holdings, Inc.                                                                | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |        1364 | NS      | $694698.84    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CrowdStrike Holdings, Inc.                                                                | CrowdStrike Holdings, Inc.                                                                | CUSIP: 22788CAA3<br>LEI: 549300YBY08K9KM4HX32 | Long             | DBT              | CORP              | US        |      931000 | PA      | $877548.96    | 0.10%             | 2029-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQT AB                                                                                    | EQT AB                                                                                    | CUSIP: N/A<br>LEI: 213800U7P9GOIRKCTB34       | Long             | EC               | CORP              | SE        |        2078 | NS      | $69823.61     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: —       |
| Prosus N.V.                                                                               | Prosus N.V.                                                                               | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |        3798 | NS      | $212935.70    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Owens-Brockway Glass Container Inc.                                                       | Owens-Brockway Glass Container Inc.                                                       | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |      426000 | PA      | $426710.58    | 0.05%             | 2027-05-13      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| PBF Holding Company LLC                                                                   | PBF Holding Company LLC                                                                   | CUSIP: 69318FAJ7<br>LEI: 549300TILVIIV9FLL461 | Long             | DBT              | CORP              | US        |     1254000 | PA      | $1199291.87   | 0.13%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Croda International Public Limited Company                                                | Croda International Public Limited Company                                                | CUSIP: N/A<br>LEI: 2138004WCNBFJEEOXV26       | Long             | EC               | CORP              | GB        |         376 | NS      | $15065.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dr. Ing. h.c. F. Porsche Aktiengesellschaft                                               | Dr. Ing. h.c. F. Porsche Aktiengesellschaft                                               | CUSIP: N/A<br>LEI: 529900EWEX125AULXI58       | Long             | EP               | CORP              | DE        |         321 | NS      | $15868.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PBF Holding Company LLC                                                                   | PBF Holding Company LLC                                                                   | CUSIP: 69318FAM0<br>LEI: 549300TILVIIV9FLL461 | Long             | DBT              | CORP              | US        |       62000 | PA      | $60266.38     | 0.01%             | 2030-03-15      | Fixed         | 9.88%                 | Yes           |                  2 | On Loan: No      |
| PG&E Corporation                                                                          | PG&E Corporation                                                                          | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |        6171 | NS      | $86023.74     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Gouvernement De France                                                                    | Gouvernement De France                                                                    | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      110000 | PA      | $79947.51     | 0.01%             | 2050-05-25      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| HM Treasury                                                                               | HM Treasury                                                                               | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      193000 | PA      | $156330.11    | 0.02%             | 2041-10-22      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan, Inc.                                                                       | Kinder Morgan, Inc.                                                                       | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |        5488 | NS      | $161347.20    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinetik Holdings LP                                                                       | Kinetik Holdings LP                                                                       | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |      750000 | PA      | $767065.35    | 0.08%             | 2028-12-15      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| PG&E Corporation                                                                          | PG&E Corporation                                                                          | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |      586000 | PA      | $570795.83    | 0.06%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PRA Group, Inc.                                                                           | PRA Group, Inc.                                                                           | CUSIP: 69354NAF3<br>LEI: 549300Q5HW3JSSB86K27 | Long             | DBT              | CORP              | US        |      590000 | PA      | $613552.43    | 0.07%             | 2030-01-31      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Estado Espanol                                                                            | Estado Espanol                                                                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      117000 | PA      | $122326.48    | 0.01%             | 2035-07-30      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Cabinet Office, Government of Japan                                                       | Cabinet Office, Government of Japan                                                       | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    18850000 | PA      | $105019.65    | 0.01%             | 2039-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Alcon AG                                                                                  | Alcon AG                                                                                  | CUSIP: N/A<br>LEI: 549300LDT5AP8S0NBM78       | Long             | EC               | CORP              | CH        |        1459 | NS      | $129318.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Saudi Arabian Oil Company                                                                 | Saudi Arabian Oil Company                                                                 | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | EC               | CORP              | SA        |       38576 | NS      | $250228.92    | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Kinsale Capital Group, Inc.                                                               | Kinsale Capital Group, Inc.                                                               | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |         185 | NS      | $89521.50     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kontoor Brands, Inc.                                                                      | Kontoor Brands, Inc.                                                                      | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |        7481 | NS      | $493521.57    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Segretariato Generale Della Presidenza Della Repubblica                                   | Segretariato Generale Della Presidenza Della Repubblica                                   | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |       11000 | PA      | $12753.27     | 0.00%             | 2027-01-15      | Fixed         | 0.85%                 | No            |                  2 | On Loan: No      |
| Service Public Federal Chancellerie Du Premier Ministre                                   | Service Public Federal Chancellerie Du Premier Ministre                                   | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |        1501 | PA      | $1575.20      | 0.00%             | 2030-06-22      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Evolution AB (publ)                                                                       | Evolution AB (publ)                                                                       | CUSIP: N/A<br>LEI: 549300SUH6ZR1RF6TA88       | Long             | EC               | CORP              | SE        |         548 | NS      | $43542.86     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| HDFC Bank Limited                                                                         | HDFC Bank Limited                                                                         | CUSIP: N/A<br>LEI: 335800ZQ6I4E2JXENC50       | Long             | EC               | CORP              | IN        |       35018 | NS      | $818557.34    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Gouvernement De France                                                                    | Gouvernement De France                                                                    | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |       22511 | PA      | $23830.70     | 0.00%             | 2029-11-25      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Gouvernement De France                                                                    | Gouvernement De France                                                                    | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      469750 | PA      | $262892.94    | 0.03%             | 2052-05-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Cushman & Wakefield U.S. Borrower, LLC                                                    | Cushman & Wakefield U.S. Borrower, LLC                                                    | CUSIP: 23166MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      828000 | PA      | $835010.73    | 0.09%             | 2028-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Dealer Tire, LLC                                                                          | Dealer Tire, LLC                                                                          | CUSIP: 24229JAA1<br>LEI: 549300XTS06OMOCRSE50 | Long             | DBT              | CORP              | US        |       26000 | PA      | $25049.14     | 0.00%             | 2028-02-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Pan Pacific International Holdings Corporation                                            | Pan Pacific International Holdings Corporation                                            | CUSIP: N/A<br>LEI: 529900QLHJM2E18A5763       | Long             | EC               | CORP              | JP        |        1700 | NS      | $58346.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DISCO Corporation                                                                         | DISCO Corporation                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        4100 | NS      | $1206618.67   | 0.13%             |  |  |  | No            |                  2 | On Loan: No      |
| Insurance Australia Group Limited                                                         | Insurance Australia Group Limited                                                         | CUSIP: N/A<br>LEI: 549300PFEWKNHRG25N08       | Long             | EC               | CORP              | AU        |        7077 | NS      | $42074.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Gold Fields Limited                                                                       | Gold Fields Limited                                                                       | CUSIP: N/A<br>LEI: 5299003KXIBJQYCBBD72       | Long             | EC               | CORP              | ZA        |       10844 | NS      | $255773.04    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Budweiser Brewing Company APAC Limited                                                    | Budweiser Brewing Company APAC Limited                                                    | CUSIP: N/A<br>LEI: 549300YF1MR4GTF18132       | Long             | EC               | CORP              | KY        |        5300 | NS      | $5274.14      | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| M&G PLC                                                                                   | M&G PLC                                                                                   | CUSIP: N/A<br>LEI: 254900TWUJUQ44TQJY84       | Long             | EC               | CORP              | GB        |        6569 | NS      | $23198.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC                                                            | Park Intermediate Holdings LLC                                                            | CUSIP: 70052LAB9<br>LEI: 549300HJUVLG7EAGZV92 | Long             | DBT              | CORP              | US        |      671000 | PA      | $669947.09    | 0.07%             | 2028-10-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Pattern Energy Group Inc.                                                                 | Pattern Energy Group Inc.                                                                 | CUSIP: 70339PAA7<br>LEI: 549300YTEUCT3H1Y2T51 | Long             | DBT              | CORP              | US        |      894000 | PA      | $865458.42    | 0.09%             | 2028-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Edison International                                                                      | Edison International                                                                      | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |      127000 | PA      | $122675.36    | 0.01%             | 2053-06-15      | Fixed         | 8.13%                 | No            |                  2 | On Loan: —       |
| Elastic N.V.                                                                              | Elastic N.V.                                                                              | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | US        |      766000 | PA      | $732077.09    | 0.08%             | 2029-07-15      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Pearl Merger Sub Inc.                                                                     | Pearl Merger Sub Inc.                                                                     | CUSIP: 70478JAA2<br>LEI: XYSIJOU3HNVROZWNA008 | Long             | DBT              | CORP              | US        |      690000 | PA      | $624397.07    | 0.07%             | 2028-10-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Penske Truck Leasing Co., L.P.                                                            | Penske Truck Leasing Co., L.P.                                                            | CUSIP: 709599AW4<br>LEI: 549300ZX07JYMI8GHQ39 | Long             | DBT              | CORP              | US        |      125000 | PA      | $123121.91    | 0.01%             | 2026-11-15      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| MTR Corporation Limited                                                                   | MTR Corporation Limited                                                                   | CUSIP: N/A<br>LEI: 254900IH4U9NHH9AQM97       | Long             | EC               | CORP              | HK        |        4500 | NS      | $16186.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pro Medicus Limited                                                                       | Pro Medicus Limited                                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |         165 | NS      | $30955.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Transocean Inc                                                                            | Transocean Inc                                                                            | CUSIP: 893830BL2<br>LEI: DOL4HJ22ADYSIWES4H94 | Long             | DBT              | CORP              | US        |      152000 | PA      | $149698.11    | 0.02%             | 2027-02-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| TransUnion                                                                                | TransUnion                                                                                | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |        1166 | NS      | $102608.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Eldorado Resorts, Inc.                                                                    | Eldorado Resorts, Inc.                                                                    | CUSIP: 28470RAK8<br>LEI: 549300V3UCT773B1KR38 | Long             | DBT              | CORP              | US        |      189000 | PA      | $189062.92    | 0.02%             | 2027-07-01      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| Element Solutions Inc.                                                                    | Element Solutions Inc.                                                                    | CUSIP: 28618MAA4<br>LEI: 549300FLGN6P5CU20J91 | Long             | DBT              | CORP              | US        |      473000 | PA      | $457579.67    | 0.05%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Ferrellgas Escrow, LLC                                                                    | Ferrellgas Escrow, LLC                                                                    | CUSIP: 315289AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       44000 | PA      | $43600.51     | 0.00%             | 2026-04-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Fertitta Entertainment LLC                                                                | Fertitta Entertainment LLC                                                                | CUSIP: 31556TAA7<br>LEI: 984500A0805D8V551D35 | Long             | DBT              | CORP              | US        |     1030000 | PA      | $987445.84    | 0.11%             | 2029-01-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Fidelity National Information Services, Inc.                                              | Fidelity National Information Services, Inc.                                              | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |       39792 | NS      | $3239466.72   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares, Inc.                                                           | First Citizens BancShares, Inc.                                                           | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |         590 | NS      | $1154317.30   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinet Group, Inc.                                                                        | Trinet Group, Inc.                                                                        | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |      834000 | PA      | $783044.19    | 0.09%             | 2029-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Triumph Group, Inc.                                                                       | Triumph Group, Inc.                                                                       | CUSIP: 896818AU5<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |      931000 | PA      | $972908.70    | 0.11%             | 2028-03-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| WPC Eurobond B.V.                                                                         | WPC Eurobond B.V.                                                                         | CUSIP: N/A<br>LEI: 5493005XDMOLBARL5M14       | Long             | DBT              | CORP              | NL        |      650000 | PA      | $733900.36    | 0.08%             | 2028-04-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Service Public Federal Chancellerie Du Premier Ministre                                   | Service Public Federal Chancellerie Du Premier Ministre                                   | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |       50000 | PA      | $18517.38     | 0.00%             | 2071-06-22      | Fixed         | 0.65%                 | No            |                  2 | On Loan: No      |
| East Japan Railway Company                                                                | East Japan Railway Company                                                                | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | EC               | CORP              | JP        |        3200 | NS      | $69004.04     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Exchange Limited                                                                | Singapore Exchange Limited                                                                | CUSIP: N/A<br>LEI: 549300IQ650PPXM76X03       | Long             | EC               | CORP              | SG        |        2500 | NS      | $29269.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tronox Incorporated                                                                       | Tronox Incorporated                                                                       | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |     1154000 | PA      | $995413.64    | 0.11%             | 2029-03-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: —       |
| Twilio Inc.                                                                               | Twilio Inc.                                                                               | CUSIP: 90138F102<br>LEI: 5493004W8TRGD63APX93 | Long             | EC               | CORP              | US        |        2302 | NS      | $286276.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Eisai Co., Ltd.                                                                           | Eisai Co., Ltd.                                                                           | CUSIP: N/A<br>LEI: 353800HDEE0ZYEX4QV91       | Long             | EC               | CORP              | JP        |         700 | NS      | $20093.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Elbit Systems Ltd.                                                                        | Elbit Systems Ltd.                                                                        | CUSIP: N/A<br>LEI: 529900Q9CB1REUMZSS32       | Long             | EC               | CORP              | IL        |          69 | NS      | $30963.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Five Point Operating Company, LP                                                          | Five Point Operating Company, LP                                                          | CUSIP: 33834YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      250000 | PA      | $254402.40    | 0.03%             | 2028-01-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Ford Motor Company                                                                        | Ford Motor Company                                                                        | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      150000 | PA      | $126534.00    | 0.01%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fortress Transportation And Infrastructure Investors LLC                                  | Fortress Transportation And Infrastructure Investors LLC                                  | CUSIP: 34960PAD3<br>LEI: 529900E7PUVK6BC8PE80 | Long             | DBT              | CORP              | US        |      281000 | PA      | $279190.00    | 0.03%             | 2028-05-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Fortune Brands Innovations, Inc.                                                          | Fortune Brands Innovations, Inc.                                                          | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |        2442 | NS      | $125714.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Freedom Mortgage Corporation                                                              | Freedom Mortgage Corporation                                                              | CUSIP: 35640YAH0<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |     1098000 | PA      | $1098179.17   | 0.12%             | 2026-05-01      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                                                             | Freedom Mortgage Holdings LLC                                                             | CUSIP: 35641AAA6<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |      210000 | PA      | $218075.42    | 0.02%             | 2029-02-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Square Enix Holdings Co., Ltd.                                                            | Square Enix Holdings Co., Ltd.                                                            | CUSIP: N/A<br>LEI: 529900KCRNRDF8DIA489       | Long             | EC               | CORP              | JP        |         200 | NS      | $14965.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SBI Holdings, Inc.                                                                        | SBI Holdings, Inc.                                                                        | CUSIP: N/A<br>LEI: 353800L6LMHYIPSMRQ17       | Long             | EC               | CORP              | JP        |         800 | NS      | $27906.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cabinet Office, Government of Japan                                                       | Cabinet Office, Government of Japan                                                       | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    59300000 | PA      | $247280.65    | 0.03%             | 2050-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Staat der Nederlanden                                                                     | Staat der Nederlanden                                                                     | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |       15000 | PA      | $15296.28     | 0.00%             | 2031-07-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Twilio Inc.                                                                               | Twilio Inc.                                                                               | CUSIP: 90138FAC6<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |      820000 | PA      | $780517.62    | 0.09%             | 2029-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| U.S. Foods Inc.                                                                           | U.S. Foods Inc.                                                                           | CUSIP: 90290MAG6<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |      457000 | PA      | $472596.03    | 0.05%             | 2028-09-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| UWM Holdings Corporation                                                                  | UWM Holdings Corporation                                                                  | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      919000 | PA      | $920208.53    | 0.10%             | 2030-02-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Williams Scotsman International, Inc.                                                     | Williams Scotsman International, Inc.                                                     | CUSIP: 96950GAE2<br>LEI: 549300V3TCHCBOBTGH07 | Long             | DBT              | CORP              | US        |      616000 | PA      | $608515.94    | 0.07%             | 2028-08-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Freeport-McMoRan Inc.                                                                     | Freeport-McMoRan Inc.                                                                     | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |       10187 | NS      | $441606.45    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Frontier Communications Parent, Inc.                                                      | Frontier Communications Parent, Inc.                                                      | CUSIP: 35906ABE7<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |      518000 | PA      | $518201.21    | 0.06%             | 2027-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| XCEL Energy Inc.                                                                          | XCEL Energy Inc.                                                                          | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |        1793 | NS      | $122103.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Xerox Holdings Corporation                                                                | Xerox Holdings Corporation                                                                | CUSIP: 98421MAB2<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |     1362000 | PA      | $1039708.11   | 0.11%             | 2028-08-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Frontier Communications Parent, Inc.                                                      | Frontier Communications Parent, Inc.                                                      | CUSIP: 35906ABF4<br>LEI: 549300ZCZ76HYCS0H445 | Long             | DBT              | CORP              | US        |     1191000 | PA      | $1190271.64   | 0.13%             | 2028-05-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Full Truck Alliance Co. Ltd.                                                              | Full Truck Alliance Co. Ltd.                                                              | CUSIP: 35969L108<br>LEI: N/A                  | Long             | EC               | CORP              | KY        |        9883 | NS      | $116718.23    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum China Holdings, Inc.                                                                  | Yum China Holdings, Inc.                                                                  | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |       45177 | NS      | $2019863.67   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOZO, Inc.                                                                                | ZOZO, Inc.                                                                                | CUSIP: N/A<br>LEI: 549300GC7XPQMZA0OW13       | Long             | EC               | CORP              | JP        |        1400 | NS      | $15025.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Relx PLC                                                                                  | Relx PLC                                                                                  | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |        5507 | NS      | $298151.99    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TIS Inc.                                                                                  | TIS Inc.                                                                                  | CUSIP: N/A<br>LEI: 35380064HYEZXBQHDF07       | Long             | EC               | CORP              | JP        |         700 | NS      | $23468.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GEO Group, Inc., The                                                                      | GEO Group, Inc., The                                                                      | CUSIP: 36162JAG1<br>LEI: 5493003VOR6NTY465495 | Long             | DBT              | CORP              | US        |      191000 | PA      | $202195.29    | 0.02%             | 2029-04-15      | Fixed         | 8.63%                 | No            |                  2 | On Loan: No      |
| GFL Environmental Inc.                                                                    | GFL Environmental Inc.                                                                    | CUSIP: 36168QAL8<br>LEI: 5493008HF9XC5H29ZX61 | Long             | DBT              | CORP              | US        |      364000 | PA      | $352954.81    | 0.04%             | 2028-08-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| MS&AD Insurance Group Holdings, Inc.                                                      | MS&AD Insurance Group Holdings, Inc.                                                      | CUSIP: N/A<br>LEI: 529900CXROT5S2HMMP26       | Long             | EC               | CORP              | JP        |        4200 | NS      | $93908.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| REC Limited                                                                               | REC Limited                                                                               | CUSIP: N/A<br>LEI: 335800B4YRYWAMIJZ374       | Long             | EC               | CORP              | IN        |       16526 | NS      | $77784.72     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| GFL Environmental Inc.                                                                    | GFL Environmental Inc.                                                                    | CUSIP: 36168QAM6<br>LEI: 5493008HF9XC5H29ZX61 | Long             | DBT              | CORP              | US        |     1248000 | PA      | $1203105.57   | 0.13%             | 2028-09-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II                                                                             | Ginnie Mae II                                                                             | CUSIP: 36179WQB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     1170068 | PA      | $1035330.55   | 0.11%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fresnillo PLC                                                                             | Fresnillo PLC                                                                             | CUSIP: N/A<br>LEI: 549300JXWH1UV5J0XV81       | Long             | EC               | CORP              | GB        |         567 | NS      | $11272.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EDP Renovaveis, S.A.                                                                      | EDP Renovaveis, S.A.                                                                      | CUSIP: N/A<br>LEI: 529900MUFAH07Q1TAX06       | Long             | EC               | CORP              | ES        |         752 | NS      | $8569.52      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Government of the Province of British Columbia                                            | Government of the Province of British Columbia                                            | CUSIP: 110709GJ5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      160000 | PA      | $90558.77     | 0.01%             | 2050-06-18      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AIB Group Public Limited Company                                                          | AIB Group Public Limited Company                                                          | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |      600000 | PA      | $742865.15    | 0.08%             | 2029-07-23      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities Trust 2025-RPL3                                             | GS Mortgage-Backed Securities Trust 2025-RPL3                                             | CUSIP: 362963AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      100000 | PA      | $96269.96     | 0.01%             | 2065-01-26      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Gap, Inc., The                                                                            | Gap, Inc., The                                                                            | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |      948000 | PA      | $880352.36    | 0.10%             | 2029-10-01      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| United Utilities PLC                                                                      | United Utilities PLC                                                                      | CUSIP: N/A<br>LEI: 213800KYT12UFB2VE455       | Long             | EC               | CORP              | GB        |        2021 | NS      | $31679.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HM Treasury                                                                               | HM Treasury                                                                               | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      245000 | PA      | $291335.97    | 0.03%             | 2049-12-07      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| KfW                                                                                       | KfW                                                                                       | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | CORP              | DE        |     2360000 | PA      | $2687835.54   | 0.29%             | 2027-03-31      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Government of the Province of Alberta                                                     | Government of the Province of Alberta                                                     | CUSIP: 013051EB9<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |       40000 | PA      | $29452.69     | 0.00%             | 2028-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| General Motors Company                                                                    | General Motors Company                                                                    | CUSIP: 37045V100<br>LEI: 54930070NSV60J38I987 | Long             | EC               | CORP              | US        |        2214 | NS      | $108950.94    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| General Motors Financial Company, Inc.                                                    | General Motors Financial Company, Inc.                                                    | CUSIP: 37045XBG0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      100000 | PA      | $100178.68    | 0.01%             | 2026-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Canada, Government of                                                                     | Canada, Government of                                                                     | CUSIP: 135087YQ1<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      323000 | PA      | $252977.73    | 0.03%             | 2041-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hoshizaki Corporation                                                                     | Hoshizaki Corporation                                                                     | CUSIP: N/A<br>LEI: 5299001QAMLGU3SRBG20       | Long             | EC               | CORP              | JP        |         300 | NS      | $10337.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Genesis Energy, L.P.                                                                      | Genesis Energy, L.P.                                                                      | CUSIP: 37185LAL6<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |      765000 | PA      | $776316.26    | 0.09%             | 2028-02-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Genesis Energy, L.P.                                                                      | Genesis Energy, L.P.                                                                      | CUSIP: 37185LAP7<br>LEI: 549300VJ5D6MDK138782 | Long             | DBT              | CORP              | US        |       46000 | PA      | $48093.00     | 0.01%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Danmarks Nationalbank                                                                     | Danmarks Nationalbank                                                                     | CUSIP: N/A<br>LEI: 549300AHYJ0OMBLIL335       | Long             | DBT              | NUSS              | DK        |     1006000 | PA      | $191651.04    | 0.02%             | 2039-11-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| HM Treasury                                                                               | HM Treasury                                                                               | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      306000 | PA      | $395459.00    | 0.04%             | 2039-09-07      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| OSMTH of the Kingdom Of Sweden                                                            | OSMTH of the Kingdom Of Sweden                                                            | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |      920000 | PA      | $109278.02    | 0.01%             | 2039-03-30      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Nuvoton Technology Corporation                                                            | Nuvoton Technology Corporation                                                            | CUSIP: N/A<br>LEI: 25490081WZAX02O6MB63       | Long             | EC               | CORP              | TW        |       41000 | NS      | $101846.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Auckland International Airport Limited                                                    | Auckland International Airport Limited                                                    | CUSIP: N/A<br>LEI: 549300HFZIZDJWB7AK60       | Long             | EC               | CORP              | NZ        |        4501 | NS      | $21202.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WPC Eurobond B.V.                                                                         | WPC Eurobond B.V.                                                                         | CUSIP: N/A<br>LEI: 5493005XDMOLBARL5M14       | Long             | DBT              | CORP              | NL        |      100000 | PA      | $105907.19    | 0.01%             | 2030-06-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard Inc.                                                             | Alimentation Couche-Tard Inc.                                                             | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |        9988 | NS      | $496484.46    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| HM Treasury                                                                               | HM Treasury                                                                               | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     1190000 | PA      | $1364423.39   | 0.15%             | 2030-10-22      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| Fast Retailing Co., Ltd.                                                                  | Fast Retailing Co., Ltd.                                                                  | CUSIP: N/A<br>LEI: 353800ZCXKHDPY0N5218       | Long             | EC               | CORP              | JP        |         500 | NS      | $170894.29    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ENN energy Holdings Limited                                                               | ENN energy Holdings Limited                                                               | CUSIP: N/A<br>LEI: 549300V7BXPWT6WIPR03       | Long             | EC               | CORP              | KY        |       20900 | NS      | $168317.37    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WuXi Biologics (Cayman) Inc.                                                              | WuXi Biologics (Cayman) Inc.                                                              | CUSIP: N/A<br>LEI: 5493001TD2TH6VDTJU11       | Long             | EC               | CORP              | KY        |       10000 | NS      | $32871.35     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Lifco AB (Publ)                                                                           | Lifco AB (Publ)                                                                           | CUSIP: N/A<br>LEI: 549300RTLL4VDQRCTW41       | Long             | EC               | CORP              | SE        |         671 | NS      | $27239.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Magnera Corporation                                                                       | Magnera Corporation                                                                       | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |      234000 | PA      | $206534.96    | 0.02%             | 2029-11-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Global Net Lease Operating Partnership, L.P.                                              | Global Net Lease Operating Partnership, L.P.                                              | CUSIP: 37892AAA8<br>LEI: 54930070LDFZSC6WOG12 | Long             | DBT              | CORP              | US        |      562000 | PA      | $538670.90    | 0.06%             | 2027-12-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Wise PLC                                                                                  | Wise PLC                                                                                  | CUSIP: N/A<br>LEI: 213800LD9XCHIC1C4V71       | Long             | EC               | CORP              | GB        |        2018 | NS      | $28786.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HM Treasury                                                                               | HM Treasury                                                                               | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |       70000 | PA      | $31419.95     | 0.00%             | 2073-10-22      | Fixed         | 1.13%                 | Yes           |                  2 | On Loan: No      |
| Global Atlantic Financial Company                                                         | Global Atlantic Financial Company                                                         | CUSIP: 37959GAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      160000 | PA      | $156994.82    | 0.02%             | 2051-10-15      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc., The                                                            | Goldman Sachs Group, Inc., The                                                            | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |        1109 | NS      | $784894.75    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Goldman Sachs Bank USA                                                                    | Goldman Sachs Bank USA                                                                    | CUSIP: 38151LAE0<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |      160000 | PA      | $160280.64    | 0.02%             | 2027-03-18      | Floating      | 5.10%                 | Yes           |                  2 | On Loan: No      |
| The Goodyear Tire & Rubber Company                                                        | The Goodyear Tire & Rubber Company                                                        | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |      949000 | PA      | $927441.22    | 0.10%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                                                          | Gray Media, Inc.                                                                          | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     1069000 | PA      | $1148691.88   | 0.13%             | 2029-07-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Group 1 Automotive, Inc.                                                                  | Group 1 Automotive, Inc.                                                                  | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |      905000 | PA      | $874609.62    | 0.10%             | 2028-08-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Grupo Aeroportuario del Sureste, S.A.B. de C.V.                                           | Grupo Aeroportuario del Sureste, S.A.B. de C.V.                                           | CUSIP: 40051E202<br>LEI: 5299001W7JIDXCUOUC82 | Long             | EC               | CORP              | MX        |         775 | NS      | $247124.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Herbalife International, Inc.                                                             | Herbalife International, Inc.                                                             | CUSIP: 40390DAD7<br>LEI: ST81INWBFR1E54KGC135 | Long             | DBT              | CORP              | US        |     1067000 | PA      | $1167984.05   | 0.13%             | 2029-04-15      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| Commonwealth of Australia                                                                 | Commonwealth of Australia                                                                 | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |     1700000 | PA      | $1103090.67   | 0.12%             | 2054-06-21      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Realty Income Corporation                                                                 | Realty Income Corporation                                                                 | CUSIP: 756109BU7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      500000 | PA      | $631411.00    | 0.07%             | 2030-07-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Amadeus IT Holding, S.A.                                                                  | Amadeus IT Holding, S.A.                                                                  | CUSIP: N/A<br>LEI: 9598004A3FTY3TEHHN09       | Long             | EC               | CORP              | ES        |        1291 | NS      | $108908.08    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Korea Aerospace Industries, Ltd.                                                          | Korea Aerospace Industries, Ltd.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |        2797 | NS      | $186221.52    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA Healthcare, Inc.                                                                      | HCA Healthcare, Inc.                                                                      | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |         456 | NS      | $174693.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HDFC Bank Limited                                                                         | HDFC Bank Limited                                                                         | CUSIP: 40415F101<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |       13147 | NS      | $1007980.49   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Cabinet Office, Government of Japan                                                       | Cabinet Office, Government of Japan                                                       | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   222350000 | PA      | $1431158.58   | 0.16%             | 2050-03-20      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Pandora A/S                                                                               | Pandora A/S                                                                               | CUSIP: N/A<br>LEI: 5299007OWYZ6I1E46843       | Long             | EC               | CORP              | DK        |         232 | NS      | $40732.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Harvest Midstream I, L.P.                                                                 | Harvest Midstream I, L.P.                                                                 | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |      889000 | PA      | $903521.38    | 0.10%             | 2028-09-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| HealthEquity, Inc.                                                                        | HealthEquity, Inc.                                                                        | CUSIP: 42226AAA5<br>LEI: 529900LRJU1RAFQHM467 | Long             | DBT              | CORP              | US        |      285000 | PA      | $277023.13    | 0.03%             | 2029-10-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Heartland Dental, LLC                                                                     | Heartland Dental, LLC                                                                     | CUSIP: 42239PAB5<br>LEI: 5493008FRC0GRKBN1075 | Long             | DBT              | CORP              | US        |      816000 | PA      | $861962.67    | 0.09%             | 2028-04-30      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Korea Electric Power Corp                                                                 | Korea Electric Power Corp                                                                 | CUSIP: 50065AAC8<br>LEI: 988400QG33WS7JEIV602 | Long             | DBT              | CORP              | US        |      755000 | PA      | $739573.31    | 0.08%             | 2026-01-27      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Kraken Oil & Gas Partners LLC                                                             | Kraken Oil & Gas Partners LLC                                                             | CUSIP: 50076PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      236000 | PA      | $231708.37    | 0.03%             | 2029-08-15      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| Lamar Media Corp.                                                                         | Lamar Media Corp.                                                                         | CUSIP: 513075BR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      945000 | PA      | $915490.68    | 0.10%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Gjensidige Forsikring ASA                                                                 | Gjensidige Forsikring ASA                                                                 | CUSIP: N/A<br>LEI: 5967007LIEEXZX6FAO47       | Long             | EC               | CORP              | NO        |         560 | NS      | $14183.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Julius Bar Gruppe AG                                                                      | Julius Bar Gruppe AG                                                                      | CUSIP: N/A<br>LEI: 5299007MF0604ZGJER92       | Long             | EC               | CORP              | CH        |         585 | NS      | $39606.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Glencore PLC                                                                              | Glencore PLC                                                                              | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Long             | EC               | CORP              | JE        |       28980 | NS      | $113017.06    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA Group Limited                                                                         | AIA Group Limited                                                                         | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |      196600 | NS      | $1772805.08   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Corp.                                                                            | SoftBank Corp.                                                                            | CUSIP: N/A<br>LEI: 353800M1YCTS9JRBJ535       | Long             | EC               | CORP              | JP        |       81700 | NS      | $126233.36    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SG Holdings Co., Ltd.                                                                     | SG Holdings Co., Ltd.                                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        1200 | NS      | $13375.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings, Inc.                                                                | Lamb Weston Holdings, Inc.                                                                | CUSIP: 513272AD6<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |       26000 | PA      | $24789.93     | 0.00%             | 2030-01-31      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: No      |
| Level 3 Financing, Inc.                                                                   | Level 3 Financing, Inc.                                                                   | CUSIP: 527298BV4<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |      245023 | PA      | $281960.76    | 0.03%             | 2029-11-15      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| ABSA Group                                                                                | ABSA Group                                                                                | CUSIP: N/A<br>LEI: 2138006IPPRD4N6XLT30       | Long             | EC               | CORP              | ZA        |       22348 | NS      | $222368.51    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ASE Technology Holding Co., Ltd.                                                          | ASE Technology Holding Co., Ltd.                                                          | CUSIP: N/A<br>LEI: 300300GO8QHPMV87NZ73       | Long             | EC               | CORP              | TW        |       55000 | NS      | $274844.96    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ZTO Express (Cayman) Inc.                                                                 | ZTO Express (Cayman) Inc.                                                                 | CUSIP: N/A<br>LEI: 549300SCJPK3YZJTJR78       | Long             | EC               | CORP              | KY        |        6350 | NS      | $112124.59    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Commonwealth of Australia                                                                 | Commonwealth of Australia                                                                 | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |      356000 | PA      | $127352.22    | 0.01%             | 2051-06-21      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                                                      | Mitsubishi UFJ Financial Group, Inc.                                                      | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | EC               | CORP              | JP        |      180000 | NS      | $2463821.70   | 0.27%             |  |  |  | No            |                  2 | On Loan: No      |
| Advantest Corporation                                                                     | Advantest Corporation                                                                     | CUSIP: N/A<br>LEI: 353800EMK32PDKS9XR54       | Long             | EC               | CORP              | JP        |        2200 | NS      | $161986.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Staat der Nederlanden                                                                     | Staat der Nederlanden                                                                     | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |      515000 | PA      | $427866.43    | 0.05%             | 2040-01-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Development Bank of Japan Inc.                                                            | Development Bank of Japan Inc.                                                            | CUSIP: N/A<br>LEI: 5493001HGBABMWFZUI25       | Long             | DBT              | CORP              | JP        |      960000 | PA      | $1126874.71   | 0.12%             | 2025-10-10      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| Lithia Motors, Inc.                                                                       | Lithia Motors, Inc.                                                                       | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |      578000 | PA      | $551627.28    | 0.06%             | 2029-06-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                                           | Live Nation Entertainment, Inc.                                                           | CUSIP: 538034AR0<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      626000 | PA      | $619091.68    | 0.07%             | 2027-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| National Bank of Greece SA                                                                | National Bank of Greece SA                                                                | CUSIP: N/A<br>LEI: 5UMCZOEYKCVFAW8ZLO05       | Long             | EC               | CORP              | GR        |       43454 | NS      | $555027.94    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Xiaomi Corporation                                                                        | Xiaomi Corporation                                                                        | CUSIP: N/A<br>LEI: 2549001ACVFAZRNMKL32       | Long             | EC               | CORP              | KY        |       73600 | NS      | $565817.04    | 0.06%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                                                           | Live Nation Entertainment, Inc.                                                           | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |      715000 | PA      | $694399.93    | 0.08%             | 2028-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley                                                                            | Morgan Stanley                                                                            | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      125000 | PA      | $121263.33    | 0.01%             | 2027-07-20      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| Teva Pharmaceutical Industries Ltd                                                        | Teva Pharmaceutical Industries Ltd                                                        | CUSIP: N/A<br>LEI: 549300BAFGM4RC74ZJ94       | Long             | EC               | CORP              | IL        |        3397 | NS      | $57007.28     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sysmex Corporation                                                                        | Sysmex Corporation                                                                        | CUSIP: N/A<br>LEI: 5299001ZO4CKWACMZI55       | Long             | EC               | CORP              | JP        |        1600 | NS      | $27885.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mozart Debt Merger Sub Inc.                                                               | Mozart Debt Merger Sub Inc.                                                               | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     1368000 | PA      | $1313470.19   | 0.14%             | 2029-04-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Mozart Debt Merger Sub Inc.                                                               | Mozart Debt Merger Sub Inc.                                                               | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     1296000 | PA      | $1286019.70   | 0.14%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                      | NCL Corporation Ltd.                                                                      | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |     1275000 | PA      | $1279094.36   | 0.14%             | 2027-02-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| NCL Corporation Ltd.                                                                      | NCL Corporation Ltd.                                                                      | CUSIP: 62886HBN0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | US        |      497000 | PA      | $523727.93    | 0.06%             | 2029-01-15      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| NFE Fing LLC                                                                              | NFE Fing LLC                                                                              | CUSIP: 62909BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1091000 | PA      | $488424.40    | 0.05%             | 2029-11-15      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| NGL Energy Operating LLC                                                                  | NGL Energy Operating LLC                                                                  | CUSIP: 62922LAC2<br>LEI: 5493008CQD36WWZJ3O79 | Long             | DBT              | CORP              | US        |      414000 | PA      | $418127.05    | 0.05%             | 2029-02-15      | Fixed         | 8.13%                 | Yes           |                  2 | On Loan: No      |
| Adnoc Drilling Company PJSC                                                               | Adnoc Drilling Company PJSC                                                               | CUSIP: N/A<br>LEI: 254900JPRSQL1PM0JV19       | Long             | EC               | CORP              | AE        |       82248 | NS      | $127728.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Estado Espanol                                                                            | Estado Espanol                                                                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      520000 | PA      | $635363.49    | 0.07%             | 2039-07-30      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Nabors Industries, Inc.                                                                   | Nabors Industries, Inc.                                                                   | CUSIP: 62957HAJ4<br>LEI: 549300VFQWRKICUFNU92 | Long             | DBT              | CORP              | US        |      579000 | PA      | $572243.08    | 0.06%             | 2027-05-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| HD Hyundai Electric Co., Ltd.                                                             | HD Hyundai Electric Co., Ltd.                                                             | CUSIP: N/A<br>LEI: 988400CSDKM9UHLHGB91       | Long             | EC               | CORP              | KR        |         551 | NS      | $207185.57    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Terumo Corporation                                                                        | Terumo Corporation                                                                        | CUSIP: N/A<br>LEI: 353800JX1R4582QVK932       | Long             | EC               | CORP              | JP        |        4400 | NS      | $80683.10     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Penske Automotive Group, Inc.                                                             | Penske Automotive Group, Inc.                                                             | CUSIP: 70959WAK9<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |      399000 | PA      | $378866.49    | 0.04%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Regional, S.A.B. De C.V.                                                                  | Regional, S.A.B. De C.V.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |       29133 | NS      | $240646.70    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| B3 S.A. - Brasil, Bolsa, Balcao                                                           | B3 S.A. - Brasil, Bolsa, Balcao                                                           | CUSIP: N/A<br>LEI: 4GTK5S46E6H318LMDS44       | Long             | EC               | CORP              | BR        |      113620 | NS      | $304068.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Roblox Corporation                                                                        | Roblox Corporation                                                                        | CUSIP: 771049AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1057000 | PA      | $998765.07    | 0.11%             | 2030-05-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Rocket Mortgage, LLC                                                                      | Rocket Mortgage, LLC                                                                      | CUSIP: 77313LAA1<br>LEI: 549300FGXN1K3HLB1R50 | Long             | DBT              | CORP              | US        |      856000 | PA      | $835138.02    | 0.09%             | 2026-10-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| PT. Telekomunikasi Indonesia (Persero) Tbk                                                | PT. Telekomunikasi Indonesia (Persero) Tbk                                                | CUSIP: N/A<br>LEI: 529900M5SQZAOKV1PC81       | Long             | EC               | CORP              | ID        |     1707900 | NS      | $292789.72    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Healthineers AG                                                                   | Siemens Healthineers AG                                                                   | CUSIP: N/A<br>LEI: 529900QBVWXMWANH7H45       | Long             | EC               | CORP              | DE        |         799 | NS      | $44368.81     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Rocket Software, Inc.                                                                     | Rocket Software, Inc.                                                                     | CUSIP: 77314EAB4<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |      872000 | PA      | $899551.34    | 0.10%             | 2028-11-28      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                              | Royal Caribbean Cruises Ltd.                                                              | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |      862000 | PA      | $865060.10    | 0.09%             | 2026-08-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| XCMG Construction Machinery Co., Ltd.                                                     | XCMG Construction Machinery Co., Ltd.                                                     | CUSIP: N/A<br>LEI: 300300QGG1VFJ0WTJE78       | Long             | EC               | CORP              | CN        |      103500 | NS      | $112071.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Midea Group Co., Ltd.                                                                     | Midea Group Co., Ltd.                                                                     | CUSIP: N/A<br>LEI: 3003003TRPHLHZD2IF61       | Long             | EC               | CORP              | CN        |       26100 | NS      | $262704.80    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Estado Espanol                                                                            | Estado Espanol                                                                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |        6000 | PA      | $6849.49      | 0.00%             | 2029-04-30      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Rightmove PLC                                                                             | Rightmove PLC                                                                             | CUSIP: N/A<br>LEI: 2138001JXGCFKBXYB828       | Long             | EC               | CORP              | GB        |        2302 | NS      | $24912.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cabinet Office, Government of Japan                                                       | Cabinet Office, Government of Japan                                                       | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   196650000 | PA      | $894426.01    | 0.10%             | 2046-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Service Public Federal Chancellerie Du Premier Ministre                                   | Service Public Federal Chancellerie Du Premier Ministre                                   | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      135000 | PA      | $99580.41     | 0.01%             | 2066-06-22      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| Meituan                                                                                   | Meituan                                                                                   | CUSIP: N/A<br>LEI: 21380033K525E5JLIA77       | Long             | EC               | CORP              | KY        |       29700 | NS      | $476968.33    | 0.05%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Moncler S.p.A.                                                                            | Moncler S.p.A.                                                                            | CUSIP: N/A<br>LEI: 815600EBD7FB00525B20       | Long             | EC               | CORP              | IT        |         634 | NS      | $36104.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NN Group N.V.                                                                             | NN Group N.V.                                                                             | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               | CORP              | NL        |         800 | NS      | $53243.32     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Melrose Industries PLC                                                                    | Melrose Industries PLC                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | GB        |        3535 | NS      | $25746.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Haidilao International Holding Ltd.                                                       | Haidilao International Holding Ltd.                                                       | CUSIP: N/A<br>LEI: 3003009Q8GV4VNKZWI24       | Long             | EC               | CORP              | KY        |       63000 | NS      | $120246.68    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Phoenix Group Holdings PLC                                                                | Phoenix Group Holdings PLC                                                                | CUSIP: N/A<br>LEI: 2138001P49OLAEU33T68       | Long             | EC               | CORP              | GB        |        2221 | NS      | $20098.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Redeia Corporacion SA                                                                     | Redeia Corporacion SA                                                                     | CUSIP: N/A<br>LEI: 5493009HMD0C90GUV498       | Long             | EC               | CORP              | ES        |        1199 | NS      | $25646.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Ferrari N.V.                                                                              | Ferrari N.V.                                                                              | CUSIP: N/A<br>LEI: 549300RIVY5EX8RCON76       | Long             | EC               | CORP              | IT        |         362 | NS      | $177432.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group PLC                                                                         | Compass Group PLC                                                                         | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | EC               | CORP              | GB        |       20020 | NS      | $677705.36    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank N.V.                                                          | Nederlandse Waterschapsbank N.V.                                                          | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | CORP              | AU        |      460000 | PA      | $301877.18    | 0.03%             | 2027-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cabinet Office, Government of Japan                                                       | Cabinet Office, Government of Japan                                                       | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |     6500000 | PA      | $37828.69     | 0.00%             | 2038-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Silergy Corp.                                                                             | Silergy Corp.                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       11236 | NS      | $136810.46    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                                                              | Royal Caribbean Cruises Ltd.                                                              | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | US        |      585000 | PA      | $588134.49    | 0.06%             | 2027-07-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| SBA Communications Corporation                                                            | SBA Communications Corporation                                                            | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |         569 | NS      | $133623.96    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Concordia Financial Group, Ltd.                                                           | Concordia Financial Group, Ltd.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        3400 | NS      | $22092.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Estado Espanol                                                                            | Estado Espanol                                                                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |       16000 | PA      | $18694.63     | 0.00%             | 2026-10-31      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Cabinet Office, Government of Japan                                                       | Cabinet Office, Government of Japan                                                       | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   243700000 | PA      | $958790.82    | 0.11%             | 2058-03-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Republique Francaise Presidence                                                           | Republique Francaise Presidence                                                           | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     1272000 | PA      | $1203627.15   | 0.13%             | 2039-06-25      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| SBA Communications Corporation                                                            | SBA Communications Corporation                                                            | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |      509000 | PA      | $500779.03    | 0.05%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SBA Communications Corporation                                                            | SBA Communications Corporation                                                            | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |     1380000 | PA      | $1303422.38   | 0.14%             | 2029-02-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Estado Espanol                                                                            | Estado Espanol                                                                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |        6000 | PA      | $7014.14      | 0.00%             | 2027-04-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Danmarks Nationalbank                                                                     | Danmarks Nationalbank                                                                     | CUSIP: N/A<br>LEI: 549300AHYJ0OMBLIL335       | Long             | DBT              | NUSS              | DK        |     1223000 | PA      | $187724.59    | 0.02%             | 2027-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Vodafone Group Public Limited Company                                                     | Vodafone Group Public Limited Company                                                     | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | EC               | CORP              | GB        |       60189 | NS      | $64287.03     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlas Copco Aktiebolag                                                                    | Atlas Copco Aktiebolag                                                                    | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Long             | EC               | CORP              | SE        |      113288 | NS      | $1838660.00   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| OSMTH of the Kingdom Of Sweden                                                            | OSMTH of the Kingdom Of Sweden                                                            | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |     1895000 | PA      | $194982.16    | 0.02%             | 2028-05-12      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Estado Espanol                                                                            | Estado Espanol                                                                            | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |        1000 | PA      | $1177.68      | 0.00%             | 2026-04-30      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| Scih Salt Holdings Inc.                                                                   | Scih Salt Holdings Inc.                                                                   | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1049000 | PA      | $1020168.16   | 0.11%             | 2028-05-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| SLM Corporation                                                                           | SLM Corporation                                                                           | CUSIP: 78442PGF7<br>LEI: 4K8SLPBF5DXXGPW03H93 | Long             | DBT              | CORP              | US        |      959000 | PA      | $1004912.05   | 0.11%             | 2030-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Finecobank Banca Fineco S.P.A.                                                            | Finecobank Banca Fineco S.P.A.                                                            | CUSIP: N/A<br>LEI: 549300L7YCATGO57ZE10       | Long             | EC               | CORP              | IT        |        1811 | NS      | $40168.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alstom                                                                                    | Alstom                                                                                    | CUSIP: N/A<br>LEI: 96950032TUYMW11FB530       | Long             | DBT              | CORP              | FR        |      700000 | PA      | $784895.61    | 0.09%             | 2027-07-27      | Fixed         | 0.13%                 | Yes           |                  2 | On Loan: No      |
| Canada, Government of                                                                     | Canada, Government of                                                                     | CUSIP: 135087N26<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |       54000 | PA      | $36184.26     | 0.00%             | 2031-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PB Fintech Limited                                                                        | PB Fintech Limited                                                                        | CUSIP: N/A<br>LEI: 98450083AC6B01HF1F87       | Long             | EC               | CORP              | IN        |        7355 | NS      | $156527.67    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SM Energy Company                                                                         | SM Energy Company                                                                         | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      903000 | PA      | $899922.57    | 0.10%             | 2029-08-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Sabine Pass Liquefaction, LLC                                                             | Sabine Pass Liquefaction, LLC                                                             | CUSIP: 785592AV8<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |      127000 | PA      | $127925.75    | 0.01%             | 2026-06-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Gouvernement De France                                                                    | Gouvernement De France                                                                    | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      169560 | PA      | $92216.87     | 0.01%             | 2053-05-25      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Cabinet Office, Government of Japan                                                       | Cabinet Office, Government of Japan                                                       | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   103350000 | PA      | $681311.22    | 0.07%             | 2033-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Sabre GLBL Inc.                                                                           | Sabre GLBL Inc.                                                                           | CUSIP: 78573NAJ1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      507000 | PA      | $519061.17    | 0.06%             | 2027-06-01      | Fixed         | 8.63%                 | Yes           |                  2 | On Loan: No      |
| Sabre GLBL Inc.                                                                           | Sabre GLBL Inc.                                                                           | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |       14000 | PA      | $14392.47     | 0.00%             | 2029-11-15      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: —       |
| Atlas Copco Aktiebolag                                                                    | Atlas Copco Aktiebolag                                                                    | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Long             | EC               | CORP              | SE        |        4627 | NS      | $65883.61     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Segretariato Generale Della Presidenza Della Repubblica                                   | Segretariato Generale Della Presidenza Della Repubblica                                   | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      200000 | PA      | $212359.39    | 0.02%             | 2031-04-01      | Fixed         | 0.90%                 | Yes           |                  2 | On Loan: No      |
| Banco BPM Societa' Per Azioni                                                             | Banco BPM Societa' Per Azioni                                                             | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | DBT              | CORP              | IT        |      600000 | PA      | $738836.56    | 0.08%             | 2027-11-29      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Novo Nordisk A/S                                                                          | Novo Nordisk A/S                                                                          | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |       39457 | NS      | $2726290.48   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Saia, Inc.                                                                                | Saia, Inc.                                                                                | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |        1166 | NS      | $319472.34    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce, Inc.                                                                          | Salesforce, Inc.                                                                          | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |        9494 | NS      | $2588918.86   | 0.28%             |  |  |  | No            |                  1 | On Loan: No      |
| SanDisk LLC                                                                               | SanDisk LLC                                                                               | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        5386 | NS      | $244255.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Santander UK Group Holdings PLC                                                           | Santander UK Group Holdings PLC                                                           | CUSIP: 80281LAM7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | US        |      200000 | PA      | $199072.72    | 0.02%             | 2026-08-21      | Fixed         | 1.53%                 | No            |                  2 | On Loan: No      |
| Shell PLC                                                                                 | Shell PLC                                                                                 | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |       59327 | NS      | $2073722.79   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Daimler Truck Holding AG                                                                  | Daimler Truck Holding AG                                                                  | CUSIP: N/A<br>LEI: 529900PW78JIYOUBSR24       | Long             | EC               | CORP              | DE        |        1383 | NS      | $65630.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Government of Saudi Arabia                                                                | Government of Saudi Arabia                                                                | CUSIP: 80413TAV1<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | US        |      322000 | PA      | $269435.11    | 0.03%             | 2033-02-02      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Government of Saudi Arabia                                                                | Government of Saudi Arabia                                                                | CUSIP: 80413TBC2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | US        |      733000 | PA      | $737386.27    | 0.08%             | 2028-01-18      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Light & Wonder, Inc.                                                                      | Light & Wonder, Inc.                                                                      | CUSIP: 80874DAA4<br>LEI: 529900JXALYBOHXKFM62 | Long             | DBT              | CORP              | US        |      931000 | PA      | $896857.59    | 0.10%             | 2030-03-01      | Fixed         | 6.63%                 | Yes           |                  2 | On Loan: No      |
| Neste Oyj                                                                                 | Neste Oyj                                                                                 | CUSIP: N/A<br>LEI: 5493009GY1X8GQ66AM14       | Long             | EC               | CORP              | FI        |        1245 | NS      | $16895.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cabinet Office, Government of Japan                                                       | Cabinet Office, Government of Japan                                                       | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    83200000 | PA      | $531161.56    | 0.06%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Industria de Diseno Textil, S.A.                                                          | Industria de Diseno Textil, S.A.                                                          | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |        3285 | NS      | $171051.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Schroders PLC                                                                             | Schroders PLC                                                                             | CUSIP: N/A<br>LEI: 2138001YYBULX5SZ2H24       | Long             | EC               | CORP              | GB        |        2688 | NS      | $13359.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Compagnie Generale des Etablissements Michelin                                            | Compagnie Generale des Etablissements Michelin                                            | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | EC               | CORP              | FR        |       51549 | NS      | $1916657.89   | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| HM Treasury                                                                               | HM Treasury                                                                               | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      455000 | PA      | $486278.99    | 0.05%             | 2053-10-22      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| DSM-Firmenich AG                                                                          | DSM-Firmenich AG                                                                          | CUSIP: N/A<br>LEI: 506700G44V67MPM4BI12       | Long             | EC               | CORP              | CH        |         740 | NS      | $78759.19     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wal - Mart de Mexico, S.A.B. de C.V.                                                      | Wal - Mart de Mexico, S.A.B. de C.V.                                                      | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |       85024 | NS      | $281291.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| CK Hutchison Holdings Limited                                                             | CK Hutchison Holdings Limited                                                             | CUSIP: N/A<br>LEI: 254900Z8HM1VEPOQ2G79       | Long             | EC               | CORP              | KY        |        7500 | NS      | $46282.65     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Meridian Energy Limited                                                                   | Meridian Energy Limited                                                                   | CUSIP: N/A<br>LEI: 254900IFKXIGNCY3A092       | Long             | EC               | CORP              | NZ        |        3808 | NS      | $13703.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Axis Bank Limited                                                                         | Axis Bank Limited                                                                         | CUSIP: N/A<br>LEI: 549300HVNWMJPOFVNI41       | Long             | EC               | CORP              | IN        |       20768 | NS      | $290499.41    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Osaic Holdings, Inc.                                                                      | Osaic Holdings, Inc.                                                                      | CUSIP: 00119LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      248000 | PA      | $248610.86    | 0.03%             | 2028-03-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| AMC Networks, Inc.                                                                        | AMC Networks, Inc.                                                                        | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |      909000 | PA      | $942805.27    | 0.10%             | 2029-01-15      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| Angi Inc.                                                                                 | Angi Inc.                                                                                 | CUSIP: 00183L201<br>LEI: 5493003ENY577E6SZL06 | Long             | EC               | CORP              | US        |        1273 | NS      | $19425.98     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| APH Somerset Inv 2 LLC                                                                    | APH Somerset Inv 2 LLC                                                                    | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      906000 | PA      | $926848.63    | 0.10%             | 2029-11-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| AAR Escrow Issuer, LLC                                                                    | AAR Escrow Issuer, LLC                                                                    | CUSIP: 00253PAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      511000 | PA      | $529377.22    | 0.06%             | 2029-03-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| American Airlines, Inc.                                                                   | American Airlines, Inc.                                                                   | CUSIP: 00253XAB7<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     1223000 | PA      | $1225854.27   | 0.13%             | 2029-04-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| AbbVie Inc.                                                                               | AbbVie Inc.                                                                               | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       17393 | NS      | $3228488.66   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| Acrisure, LLC                                                                             | Acrisure, LLC                                                                             | CUSIP: 00489LAF0<br>LEI: 549300R0Z1Q47XRTGO22 | Long             | DBT              | CORP              | US        |      965000 | PA      | $927602.82    | 0.10%             | 2029-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| AdaptHealth LLC                                                                           | AdaptHealth LLC                                                                           | CUSIP: 00653VAC5<br>LEI: 549300SN58QQ28RVWE26 | Long             | DBT              | CORP              | US        |      779000 | PA      | $734482.49    | 0.08%             | 2029-08-01      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| AdaptHealth LLC                                                                           | AdaptHealth LLC                                                                           | CUSIP: 00653VAE1<br>LEI: 549300SN58QQ28RVWE26 | Long             | DBT              | CORP              | US        |      318000 | PA      | $302373.40    | 0.03%             | 2030-03-01      | Fixed         | 5.13%                 | Yes           |                  2 | On Loan: No      |
| Adient Global Holdings Ltd                                                                | Adient Global Holdings Ltd                                                                | CUSIP: 00687YAB1<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | US        |      257000 | PA      | $264713.83    | 0.03%             | 2028-04-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Advantage Sales & Marketing Inc.                                                          | Advantage Sales & Marketing Inc.                                                          | CUSIP: 00775PAA5<br>LEI: 549300T4O24KQDED1182 | Long             | DBT              | CORP              | US        |      944000 | PA      | $735914.84    | 0.08%             | 2028-11-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Air Canada                                                                                | Air Canada                                                                                | CUSIP: 008911BK4<br>LEI: 4B4HI3CGXMBDC0G6BM51 | Long             | DBT              | CORP              | US        |       26000 | PA      | $25734.91     | 0.00%             | 2026-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Romania, Government of                                                                    | Romania, Government of                                                                    | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |      390000 | PA      | $351289.97    | 0.04%             | 2033-04-14      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| argenx SE                                                                                 | argenx SE                                                                                 | CUSIP: N/A<br>LEI: 7245009C5FZE6G9ODQ71       | Long             | EC               | CORP              | NL        |         174 | NS      | $95660.34     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Lease Corporation                                                                     | Air Lease Corporation                                                                     | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |        4014 | NS      | $234778.86    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Safeway Inc.                                                                              | Safeway Inc.                                                                              | CUSIP: 013092AC5<br>LEI: 549300NKZ6VCN5P3K723 | Long             | DBT              | CORP              | US        |      522000 | PA      | $518384.34    | 0.06%             | 2027-01-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Safeway Inc.                                                                              | Safeway Inc.                                                                              | CUSIP: 013092AG6<br>LEI: 549300NKZ6VCN5P3K723 | Long             | DBT              | CORP              | US        |      975000 | PA      | $924340.17    | 0.10%             | 2029-03-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Alcoa Nederland Holding B.V.                                                              | Alcoa Nederland Holding B.V.                                                              | CUSIP: 013822AG6<br>LEI: 5493000UL1QLQLT1VQ42 | Long             | DBT              | CORP              | US        |      657000 | PA      | $624912.15    | 0.07%             | 2029-03-31      | Fixed         | 4.13%                 | Yes           |                  2 | On Loan: —       |
| Allegiant Travel Company                                                                  | Allegiant Travel Company                                                                  | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |      836000 | PA      | $835870.29    | 0.09%             | 2027-08-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Entertainment Studios, Inc.                                                               | Entertainment Studios, Inc.                                                               | CUSIP: 01771YAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      145000 | PA      | $56131.18     | 0.01%             | 2028-02-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Bread Financial Payments, Inc.                                                            | Bread Financial Payments, Inc.                                                            | CUSIP: 018581AP3<br>LEI: 549300G8S4PO686J7H97 | Long             | DBT              | CORP              | US        |       10000 | PA      | $10766.40     | 0.00%             | 2029-03-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Broadcom Inc.                                                                             | Broadcom Inc.                                                                             | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       11418 | NS      | $3147371.70   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Properties Retail Holding LLC                                                  | Brookfield Properties Retail Holding LLC                                                  | CUSIP: 11284DAC9<br>LEI: 549300K1JD1LDRNBET48 | Long             | DBT              | CORP              | US        |      314000 | PA      | $305452.71    | 0.03%             | 2027-04-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Bunge Limited Finance Corp.                                                               | Bunge Limited Finance Corp.                                                               | CUSIP: 120568BB5<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |      125000 | PA      | $124546.25    | 0.01%             | 2025-08-17      | Fixed         | 1.63%                 | No            |                  2 | On Loan: No      |
| CCO Holdings, LLC                                                                         | CCO Holdings, LLC                                                                         | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1198000 | PA      | $1222319.66   | 0.13%             | 2029-09-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Embecta Corp.                                                                             | Embecta Corp.                                                                             | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |      840000 | PA      | $758667.00    | 0.08%             | 2030-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: —       |
| Enbridge Inc.                                                                             | Enbridge Inc.                                                                             | CUSIP: 29250NAS4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | US        |      150000 | PA      | $147937.50    | 0.02%             | 2077-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc.                                                                             | Enbridge Inc.                                                                             | CUSIP: 29250NBN4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | US        |      350000 | PA      | $360500.00    | 0.04%             | 2083-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Encino Acquisition Partners Holdings, LLC                                                 | Encino Acquisition Partners Holdings, LLC                                                 | CUSIP: 29254BAA5<br>LEI: 549300BUKUEKT2UE4T49 | Long             | DBT              | CORP              | US        |      729000 | PA      | $745402.50    | 0.08%             | 2028-05-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Encore Capital Group, Inc.                                                                | Encore Capital Group, Inc.                                                                | CUSIP: 292554AQ5<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |      722000 | PA      | $768272.09    | 0.08%             | 2029-04-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                                                  | Energizer Holdings, Inc.                                                                  | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |      308000 | PA      | $299857.70    | 0.03%             | 2028-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                                                  | Energizer Holdings, Inc.                                                                  | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |      474000 | PA      | $448884.87    | 0.05%             | 2029-03-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Energy Transfer LP                                                                        | Energy Transfer LP                                                                        | CUSIP: 29273VBC3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      150000 | PA      | $153232.50    | 0.02%             | 2054-10-01      | Fixed         | 7.13%                 | No            |                  2 | On Loan: No      |
| Capitaland Investment Limited                                                             | Capitaland Investment Limited                                                             | CUSIP: N/A<br>LEI: 254900AT4UQDU7SNXX49       | Long             | EC               | CORP              | SG        |        6600 | NS      | $13784.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Cabinet Office, Government of Japan                                                       | Cabinet Office, Government of Japan                                                       | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   142800000 | PA      | $667249.50    | 0.07%             | 2052-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Cadent Finance PLC                                                                        | Cadent Finance PLC                                                                        | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |      400000 | PA      | $421319.96    | 0.05%             | 2030-03-19      | Fixed         | 0.63%                 | Yes           |                  2 | On Loan: No      |
| The Lottery Corporation Limited                                                           | The Lottery Corporation Limited                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |        6597 | NS      | $23147.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Thailand, Kingdom of                                                                      | Thailand, Kingdom of                                                                      | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |   139260000 | PA      | $4708197.95   | 0.52%             | 2034-06-17      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Sandor-Palota                                                                             | Sandor-Palota                                                                             | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |      100000 | PA      | $126621.45    | 0.01%             | 2033-09-12      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Segretariato Generale Della Presidenza Della Repubblica                                   | Segretariato Generale Della Presidenza Della Repubblica                                   | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      179000 | PA      | $202135.82    | 0.02%             | 2038-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Cabinet Office, Government of Japan                                                       | Cabinet Office, Government of Japan                                                       | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   157700000 | PA      | $1038922.19   | 0.11%             | 2031-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Woolworths Group Limited                                                                  | Woolworths Group Limited                                                                  | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Long             | DBT              | CORP              | AU        |      750000 | PA      | $816620.18    | 0.09%             | 2028-11-15      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| KakaoBank Corp.                                                                           | KakaoBank Corp.                                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |        7129 | NS      | $158364.59    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Segretariato Generale Della Presidenza Della Repubblica                                   | Segretariato Generale Della Presidenza Della Repubblica                                   | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      160000 | PA      | $112864.07    | 0.01%             | 2072-03-01      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| Segretariato Generale Della Presidenza Della Repubblica                                   | Segretariato Generale Della Presidenza Della Repubblica                                   | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      250000 | PA      | $199522.55    | 0.02%             | 2052-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Hexagon Aktiebolag                                                                        | Hexagon Aktiebolag                                                                        | CUSIP: N/A<br>LEI: 549300WJFW6ILNI4TA80       | Long             | EC               | CORP              | SE        |        6195 | NS      | $62449.12     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Universal Music Group N.V.                                                                | Universal Music Group N.V.                                                                | CUSIP: N/A<br>LEI: 724500GJBUL3D9TW9Y18       | Long             | EC               | CORP              | NL        |        2805 | NS      | $90915.30     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The Berkeley Group Holdings PLC                                                           | The Berkeley Group Holdings PLC                                                           | CUSIP: N/A<br>LEI: 2138009OQSSLVVHQAL78       | Long             | EC               | CORP              | GB        |         298 | NS      | $15768.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| G&L Beijer Ref AB                                                                         | G&L Beijer Ref AB                                                                         | CUSIP: N/A<br>LEI: 549300PZZEUVH08H4G75       | Long             | EC               | CORP              | SE        |        1112 | NS      | $17540.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| China Merchants Bank Co., Ltd.                                                            | China Merchants Bank Co., Ltd.                                                            | CUSIP: N/A<br>LEI: 549300MKO5B60FFIHF58       | Long             | EC               | CORP              | CN        |       62100 | NS      | $398267.54    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Kweichow Moutai Co.,Ltd.                                                                  | Kweichow Moutai Co.,Ltd.                                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |         800 | NS      | $157215.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| China Yangtze Power Co., Ltd.                                                             | China Yangtze Power Co., Ltd.                                                             | CUSIP: N/A<br>LEI: 3003008VX8JFJXA6QP74       | Long             | EC               | CORP              | CN        |       45200 | NS      | $190018.66    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Inner Mongolia Yili Industrial Group Co., Ltd.                                            | Inner Mongolia Yili Industrial Group Co., Ltd.                                            | CUSIP: N/A<br>LEI: 3003002Q2A863JPQFH06       | Long             | EC               | CORP              | CN        |       28189 | NS      | $109574.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Baoshan Iron & Steel Co., Ltd.                                                            | Baoshan Iron & Steel Co., Ltd.                                                            | CUSIP: N/A<br>LEI: 300300PYAP4PEHORZT21       | Long             | EC               | CORP              | CN        |      122600 | NS      | $112719.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Jiangsu Hengrui Pharmaceuticals Co., Ltd.                                                 | Jiangsu Hengrui Pharmaceuticals Co., Ltd.                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |       33300 | NS      | $241057.18    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fisher & Paykel Healthcare Corporation Limited                                            | Fisher & Paykel Healthcare Corporation Limited                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NZ        |        1634 | NS      | $35738.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuji Electric Co., Ltd.                                                                   | Fuji Electric Co., Ltd.                                                                   | CUSIP: N/A<br>LEI: 5299000HVNGZZTYYM906       | Long             | EC               | CORP              | JP        |         400 | NS      | $18370.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Subaru Corporation.                                                                       | Subaru Corporation.                                                                       | CUSIP: N/A<br>LEI: 549300N244BVAEE6HH86       | Long             | EC               | CORP              | JP        |        1700 | NS      | $29570.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJIFILM Holdings Corporation                                                             | FUJIFILM Holdings Corporation                                                             | CUSIP: N/A<br>LEI: 529900UBKMFM0ST6H474       | Long             | EC               | CORP              | JP        |        3500 | NS      | $75147.38     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujikura Ltd.                                                                             | Fujikura Ltd.                                                                             | CUSIP: N/A<br>LEI: 353800PSDZ8VRCKVPL51       | Long             | EC               | CORP              | JP        |         800 | NS      | $41882.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FANUC Corporation                                                                         | FANUC Corporation                                                                         | CUSIP: N/A<br>LEI: 529900QTSW745LOKW705       | Long             | EC               | CORP              | JP        |        2800 | NS      | $76142.29     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fujitsu Limited                                                                           | Fujitsu Limited                                                                           | CUSIP: N/A<br>LEI: 3538000246DHJLRTUZ24       | Long             | EC               | CORP              | JP        |        5300 | NS      | $128932.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Raiffeisen Bank International AG                                                          | Raiffeisen Bank International AG                                                          | CUSIP: N/A<br>LEI: 9ZHRYM6F437SQJ6OUG95       | Long             | EC               | CORP              | AT        |         436 | NS      | $13288.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rentokil Initial PLC                                                                      | Rentokil Initial PLC                                                                      | CUSIP: N/A<br>LEI: 549300VN4WV7Z6T14K68       | Long             | EC               | CORP              | GB        |        7016 | NS      | $33885.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Localiza Rent A Car SA                                                                    | Localiza Rent A Car SA                                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |       17504 | NS      | $131414.51    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| MTU Aero Engines AG                                                                       | MTU Aero Engines AG                                                                       | CUSIP: N/A<br>LEI: 529900807L67JY81RD65       | Long             | EC               | CORP              | DE        |         152 | NS      | $67717.83     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kone Corporation                                                                          | Kone Corporation                                                                          | CUSIP: N/A<br>LEI: 2138001CNF45JP5XZK38       | Long             | EC               | CORP              | FI        |        1050 | NS      | $69138.16     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Elia Group                                                                                | Elia Group                                                                                | CUSIP: N/A<br>LEI: 549300S1MP1NFDIKT460       | Long             | EC               | CORP              | BE        |         121 | NS      | $13933.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Engie                                                                                     | Engie                                                                                     | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |       26249 | NS      | $616613.82    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Heineken Holding N.V.                                                                     | Heineken Holding N.V.                                                                     | CUSIP: N/A<br>LEI: 724500M1WJLFM9TYBS04       | Long             | EC               | CORP              | NL        |         389 | NS      | $28980.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BIM Birlesik Magazalar Anonim Sirketi                                                     | BIM Birlesik Magazalar Anonim Sirketi                                                     | CUSIP: N/A<br>LEI: 7890001GCDJQD8DJKE29       | Long             | EC               | CORP              | TR        |       21996 | NS      | $273922.41    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Leonardo S.p.A.                                                                           | Leonardo S.p.A.                                                                           | CUSIP: N/A<br>LEI: 529900X4EEX1U9LN3U39       | Long             | EC               | CORP              | IT        |        1186 | NS      | $67094.86     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corporation Limited                                               | Oversea-Chinese Banking Corporation Limited                                               | CUSIP: N/A<br>LEI: 5493007O3QFXCPOGWK22       | Long             | EC               | CORP              | SG        |        9700 | NS      | $124643.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Seven & I Holdings Co., Ltd.                                                              | Seven & I Holdings Co., Ltd.                                                              | CUSIP: N/A<br>LEI: 52990037G8JRM3TWGY86       | Long             | EC               | CORP              | JP        |        7100 | NS      | $114515.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hindalco Industries Limited                                                               | Hindalco Industries Limited                                                               | CUSIP: N/A<br>LEI: 335800KXLE5NO5B4GF90       | Long             | EC               | CORP              | IN        |       17530 | NS      | $142109.47    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiichi Sankyo Company, Limited                                                           | Daiichi Sankyo Company, Limited                                                           | CUSIP: N/A<br>LEI: 353800XGIU2IHQGC9504       | Long             | EC               | CORP              | JP        |        5500 | NS      | $128173.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bandai Namco Holdings Inc.                                                                | Bandai Namco Holdings Inc.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        2000 | NS      | $71630.73     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ITC Limited                                                                               | ITC Limited                                                                               | CUSIP: N/A<br>LEI: 335800WLOU3OFWFTMP43       | Long             | EC               | CORP              | IN        |       30750 | NS      | $149371.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Chemical Group Corporation                                                     | Mitsubishi Chemical Group Corporation                                                     | CUSIP: N/A<br>LEI: 353800YNKX4RQUGAR072       | Long             | EC               | CORP              | JP        |        3900 | NS      | $20491.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hikma Pharmaceuticals Public Limited Company                                              | Hikma Pharmaceuticals Public Limited Company                                              | CUSIP: N/A<br>LEI: 549300BNS685UXH4JI75       | Long             | EC               | CORP              | GB        |         468 | NS      | $12768.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Indutrade Aktiebolag                                                                      | Indutrade Aktiebolag                                                                      | CUSIP: N/A<br>LEI: 549300FISLQ6CEFP1867       | Long             | EC               | CORP              | SE        |         793 | NS      | $21623.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Construction Bank Corporation                                                       | China Construction Bank Corporation                                                       | CUSIP: N/A<br>LEI: 5493001KQW6DM7KEDR62       | Long             | EC               | CORP              | CN        |      401000 | NS      | $405317.55    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Segretariato Generale Della Presidenza Della Repubblica                                   | Segretariato Generale Della Presidenza Della Repubblica                                   | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      522000 | PA      | $643257.65    | 0.07%             | 2037-02-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Link Real Estate Investment Trust                                                         | Link Real Estate Investment Trust                                                         | CUSIP: N/A<br>LEI: 529900XUE70U36QX5M62       | Long             | EC               | CORP              | HK        |        7400 | NS      | $39580.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hana Financial Group Inc.                                                                 | Hana Financial Group Inc.                                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |        7092 | NS      | $452876.65    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| London Stock Exchange Group PLC                                                           | London Stock Exchange Group PLC                                                           | CUSIP: N/A<br>LEI: 213800QAUUUP6I445N30       | Long             | EC               | CORP              | GB        |        5722 | NS      | $835187.19    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                                  | Celanese US Holdings LLC                                                                  | CUSIP: 15089QAN4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      791000 | PA      | $824721.37    | 0.09%             | 2029-07-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                                                  | Celanese US Holdings LLC                                                                  | CUSIP: 15089QAZ7<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      689000 | PA      | $704901.18    | 0.08%             | 2030-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Central Parent Inc.                                                                       | Central Parent Inc.                                                                       | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      689000 | PA      | $561492.50    | 0.06%             | 2029-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Central Parent Inc.                                                                       | Central Parent Inc.                                                                       | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      578000 | PA      | $478400.69    | 0.05%             | 2029-06-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Century Communities, Inc.                                                                 | Century Communities, Inc.                                                                 | CUSIP: 156504AM4<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |      362000 | PA      | $335098.08    | 0.04%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Champions Financing Inc.                                                                  | Champions Financing Inc.                                                                  | CUSIP: 15870LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      892000 | PA      | $859705.26    | 0.09%             | 2029-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: —       |
| Charles River Laboratories International, Inc.                                            | Charles River Laboratories International, Inc.                                            | CUSIP: 159864AG2<br>LEI: 549300BSQ0R4UZ5KX287 | Long             | DBT              | CORP              | US        |      367000 | PA      | $344295.62    | 0.04%             | 2029-03-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Chart Industries, Inc.                                                                    | Chart Industries, Inc.                                                                    | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |       97000 | PA      | $101598.35    | 0.01%             | 2030-01-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                                                     | Charter Communications Operating, LLC                                                     | CUSIP: 161175AZ7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |      650000 | PA      | $682625.58    | 0.07%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating, LLC                                                     | Charter Communications Operating, LLC                                                     | CUSIP: 161175CP7<br>LEI: 549300TPZNMN50BJ3745 | Long             | DBT              | CORP              | US        |       50000 | PA      | $53528.82     | 0.01%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Chemours Company, The                                                                     | Chemours Company, The                                                                     | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      839000 | PA      | $786140.99    | 0.09%             | 2028-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Chemours Company, The                                                                     | Chemours Company, The                                                                     | CUSIP: 163851AH1<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |      427000 | PA      | $372191.08    | 0.04%             | 2029-11-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Cheniere Energy, Inc.                                                                     | Cheniere Energy, Inc.                                                                     | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |        1514 | NS      | $368689.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Chevron Phillips Chemical Company LLC                                                     | Chevron Phillips Chemical Company LLC                                                     | CUSIP: 166754AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       52000 | PA      | $51367.66     | 0.01%             | 2026-12-01      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Cinemark USA, Inc.                                                                        | Cinemark USA, Inc.                                                                        | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |      898000 | PA      | $894239.56    | 0.10%             | 2028-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Cisco Systems, Inc.                                                                       | Cisco Systems, Inc.                                                                       | CUSIP: 17275R102<br>LEI: 8E6NF1YAL0WT6CWXXV93 | Long             | EC               | CORP              | US        |        1036 | NS      | $71877.68     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Citigroup Inc.                                                                            | Citigroup Inc.                                                                            | CUSIP: 17327CAM5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      100000 | PA      | $98026.98     | 0.01%             | 2027-01-28      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc.                                                                            | Citigroup Inc.                                                                            | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      410000 | PA      | $408065.87    | 0.04%             | 2030-09-19      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                                                   | Civitas Resources, Inc.                                                                   | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     1118000 | PA      | $1146116.19   | 0.13%             | 2028-07-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Hoya Corporation                                                                          | Hoya Corporation                                                                          | CUSIP: N/A<br>LEI: 353800X4VR3BHEUCJB42       | Long             | EC               | CORP              | JP        |       14900 | NS      | $1767407.32   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Bharti Airtel Limited                                                                     | Bharti Airtel Limited                                                                     | CUSIP: N/A<br>LEI: 335800KQ1FPKOQ84OR26       | Long             | EC               | CORP              | IN        |        7403 | NS      | $173777.04    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Hynix Inc.                                                                             | SK Hynix Inc.                                                                             | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | EC               | CORP              | KR        |        8039 | NS      | $1737856.77   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Israel Discount Bank Limited                                                              | Israel Discount Bank Limited                                                              | CUSIP: 465074201<br>LEI: 549300XWZ7BG5G23OF51 | Long             | EC               | CORP              | IL        |        3667 | NS      | $36592.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sirius XM Radio Inc.                                                                      | Sirius XM Radio Inc.                                                                      | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |      634000 | PA      | $622335.06    | 0.07%             | 2026-09-01      | Fixed         | 3.13%                 | Yes           |                  2 | On Loan: No      |
| Sitio Royalties Operating Partnership, LP                                                 | Sitio Royalties Operating Partnership, LP                                                 | CUSIP: 82983MAB6<br>LEI: 549300QY3ULLB2FX0O13 | Long             | DBT              | CORP              | US        |      190000 | PA      | $198902.02    | 0.02%             | 2028-11-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Sonic Automotive, Inc.                                                                    | Sonic Automotive, Inc.                                                                    | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |      520000 | PA      | $504208.97    | 0.06%             | 2029-11-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| South Africa, Parliament of                                                               | South Africa, Parliament of                                                               | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | US        |      300000 | PA      | $288375.00    | 0.03%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Southwestern Energy Company                                                               | Southwestern Energy Company                                                               | CUSIP: 845467AR0<br>LEI: EFWMP121W54QV9MGOP87 | Long             | DBT              | CORP              | US        |       26000 | PA      | $26020.05     | 0.00%             | 2029-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Block, Inc.                                                                               | Block, Inc.                                                                               | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     1005000 | PA      | $983690.32    | 0.11%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| SRM Escrow Issuer, LLC                                                                    | SRM Escrow Issuer, LLC                                                                    | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |      745000 | PA      | $743289.58    | 0.08%             | 2028-11-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Star Leasing Company, LLC                                                                 | Star Leasing Company, LLC                                                                 | CUSIP: 854938AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      581000 | PA      | $575994.53    | 0.06%             | 2030-02-15      | Fixed         | 7.63%                 | Yes           |                  2 | On Loan: No      |
| Staples, Inc.                                                                             | Staples, Inc.                                                                             | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     1322000 | PA      | $1255628.45   | 0.14%             | 2029-09-01      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                             | Starwood Property Trust, Inc.                                                             | CUSIP: 85571BAY1<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      374000 | PA      | $370220.81    | 0.04%             | 2027-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                                                             | Starwood Property Trust, Inc.                                                             | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |      366000 | PA      | $385322.66    | 0.04%             | 2029-04-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Strathcona Resources Ltd.                                                                 | Strathcona Resources Ltd.                                                                 | CUSIP: 86304TAA6<br>LEI: 549300ZPS06QWKX6NG96 | Long             | DBT              | CORP              | US        |      122000 | PA      | $122199.77    | 0.01%             | 2026-08-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                                                                 | Sunoco LP                                                                                 | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |       80000 | PA      | $83317.01     | 0.01%             | 2029-05-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Sunoco LP                                                                                 | Sunoco LP                                                                                 | CUSIP: 86765LAT4<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |     1309000 | PA      | $1270266.38   | 0.14%             | 2029-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX Corporation                                                                     | TD SYNNEX Corporation                                                                     | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |        4861 | NS      | $659637.70    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| TTM Technologies, Inc.                                                                    | TTM Technologies, Inc.                                                                    | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |      821000 | PA      | $783788.07    | 0.09%             | 2029-03-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Tallgrass Energy Partners, LP                                                             | Tallgrass Energy Partners, LP                                                             | CUSIP: 87470LAL5<br>LEI: 549300IQ3DN0F3VERF65 | Long             | DBT              | CORP              | US        |      904000 | PA      | $928883.22    | 0.10%             | 2029-02-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Temasek Financial (I) Limited                                                             | Temasek Financial (I) Limited                                                             | CUSIP: 87973PBA1<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | US        |     1151000 | PA      | $1003800.34   | 0.11%             | 2031-08-02      | Fixed         | 1.63%                 | Yes           |                  2 | On Loan: —       |
| Temasek Financial (I) Limited                                                             | Temasek Financial (I) Limited                                                             | CUSIP: 87973RAE0<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | US        |      250000 | PA      | $247879.98    | 0.03%             | 2028-08-01      | Fixed         | 3.63%                 | Yes           |                  2 | On Loan: No      |
| Somnigroup International Inc.                                                             | Somnigroup International Inc.                                                             | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |      955000 | PA      | $913230.71    | 0.10%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                              | Tenet Healthcare Corporation                                                              | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     1125000 | PA      | $1110411.92   | 0.12%             | 2028-06-15      | Fixed         | 4.63%                 | Yes           |                  2 | On Loan: No      |
| Tenet Healthcare Corporation                                                              | Tenet Healthcare Corporation                                                              | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     1143000 | PA      | $1144427.06   | 0.13%             | 2028-10-01      | Fixed         | 6.13%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                                                             | Cencora, Inc.                                                                             | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |         974 | NS      | $292053.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese US Holdings LLC                                                                  | Celanese US Holdings LLC                                                                  | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      782000 | PA      | $809807.85    | 0.09%             | 2027-07-15      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                                      | Clear Channel Outdoor Holdings, Inc.                                                      | CUSIP: 18453HAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      481000 | PA      | $455180.07    | 0.05%             | 2028-04-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: —       |
| Clear Channel Outdoor Holdings, Inc.                                                      | Clear Channel Outdoor Holdings, Inc.                                                      | CUSIP: 18453HAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      572000 | PA      | $599364.20    | 0.07%             | 2028-09-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                                                      | Clear Channel Outdoor Holdings, Inc.                                                      | CUSIP: 18453HAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      982000 | PA      | $1013523.35   | 0.11%             | 2030-04-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| EDP, S.A.                                                                                 | EDP, S.A.                                                                                 | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | EC               | CORP              | PT        |        8209 | NS      | $35648.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ING Bank Slaski Spolka Akcyjna                                                            | ING Bank Slaski Spolka Akcyjna                                                            | CUSIP: N/A<br>LEI: 259400YLRTOBISHBVX41       | Long             | EC               | CORP              | PL        |          96 | NS      | $8310.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Thales                                                                                    | Thales                                                                                    | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | EC               | CORP              | FR        |         267 | NS      | $78696.15     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Capgemini                                                                                 | Capgemini                                                                                 | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | EC               | CORP              | FR        |         505 | NS      | $86245.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Carlsberg A/S                                                                             | Carlsberg A/S                                                                             | CUSIP: N/A<br>LEI: 5299001O0WJQYB5GYZ19       | Long             | EC               | CORP              | DK        |         275 | NS      | $38980.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lotus Bakeries                                                                            | Lotus Bakeries                                                                            | CUSIP: N/A<br>LEI: 5493004C0K34IFI67I03       | Long             | EC               | CORP              | BE        |           1 | NS      | $9632.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| D'Ieteren Group                                                                           | D'Ieteren Group                                                                           | CUSIP: N/A<br>LEI: 549300DV5KJ23OKVTW34       | Long             | EC               | CORP              | BE        |          62 | NS      | $13309.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| A.P. Moller - Maersk A/S                                                                  | A.P. Moller - Maersk A/S                                                                  | CUSIP: N/A<br>LEI: 549300D2K6PKKKXVNN73       | Long             | EC               | CORP              | DK        |          12 | NS      | $22342.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| A.P. Moller - Maersk A/S                                                                  | A.P. Moller - Maersk A/S                                                                  | CUSIP: N/A<br>LEI: 549300D2K6PKKKXVNN73       | Long             | EC               | CORP              | DK        |           8 | NS      | $14788.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fresenius SE & Co. KGaA                                                                   | Fresenius SE & Co. KGaA                                                                   | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | EC               | CORP              | DE        |        1218 | NS      | $61301.44     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Publicis Groupe SA                                                                        | Publicis Groupe SA                                                                        | CUSIP: N/A<br>LEI: 2138004KW8BV57III342       | Long             | EC               | CORP              | FR        |         674 | NS      | $76038.66     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| HAL Trust                                                                                 | HAL Trust                                                                                 | CUSIP: N/A<br>LEI: 5493000O3IE3DNOY3R07       | Long             | EC               | CORP              | BM        |         108 | NS      | $15447.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kesko Oyj                                                                                 | Kesko Oyj                                                                                 | CUSIP: N/A<br>LEI: 743700OX6HSVMCAHPB95       | Long             | EC               | CORP              | FI        |         802 | NS      | $19801.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingspan Group Public Limited Company                                                     | Kingspan Group Public Limited Company                                                     | CUSIP: N/A<br>LEI: 635400HM7V74SUB9OG75       | Long             | EC               | CORP              | IE        |        4986 | NS      | $424116.09    | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| KBC Groep                                                                                 | KBC Groep                                                                                 | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | EC               | CORP              | BE        |        8267 | NS      | $853641.72    | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| Hannover Ruck SE                                                                          | Hannover Ruck SE                                                                          | CUSIP: N/A<br>LEI: 529900KIN5BE45V5KB18       | Long             | EC               | CORP              | DE        |         180 | NS      | $56802.13     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kerry Group Public Limited Company                                                        | Kerry Group Public Limited Company                                                        | CUSIP: N/A<br>LEI: 635400TLVVBNXLFHWC59       | Long             | EC               | CORP              | IE        |         448 | NS      | $49490.25     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wartsila Oyj Abp                                                                          | Wartsila Oyj Abp                                                                          | CUSIP: N/A<br>LEI: 743700G7A9J1PHM3X223       | Long             | EC               | CORP              | FI        |        1434 | NS      | $33802.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| L E Lundbergforetagen Aktiebolag (publ)                                                   | L E Lundbergforetagen Aktiebolag (publ)                                                   | CUSIP: N/A<br>LEI: 529900BPSFZS6O3A9R04       | Long             | EC               | CORP              | SE        |         223 | NS      | $11115.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bollore SE                                                                                | Bollore SE                                                                                | CUSIP: N/A<br>LEI: 969500LEKCHH6VV86P94       | Long             | EC               | CORP              | FR        |        2037 | NS      | $12775.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mediobanca Banca di Credito Finanziario Societa' Per Azioni                               | Mediobanca Banca di Credito Finanziario Societa' Per Azioni                               | CUSIP: N/A<br>LEI: PSNL19R2RXX5U3QWHI44       | Long             | EC               | CORP              | IT        |        1702 | NS      | $39527.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Danske Bank A/S                                                                           | Danske Bank A/S                                                                           | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | EC               | CORP              | DK        |        1911 | NS      | $78028.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Genmab A/S                                                                                | Genmab A/S                                                                                | CUSIP: N/A<br>LEI: 529900MTJPDPE4MHJ122       | Long             | EC               | CORP              | DK        |         186 | NS      | $38533.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| REA Group Ltd                                                                             | REA Group Ltd                                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |         152 | NS      | $24083.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Transurban Holdings Limited                                                               | Transurban Holdings Limited                                                               | CUSIP: N/A<br>LEI: 549300ZR71SUQ4VUTM79       | Long             | EC               | CORP              | AU        |        9152 | NS      | $84171.05     | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Infosys Limited                                                                           | Infosys Limited                                                                           | CUSIP: N/A<br>LEI: 335800TYLGG93MM7PR89       | Long             | EC               | CORP              | IN        |       16952 | NS      | $316196.07    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Cochlear Limited                                                                          | Cochlear Limited                                                                          | CUSIP: N/A<br>LEI: 5493001OLLWY8KV5UC08       | Long             | EC               | CORP              | AU        |         185 | NS      | $36581.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Origin Energy Limited                                                                     | Origin Energy Limited                                                                     | CUSIP: N/A<br>LEI: ZSN2LWNPYW6ISMRUC664       | Long             | EC               | CORP              | AU        |        5106 | NS      | $36320.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                            | Commonwealth Bank of Australia                                                            | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | EC               | CORP              | AU        |        4963 | NS      | $604114.22    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Lenovo Group Limited                                                                      | Lenovo Group Limited                                                                      | CUSIP: N/A<br>LEI: 254900VUZRGD5U73RE46       | Long             | EC               | CORP              | HK        |      128000 | NS      | $154068.24    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Rio Tinto Limited                                                                         | Rio Tinto Limited                                                                         | CUSIP: N/A<br>LEI: 529900X2VMAQT2PE0V24       | Long             | EC               | CORP              | AU        |        1101 | NS      | $77736.81     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SK Telecom Co., Ltd.                                                                      | SK Telecom Co., Ltd.                                                                      | CUSIP: N/A<br>LEI: 9884003WEA1PHW006037       | Long             | EC               | CORP              | KR        |        3173 | NS      | $133258.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PetroChina Company Limited                                                                | PetroChina Company Limited                                                                | CUSIP: N/A<br>LEI: 529900RPY4YG47TRSV05       | Long             | EC               | CORP              | CN        |      240000 | NS      | $206879.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Rakuten Group, Inc.                                                                       | Rakuten Group, Inc.                                                                       | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Long             | EC               | CORP              | JP        |        4500 | NS      | $24789.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jardine Cycle & Carriage Limited                                                          | Jardine Cycle & Carriage Limited                                                          | CUSIP: N/A<br>LEI: 254900WEP6OCEXFWML09       | Long             | EC               | CORP              | SG        |         200 | NS      | $3834.19      | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| SM Entertainment Co., Ltd.                                                                | SM Entertainment Co., Ltd.                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |        2149 | NS      | $224811.08    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Australian Pipeline Trust                                                                 | Australian Pipeline Trust                                                                 | CUSIP: N/A<br>LEI: 549300T9RBSX164T8H40       | Long             | EC               | CORP              | AU        |        3866 | NS      | $20781.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KDDI Corporation                                                                          | KDDI Corporation                                                                          | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               | CORP              | JP        |        8600 | NS      | $147338.34    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Daifuku Co., Ltd.                                                                         | Daifuku Co., Ltd.                                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        1000 | NS      | $25770.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daito Trust Construction Co., Ltd.                                                        | Daito Trust Construction Co., Ltd.                                                        | CUSIP: N/A<br>LEI: 353800QQ4DRI3KXS3038       | Long             | EC               | CORP              | JP        |         200 | NS      | $21767.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daikin Industries, Ltd.                                                                   | Daikin Industries, Ltd.                                                                   | CUSIP: N/A<br>LEI: 549300Y7FWSTSHMW5Y57       | Long             | EC               | CORP              | JP        |         900 | NS      | $106106.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dai Nippon Printing Co., Ltd.                                                             | Dai Nippon Printing Co., Ltd.                                                             | CUSIP: N/A<br>LEI: 529900S7NFNQ4FT6OP83       | Long             | EC               | CORP              | JP        |        1300 | NS      | $19697.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SCREEN Holdings Co., Ltd.                                                                 | SCREEN Holdings Co., Ltd.                                                                 | CUSIP: N/A<br>LEI: 353800ND89FTQ9XQ0R07       | Long             | EC               | CORP              | JP        |         300 | NS      | $24420.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa House Industry Co.,Ltd                                                              | Daiwa House Industry Co.,Ltd                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        1800 | NS      | $61806.74     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa Securities Group Inc.                                                               | Daiwa Securities Group Inc.                                                               | CUSIP: N/A<br>LEI: 353800WRC7Y23PWFJG38       | Long             | EC               | CORP              | JP        |        3800 | NS      | $26982.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aristocrat Leisure Limited                                                                | Aristocrat Leisure Limited                                                                | CUSIP: N/A<br>LEI: 529900TE2HO3OZKYKC27       | Long             | EC               | CORP              | AU        |        1852 | NS      | $79486.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Delta Electronics, Inc.                                                                   | Delta Electronics, Inc.                                                                   | CUSIP: N/A<br>LEI: 529900UVZWNWGDLJSM52       | Long             | EC               | CORP              | TW        |       21357 | NS      | $301740.49    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Corporation                                                                        | Otsuka Corporation                                                                        | CUSIP: N/A<br>LEI: 529900RG9DJ58J3UIE72       | Long             | EC               | CORP              | JP        |         700 | NS      | $14240.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hong Kong Exchanges and Clearing Limited                                                  | Hong Kong Exchanges and Clearing Limited                                                  | CUSIP: N/A<br>LEI: 213800YTVSXYQN17BW16       | Long             | EC               | CORP              | HK        |       51700 | NS      | $2774938.38   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi HC Capital Inc.                                                                | Mitsubishi HC Capital Inc.                                                                | CUSIP: N/A<br>LEI: 353800MZ3QX9RLMH7B09       | Long             | EC               | CORP              | JP        |        2300 | NS      | $16963.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| On Semiconductor Corporation                                                              | On Semiconductor Corporation                                                              | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |        9489 | NS      | $497318.49    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Oscar Health, Inc.                                                                        | Oscar Health, Inc.                                                                        | CUSIP: 687793109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       18547 | NS      | $397647.68    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Company Limited                                        | Taiwan Semiconductor Manufacturing Company Limited                                        | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |      206492 | NS      | $7477944.92   | 0.82%             |  |  |  | No            |                  2 | On Loan: No      |
| Toho Co., Ltd.                                                                            | Toho Co., Ltd.                                                                            | CUSIP: N/A<br>LEI: 529900IYHHYWU4O3H185       | Long             | EC               | CORP              | JP        |         300 | NS      | $17723.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electric Power Company Holdings, Inc.                                               | Tokyo Electric Power Company Holdings, Inc.                                               | CUSIP: N/A<br>LEI: 5299004EMJ3R4RVR5Y75       | Long             | EC               | CORP              | JP        |        4600 | NS      | $15286.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Gas Co.,Ltd.                                                                        | Tokyo Gas Co.,Ltd.                                                                        | CUSIP: N/A<br>LEI: 353800678EIJLOQSWZ83       | Long             | EC               | CORP              | JP        |        1100 | NS      | $36593.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electron Limited                                                                    | Tokyo Electron Limited                                                                    | CUSIP: N/A<br>LEI: 549300H5LSF8DP3RIJ34       | Long             | EC               | CORP              | JP        |        1300 | NS      | $248249.24    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyu Corporation                                                                         | Tokyu Corporation                                                                         | CUSIP: N/A<br>LEI: 3538005PGNIBTZYXAE45       | Long             | EC               | CORP              | JP        |        1600 | NS      | $19016.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TOPPAN Holdings Inc.                                                                      | TOPPAN Holdings Inc.                                                                      | CUSIP: 890747108<br>LEI: 3538003H9W4KIDODQY20 | Long             | EC               | CORP              | JP        |         800 | NS      | $21748.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toray Industries, Inc.                                                                    | Toray Industries, Inc.                                                                    | CUSIP: N/A<br>LEI: 35380099TCYR5FHT0A11       | Long             | EC               | CORP              | JP        |        4400 | NS      | $30069.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyo Suisan Kaisha, Ltd.                                                                  | Toyo Suisan Kaisha, Ltd.                                                                  | CUSIP: 892306101<br>LEI: N/A                  | Long             | EC               | CORP              | JP        |         300 | NS      | $19952.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Industries Corporation                                                             | Toyota Industries Corporation                                                             | CUSIP: N/A<br>LEI: 35380000WKGEAHEMW830       | Long             | EC               | CORP              | JP        |         500 | NS      | $56278.27     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Tsusho Corporation                                                                 | Toyota Tsusho Corporation                                                                 | CUSIP: N/A<br>LEI: 549300CEE2ENIUJNXB84       | Long             | EC               | CORP              | JP        |        2100 | NS      | $47536.26     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Corporation                                                                  | Toyota Motor Corporation                                                                  | CUSIP: N/A<br>LEI: 5493006W3QUS5LMH6R84       | Long             | EC               | CORP              | JP        |       34100 | NS      | $587941.35    | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Unicharm Corporation                                                                      | Unicharm Corporation                                                                      | CUSIP: N/A<br>LEI: 353800UQ4BZIJTAQEG85       | Long             | EC               | CORP              | JP        |        3100 | NS      | $22329.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Mizrahi Tefahot Bank Ltd                                                                  | Mizrahi Tefahot Bank Ltd                                                                  | CUSIP: N/A<br>LEI: YZO9YEGEO4VYDZMDWF93       | Long             | EC               | CORP              | IL        |         420 | NS      | $27389.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Overseas Bank Limited                                                              | United Overseas Bank Limited                                                              | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | EC               | CORP              | SG        |        4000 | NS      | $113238.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| The PNC Financial Services Group, Inc.                                                    | The PNC Financial Services Group, Inc.                                                    | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |         974 | NS      | $181573.08    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Wesfarmers Limited                                                                        | Wesfarmers Limited                                                                        | CUSIP: N/A<br>LEI: 5493003L32ZX9557ST85       | Long             | EC               | CORP              | AU        |        3364 | NS      | $187676.99    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Packaging Corporation of America                                                          | Packaging Corporation of America                                                          | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |         580 | NS      | $109301.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| West Japan Railway Company                                                                | West Japan Railway Company                                                                | CUSIP: N/A<br>LEI: 353800QGUXHZ7EBCR121       | Long             | EC               | CORP              | JP        |        1400 | NS      | $32081.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Palo Alto Networks, Inc.                                                                  | Palo Alto Networks, Inc.                                                                  | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |        4034 | NS      | $825517.76    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Woolworths Group Limited                                                                  | Woolworths Group Limited                                                                  | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Long             | EC               | CORP              | AU        |        3621 | NS      | $74177.09     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yakult Honsha Co., Ltd.                                                                   | Yakult Honsha Co., Ltd.                                                                   | CUSIP: N/A<br>LEI: 353800YJPSPGG7KI0S71       | Long             | EC               | CORP              | JP        |        1000 | NS      | $18853.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamaha Motor Co., Ltd.                                                                    | Yamaha Motor Co., Ltd.                                                                    | CUSIP: N/A<br>LEI: 3538004LR5NXILJDHY88       | Long             | EC               | CORP              | JP        |        2800 | NS      | $20939.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Astellas Pharma Inc.                                                                      | Astellas Pharma Inc.                                                                      | CUSIP: N/A<br>LEI: 529900IB708DY2HBBB35       | Long             | EC               | CORP              | JP        |        5200 | NS      | $51052.33     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Yaskawa Electric Corporation                                                              | Yaskawa Electric Corporation                                                              | CUSIP: N/A<br>LEI: 3538003K39GR98R0CK58       | Long             | EC               | CORP              | JP        |         700 | NS      | $15783.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yokogawa Electric Corporation                                                             | Yokogawa Electric Corporation                                                             | CUSIP: N/A<br>LEI: 529900MV0U7C9WWF4L22       | Long             | EC               | CORP              | JP        |         700 | NS      | $18677.49     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABB Ltd                                                                                   | ABB Ltd                                                                                   | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Long             | EC               | CORP              | CH        |        4722 | NS      | $282232.15    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                                          | Roche Holding AG                                                                          | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |          90 | NS      | $31106.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Roche Holding AG                                                                          | Roche Holding AG                                                                          | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EP               | CORP              | CH        |        2046 | NS      | $665405.92    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Holcim AG                                                                                 | Holcim AG                                                                                 | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               | CORP              | CH        |        1463 | NS      | $108875.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nestle S.A.                                                                               | Nestle S.A.                                                                               | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |       16628 | NS      | $1653803.09   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| LPP Spolka Akcyjna                                                                        | LPP Spolka Akcyjna                                                                        | CUSIP: N/A<br>LEI: 259400NUS7MKGPJL4752       | Long             | EC               | CORP              | PL        |           3 | NS      | $12234.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                               | Equinor ASA                                                                               | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | EC               | CORP              | NO        |        2491 | NS      | $62783.89     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PepsiCo, Inc.                                                                             | PepsiCo, Inc.                                                                             | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |         920 | NS      | $121476.80    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Skanska AB                                                                                | Skanska AB                                                                                | CUSIP: N/A<br>LEI: 549300UINV5RINHGMG07       | Long             | EC               | CORP              | SE        |         970 | NS      | $22563.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ENEL - SPA                                                                                | ENEL - SPA                                                                                | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               | CORP              | IT        |       22829 | NS      | $217032.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Eni S.P.A.                                                                                | Eni S.P.A.                                                                                | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EC               | CORP              | IT        |        6111 | NS      | $99004.50     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Santander Bank Polska Spolka Akcyjna                                                      | Santander Bank Polska Spolka Akcyjna                                                      | CUSIP: N/A<br>LEI: 259400LGXW3K0GDAG361       | Long             | EC               | CORP              | PL        |         114 | NS      | $15639.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonova Holding AG                                                                         | Sonova Holding AG                                                                         | CUSIP: N/A<br>LEI: 5299004A0QNX7FBNHS61       | Long             | EC               | CORP              | CH        |         146 | NS      | $43449.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Philip Morris International Inc.                                                          | Philip Morris International Inc.                                                          | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |        9486 | NS      | $1727685.18   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| EssilorLuxottica                                                                          | EssilorLuxottica                                                                          | CUSIP: N/A<br>LEI: 9695005W553B1E61P457       | Long             | EC               | CORP              | FR        |         852 | NS      | $233812.05    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Pinduoduo (Shanghai) Network Technology Co., Ltd.                                         | Pinduoduo (Shanghai) Network Technology Co., Ltd.                                         | CUSIP: 722304102<br>LEI: 5493000573DS7005T657 | Long             | EC               | CORP              | KY        |        1405 | NS      | $147047.30    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Snam S.p.A.                                                                               | Snam S.p.A.                                                                               | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | EC               | CORP              | IT        |        6217 | NS      | $37710.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                                                        | Credit Agricole SA                                                                        | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | EC               | CORP              | FR        |        3344 | NS      | $63316.93     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas                                                                               | BNP Paribas                                                                               | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |        3069 | NS      | $276605.09    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| OTP Bank Nyrt.                                                                            | OTP Bank Nyrt.                                                                            | CUSIP: N/A<br>LEI: 529900W3MOO00A18X956       | Long             | EC               | CORP              | HU        |        3503 | NS      | $280109.07    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Alfa Laval AB                                                                             | Alfa Laval AB                                                                             | CUSIP: N/A<br>LEI: 549300UCKT2UK88AG251       | Long             | EC               | CORP              | SE        |         844 | NS      | $35484.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lonza Group AG                                                                            | Lonza Group AG                                                                            | CUSIP: N/A<br>LEI: 549300EFW4H2TCZ71055       | Long             | EC               | CORP              | CH        |        1217 | NS      | $867260.17    | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                                                       | Post Holdings, Inc.                                                                       | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |        1359 | NS      | $148171.77    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Compagnie de Saint-Gobain                                                                 | Compagnie de Saint-Gobain                                                                 | CUSIP: N/A<br>LEI: 213800LNEAQECBWERP38       | Long             | EC               | CORP              | FR        |        1344 | NS      | $157675.48    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Procter & Gamble Company, The                                                             | Procter & Gamble Company, The                                                             | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |        1130 | NS      | $180031.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| The Progressive Corporation                                                               | The Progressive Corporation                                                               | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |        1420 | NS      | $378941.20    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group Incorporated                                              | Public Service Enterprise Group Incorporated                                              | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |         899 | NS      | $75677.82     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Quanta Services, Inc.                                                                     | Quanta Services, Inc.                                                                     | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |        2293 | NS      | $866937.44    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial, Inc.                                                             | Raymond James Financial, Inc.                                                             | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |         413 | NS      | $63341.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier Inc.                                                                             | Rayonier Inc.                                                                             | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |        3870 | NS      | $85836.60     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RTX Corporation                                                                           | RTX Corporation                                                                           | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |        6622 | NS      | $966944.44    | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Regency Centers Corporation                                                               | Regency Centers Corporation                                                               | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |        2717 | NS      | $193531.91    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Industries Limited                                                               | Reliance Industries Limited                                                               | CUSIP: 759470107<br>LEI: 5493003UOETFYRONLG31 | Long             | EC               | CORP              | IN        |        1366 | NS      | $95246.30     | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Robinhood Markets, Inc.                                                                   | Robinhood Markets, Inc.                                                                   | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |        5243 | NS      | $490902.09    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Ross Stores, Inc.                                                                         | Ross Stores, Inc.                                                                         | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |       11705 | NS      | $1493323.90   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Henry Schein, Inc.                                                                        | Henry Schein, Inc.                                                                        | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |        3970 | NS      | $290008.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Charles Schwab Corporation, The                                                           | Charles Schwab Corporation, The                                                           | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |       33589 | NS      | $3064660.36   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Joint-Stock Company Severstal                                                      | Public Joint-Stock Company Severstal                                                      | CUSIP: 818150302<br>LEI: 213800OKDPTV6K4ONO53 | Long             | EC               | CORP              | RU        |       15486 | NS      | $0.02         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Silgan Holdings Inc.                                                                      | Silgan Holdings Inc.                                                                      | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |        6503 | NS      | $352332.54    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys, Inc.                                                                            | Synopsys, Inc.                                                                            | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |         878 | NS      | $450133.04    | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| TJX Companies, Inc., The                                                                  | TJX Companies, Inc., The                                                                  | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |        5401 | NS      | $666969.49    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Company Limited                                        | Taiwan Semiconductor Manufacturing Company Limited                                        | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |       20470 | NS      | $4636250.30   | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software, Inc.                                                       | Take-Two Interactive Software, Inc.                                                       | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |        2809 | NS      | $682165.65    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne, Inc.                                                                            | Teradyne, Inc.                                                                            | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |        2718 | NS      | $244402.56    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments Incorporated                                                            | Texas Instruments Incorporated                                                            | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |        1358 | NS      | $281947.96    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Textron Inc.                                                                              | Textron Inc.                                                                              | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |        3267 | NS      | $262307.43    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Thermo Fisher Scientific Inc.                                                             | Thermo Fisher Scientific Inc.                                                             | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |        3592 | NS      | $1456412.32   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Tradeweb Markets Inc.                                                                     | Tradeweb Markets Inc.                                                                     | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2270 | NS      | $332328.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Travelers Companies, Inc. , The                                                           | Travelers Companies, Inc. , The                                                           | CUSIP: 89417E109<br>LEI: 54930005DC1T4GCMYS22 | Long             | EC               | CORP              | US        |        1188 | NS      | $317837.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| U.S. Bancorp                                                                              | U.S. Bancorp                                                                              | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |       24322 | NS      | $1100570.50   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corporation                                                                 | Union Pacific Corporation                                                                 | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |         732 | NS      | $168418.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| United Parcel Service, Inc.                                                               | United Parcel Service, Inc.                                                               | CUSIP: 911312106<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | EC               | CORP              | US        |        2842 | NS      | $286871.48    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Wells Fargo & Company                                                                     | Wells Fargo & Company                                                                     | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |       55545 | NS      | $4450265.40   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Western Digital Corporation                                                               | Western Digital Corporation                                                               | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |       21019 | NS      | $1345005.81   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Weyerhaeuser Company                                                                      | Weyerhaeuser Company                                                                      | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |        3946 | NS      | $101372.74    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Williams Companies, Inc., The                                                             | Williams Companies, Inc., The                                                             | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |        8908 | NS      | $559511.48    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Willscot Holdings Corporation                                                             | Willscot Holdings Corporation                                                             | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |        6892 | NS      | $188840.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Yum! Brands, Inc.                                                                         | Yum! Brands, Inc.                                                                         | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |       11287 | NS      | $1672507.66   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Jackson National Asset Management, LLC                                                    | JNL Government Money Market Fund - Class SL                                               | CUSIP: 46628D395<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    13703260 | NS      | $13703259.79  | 1.50%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Securities, Inc.                                                                     | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |        1102 | PA      | $0.93         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                                     | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | US        |        1096 | PA      | $-14.45       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                     | CHILEAN PESO                                                                              | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | CL        |   212177861 | PA      | $2231.41      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                                     | JAPANESE YEN                                                                              | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | JP        |     2682232 | PA      | $-27.19       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                    | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | US        |      171094 | PA      | $-2348.30     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                            | CANADIAN DOLLAR                                                                           | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | CA        |      282670 | PA      | $798.04       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                    | NEW ZEALAND DOLLAR                                                                        | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | NZ        |     1782574 | PA      | $13563.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                     | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |       92386 | PA      | $-856.62      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                     | ISRAELI SHEKEL                                                                            | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | IL        |     1734406 | PA      | $32917.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                                | EURO DOLLAR                                                                               | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |      184743 | PA      | $4194.49      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                       | CZECH KORUNA                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | CZ        |     6461969 | PA      | $8235.90      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                    | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | US        |       16926 | PA      | $-70.02       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                    | ROMANIAN LEU                                                                              | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | RO        |     1467315 | PA      | $4688.60      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                     | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |       59245 | PA      | $-113.93      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                       | COLOMBIAN PESO                                                                            | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | CO        |  1453488079 | PA      | $6534.09      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                                     | INDONESIAN RUPIAH                                                                         | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | ID        | 16803192497 | PA      | $4519.86      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                     | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |        1691 | PA      | $-8.44        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                                | AUSTRALIAN DOLLAR                                                                         | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | AU        |     3912981 | PA      | $28156.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                    | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | US        |     4268939 | PA      | $-59365.28    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                                | AUSTRALIAN DOLLAR                                                                         | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | AU        |      156204 | PA      | $992.91       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                       | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |     2598382 | PA      | $-87672.47    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                                     | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | US        |        5608 | PA      | $-23.31       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                       | BRITISH POUND STERLING                                                                    | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | GB        |       75980 | PA      | $44.74        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                            | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |     1269934 | PA      | $-37675.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                       | MEXICAN PESO                                                                              | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | MX        |     4172729 | PA      | $4969.70      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                     | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |        1104 | PA      | $-5.27        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                     | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |      923213 | PA      | $-8608.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                     | JAPANESE YEN                                                                              | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | JP        |     9469637 | PA      | $159.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                     | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |        1106 | PA      | $-31.30       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                     | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |        7122 | PA      | $9.56         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                                | SWEDISH KRONA                                                                             | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | SE        |     9774304 | PA      | $2644.77      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                       | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |      521669 | PA      | $-5563.17     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                                | CANADIAN DOLLAR                                                                           | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | CA        |       89302 | PA      | $212.26       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                     | JAPANESE YEN                                                                              | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | JP        |     2762170 | PA      | $8.62         | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                     | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |      720593 | PA      | $-10722.88    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                                     | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | US        |      317051 | PA      | $-2805.91     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                                | BRITISH POUND STERLING                                                                    | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | GB        |       17066 | PA      | $196.35       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                            | AUSTRALIAN DOLLAR                                                                         | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | AU        |     3197347 | PA      | $37597.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                                | NEW ZEALAND DOLLAR                                                                        | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | NZ        |      349107 | PA      | $1248.95      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                       | SWEDISH KRONA                                                                             | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | SE        |     1968278 | PA      | $-1760.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                                | BRITISH POUND STERLING                                                                    | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | GB        |      155604 | PA      | $2191.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                     | EURO DOLLAR                                                                               | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |       27381 | PA      | $668.52       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                                | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |     1037339 | PA      | $-10099.41    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                            | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |        2494 | PA      | $-56.68       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                     | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |       91963 | PA      | $-2771.11     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                     | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |        3277 | PA      | $-17.58       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                                | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |      176883 | PA      | $-1959.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                       | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |     3271555 | PA      | $9536.24      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                       | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |      100153 | PA      | $-758.14      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                     | BRITISH POUND STERLING                                                                    | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | GB        |       13039 | PA      | $196.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                            | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |      214171 | PA      | $-1090.71     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                       | AUSTRALIAN DOLLAR                                                                         | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | AU        |      322968 | PA      | $-4688.99     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                                | EURO DOLLAR                                                                               | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |       23625 | PA      | $171.14       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                            | JAPANESE YEN                                                                              | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | JP        |    30125702 | PA      | $2263.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                                | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |        1105 | PA      | $-5.74        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                     | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |       27646 | PA      | $-114.97      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                     | BRITISH POUND STERLING                                                                    | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | GB        |       27871 | PA      | $621.99       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                                | JAPANESE YEN                                                                              | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | JP        |     2519440 | PA      | $147.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                       | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |      933522 | PA      | $-7293.06     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                            | SWEDISH KRONA                                                                             | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | SE        |     2020645 | PA      | $408.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                                     | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | US        |        1099 | PA      | $-10.21       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                            | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |      211088 | PA      | $-1261.27     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                     | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |        1097 | PA      | $-23.18       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                       | SWISS FRANC                                                                               | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | CH        |      172139 | PA      | $1003.13      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                                     | SWISS FRANC                                                                               | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | CH        |      481835 | PA      | $14307.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                                | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |        5984 | PA      | $-31.69       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                       | SWISS FRANC                                                                               | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | CH        |      171232 | PA      | $4778.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                    | POLISH ZLOTY                                                                              | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | PL        |     3755322 | PA      | $28709.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                                | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |        1748 | PA      | $-7.10        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                     | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |        2494 | PA      | $-56.73       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                     | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |     2584530 | PA      | $-38602.27    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                    | PERUVIAN NUEVO SOL                                                                        | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | PE        |      726607 | PA      | $4042.47      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                                     | CANADIAN DOLLAR                                                                           | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | CA        |       29971 | PA      | $116.87       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                                | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |      301837 | PA      | $-2021.63     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                       | COLOMBIAN PESO                                                                            | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | CO        |   350191038 | PA      | $-185.25      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                                | EURO DOLLAR                                                                               | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |     5113571 | PA      | $135303.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                     | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |        2617 | PA      | $11.93        | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                     | CANADIAN DOLLAR                                                                           | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | CA        |       24819 | PA      | $131.72       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                            | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |        2456 | PA      | $-44.12       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                                | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |       50953 | PA      | $-1038.13     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                    | JAPANESE YEN                                                                              | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | JP        |  3399184127 | PA      | $-68147.44    | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                            | EURO DOLLAR                                                                               | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |       32217 | PA      | $582.55       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                       | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |      205360 | PA      | $-1497.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                     | EURO DOLLAR                                                                               | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |       19137 | PA      | $569.32       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                    | EURO DOLLAR                                                                               | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | US        |      183568 | PA      | $-826.30      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                       | BRITISH POUND STERLING                                                                    | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | GB        |       75977 | PA      | $163.65       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                                | NORWEGIAN KRONE                                                                           | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | NO        |     2770477 | PA      | $-3643.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                     | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |        1692 | PA      | $-22.65       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                                | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |        5628 | PA      | $-37.08       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                       | EURO DOLLAR                                                                               | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | US        |      183987 | PA      | $4913.00      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                                | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |      112102 | PA      | $-2571.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                                | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |        1099 | PA      | $-9.10        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                    | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | US        |        1103 | PA      | $-8.06        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs & Co.                                                                       | BRITISH POUND STERLING                                                                    | CUSIP: N/A<br>LEI: FOR8UP27PHTHYVLBNG30       | N/A              | DFE              | CORP              | GB        |      156314 | PA      | $2407.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                     | JAPANESE YEN                                                                              | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | JP        |     3258780 | PA      | $205.31       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                     | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | US        |      213818 | PA      | $-3365.62     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| HSBC Securities, Inc.                                                                     | JAPANESE YEN                                                                              | CUSIP: N/A<br>LEI: CYYGQCGNHMHPSMRL3R97       | N/A              | DFE              | CORP              | JP        |     3739071 | PA      | $-6.72        | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                            | SOUTH KOREAN WON                                                                          | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | KR        |  5865162368 | PA      | $59799.99     | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BNP Paribas Securities                                                                    | CANADIAN DOLLAR                                                                           | CUSIP: N/A<br>LEI: 2J5703FH5U5M97R1I237       | N/A              | DFE              | CORP              | CA        |     2570107 | PA      | $606.49       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                                | EURO DOLLAR                                                                               | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |       30115 | PA      | $727.00       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley & Co., Inc.                                                                | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: 9R7GPTSO7KV3UQJZQ078       | N/A              | DFE              | CORP              | US        |        8923 | PA      | $-70.40       | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Barclays Capital Inc.                                                                     | EURO DOLLAR                                                                               | CUSIP: N/A<br>LEI: AC28XWWI3WIBK2824319       | N/A              | DFE              | CORP              | US        |      102656 | PA      | $3685.96      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank, Inc.                                                                            | UNITED STATES DOLLAR                                                                      | CUSIP: N/A<br>LEI: E57ODZWZ7FF32TWEFA76       | N/A              | DFE              | CORP              | US        |       40148 | PA      | $-536.10      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| SINGAPORE EXCHANGE                                                                        | FUTURE - CASH SETTLED                                                                     | CUSIP: N/A<br>LEI: 549300IQ650PPXM76X03       | N/A              | DIR              | CORP              | SG        |          82 | NC      | $26069.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EXCHANGE                                                                            | FUTURE - PHYSICALLY DELIVERED                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         -61 | NC      | $12031.78     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL STOCK EXCHANGE                                                                   | FUTURE - PHYSICALLY DELIVERED                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | CA        |          18 | NC      | $17326.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EXCHANGE                                                                            | FUTURE - PHYSICALLY DELIVERED                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |          90 | NC      | $-14544.95    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                               | FUTURE - PHYSICALLY DELIVERED                                                             | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |          24 | NC      | $102184.40    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                               | FUTURE - CASH SETTLED                                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |         207 | NC      | $1702192.45   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                    | FUTURE - PHYSICALLY DELIVERED                                                             | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |        1620 | NC      | $2406802.45   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                    | FUTURE - PHYSICALLY DELIVERED                                                             | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |          29 | NC      | $41394.86     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                 | FUTURE - PHYSICALLY DELIVERED                                                             | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DIR              | CORP              | GB        |          18 | NC      | $53941.06     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EXCHANGE                                                                            | FUTURE - PHYSICALLY DELIVERED                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |          10 | NC      | $4528.69      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                               | FUTURE - CASH SETTLED                                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |          57 | NC      | $613204.86    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                               | FUTURE - PHYSICALLY DELIVERED                                                             | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DFE              | CORP              | US        |         112 | NC      | $41087.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                 | FUTURE - CASH SETTLED                                                                     | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DE               | CORP              | US        |         292 | NC      | $519184.76    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                 | FUTURE - CASH SETTLED                                                                     | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DE               | CORP              | US        |         206 | NC      | $554856.18    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE                                                                 | FUTURE - CASH SETTLED                                                                     | CUSIP: N/A<br>LEI: 5493000F4ZO33MV32P92       | N/A              | DE               | CORP              | US        |           5 | NC      | $5771.03      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EXCHANGE                                                                            | FUTURE - PHYSICALLY DELIVERED                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         -25 | NC      | $18817.43     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EXCHANGE                                                                            | FUTURE - PHYSICALLY DELIVERED                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         -58 | NC      | $8113.36      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EXCHANGE                                                                            | FUTURE - PHYSICALLY DELIVERED                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         103 | NC      | $-69484.18    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                    | FUTURE - PHYSICALLY DELIVERED                                                             | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         -29 | NC      | $-23378.58    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                    | FUTURE - PHYSICALLY DELIVERED                                                             | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         -69 | NC      | $-180697.68   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| EUREX EXCHANGE                                                                            | FUTURE - PHYSICALLY DELIVERED                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | DE        |         -28 | NC      | $41600.77     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                    | FUTURE - PHYSICALLY DELIVERED                                                             | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         -25 | NC      | $-50712.38    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO BOARD OF TRADE                                                                    | FUTURE - PHYSICALLY DELIVERED                                                             | CUSIP: N/A<br>LEI: 549300EX04Q2QBFQTQ27       | N/A              | DIR              | CORP              | US        |         -24 | NC      | $-148354.97   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| CHICAGO MERCANTILE EXCHANGE                                                               | FUTURE - CASH SETTLED                                                                     | CUSIP: N/A<br>LEI: SNZ2OJLFK8MNNCLQOF39       | N/A              | DE               | CORP              | US        |         101 | NC      | $708058.48    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| AUSTRALIAN SECURITIES EXCHANGE                                                            | FUTURE - CASH SETTLED                                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | AU        |          14 | NC      | $638.30       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MONTREAL STOCK EXCHANGE                                                                   | FUTURE - PHYSICALLY DELIVERED                                                             | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              | CORP              | CA        |           5 | NC      | $2698.92      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-27

**Name of Applicant:** JNL Series Trust

**Signature:** Andrew Tedeschi

**Name of Signer:** Andrew Tedeschi

**Title:** Principal Financial Officer