# EDGAR Filing Document

**Accession Number:** 0001217286
**File Stem:** 0001752724-25-153190
**Filing Date:** 2025-6
**Character Count:** 736461
**Document Hash:** 958a4b1b6899b4af49534baf869e0c44
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-153190.hdr.sgml**: 20250624

**ACCESSION NUMBER**: 0001752724-25-153190

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250430

**FILED AS OF DATE**: 20250624

**DATE AS OF CHANGE**: 20250624

**PERIOD START**: 20251031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** JPMorgan Trust I
- **CENTRAL INDEX KEY:** 0001217286

**ORGANIZATION NAME:**
- **EIN:** 331043149
- **STATE OF INCORPORATION:** DE

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-21295
- **FILM NUMBER:** 251068175

**BUSINESS ADDRESS:**
- **STREET 1:** 277 PARK AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10172
- **BUSINESS PHONE:** 800-480-4111

**MAIL ADDRESS:**
- **STREET 1:** 277 PARK AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10172

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** JP MORGAN MUTUAL FUND SERIES
- **DATE OF NAME CHANGE:** 20030204

## Series and Classes Contracts Data

### JPMorgan Global Allocation Fund (Series ID: S000031462)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000097802 | Class A      | GAOAX           |
| C000097803 | Class C      | GAOCX           |
| C000097804 | Class I      | GAOSX           |
| C000097805 | Class R2     | GAONX           |
| C000195049 | Class R6     | GAOZX           |
| C000205203 | Class R5     | GAORX           |
| C000205204 | Class R4     | GAOFX           |
| C000205205 | Class R3     | GAOTX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** JPMorgan Trust I

- **b. Investment Company Act file number:** 811-21295

- **c. CIK number of Registrant:** 0001217286

- **d. LEI of Registrant:** 549300DM5WZMCZZ70R78

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

  - **Street Address 1:** 277 Park Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10172

  - **Telephone number:** 800-480-4111

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

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

- **b. EDGAR series identifier (if any):** S000031462

- **c. LEI of Series:** 05BPHY57BRZ28M05ST85

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

- **a. Date of fiscal year-end:** 2025-10-31

- **b. Date as of which information is reported:** 2025-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $2762800118.67

**Total Liabilities:** $41742419.54

**Net Assets:** $2721057699.13

**Cash Not Reported:** $6134475.01

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 243.96618000 | **1-Year:** 6751.11606000 | **5-Year:** 48924.75266000 | **10-Year:** 52429.78255000 | **30-Year:** 38892.43836000

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

- **3-Month:** 360.35901000 | **1-Year:** 51981.14172000 | **5-Year:** 123832.67168000 | **10-Year:** -4775.55267000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000195049 | 0.38%                | -2.62%               | 0.49%                |
| Class ID C000205204 | 0.34%                | -2.61%               | 0.45%                |
| Class ID C000205205 | 0.34%                | -2.67%               | 0.45%                |
| Class ID C000097804 | 0.38%                | -2.65%               | 0.49%                |
| Class ID C000097805 | 0.34%                | -2.72%               | 0.46%                |
| Class ID C000097803 | 0.30%                | -2.65%               | 0.41%                |
| Class ID C000205203 | 0.34%                | -2.60%               | 0.44%                |
| Class ID C000097802 | 0.34%                | -2.64%               | 0.45%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $13997976.81             | $-14504957.47                              |
| Month 2  | $3066868.50              | $-62852764.05                              |
| Month 3  | $-6261553.21             | $9965551.72                                |

**Designated Index Information**

- **Index Name:** 60% ACWIRNRUSD0, 40% 34556TRUSD0

- **Index Identifier:** IBXUSD007265

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| CBRE Group, Inc.                                         | CBRE Group, Inc., Class A                                                | CUSIP: 12504L109<br>LEI: 52990016II9MJ2OSWA10 | Long             | EC               | CORP              | US        |        1385 | NS      | $169219.30    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                             | Royal Caribbean Cruises Ltd.                                             | CUSIP: 780153BJ0<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     2568000 | PA      | $2569224.94   | 0.09%             | 2026-08-31      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| MonotaRO Co. Ltd.                                        | MonotaRO Co. Ltd.                                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        2200 | NS      | $42312.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-11014.11    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts, Inc.                              | Host Hotels & Resorts, Inc.                                              | CUSIP: 44107P104<br>LEI: N6EL63S0K3PB1YFTDI24 | Long             | EC               | CORP              | US        |       25784 | NS      | $364070.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| SKF AB                                                   | SKF AB, Class B                                                          | CUSIP: N/A<br>LEI: 549300B6HWYEE57O8J84       | Long             | EC               | CORP              | SE        |        2999 | NS      | $58784.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Intercontinental Exchange, Inc.                          | Intercontinental Exchange, Inc.                                          | CUSIP: 45866F104<br>LEI: 5493000F4ZO33MV32P92 | Long             | EC               | CORP              | US        |        4325 | NS      | $726470.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Energizer Holdings, Inc.                                 | Energizer Holdings, Inc.                                                 | CUSIP: 29272WAD1<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     1470000 | PA      | $1371492.04   | 0.05%             | 2029-03-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Spain                                         | Bonos and Obligaciones del Estado                                        | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      552000 | PA      | $546721.32    | 0.02%             | 2046-10-31      | Fixed         | 2.90%                 | Yes           |                  2 | On Loan: No      |
| Korea Aerospace Industries Ltd.                          | Korea Aerospace Industries Ltd.                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |        8801 | NS      | $515128.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | 3 Month Euro Euribor                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |         366 | NC      | $416549.58    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonic Automotive, Inc.                                   | Sonic Automotive, Inc.                                                   | CUSIP: 83545GBD3<br>LEI: 549300NTLRGJ2JCBZU03 | Long             | DBT              | CORP              | US        |      939000 | PA      | $880791.30    | 0.03%             | 2029-11-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Buckeye Partners LP                                      | Buckeye Partners LP                                                      | CUSIP: 118230AV3<br>LEI: 549300C1PQJLVEIUBK50 | Long             | DBT              | CORP              | US        |     1255000 | PA      | $1278641.69   | 0.05%             | 2029-07-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| CTS Eventim AG & Co. KGaA                                | CTS Eventim AG & Co. KGaA                                                | CUSIP: N/A<br>LEI: 529900FDHSN08UBJII80       | Long             | EC               | CORP              | DE        |         549 | NS      | $65049.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                 | Japan Bank for International Cooperation                                 | CUSIP: 471048CV8<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |     2264000 | PA      | $2264459.41   | 0.08%             | 2026-01-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland     | United Kingdom of Great Britain and Northern Ireland                     | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      938000 | PA      | $554447.29    | 0.02%             | 2051-07-31      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Partners Group Holding AG                                | Partners Group Holding AG                                                | CUSIP: N/A<br>LEI: 549300I3IVVWZWDHI788       | Long             | EC               | CORP              | CH        |         200 | NS      | $262054.35    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                              | Export-Import Bank of Korea                                              | CUSIP: 302154DC0<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     4217000 | PA      | $4152184.71   | 0.15%             | 2025-09-21      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Credit Acceptance Corp.                                  | Credit Acceptance Corp.                                                  | CUSIP: 225310AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1133000 | PA      | $1111710.93   | 0.04%             | 2030-03-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Oracle Corp.                                             | Oracle Corp.                                                             | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |       51141 | NS      | $7196561.52   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR Partners LP                                          | CVR Partners LP                                                          | CUSIP: 12663QAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      736000 | PA      | $711320.96    | 0.03%             | 2028-06-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Encino Acquisition Partners Holdings LLC                 | Encino Acquisition Partners Holdings LLC                                 | CUSIP: 29254BAA5<br>LEI: 549300BUKUEKT2UE4T49 | Long             | DBT              | CORP              | US        |     2634000 | PA      | $2635875.41   | 0.10%             | 2028-05-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| China Yangtze Power Co. Ltd.                             | China Yangtze Power Co. Ltd., Class A                                    | CUSIP: N/A<br>LEI: 3003008VX8JFJXA6QP74       | Long             | EC               | CORP              | CN        |      142400 | NS      | $577759.09    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Entegris, Inc.                                           | Entegris, Inc.                                                           | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |       11960 | NS      | $946275.20    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Orange SA                                                | Orange SA                                                                | CUSIP: N/A<br>LEI: 969500MCOONR8990S771       | Long             | EC               | CORP              | FR        |       16371 | NS      | $237511.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Eaton Corp. plc                                          | Eaton Corp. plc                                                          | CUSIP: N/A<br>LEI: 549300VDIGTMXUNT7H71       | Long             | EC               | CORP              | IE        |       20065 | NS      | $5906534.05   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| MEIJI Holdings Co. Ltd.                                  | MEIJI Holdings Co. Ltd.                                                  | CUSIP: N/A<br>LEI: 5299002D52YIP6DWMV49       | Long             | EC               | CORP              | JP        |        2100 | NS      | $51632.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizuho Financial Group, Inc.                             | Mizuho Financial Group, Inc.                                             | CUSIP: N/A<br>LEI: 353800CI5L6DDAN5XZ33       | Long             | EC               | CORP              | JP        |       21200 | NS      | $530055.85    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cadent Finance plc                                       | Cadent Finance plc                                                       | CUSIP: N/A<br>LEI: 5493005M8TJ0J6IMUF67       | Long             | DBT              | CORP              | GB        |     1100000 | PA      | $1107684.42   | 0.04%             | 2030-03-19      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                      | Nexstar Media, Inc.                                                      | CUSIP: 65343HAA9<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     1479000 | PA      | $1465173.05   | 0.05%             | 2027-07-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Spain                                         | Bonos and Obligaciones del Estado                                        | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     1567000 | PA      | $1855397.93   | 0.07%             | 2033-10-31      | Fixed         | 3.55%                 | Yes           |                  2 | On Loan: No      |
| LB-UBS Commercial Mortgage Trust                         | LB-UBS Commercial Mortgage Trust, Series 2006-C6, Class AJ               | CUSIP: 50179MAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2039-09-15      | Variable      | 5.45%                 | No            |                  3 | On Loan: No      |
| Adient Global Holdings Ltd.                              | Adient Global Holdings Ltd.                                              | CUSIP: 00687YAB1<br>LEI: 213800VA38VCKE6M8790 | Long             | DBT              | CORP              | JE        |     2101000 | PA      | $2119348.03   | 0.08%             | 2028-04-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $15898.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui & Co. Ltd.                                        | Mitsui & Co. Ltd.                                                        | CUSIP: N/A<br>LEI: 2NRSB4GOU9DD6CNW5R48       | Long             | EC               | CORP              | JP        |       22200 | NS      | $448908.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| PetSmart, Inc.                                           | PetSmart, Inc.                                                           | CUSIP: 71677KAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2917000 | PA      | $2787928.88   | 0.10%             | 2028-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Yaskawa Electric Corp.                                   | Yaskawa Electric Corp.                                                   | CUSIP: N/A<br>LEI: 3538003K39GR98R0CK58       | Long             | EC               | CORP              | JP        |        2000 | NS      | $42138.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                      | Iron Mountain, Inc.                                                      | CUSIP: 46284VAG6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     1532000 | PA      | $1498002.93   | 0.06%             | 2028-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Pool Corp.                                               | Pool Corp.                                                               | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Long             | EC               | CORP              | US        |        2263 | NS      | $663375.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Euronext NV                                              | Euronext NV                                                              | CUSIP: N/A<br>LEI: 724500QJ4QSZ3H9QU415       | Long             | EC               | CORP              | NL        |         687 | NS      | $114830.06    | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Olympus Water US Holding Corp.                           | Olympus Water US Holding Corp.                                           | CUSIP: 681639AA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     2899000 | PA      | $2678189.26   | 0.10%             | 2028-10-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Sweden                                        | Kingdom of Sweden                                                        | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |     5010000 | PA      | $511807.36    | 0.02%             | 2026-11-12      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Sagax AB                                                 | Sagax AB, Class B                                                        | CUSIP: N/A<br>LEI: 549300LJX28T6OM8DT95       | Long             | EC               | CORP              | SE        |        1932 | NS      | $43912.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Indonesia                                    | Republic of Indonesia                                                    | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        |      622000 | PA      | $704632.70    | 0.03%             | 2033-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bausch + Lomb Corp.                                      | Bausch + Lomb Corp.                                                      | CUSIP: 071705AA5<br>LEI: 549300NY6OZM39SO6475 | Long             | DBT              | CORP              | CA        |     3593000 | PA      | $3732408.40   | 0.14%             | 2028-10-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Exxon Mobil Corp.                                        | Exxon Mobil Corp.                                                        | CUSIP: 30231G102<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | EC               | CORP              | US        |      103756 | NS      | $10959746.28  | 0.40%             |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Prime Money Market Fund                         | JPMorgan Prime Money Market Fund, Class Institutional                    | CUSIP: 4812A2603<br>LEI: 549300YD7H8SEEU7VG41 | Long             | STIV             | RF                | US        |   105176078 | NS      | $105207630.96 | 3.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Matador Resources Co.                                    | Matador Resources Co.                                                    | CUSIP: 576485AF3<br>LEI: 549300CI3Q2UUK5R4G79 | Long             | DBT              | CORP              | US        |      420000 | PA      | $417665.22    | 0.02%             | 2028-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Clarios Global LP                                        | Clarios Global LP                                                        | CUSIP: 18060TAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2473000 | PA      | $2511625.79   | 0.09%             | 2028-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| AG Issuer LLC                                            | AG Issuer LLC                                                            | CUSIP: 00119LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      263000 | PA      | $259103.42    | 0.01%             | 2028-03-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| CSC Holdings LLC                                         | CSC Holdings LLC                                                         | CUSIP: 126307BN6<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     2496000 | PA      | $2359764.13   | 0.09%             | 2029-01-31      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| Experian plc                                             | Experian plc                                                             | CUSIP: N/A<br>LEI: 635400RXXHHYT1JTSZ26       | Long             | EC               | CORP              | JE        |        8086 | NS      | $402286.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                             | Royal Caribbean Cruises Ltd.                                             | CUSIP: 780153BH4<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     1158000 | PA      | $1142162.27   | 0.04%             | 2026-07-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co. Ltd.              | Taiwan Semiconductor Manufacturing Co. Ltd.                              | CUSIP: 874039100<br>LEI: 549300KB6NK5SBD14S87 | Long             | EC               | CORP              | TW        |       74903 | NS      | $12485581.07  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Midstream Operations LP                             | Hess Midstream Operations LP                                             | CUSIP: 428102AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      633000 | PA      | $634330.57    | 0.02%             | 2028-03-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Novonesis Novozymes B                                    | Novonesis Novozymes B                                                    | CUSIP: N/A<br>LEI: 529900T6WNZXD2R3JW38       | Long             | EC               | CORP              | DK        |        3098 | NS      | $201237.91    | 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        |        8000 | NS      | $49576.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Walmart, Inc.                                            | Walmart, Inc.                                                            | CUSIP: 931142103<br>LEI: Y87794H0US1R65VBXU25 | Long             | EC               | CORP              | US        |        7481 | NS      | $727527.25    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Communications, Inc.                        | Consolidated Communications, Inc.                                        | CUSIP: 20903XAF0<br>LEI: 549300WW675Y48HDVX34 | Long             | DBT              | CORP              | US        |     2843000 | PA      | $2790944.67   | 0.10%             | 2028-10-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| CME Group, Inc.                                          | CME Group, Inc.                                                          | CUSIP: 12572Q105<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | EC               | CORP              | US        |       37034 | NS      | $10261380.72  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Interactive Brokers Group, Inc.                          | Interactive Brokers Group, Inc., Class A                                 | CUSIP: 45841N107<br>LEI: 5493004DT6DCDUZNDM53 | Long             | EC               | CORP              | US        |        7227 | NS      | $1241959.95   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Celanese US Holdings LLC                                 | Celanese US Holdings LLC                                                 | CUSIP: 15089QAN4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     2031000 | PA      | $2048304.12   | 0.08%             | 2029-07-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Evonik Industries AG                                     | Evonik Industries AG                                                     | CUSIP: N/A<br>LEI: 41GUOJQTALQHLF39XJ34       | Long             | EC               | CORP              | DE        |        2253 | NS      | $50631.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Quanta Computer, Inc.                                    | Quanta Computer, Inc.                                                    | CUSIP: N/A<br>LEI: 529900DE8BIV3XOXIK04       | Long             | EC               | CORP              | TW        |      106000 | NS      | $796345.26    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kennedy-Wilson, Inc.                                     | Kennedy-Wilson, Inc.                                                     | CUSIP: 489399AL9<br>LEI: 5EA4464UK7FM5QNNKL62 | Long             | DBT              | CORP              | US        |     2132000 | PA      | $1919806.52   | 0.07%             | 2029-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                          | Kreditanstalt fuer Wiederaufbau                                          | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | NUSS              | DE        |     7500000 | PA      | $8200862.58   | 0.30%             | 2027-03-31      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank AG                                         | Deutsche Bank AG                                                         | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     2450000 | PA      | $2359064.09   | 0.09%             | 2027-11-16      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| Kingdom of Spain                                         | Bonos and Obligaciones del Estado                                        | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |       40000 | PA      | $42619.18     | 0.00%             | 2029-07-30      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| NCR Voyix Corp.                                          | NCR Voyix Corp.                                                          | CUSIP: 62886EAY4<br>LEI: 549300YKTY8JX1DV2R67 | Long             | DBT              | CORP              | US        |     2734000 | PA      | $2649922.39   | 0.10%             | 2028-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                          | Ontario Teachers' Finance Trust                                          | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | NUSS              | CA        |     4950000 | PA      | $6407521.78   | 0.24%             | 2026-05-15      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| Scentre Group                                            | Scentre Group                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       45733 | NS      | $105951.65    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Crowdstrike Holdings, Inc.                               | Crowdstrike Holdings, Inc., Class A                                      | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |        4225 | NS      | $1811975.75   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Aeroports de Paris SA                                    | Aeroports de Paris SA                                                    | CUSIP: N/A<br>LEI: 969500PJMBSFHYC37989       | Long             | EC               | CORP              | FR        |         305 | NS      | $38139.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Group Corp.                                     | SoftBank Group Corp.                                                     | CUSIP: N/A<br>LEI: 5493003BZYYYCDIO0R13       | Long             | EC               | CORP              | JP        |        8400 | NS      | $424785.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Puma SE                                                  | Puma SE                                                                  | CUSIP: N/A<br>LEI: 529900GRZ2BQY5ZM9N49       | Long             | EC               | CORP              | DE        |         915 | NS      | $23626.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                 | Celanese US Holdings LLC                                                 | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |      574000 | PA      | $578665.94    | 0.02%             | 2027-07-15      | Fixed         | 6.41%                 | No            |                  2 | On Loan: No      |
| Microchip Technology, Inc.                               | Microchip Technology, Inc.                                               | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Long             | EC               | CORP              | US        |        7189 | NS      | $331269.12    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1598.52     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Enbridge, Inc.                                           | Enbridge, Inc.                                                           | CUSIP: 29250NAS4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      450000 | PA      | $430490.52    | 0.02%             | 2077-07-15      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Evolution AB                                             | Evolution AB                                                             | CUSIP: N/A<br>LEI: 549300SUH6ZR1RF6TA88       | Long             | EC               | CORP              | SE        |        1397 | NS      | $96776.63     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $48207.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Mexican States                                    | United Mexican States                                                    | CUSIP: 91087BAM2<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |     1110000 | PA      | $942112.50    | 0.03%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Robinhood Markets, Inc.                                  | Robinhood Markets, Inc., Class A                                         | CUSIP: 770700102<br>LEI: 213800FS5AO3YWIE6F63 | Long             | EC               | CORP              | US        |       10795 | NS      | $530142.45    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingdom of the Netherlands                               | Kingdom of Netherlands                                                   | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |       30000 | PA      | $34081.51     | 0.00%             | 2033-01-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Loews Corp.                                              | Loews Corp.                                                              | CUSIP: 540424108<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | EC               | CORP              | US        |        5990 | NS      | $520111.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Avolon Holdings Funding Ltd.                             | Avolon Holdings Funding Ltd.                                             | CUSIP: 05401AAJ0<br>LEI: 635400ZRKEX9L1BKCH30 | Long             | DBT              | CORP              | KY        |     2350000 | PA      | $2276257.00   | 0.08%             | 2027-02-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Keppel Ltd.                                              | Keppel Ltd.                                                              | CUSIP: N/A<br>LEI: 254900SQ7IPDOY6IDW33       | Long             | EC               | CORP              | SG        |       12800 | NS      | $64354.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AMETEK, Inc.                                             | AMETEK, Inc.                                                             | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |        8223 | NS      | $1394456.34   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| T&D Holdings, Inc.                                       | T&D Holdings, Inc.                                                       | CUSIP: N/A<br>LEI: 3538008ARJ1MACEWA242       | Long             | EC               | CORP              | JP        |        4300 | NS      | $91498.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chubb Ltd.                                               | Chubb Ltd.                                                               | CUSIP: N/A<br>LEI: E0JAN6VLUDI1HITHT809       | Long             | EC               | CORP              | CH        |        3410 | NS      | $975532.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                      | Hilton Domestic Operating Co., Inc.                                      | CUSIP: 432833AP6<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      312000 | PA      | $315235.63    | 0.01%             | 2029-04-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Muenchener Rueckversicherungs-Gesellschaft AG            | Muenchener Rueckversicherungs-Gesellschaft AG (Registered)               | CUSIP: N/A<br>LEI: 529900MUF4C20K50JS49       | Long             | EC               | CORP              | DE        |       21783 | NS      | $14912846.13  | 0.55%             |  |  |  | No            |                  2 | On Loan: No      |
| Westlake Corp.                                           | Westlake Corp.                                                           | CUSIP: 960413AV4<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     2350000 | PA      | $2497833.43   | 0.09%             | 2029-07-17      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Grab Holdings Ltd.                                       | Grab Holdings Ltd., Class A                                              | CUSIP: N/A<br>LEI: 549300N4VQX83VPJF439       | Long             | EC               | CORP              | KY        |       20267 | NS      | $98902.96     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Star Leasing Co. LLC                                     | Star Leasing Co. LLC                                                     | CUSIP: 854938AA5<br>LEI: 549300WXKNX4PT3HSN71 | Long             | DBT              | CORP              | US        |     2813000 | PA      | $2523079.28   | 0.09%             | 2030-02-15      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Barclays plc                                             | Barclays plc                                                             | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | DBT              | CORP              | GB        |      457000 | PA      | $539342.48    | 0.02%             | 2033-01-31      | Variable      | 4.51%                 | Yes           |                  2 | On Loan: No      |
| French Republic                                          | French Republic                                                          | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     8209296 | PA      | $9444421.44   | 0.35%             | 2030-02-25      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| HarborView Mortgage Loan Trust                           | HarborView Mortgage Loan Trust, Series 2006-14, Class 1A1A               | CUSIP: 41162NAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |           1 | PA      | $1.09         | 0.00%             | 2047-01-25      | Floating      | 4.79%                 | No            |                  2 | On Loan: No      |
| Oscar Health, Inc.                                       | Oscar Health, Inc., Class A                                              | CUSIP: 687793109<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       88596 | NS      | $1152633.96   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| QIAGEN NV                                                | QIAGEN NV                                                                | CUSIP: N/A<br>LEI: 54930036WK3GMCN17Z57       | Long             | EC               | CORP              | NL        |        1896 | NS      | $81368.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Siemens Healthineers AG                                  | Siemens Healthineers AG                                                  | CUSIP: N/A<br>LEI: 529900QBVWXMWANH7H45       | Long             | EC               | CORP              | DE        |        2479 | NS      | $133636.34    | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Rio Tinto Ltd.                                           | Rio Tinto Ltd.                                                           | CUSIP: N/A<br>LEI: 529900X2VMAQT2PE0V24       | Long             | EC               | CORP              | AU        |        3264 | NS      | $244203.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-291.49      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NVIDIA Corp.                                             | NVIDIA Corp.                                                             | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      310246 | NS      | $33791994.32  | 1.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Telenor ASA                                              | Telenor ASA                                                              | CUSIP: N/A<br>LEI: 549300IM1QSBY4SLPM26       | Long             | EC               | CORP              | NO        |        5414 | NS      | $81318.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Bank USA                                   | Goldman Sachs Bank USA                                                   | CUSIP: 38151LAE0<br>LEI: KD3XUN7C6T14HNAYLU02 | Long             | DBT              | CORP              | US        |      320000 | PA      | $319167.06    | 0.01%             | 2027-03-18      | Floating      | 5.12%                 | No            |                  2 | On Loan: No      |
| PG&E Corp.                                               | PG&E Corp.                                                               | CUSIP: 69331C108<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | EC               | CORP              | US        |       14216 | NS      | $234848.32    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com, Inc.                                         | Amazon.com, Inc.                                                         | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |      218451 | NS      | $40286733.42  | 1.48%             |  |  |  | No            |                  1 | On Loan: No      |
| Gentex Corp.                                             | Gentex Corp.                                                             | CUSIP: 371901109<br>LEI: 549300S3UD8XV1MN0287 | Long             | EC               | CORP              | US        |       13313 | NS      | $289957.14    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan                                                    | Japan Government Bond                                                    | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   289150000 | PA      | $1713847.75   | 0.06%             | 2038-12-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Daiwa House Industry Co. Ltd.                            | Daiwa House Industry Co. Ltd.                                            | CUSIP: N/A<br>LEI: 353800K9WXR9XRZJZI46       | Long             | EC               | CORP              | JP        |        4900 | NS      | $177296.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Romania                                                  | Romania Government Bond                                                  | CUSIP: N/A<br>LEI: 315700IASY927EDWBK92       | Long             | DBT              | NUSS              | RO        |     1470000 | PA      | $1230232.62   | 0.05%             | 2033-04-14      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Necessity Retail REIT, Inc.                              | Necessity Retail REIT, Inc.                                              | CUSIP: 02608AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2534000 | PA      | $2389441.38   | 0.09%             | 2028-09-30      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Equity LifeStyle Properties, Inc.                        | Equity LifeStyle Properties, Inc.                                        | CUSIP: 29472R108<br>LEI: 529900PEQG66LENB6798 | Long             | EC               | CORP              | US        |       18230 | NS      | $1180939.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Carlisle Cos., Inc.                                      | Carlisle Cos., Inc.                                                      | CUSIP: 142339100<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | EC               | CORP              | US        |        1561 | NS      | $592368.28    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                      | Canada 5 Year Bond                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |          18 | NC      | $8777.09      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| EQT AB                                                   | EQT AB                                                                   | CUSIP: N/A<br>LEI: 213800U7P9GOIRKCTB34       | Long             | EC               | CORP              | SE        |        3274 | NS      | $94610.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Sea Ltd.                                                 | Sea Ltd.                                                                 | CUSIP: 81141R100<br>LEI: 529900OM6JLLW44YKI15 | Long             | EC               | CORP              | KY        |        7477 | NS      | $1002291.85   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Advantest Corp.                                          | Advantest Corp.                                                          | CUSIP: N/A<br>LEI: 353800EMK32PDKS9XR54       | Long             | EC               | CORP              | JP        |        6700 | NS      | $280300.86    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Navient Corp.                                            | Navient Corp.                                                            | CUSIP: 63938CAK4<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      973000 | PA      | $963268.64    | 0.04%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Infrastrutture Wireless Italiane SpA                     | Infrastrutture Wireless Italiane SpA                                     | CUSIP: N/A<br>LEI: 81560066183FE361C071       | Long             | EC               | CORP              | IT        |        2868 | NS      | $34250.07     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Jabil, Inc.                                              | Jabil, Inc.                                                              | CUSIP: 466313103<br>LEI: 5493000CGCQY2OQU7669 | Long             | EC               | CORP              | US        |        7885 | NS      | $1155625.60   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Saudi National Bank (The)                                | Saudi National Bank (The)                                                | CUSIP: N/A<br>LEI: 5586006ZEFQ542K7CY16       | Long             | EC               | CORP              | SA        |       44677 | NS      | $425683.53    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleos Mexicanos                                      | Petroleos Mexicanos                                                      | CUSIP: 71643VAB1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | NUSS              | MX        |     2500000 | PA      | $2141000.00   | 0.08%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| National Bank of Greece SA                               | National Bank of Greece SA                                               | CUSIP: N/A<br>LEI: 5UMCZOEYKCVFAW8ZLO05       | Long             | EC               | CORP              | GR        |       64538 | NS      | $684971.94    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland     | United Kingdom of Great Britain and Northern Ireland                     | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     1999682 | PA      | $1242361.77   | 0.05%             | 2046-01-31      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| Atlas Copco AB                                           | Atlas Copco AB, Class B                                                  | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Long             | EC               | CORP              | SE        |       13723 | NS      | $190553.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Credit Acceptance Corp.                                  | Credit Acceptance Corp.                                                  | CUSIP: 225310AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1860000 | PA      | $1965664.74   | 0.07%             | 2028-12-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Ajinomoto Co., Inc.                                      | Ajinomoto Co., Inc.                                                      | CUSIP: N/A<br>LEI: 353800UT0TLROREPIC92       | Long             | EC               | CORP              | JP        |        8000 | NS      | $163632.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| nVent Electric plc                                       | nVent Electric plc                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IE        |       18249 | NS      | $1002052.59   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| French Republic                                          | French Republic                                                          | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |       10000 | PA      | $11539.27     | 0.00%             | 2029-02-25      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Trelleborg AB                                            | Trelleborg AB, Class B                                                   | CUSIP: N/A<br>LEI: 213800XY16PAWG2PAD14       | Long             | EC               | CORP              | SE        |        1873 | NS      | $64584.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Indutrade AB                                             | Indutrade AB                                                             | CUSIP: N/A<br>LEI: 549300FISLQ6CEFP1867       | Long             | EC               | CORP              | SE        |        2402 | NS      | $64982.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Anglo American plc                                       | Anglo American plc                                                       | CUSIP: N/A<br>LEI: 549300S9XF92D1X8ME43       | Long             | EC               | CORP              | GB        |       11172 | NS      | $304977.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                  | Kingdom of Saudi Arabia                                                  | CUSIP: 80413TBC2<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |     2350000 | PA      | $2366896.50   | 0.09%             | 2028-01-18      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| GCI LLC                                                  | GCI LLC                                                                  | CUSIP: 36166TAB6<br>LEI: 549300N3IE9H88Q20221 | Long             | DBT              | CORP              | US        |     2756000 | PA      | $2607287.62   | 0.10%             | 2028-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| SLM Corp.                                                | SLM Corp.                                                                | CUSIP: 78442PGF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1082000 | PA      | $1116932.37   | 0.04%             | 2030-01-31      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Spain                                         | Bonos and Obligaciones del Estado                                        | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     9058000 | PA      | $10334180.15  | 0.38%             | 2054-10-31      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Albertsons Cos., Inc.                                    | Albertsons Cos., Inc.                                                    | CUSIP: 013092AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2081000 | PA      | $2057460.77   | 0.08%             | 2027-01-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Mauser Packaging Solutions Holding Co.                   | Mauser Packaging Solutions Holding Co.                                   | CUSIP: 57763RAD9<br>LEI: 549300DNGHXL0OMHW304 | Long             | DBT              | CORP              | US        |     3285000 | PA      | $3293672.86   | 0.12%             | 2027-04-15      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Canada                                                   | Canada Government Bond                                                   | CUSIP: 135087S21<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    22510000 | PA      | $16564264.18  | 0.61%             | 2034-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Antofagasta plc                                          | Antofagasta plc                                                          | CUSIP: N/A<br>LEI: 213800MY6QVH4FVLD628       | Long             | EC               | CORP              | GB        |        3467 | NS      | $76085.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hilton Worldwide Holdings, Inc.                          | Hilton Worldwide Holdings, Inc.                                          | CUSIP: 43300A203<br>LEI: 549300HVGPK36ICB0B89 | Long             | EC               | CORP              | US        |        2844 | NS      | $641265.12    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingdom of Spain                                         | Bonos and Obligaciones del Estado                                        | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      446000 | PA      | $449937.73    | 0.02%             | 2066-07-30      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| Lamar Media Corp.                                        | Lamar Media Corp.                                                        | CUSIP: 513075BR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2914000 | PA      | $2779526.19   | 0.10%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                      | 3 Month Euro Euribor                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        -263 | NC      | $-287768.03   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Icahn Enterprises LP                                     | Icahn Enterprises LP                                                     | CUSIP: 451102CK1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      770000 | PA      | $752923.17    | 0.03%             | 2029-11-15      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Northern Oil & Gas, Inc.                                 | Northern Oil & Gas, Inc.                                                 | CUSIP: 665531AG4<br>LEI: OKFF0PIZDDMNH4UCYE51 | Long             | DBT              | CORP              | US        |     2732000 | PA      | $2697162.08   | 0.10%             | 2028-03-01      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| ING Groep NV                                             | ING Groep NV                                                             | CUSIP: N/A<br>LEI: 549300NYKK9MWM7GGW15       | Long             | EC               | CORP              | NL        |       27671 | NS      | $537351.90    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Symrise AG                                               | Symrise AG                                                               | CUSIP: N/A<br>LEI: 529900D82I6R9601CF26       | Long             | EC               | CORP              | DE        |        1167 | NS      | $134591.79    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $22757.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $19580.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan                                                    | Japan Government Bond                                                    | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |  1081550000 | PA      | $5267355.76   | 0.19%             | 2052-03-20      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Boyd Gaming Corp.                                        | Boyd Gaming Corp.                                                        | CUSIP: 103304BU4<br>LEI: 254900787YGRYS2A1Z35 | Long             | DBT              | CORP              | US        |     2886000 | PA      | $2826748.98   | 0.10%             | 2027-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NN Group NV                                              | NN Group NV                                                              | CUSIP: N/A<br>LEI: 724500OHYNDT9OY6Q215       | Long             | EC               | CORP              | NL        |        2365 | NS      | $145022.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Qatar National Bank QPSC                                 | Qatar National Bank QPSC                                                 | CUSIP: N/A<br>LEI: 549300FFSRVBS0SQXY75       | Long             | EC               | CORP              | QA        |      136745 | NS      | $627182.47    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Wharf Holdings Ltd. (The)                                | Wharf Holdings Ltd. (The)                                                | CUSIP: N/A<br>LEI: 254900JCV4TBBPX9IW91       | Long             | EC               | CORP              | HK        |        9000 | NS      | $22607.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RWE AG                                                   | RWE AG                                                                   | CUSIP: N/A<br>LEI: 529900GB7KCA94ACC940       | Long             | EC               | CORP              | DE        |        5559 | NS      | $215878.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ITT Holdings LLC                                         | ITT Holdings LLC                                                         | CUSIP: 45074JAA2<br>LEI: 549300TH2PHOLK31LB42 | Long             | DBT              | CORP              | US        |     1887000 | PA      | $1722942.90   | 0.06%             | 2029-08-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Zalando SE                                               | Zalando SE                                                               | CUSIP: N/A<br>LEI: 529900YRFFGH5AXU4S86       | Long             | EC               | CORP              | DE        |        1972 | NS      | $72010.09     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Suncorp Group Ltd.                                       | Suncorp Group Ltd.                                                       | CUSIP: N/A<br>LEI: 549300BVOKRTHDIWVT46       | Long             | EC               | CORP              | AU        |        9520 | NS      | $123798.93    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Howard Midstream Energy Partners LLC                     | Howard Midstream Energy Partners LLC                                     | CUSIP: 442722AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2423000 | PA      | $2518143.94   | 0.09%             | 2028-07-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| ENEOS Holdings, Inc.                                     | ENEOS Holdings, Inc.                                                     | CUSIP: N/A<br>LEI: 3538001KQ5SAOZSQTT44       | Long             | EC               | CORP              | JP        |       24000 | NS      | $115541.53    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mid-America Apartment Communities, Inc.                  | Mid-America Apartment Communities, Inc.                                  | CUSIP: 59522J103<br>LEI: 549300FQZKFR5YNSHZ21 | Long             | EC               | CORP              | US        |        4000 | NS      | $638600.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SM Entertainment Co. Ltd.                                | SM Entertainment Co. Ltd.                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |        6711 | NS      | $583532.12    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank (The)                              | Toronto-Dominion Bank (The)                                              | CUSIP: N/A<br>LEI: PT3QB789TSUIDF371261       | Long             | DBT              | CORP              | CA        |     1300000 | PA      | $1513759.60   | 0.06%             | 2029-02-16      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| Subaru Corp.                                             | Subaru Corp.                                                             | CUSIP: N/A<br>LEI: 549300N244BVAEE6HH86       | Long             | EC               | CORP              | JP        |        5200 | NS      | $94161.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Futu Holdings Ltd.                                       | Futu Holdings Ltd.                                                       | CUSIP: 36118L106<br>LEI: 213800X4W4ZRESFPTQ37 | Long             | EC               | CORP              | KY        |         493 | NS      | $45508.83     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BJ's Wholesale Club Holdings, Inc.                       | BJ's Wholesale Club Holdings, Inc.                                       | CUSIP: 05550J101<br>LEI: 549300UCIWH1C93V0J03 | Long             | EC               | CORP              | US        |        6937 | NS      | $815513.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Banca Monte dei Paschi di Siena SpA                      | Banca Monte dei Paschi di Siena SpA                                      | CUSIP: N/A<br>LEI: J4CP7MHCXR8DAQMKIL78       | Long             | DBT              | CORP              | IT        |     2150000 | PA      | $2524703.27   | 0.09%             | 2029-04-23      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Vestas Wind Systems A/S                                  | Vestas Wind Systems A/S                                                  | CUSIP: N/A<br>LEI: 549300DYMC8BGZZC8844       | Long             | EC               | CORP              | DK        |        8879 | NS      | $118376.68    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-88378.91    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sony Group Corp.                                         | Sony Group Corp.                                                         | CUSIP: N/A<br>LEI: 529900R5WX9N2OI2N910       | Long             | EC               | CORP              | JP        |      198300 | NS      | $5231708.73   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co.                                 | Bristol-Myers Squibb Co.                                                 | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |      198995 | NS      | $9989549.00   | 0.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Sampo OYJ                                                | Sampo OYJ, Class A                                                       | CUSIP: N/A<br>LEI: 743700UF3RL386WIDA22       | Long             | EC               | CORP              | FI        |       21287 | NS      | $213266.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Dexia SA                                                 | Dexia SA                                                                 | CUSIP: N/A<br>LEI: F4G136OIPBYND1F41110       | Long             | DBT              | NUSS              | FR        |     4200000 | PA      | $5265792.76   | 0.19%             | 2026-12-10      | Fixed         | 0.25%                 | Yes           |                  2 | On Loan: No      |
| CSL Ltd.                                                 | CSL Ltd.                                                                 | CUSIP: N/A<br>LEI: 529900ECSECK5ZDQTE14       | Long             | EC               | CORP              | AU        |        4257 | NS      | $683303.67    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| TechnipFMC plc                                           | TechnipFMC plc                                                           | CUSIP: N/A<br>LEI: 549300D5I93QWCJTCK36       | Long             | EC               | CORP              | GB        |       54574 | NS      | $1537349.58   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Alibaba Group Holding Ltd.                               | Alibaba Group Holding Ltd.                                               | CUSIP: N/A<br>LEI: 5493001NTNQJDH60PM02       | Long             | EC               | CORP              | KY        |      425424 | NS      | $6351593.61   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Eli Lilly & Co.                                          | Eli Lilly & Co.                                                          | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |        5802 | NS      | $5215707.90   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Atlas Copco AB                                           | Atlas Copco AB, Class A                                                  | CUSIP: N/A<br>LEI: 213800T8PC8Q4FYJZR07       | Long             | EC               | CORP              | SE        |      337995 | NS      | $5231722.54   | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $40263.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toray Industries, Inc.                                   | Toray Industries, Inc.                                                   | CUSIP: N/A<br>LEI: 35380099TCYR5FHT0A11       | Long             | EC               | CORP              | JP        |       12200 | NS      | $77915.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                 | U.S. Treasury Notes                                                      | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3195900 | PA      | $3210755.95   | 0.12%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Link REIT                                                | Link                                                                     | CUSIP: N/A<br>LEI: 529900XUE70U36QX5M62       | Long             | EC               | CORP              | HK        |       22900 | NS      | $107214.51    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prime Healthcare Services, Inc.                          | Prime Healthcare Services, Inc.                                          | CUSIP: 74165HAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3375000 | PA      | $3217659.66   | 0.12%             | 2029-09-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $372.59       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Adyen NV                                                 | Adyen NV                                                                 | CUSIP: N/A<br>LEI: 724500973ODKK3IFQ447       | Long             | EC               | CORP              | NL        |         194 | NS      | $313933.38    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3647.79     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Spain                                         | Bonos and Obligaciones del Estado                                        | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     4310000 | PA      | $3262542.30   | 0.12%             | 2052-10-31      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| Howmet Aerospace, Inc.                                   | Howmet Aerospace, Inc.                                                   | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |        7752 | NS      | $1074272.16   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| CK Infrastructure Holdings Ltd.                          | CK Infrastructure Holdings Ltd.                                          | CUSIP: N/A<br>LEI: 5299005U11RQ1C27MR12       | Long             | EC               | CORP              | BM        |        5500 | NS      | $37068.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nederlandse Waterschapsbank NV                           | Nederlandse Waterschapsbank NV                                           | CUSIP: N/A<br>LEI: JLP5FSPH9WPSHY3NIM24       | Long             | DBT              | NUSS              | NL        |     3120000 | PA      | $1990422.01   | 0.07%             | 2027-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Meituan                                                  | Meituan                                                                  | CUSIP: N/A<br>LEI: 21380033K525E5JLIA77       | Long             | EC               | CORP              | KY        |       75400 | NS      | $1248430.82   | 0.05%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Kinsale Capital Group, Inc.                              | Kinsale Capital Group, Inc.                                              | CUSIP: 49714P108<br>LEI: 529900QTUQHNZ6HOA508 | Long             | EC               | CORP              | US        |         581 | NS      | $252886.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet, Inc.                                           | Alphabet, Inc., Class C                                                  | CUSIP: 02079K107<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |       43167 | NS      | $6945138.63   | 0.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Cloud Software Group, Inc.                               | Cloud Software Group, Inc.                                               | CUSIP: 88632QAE3<br>LEI: 04EEB871XLHVNY4RZJ65 | Long             | DBT              | CORP              | US        |     3945000 | PA      | $3946415.74   | 0.15%             | 2029-03-31      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Goodman Group                                            | Goodman Group                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       17856 | NS      | $341832.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Clear Channel Outdoor Holdings, Inc.                     | Clear Channel Outdoor Holdings, Inc.                                     | CUSIP: 18453HAE6<br>LEI: 254900XBEE6V1ENYS150 | Long             | DBT              | CORP              | US        |     2868000 | PA      | $2968534.87   | 0.11%             | 2028-09-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Informa plc                                              | Informa plc                                                              | CUSIP: N/A<br>LEI: 5493006VM2LKUPSEDU20       | Long             | EC               | CORP              | GB        |       11695 | NS      | $114247.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland     | United Kingdom of Great Britain and Northern Ireland                     | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     1059000 | PA      | $1314638.14   | 0.05%             | 2040-12-07      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| PetroChina Co. Ltd.                                      | PetroChina Co. Ltd., Class H                                             | CUSIP: N/A<br>LEI: 529900RPY4YG47TRSV05       | Long             | EC               | CORP              | CN        |      750000 | NS      | $573103.79    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                           | Commonwealth Bank of Australia                                           | CUSIP: N/A<br>LEI: MSFSBD3QN1GSN7Q6C537       | Long             | EC               | CORP              | AU        |       14713 | NS      | $1568246.02   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Service Properties Trust                                 | Service Properties Trust                                                 | CUSIP: 81761LAD4<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |      404000 | PA      | $395075.68    | 0.01%             | 2029-06-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| McGraw-Hill Education, Inc.                              | McGraw-Hill Education, Inc.                                              | CUSIP: 57767XAA8<br>LEI: 254900U6YJ9QZ4IQOR26 | Long             | DBT              | CORP              | US        |     2449000 | PA      | $2399060.73   | 0.09%             | 2028-08-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Inner Mongolia Yili Industrial Group Co. Ltd.            | Inner Mongolia Yili Industrial Group Co. Ltd., Class A                   | CUSIP: N/A<br>LEI: 3003002Q2A863JPQFH06       | Long             | EC               | CORP              | CN        |       88700 | NS      | $363144.18    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissin Foods Holdings Co. Ltd.                           | Nissin Foods Holdings Co. Ltd.                                           | CUSIP: N/A<br>LEI: 529900YMZMNSHC1W6V41       | Long             | EC               | CORP              | JP        |        1700 | NS      | $37483.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Denmark                                       | Kingdom of Denmark                                                       | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |     3009000 | PA      | $444994.98    | 0.02%             | 2027-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $79654.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Smyrna Ready Mix Concrete LLC                            | Smyrna Ready Mix Concrete LLC                                            | CUSIP: 85236FAA1<br>LEI: 549300S7RFWHQFOIOY93 | Long             | DBT              | CORP              | US        |     1014000 | PA      | $990665.93    | 0.04%             | 2028-11-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| AMC Networks, Inc.                                       | AMC Networks, Inc.                                                       | CUSIP: 00164VAG8<br>LEI: 549300VGG9K75226LR46 | Long             | DBT              | CORP              | US        |     3076000 | PA      | $3160359.98   | 0.12%             | 2029-01-15      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| US Foods, Inc.                                           | US Foods, Inc.                                                           | CUSIP: 90290MAD3<br>LEI: 5493000JOOFAOUY1JZ87 | Long             | DBT              | CORP              | US        |       93000 | PA      | $90325.49     | 0.00%             | 2029-02-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: —       |
| Demant A/S                                               | Demant A/S                                                               | CUSIP: N/A<br>LEI: 213800RM6L9LN78BVA56       | Long             | EC               | CORP              | DK        |         778 | NS      | $28332.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Realty Income Corp.                                      | Realty Income Corp.                                                      | CUSIP: N/A<br>LEI: 549300CUWDAUZSH43859       | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1947334.71   | 0.07%             | 2030-07-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Beijer Ref AB                                            | Beijer Ref AB                                                            | CUSIP: N/A<br>LEI: 549300PZZEUVH08H4G75       | Long             | EC               | CORP              | SE        |        3384 | NS      | $51617.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Insmed, Inc.                                             | Insmed, Inc.                                                             | CUSIP: 457669307<br>LEI: 529900Q55QAG41CCAC11 | Long             | EC               | CORP              | US        |       14110 | NS      | $1015920.00   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuit, Inc.                                             | Intuit, Inc.                                                             | CUSIP: 461202103<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | EC               | CORP              | US        |        4853 | NS      | $3045111.91   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Amadeus IT Group SA                                      | Amadeus IT Group SA                                                      | CUSIP: N/A<br>LEI: 9598004A3FTY3TEHHN09       | Long             | EC               | CORP              | ES        |        3961 | NS      | $311782.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JDE Peet's NV                                            | JDE Peet's NV                                                            | CUSIP: N/A<br>LEI: 724500EHG519SE5ZRT89       | Long             | EC               | CORP              | NL        |        1502 | NS      | $36361.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Jeronimo Martins SGPS SA                                 | Jeronimo Martins SGPS SA                                                 | CUSIP: N/A<br>LEI: 259400A8SZP10GB5IB19       | Long             | EC               | CORP              | PT        |       18106 | NS      | $438207.97    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Univision Communications, Inc.                           | Univision Communications, Inc.                                           | CUSIP: 914906AU6<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     2804000 | PA      | $2713106.66   | 0.10%             | 2027-06-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Marriott International, Inc.                             | Marriott International, Inc., Class A                                    | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |       32624 | NS      | $7783433.92   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Bausch Health Cos., Inc.                                 | Bausch Health Cos., Inc.                                                 | CUSIP: 071734AQ0<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     1725000 | PA      | $1622190.00   | 0.06%             | 2028-09-30      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| Temasek Financial I Ltd.                                 | Temasek Financial I Ltd.                                                 | CUSIP: 87973PAE4<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |     6158000 | PA      | $6104979.62   | 0.22%             | 2028-08-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Hong Kong & China Gas Co. Ltd.                           | Hong Kong & China Gas Co. Ltd.                                           | CUSIP: N/A<br>LEI: 254900P7BETXGC7YU827       | Long             | EC               | CORP              | HK        |       98452 | NS      | $88584.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3995.95     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Julius Baer Group Ltd.                                   | Julius Baer Group Ltd.                                                   | CUSIP: N/A<br>LEI: 5299007MF0604ZGJER92       | Long             | EC               | CORP              | CH        |        1811 | NS      | $117439.87    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Zealand Pharma A/S                                       | Zealand Pharma A/S                                                       | CUSIP: N/A<br>LEI: 549300ITBB1ULBL4CZ12       | Long             | EC               | CORP              | DK        |         562 | NS      | $39748.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| United Wholesale Mortgage LLC                            | United Wholesale Mortgage LLC                                            | CUSIP: 913229AC4<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |     1239000 | PA      | $1222379.93   | 0.04%             | 2027-06-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                          | Ontario Teachers' Finance Trust                                          | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | NUSS              | CA        |     2896000 | PA      | $2842532.57   | 0.10%             | 2030-11-25      | Fixed         | 0.05%                 | Yes           |                  2 | On Loan: No      |
| Prysmian SpA                                             | Prysmian SpA                                                             | CUSIP: N/A<br>LEI: 529900X0H1IO3RS1A464       | Long             | EC               | CORP              | IT        |        2470 | NS      | $135682.55    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5943.78      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Constellation Brands, Inc.                               | Constellation Brands, Inc., Class A                                      | CUSIP: 21036P108<br>LEI: 5493005GKEG8QCVY7037 | Long             | EC               | CORP              | US        |        1864 | NS      | $349574.56    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Finance Corp.                                    | OneMain Finance Corp.                                                    | CUSIP: 682691AC4<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     1047000 | PA      | $968883.02    | 0.04%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                 | Electricite de France SA                                                 | CUSIP: N/A<br>LEI: 549300X3UK4GG3FNMO06       | Long             | DBT              | NUSS              | FR        |      400000 | PA      | $439545.80    | 0.02%             | 2027-12-01      | Variable      | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Halma plc                                                | Halma plc                                                                | CUSIP: N/A<br>LEI: 2138007FRGLUR9KGBT40       | Long             | EC               | CORP              | GB        |        3338 | NS      | $123211.05    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canada                                                   | Canada Government Bond                                                   | CUSIP: 135087Q23<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |       20000 | PA      | $14281.30     | 0.00%             | 2033-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Snowflake, Inc.                                          | Snowflake, Inc., Class A                                                 | CUSIP: 833445109<br>LEI: 254900CJNSY1K7T53Z16 | Long             | EC               | CORP              | US        |        8243 | NS      | $1314676.07   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Kasei Corp.                                        | Asahi Kasei Corp.                                                        | CUSIP: N/A<br>LEI: 353800GPI4Z3MGDGN142       | Long             | EC               | CORP              | JP        |       11000 | NS      | $76656.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Saia, Inc.                                               | Saia, Inc.                                                               | CUSIP: 78709Y105<br>LEI: 549300WNPG4N9GBOYB29 | Long             | EC               | CORP              | US        |        2118 | NS      | $516792.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Danone SA                                                | Danone SA                                                                | CUSIP: N/A<br>LEI: 969500KMUQ2B6CBAF162       | Long             | EC               | CORP              | FR        |        5676 | NS      | $488399.46    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sanofi SA                                                | Sanofi SA                                                                | CUSIP: N/A<br>LEI: 549300E9PC51EN656011       | Long             | EC               | CORP              | FR        |       34360 | NS      | $3758703.06   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Oversea-Chinese Banking Corp. Ltd.                       | Oversea-Chinese Banking Corp. Ltd.                                       | CUSIP: N/A<br>LEI: 5493007O3QFXCPOGWK22       | Long             | EC               | CORP              | SG        |       29800 | NS      | $368797.78    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunoco LP                                                | Sunoco LP                                                                | CUSIP: 86765LAQ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      694000 | PA      | $691713.96    | 0.03%             | 2027-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cogent Communications Group LLC                          | Cogent Communications Group LLC                                          | CUSIP: 19240CAC7<br>LEI: 549300KFWFYF8Q1U0Y26 | Long             | DBT              | CORP              | US        |     2453000 | PA      | $2406330.77   | 0.09%             | 2026-05-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Rocket Software, Inc.                                    | Rocket Software, Inc.                                                    | CUSIP: 77314EAB4<br>LEI: 549300PVG26ISP5X1556 | Long             | DBT              | CORP              | US        |     2951000 | PA      | $3040539.24   | 0.11%             | 2028-11-28      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| SBA Communications Corp.                                 | SBA Communications Corp.                                                 | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |        8330 | NS      | $2027522.00   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Central Parent LLC                                       | Central Parent LLC                                                       | CUSIP: 154915AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2197000 | PA      | $1945198.31   | 0.07%             | 2029-06-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Next plc                                                 | Next plc                                                                 | CUSIP: N/A<br>LEI: 213800WQD8ECPZP9PH98       | Long             | EC               | CORP              | GB        |        1033 | NS      | $170420.77    | 0.01%             |  |  |  | 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        |       15900 | NS      | $163483.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1317.60     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7881.72     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Fortescue Ltd.                                           | Fortescue Ltd.                                                           | CUSIP: N/A<br>LEI: 529900VEJFORCO6I4826       | Long             | EC               | CORP              | AU        |       14888 | NS      | $153758.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $11701.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GSK plc                                                  | GSK plc                                                                  | CUSIP: N/A<br>LEI: 5493000HZTVUYLO1D793       | Long             | EC               | CORP              | GB        |       36443 | NS      | $720940.51    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Brambles Ltd.                                            | Brambles Ltd.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       12158 | NS      | $159776.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | Long Gilt                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |          32 | NC      | $14058.75     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Prime Security Services Borrower LLC                     | Prime Security Services Borrower LLC                                     | CUSIP: 74166MAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1622000 | PA      | $1547038.46   | 0.06%             | 2027-08-31      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Mondi plc                                                | Mondi plc                                                                | CUSIP: N/A<br>LEI: 213800LOZA69QFDC9N34       | Long             | EC               | CORP              | GB        |        3881 | NS      | $58910.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings plc                          | Santander UK Group Holdings plc                                          | CUSIP: 80281LAM7<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |      200000 | PA      | $197894.72    | 0.01%             | 2026-08-21      | Variable      | 1.53%                 | No            |                  2 | On Loan: No      |
| Mettler-Toledo International, Inc.                       | Mettler-Toledo International, Inc.                                       | CUSIP: 592688105<br>LEI: 5493000BD5GJNUDIUG10 | Long             | EC               | CORP              | US        |         537 | NS      | $574896.09    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Corp.                                           | Sumitomo Corp.                                                           | CUSIP: N/A<br>LEI: V82KK8NH1P0JS71FJC05       | Long             | EC               | CORP              | JP        |        9600 | NS      | $234397.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Champions Financing, Inc.                                | Champions Financing, Inc.                                                | CUSIP: 15870LAA6<br>LEI: 391200ZDD75EGEUJ7625 | Long             | DBT              | CORP              | US        |     2327000 | PA      | $2048726.50   | 0.08%             | 2029-02-15      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: —       |
| Cleveland-Cliffs, Inc.                                   | Cleveland-Cliffs, Inc.                                                   | CUSIP: 185899AQ4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |     1007000 | PA      | $975308.00    | 0.04%             | 2029-11-01      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Mineral Resources Ltd.                                   | Mineral Resources Ltd.                                                   | CUSIP: 603051AA1<br>LEI: 5299007V1ACKFFX2P066 | Long             | DBT              | CORP              | AU        |      805000 | PA      | $782855.82    | 0.03%             | 2027-05-01      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Japan Airlines Co. Ltd.                                  | Japan Airlines Co. Ltd.                                                  | CUSIP: N/A<br>LEI: 3538002MH5L1QZZ93477       | Long             | EC               | CORP              | JP        |        1300 | NS      | $23552.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Apple, Inc.                                              | Apple, Inc.                                                              | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |      146236 | NS      | $31075150.00  | 1.14%             |  |  |  | No            |                  1 | On Loan: No      |
| QVC, Inc.                                                | QVC, Inc.                                                                | CUSIP: 747262BA0<br>LEI: 549300WBLU5NKPX5X472 | Long             | DBT              | CORP              | US        |     1387000 | PA      | $920392.67    | 0.03%             | 2029-04-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: —       |
| Lithia Motors, Inc.                                      | Lithia Motors, Inc.                                                      | CUSIP: 536797AG8<br>LEI: SE8N1EZEHPZQBCBVKD53 | Long             | DBT              | CORP              | US        |     2986000 | PA      | $2772506.97   | 0.10%             | 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        |      941000 | PA      | $921056.26    | 0.03%             | 2027-10-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Fastighets AB Balder                                     | Fastighets AB Balder, Class B                                            | CUSIP: N/A<br>LEI: 549300GHKJCEZOAEUU82       | Long             | EC               | CORP              | SE        |        6313 | NS      | $45380.62     | 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        |         500 | NS      | $55668.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1415.87     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                   | Koninklijke Philips NV                                                   | CUSIP: N/A<br>LEI: H1FJE8H61JGM1JSGM897       | Long             | EC               | CORP              | NL        |        7024 | NS      | $178267.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Brenntag SE                                              | Brenntag SE                                                              | CUSIP: N/A<br>LEI: NNROIXVWJ7CPSR27SV97       | Long             | EC               | CORP              | DE        |        1079 | NS      | $72059.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Logitech International SA                                | Logitech International SA (Registered)                                   | CUSIP: N/A<br>LEI: 549300SN6PRK6IJJC215       | Long             | EC               | CORP              | CH        |        1337 | NS      | $101598.78    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Clarivate Science Holdings Corp.                         | Clarivate Science Holdings Corp.                                         | CUSIP: 18064PAC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4143000 | PA      | $3909398.69   | 0.14%             | 2028-07-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                 | Japan Bank for International Cooperation                                 | CUSIP: 471048CP1<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |      674000 | PA      | $648713.92    | 0.02%             | 2027-01-20      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Moody's Corp.                                            | Moody's Corp.                                                            | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Long             | EC               | CORP              | US        |        4332 | NS      | $1962915.84   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| British American Tobacco plc                             | British American Tobacco plc                                             | CUSIP: N/A<br>LEI: 213800FKA5MF17RJKT63       | Long             | EC               | CORP              | GB        |       17473 | NS      | $761094.87    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Permian Resources Operating LLC                          | Permian Resources Operating LLC                                          | CUSIP: 27034RAA1<br>LEI: 5493004CTVUMQLRPOE23 | Long             | DBT              | CORP              | US        |     3432000 | PA      | $3492286.51   | 0.13%             | 2027-04-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Apple Hospitality REIT, Inc.                             | Apple Hospitality REIT, Inc.                                             | CUSIP: 03784Y200<br>LEI: 549300EVZAR0FBZO4F16 | Long             | EC               | CORP              | US        |        8320 | NS      | $97926.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alta Equipment Group, Inc.                               | Alta Equipment Group, Inc.                                               | CUSIP: 02128LAC0<br>LEI: 549300DGOB28CLGS1X27 | Long             | DBT              | CORP              | US        |     1952000 | PA      | $1642739.37   | 0.06%             | 2029-06-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: —       |
| Banco de Sabadell SA                                     | Banco de Sabadell SA                                                     | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | DBT              | CORP              | ES        |     1000000 | PA      | $1182242.26   | 0.04%             | 2030-09-13      | Variable      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Triumph Group, Inc.                                      | Triumph Group, Inc.                                                      | CUSIP: 896818AU5<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |     2965000 | PA      | $3110299.83   | 0.11%             | 2028-03-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Check Point Software Technologies Ltd.                   | Check Point Software Technologies Ltd.                                   | CUSIP: N/A<br>LEI: 2549003ZVBH73EPNS513       | Long             | EC               | CORP              | IL        |         774 | NS      | $169939.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Capitec Bank Holdings Ltd.                               | Capitec Bank Holdings Ltd.                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | ZA        |        2830 | NS      | $525265.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Denmark                                       | Kingdom of Denmark                                                       | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |     3192000 | PA      | $596960.68    | 0.02%             | 2039-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                               | Province of Ontario                                                      | CUSIP: N/A<br>LEI: C7PVKCRGLG18EBQGZV36       | Long             | DBT              | NUSS              | CA        |     5800000 | PA      | $5693075.14   | 0.21%             | 2030-11-25      | Fixed         | 0.01%                 | Yes           |                  2 | On Loan: No      |
| Holcim Finance Luxembourg SA                             | Holcim Finance Luxembourg SA                                             | CUSIP: N/A<br>LEI: 529900XU3Z9D2HLBR716       | Long             | DBT              | CORP              | LU        |     2108000 | PA      | $2040161.78   | 0.07%             | 2031-04-23      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Southern Power Co.                                       | Southern Power Co.                                                       | CUSIP: 843646AQ3<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |      150000 | PA      | $169031.47    | 0.01%             | 2026-06-20      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                              | Swedbank AB, Class A                                                     | CUSIP: N/A<br>LEI: M312WZV08Y7LYUC71685       | Long             | EC               | CORP              | SE        |        7464 | NS      | $186330.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DoorDash, Inc.                                           | DoorDash, Inc., Class A                                                  | CUSIP: 25809K105<br>LEI: 549300NUQ43FGGSK5051 | Long             | EC               | CORP              | US        |       10660 | NS      | $2056207.40   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv, Inc.                                             | Fiserv, Inc.                                                             | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |        1567 | NS      | $289221.19    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sino Land Co. Ltd.                                       | Sino Land Co. Ltd.                                                       | CUSIP: N/A<br>LEI: 529900G5P51053HJVZ92       | Long             | EC               | CORP              | HK        |       36000 | NS      | $36997.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Italy                                        | Buoni Poliennali del Tesoro                                              | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      673000 | PA      | $720669.34    | 0.03%             | 2038-03-01      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                         | Sabre GLBL, Inc.                                                         | CUSIP: 78573NAH5<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     1622000 | PA      | $1630110.00   | 0.06%             | 2027-12-15      | Fixed         | 11.25%                | Yes           |                  2 | On Loan: No      |
| NMC Health plc                                           | NMC Health plc                                                           | CUSIP: N/A<br>LEI: 2138008YQEVWBE1V2M52       | Long             | EC               | CORP              | GB        |        3112 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| NextEra Energy, Inc.                                     | NextEra Energy, Inc.                                                     | CUSIP: 65339F101<br>LEI: 254900RHL9MEUS5NKX63 | Long             | EC               | CORP              | US        |       93613 | NS      | $6260837.44   | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| Piraeus Financial Holdings SA                            | Piraeus Financial Holdings SA                                            | CUSIP: N/A<br>LEI: M6AD1Y1KW32H8THQ6F76       | Long             | EC               | CORP              | GR        |      113422 | NS      | $636981.59    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| China CITIC Bank Corp. Ltd.                              | China CITIC Bank Corp. Ltd., Class H                                     | CUSIP: N/A<br>LEI: 300300C1030211000384       | Long             | EC               | CORP              | CN        |      717000 | NS      | $567094.24    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1071.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Recruit Holdings Co. Ltd.                                | Recruit Holdings Co. Ltd.                                                | CUSIP: N/A<br>LEI: 353800R2LRSMVVC4I806       | Long             | EC               | CORP              | JP        |       12300 | NS      | $681608.08    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Raia Drogasil SA                                         | Raia Drogasil SA                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |      115001 | NS      | $400821.08    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kirin Holdings Co. Ltd.                                  | Kirin Holdings Co. Ltd.                                                  | CUSIP: 497350108<br>LEI: 353800GBVL72LLMTYM96 | Long             | EC               | CORP              | JP        |        6800 | NS      | $102861.44    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Komatsu Ltd.                                             | Komatsu Ltd.                                                             | CUSIP: N/A<br>LEI: 5493004LQ0B4T7QPQV17       | Long             | EC               | CORP              | JP        |        7900 | NS      | $228464.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| MatsukiyoCocokara & Co.                                  | MatsukiyoCocokara & Co.                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        2900 | NS      | $53234.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KE Holdings, Inc.                                        | KE Holdings, Inc.                                                        | CUSIP: 482497104<br>LEI: 254900RHVY072XPAZE03 | Long             | EC               | CORP              | KY        |       33386 | NS      | $677735.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwest Airlines Co.                                   | Southwest Airlines Co.                                                   | CUSIP: 844741108<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | EC               | CORP              | US        |       73289 | NS      | $2049160.44   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| adidas AG                                                | adidas AG                                                                | CUSIP: N/A<br>LEI: 549300JSX0Z4CW0V5023       | Long             | EC               | CORP              | DE        |        1503 | NS      | $345827.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Entain plc                                               | Entain plc                                                               | CUSIP: N/A<br>LEI: 213800GNI3K45LQR8L28       | Long             | EC               | CORP              | IM        |        5340 | NS      | $45651.17     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sartorius Stedim Biotech                                 | Sartorius Stedim Biotech                                                 | CUSIP: N/A<br>LEI: 52990006IVXY7GCSSR39       | Long             | EC               | CORP              | FR        |         257 | NS      | $60649.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sartorius AG                                             | Sartorius AG (Preference)                                                | CUSIP: N/A<br>LEI: 529900EQV2DY4FOAMU38       | Long             | EC               | CORP              | DE        |         230 | NS      | $59706.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sika AG                                                  | Sika AG (Registered)                                                     | CUSIP: N/A<br>LEI: 549300R3N69ECGYPU434       | Long             | EC               | CORP              | CH        |        1340 | NS      | $334876.19    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                              | Export-Import Bank of Korea                                              | CUSIP: 302154DU0<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     1394000 | PA      | $1395073.38   | 0.05%             | 2026-01-11      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Galaxy Entertainment Group Ltd.                          | Galaxy Entertainment Group Ltd.                                          | CUSIP: N/A<br>LEI: 549300ZSEBV3HR826S10       | Long             | EC               | CORP              | HK        |       19000 | NS      | $68620.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kinetik Holdings LP                                      | Kinetik Holdings LP                                                      | CUSIP: 49461MAB6<br>LEI: 549300RD6AJIMYC0HY12 | Long             | DBT              | CORP              | US        |      171000 | PA      | $172249.84    | 0.01%             | 2028-12-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| ICITII                                                   | ICITII                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | CORP              | US        |        8976 | PA      | $7184.18      | 0.00%             | 2033-01-31      | Fixed         | 0.00%                 | No            |                  3 | On Loan: No      |
| Dai-ichi Life Holdings, Inc.                             | Dai-ichi Life Holdings, Inc.                                             | CUSIP: N/A<br>LEI: 549300ZUFXI7JXZVTZ25       | Long             | EC               | CORP              | JP        |       32000 | NS      | $231054.31    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Whitbread plc                                            | Whitbread plc                                                            | CUSIP: N/A<br>LEI: 21380099VMZKRMN3EX36       | Long             | EC               | CORP              | GB        |        1556 | NS      | $54041.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FDJ United                                               | FDJ UNITED                                                               | CUSIP: N/A<br>LEI: 969500R4CLSQFTYYI535       | Long             | EC               | CORP              | FR        |         896 | NS      | $31937.15     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                   | Velocity Commercial Capital Loan Trust, Series 2018-2, Class M2          | CUSIP: 92259BAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      106660 | PA      | $101010.42    | 0.00%             | 2048-10-26      | Variable      | 4.51%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Boerse AG                                       | Deutsche Boerse AG                                                       | CUSIP: N/A<br>LEI: 529900G3SW56SHYNPR95       | Long             | EC               | CORP              | DE        |       16802 | NS      | $5411821.68   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Sonic Healthcare Ltd.                                    | Sonic Healthcare Ltd.                                                    | CUSIP: N/A<br>LEI: 549300NQQ5L2NONWR862       | Long             | EC               | CORP              | AU        |        4012 | NS      | $66988.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nationstar Mortgage Holdings, Inc.                       | Nationstar Mortgage Holdings, Inc.                                       | CUSIP: 63861CAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      753000 | PA      | $753329.81    | 0.03%             | 2027-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Bankinter SA                                             | Bankinter SA                                                             | CUSIP: N/A<br>LEI: VWMYAEQSTOPNV0SUGU82       | Long             | DBT              | CORP              | ES        |     2300000 | PA      | $2558681.07   | 0.09%             | 2026-07-08      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| SBI Holdings, Inc.                                       | SBI Holdings, Inc.                                                       | CUSIP: N/A<br>LEI: 353800L6LMHYIPSMRQ17       | Long             | EC               | CORP              | JP        |        2400 | NS      | $63106.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Compass Group plc                                        | Compass Group plc                                                        | CUSIP: N/A<br>LEI: 2138008M6MH9OZ6U2T68       | Long             | EC               | CORP              | GB        |       62499 | NS      | $2107142.78   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Nitto Denko Corp.                                        | Nitto Denko Corp.                                                        | CUSIP: N/A<br>LEI: 3538009GX5P09USH2J25       | Long             | EC               | CORP              | JP        |        6200 | NS      | $108976.24    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wharf Real Estate Investment Co. Ltd.                    | Wharf Real Estate Investment Co. Ltd.                                    | CUSIP: N/A<br>LEI: 529900QLPKS8U9QOPB59       | Long             | EC               | CORP              | KY        |       15000 | NS      | $35873.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Credito Emiliano SpA                                     | Credito Emiliano SpA                                                     | CUSIP: N/A<br>LEI: 8156004B244AA70DE787       | Long             | DBT              | CORP              | IT        |     2000000 | PA      | $2320616.04   | 0.09%             | 2029-04-18      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Kweichow Moutai Co. Ltd.                                 | Kweichow Moutai Co. Ltd., Class A                                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |        2603 | NS      | $554101.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $5037.74      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vodafone Group plc                                       | Vodafone Group plc                                                       | CUSIP: N/A<br>LEI: 213800TB53ELEUKM7Q61       | Long             | EC               | CORP              | GB        |      178778 | NS      | $175685.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Metso OYJ                                                | Metso OYJ                                                                | CUSIP: N/A<br>LEI: 549300R0VN9C371W0E07       | Long             | EC               | CORP              | FI        |        5466 | NS      | $59391.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| D'ieteren Group                                          | D'ieteren Group                                                          | CUSIP: N/A<br>LEI: 549300DV5KJ23OKVTW34       | Long             | EC               | CORP              | BE        |         189 | NS      | $37743.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MYT Holding LLC                                          | MYT Holding LLC                                                          | CUSIP: 55406N103<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       23161 | NS      | $5790.25      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Goodyear Tire & Rubber Co. (The)                         | Goodyear Tire & Rubber Co. (The)                                         | CUSIP: 382550BN0<br>LEI: 5493002BI0S2ZQUY3437 | Long             | DBT              | CORP              | US        |     2988000 | PA      | $2842057.12   | 0.10%             | 2029-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| CapitaLand Investment Ltd.                               | CapitaLand Investment Ltd.                                               | CUSIP: N/A<br>LEI: 254900AT4UQDU7SNXX49       | Long             | EC               | CORP              | SG        |       20600 | NS      | $43416.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $16063.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                 | Venture Global LNG, Inc.                                                 | CUSIP: 92332YAE1<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     3835000 | PA      | $3612569.23   | 0.13%             | 2030-01-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                      | 3 Month Euro Euribor                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | GB        |        -103 | NC      | $-91463.58    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Cheniere Energy, Inc.                                    | Cheniere Energy, Inc.                                                    | CUSIP: 16411R208<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | EC               | CORP              | US        |        4696 | NS      | $1085292.56   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| AP Moller - Maersk A/S                                   | AP Moller - Maersk A/S, Class B                                          | CUSIP: N/A<br>LEI: 549300D2K6PKKKXVNN73       | Long             | EC               | CORP              | DK        |          40 | NS      | $68875.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercedes-Benz Group AG                                   | Mercedes-Benz Group AG                                                   | CUSIP: N/A<br>LEI: 529900R27DL06UVNT076       | Long             | EC               | CORP              | DE        |        6349 | NS      | $379598.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NAVER Corp.                                              | NAVER Corp.                                                              | CUSIP: N/A<br>LEI: 988400ULUQYDB2HQYJ61       | Long             | EC               | CORP              | KR        |        1961 | NS      | $275923.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| WASH Multifamily Acquisition, Inc.                       | WASH Multifamily Acquisition, Inc.                                       | CUSIP: 93710WAA3<br>LEI: 549300AS7PRY5PHG6L12 | Long             | DBT              | CORP              | US        |     2979000 | PA      | $2949074.75   | 0.11%             | 2026-04-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Republic of Italy                                        | Buoni Poliennali del Tesoro                                              | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      272000 | PA      | $269362.55    | 0.01%             | 2036-09-01      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| Ross Stores, Inc.                                        | Ross Stores, Inc.                                                        | CUSIP: 778296103<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | EC               | CORP              | US        |       65341 | NS      | $9082399.00   | 0.33%             |  |  |  | No            |                  1 | On Loan: No      |
| Deutsche Alt-A Securities Mortgage Loan Trust            | Deutsche Alt-A Securities Mortgage Loan Trust, Series 2006-AF1, Class A4 | CUSIP: 251510NC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |           1 | PA      | $1.02         | 0.00%             | 2036-04-25      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| HL Mando Co. Ltd.                                        | HL Mando Co. Ltd.                                                        | CUSIP: N/A<br>LEI: 988400P5GM9DGVVOJQ79       | Long             | EC               | CORP              | KR        |       15307 | NS      | $401634.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Elisa OYJ                                                | Elisa OYJ                                                                | CUSIP: N/A<br>LEI: 743700TU2S3DXWGU7H32       | Long             | EC               | CORP              | FI        |        1250 | NS      | $66685.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Embecta Corp.                                            | Embecta Corp.                                                            | CUSIP: 29082KAA3<br>LEI: 549300RPG8GXVDHNXZ62 | Long             | DBT              | CORP              | US        |     2515000 | PA      | $2263559.61   | 0.08%             | 2030-02-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $34580.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Treasury Wine Estates Ltd.                               | Treasury Wine Estates Ltd.                                               | CUSIP: N/A<br>LEI: 529900LVOPJGAX6ILK66       | Long             | EC               | CORP              | AU        |        7134 | NS      | $40777.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Warnermedia Holdings, Inc.                               | Warnermedia Holdings, Inc.                                               | CUSIP: N/A<br>LEI: 549300DXR29GD4N0A520       | Long             | DBT              | CORP              | US        |     2050000 | PA      | $2315438.18   | 0.09%             | 2030-01-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| American Express Co.                                     | American Express Co.                                                     | CUSIP: 025816109<br>LEI: R4PP93JZOLY261QX3811 | Long             | EC               | CORP              | US        |        6336 | NS      | $1687973.76   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Brookfield Property REIT, Inc.                           | Brookfield Property REIT, Inc.                                           | CUSIP: 11284DAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      136000 | PA      | $131950.70    | 0.00%             | 2027-04-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| EssilorLuxottica SA                                      | EssilorLuxottica SA                                                      | CUSIP: N/A<br>LEI: 549300M3VH1A3ER1TB49       | Long             | EC               | CORP              | FR        |        2614 | NS      | $753231.64    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland     | United Kingdom of Great Britain and Northern Ireland                     | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      575000 | PA      | $623540.34    | 0.02%             | 2060-01-22      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                 | U.S. Treasury Notes                                                      | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      200000 | PA      | $199078.12    | 0.01%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                      | Rocket Mortgage LLC                                                      | CUSIP: 77313LAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3860000 | PA      | $3725223.85   | 0.14%             | 2026-10-15      | Fixed         | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Uber Technologies, Inc.                                  | Uber Technologies, Inc.                                                  | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |       22940 | NS      | $1858369.40   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Neste OYJ                                                | Neste OYJ                                                                | CUSIP: N/A<br>LEI: 5493009GY1X8GQ66AM14       | Long             | EC               | CORP              | FI        |        3719 | NS      | $38578.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Spotify Technology SA                                    | Spotify Technology SA                                                    | CUSIP: N/A<br>LEI: 549300B4X0JHWV0DTD60       | Long             | EC               | CORP              | LU        |        4069 | NS      | $2498284.62   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Svenska Handelsbanken AB                                 | Svenska Handelsbanken AB, Class A                                        | CUSIP: N/A<br>LEI: NHBDILHZTYCNBV5UYZ31       | Long             | EC               | CORP              | SE        |       12824 | NS      | $167863.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Spain                                         | Bonos and Obligaciones del Estado                                        | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |       35000 | PA      | $40021.37     | 0.00%             | 2026-05-31      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Argenx SE                                                | Argenx SE                                                                | CUSIP: N/A<br>LEI: 7245009C5FZE6G9ODQ71       | Long             | EC               | CORP              | NL        |         224 | NS      | $144804.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $609.70       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland     | United Kingdom of Great Britain and Northern Ireland                     | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      744000 | PA      | $416739.55    | 0.02%             | 2071-10-22      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| Digital Realty Trust, Inc.                               | Digital Realty Trust, Inc.                                               | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Long             | EC               | CORP              | US        |       17615 | NS      | $2827912.10   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleflex, Inc.                                           | Teleflex, Inc.                                                           | CUSIP: 879369AG1<br>LEI: UUL85LWXB4NGSWWXIQ25 | Long             | DBT              | CORP              | US        |     1421000 | PA      | $1360563.88   | 0.05%             | 2028-06-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Icahn Enterprises LP                                     | Icahn Enterprises LP                                                     | CUSIP: 451102CF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1534000 | PA      | $1514058.00   | 0.06%             | 2029-01-15      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| Edison International                                     | Edison International                                                     | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Long             | EC               | CORP              | US        |       33570 | NS      | $1796330.70   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Marks & Spencer Group plc                                | Marks & Spencer Group plc                                                | CUSIP: N/A<br>LEI: 213800EJP14A79ZG1X44       | Long             | EC               | CORP              | GB        |       18036 | NS      | $93724.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-20318.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Coloplast A/S                                            | Coloplast A/S, Class B                                                   | CUSIP: N/A<br>LEI: 529900NN7SOJ5QG82X67       | Long             | EC               | CORP              | DK        |        1109 | NS      | $125497.86    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-9682.61     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| MGIC Investment Corp.                                    | MGIC Investment Corp.                                                    | CUSIP: 552848103<br>LEI: 254900S8483WM4M98R28 | Long             | EC               | CORP              | US        |       53884 | NS      | $1342250.44   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Johnson & Johnson                                        | Johnson & Johnson                                                        | CUSIP: 478160104<br>LEI: 549300G0CFPGEF6X2043 | Long             | EC               | CORP              | US        |       88840 | NS      | $13886580.40  | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingdom of Sweden                                        | Kingdom of Sweden                                                        | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |     5915000 | PA      | $579597.18    | 0.02%             | 2029-11-12      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Kongsberg Gruppen ASA                                    | Kongsberg Gruppen ASA                                                    | CUSIP: N/A<br>LEI: 5967007LIEEXZXJ9HK73       | Long             | EC               | CORP              | NO        |         773 | NS      | $124537.13    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Groupe Bruxelles Lambert NV                              | Groupe Bruxelles Lambert NV                                              | CUSIP: N/A<br>LEI: 549300KV0ZEHT2KVU152       | Long             | EC               | CORP              | BE        |         730 | NS      | $60220.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2019.22     | -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        |        3100 | NS      | $102990.66    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck & Co., Inc.                                        | Merck & Co., Inc.                                                        | CUSIP: 58933Y105<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | EC               | CORP              | US        |        5343 | NS      | $455223.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                        | Venture Global Calcasieu Pass LLC                                        | CUSIP: 92328MAA1<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2747475.30   | 0.10%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Blueprint Medicines Corp.                                | Blueprint Medicines Corp.                                                | CUSIP: 09627Y109<br>LEI: 5299004CC60O9T5HVM83 | Long             | EC               | CORP              | US        |        7434 | NS      | $665343.00    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard, Inc.                                         | Mastercard, Inc., Class A                                                | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |       22979 | NS      | $12593870.74  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Flutter Entertainment plc                                | Flutter Entertainment plc                                                | CUSIP: N/A<br>LEI: 635400EG4YIJLJMZJ782       | Long             | EC               | CORP              | IE        |        3820 | NS      | $920581.80    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Barclays plc                                             | Barclays plc                                                             | CUSIP: N/A<br>LEI: 213800LBQA1Y9L22JB70       | Long             | EC               | CORP              | GB        |      126774 | NS      | $505022.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                 | Lloyds Banking Group plc                                                 | CUSIP: N/A<br>LEI: 549300PPXHEU2JF0AM85       | Long             | EC               | CORP              | GB        |      532930 | NS      | $523592.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| AT&T, Inc.                                               | AT&T, Inc.                                                               | CUSIP: 00206R102<br>LEI: 549300Z40J86GGSTL398 | Long             | EC               | CORP              | US        |       41272 | NS      | $1143234.40   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Korea                                        | Republic of Korea                                                        | CUSIP: N/A<br>LEI: 549300O0QCVSQGPGDT58       | Long             | DBT              | NUSS              | KR        |     1276000 | PA      | $1431451.72   | 0.05%             | 2025-09-16      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                           | Community Health Systems, Inc.                                           | CUSIP: 12543DBG4<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     1435000 | PA      | $1399434.03   | 0.05%             | 2027-03-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| American Homes 4 Rent                                    | American Homes 4 Rent, Class A                                           | CUSIP: 02665T306<br>LEI: 549300ZJUO7A58PNUW40 | Long             | EC               | CORP              | US        |       50021 | NS      | $1870285.19   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenaris SA                                               | Tenaris SA                                                               | CUSIP: N/A<br>LEI: 549300Y7C05BKC4HZB40       | Long             | EC               | CORP              | LU        |        3633 | NS      | $60580.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CaixaBank SA                                             | CaixaBank SA                                                             | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | DBT              | CORP              | ES        |     1900000 | PA      | $2292692.19   | 0.08%             | 2029-07-19      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Bank of Ireland Group plc                                | Bank of Ireland Group plc                                                | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | EC               | CORP              | IE        |        8822 | NS      | $103583.15    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rexel SA                                                 | Rexel SA                                                                 | CUSIP: N/A<br>LEI: 969500N6AVPA51648T62       | Long             | EC               | CORP              | FR        |        1966 | NS      | $54622.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Akzo Nobel NV                                            | Akzo Nobel NV                                                            | CUSIP: N/A<br>LEI: 724500XYIJUGXAA5QD70       | Long             | EC               | CORP              | NL        |        1501 | NS      | $94764.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Delivery Hero SE                                         | Delivery Hero SE                                                         | CUSIP: N/A<br>LEI: 529900C3EX1FZGE48X78       | Long             | EC               | CORP              | DE        |        1656 | NS      | $46802.77     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| NESCO Holdings II, Inc.                                  | NESCO Holdings II, Inc.                                                  | CUSIP: 64083YAA9<br>LEI: 254900FAHT0HW9T6L409 | Long             | DBT              | CORP              | US        |     3241000 | PA      | $2937685.51   | 0.11%             | 2029-04-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| BNP Paribas SA                                           | BNP Paribas SA                                                           | CUSIP: N/A<br>LEI: R0MUWSFPU8MPRO8K5P83       | Long             | EC               | CORP              | FR        |        8948 | NS      | $758159.39    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | Korea 10 Year Bond                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | KR        |         150 | NC      | $275173.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CCR SA                                                   | CCR SA                                                                   | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |      155556 | NS      | $369487.13    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sonova Holding AG                                        | Sonova Holding AG (Registered)                                           | CUSIP: N/A<br>LEI: 5299004A0QNX7FBNHS61       | Long             | EC               | CORP              | CH        |         446 | NS      | $137106.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Taiwan Semiconductor Manufacturing Co. Ltd.              | Taiwan Semiconductor Manufacturing Co. Ltd.                              | CUSIP: N/A<br>LEI: 549300KB6NK5SBD14S87       | Long             | EC               | CORP              | TW        |      651756 | NS      | $18467215.62  | 0.68%             |  |  |  | No            |                  2 | On Loan: No      |
| Paramount Global                                         | Paramount Global                                                         | CUSIP: 92556HAE7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     1114000 | PA      | $1071585.01   | 0.04%             | 2062-03-30      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                      | Euro-Bobl                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         148 | NC      | $256852.65    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| China Resources Power Holdings Co. Ltd.                  | China Resources Power Holdings Co. Ltd.                                  | CUSIP: N/A<br>LEI: 529900K60FC0AI053735       | Long             | EC               | CORP              | HK        |      150000 | NS      | $361862.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Bright Horizons Family Solutions, Inc.                   | Bright Horizons Family Solutions, Inc.                                   | CUSIP: 109194100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6256 | NS      | $784627.52    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| BE Semiconductor Industries NV                           | BE Semiconductor Industries NV                                           | CUSIP: N/A<br>LEI: 7245007A1YFLI2GNYX06       | Long             | EC               | CORP              | NL        |         713 | NS      | $77220.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6397.68     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                   | Tenet Healthcare Corp.                                                   | CUSIP: 88033GDK3<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     3580000 | PA      | $3571437.82   | 0.13%             | 2028-10-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Kia Corp.                                                | Kia Corp.                                                                | CUSIP: N/A<br>LEI: 988400V8MJK9N7OI5X76       | Long             | EC               | CORP              | KR        |       31150 | NS      | $1979685.45   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Yamaha Motor Co. Ltd.                                    | Yamaha Motor Co. Ltd.                                                    | CUSIP: N/A<br>LEI: 3538004LR5NXILJDHY88       | Long             | EC               | CORP              | JP        |        8100 | NS      | $63615.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| EastGroup Properties, Inc.                               | EastGroup Properties, Inc.                                               | CUSIP: 277276101<br>LEI: 31TIGQQZC4P6JMHKSW85 | Long             | EC               | CORP              | US        |        1248 | NS      | $203948.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Industria de Diseno Textil SA                            | Industria de Diseno Textil SA                                            | CUSIP: N/A<br>LEI: 549300TTCXZOGZM2EY83       | Long             | EC               | CORP              | ES        |       38055 | NS      | $2046406.22   | 0.08%             |  |  |  | No            |                  2 | On Loan: —       |
| Full Truck Alliance Co. Ltd.                             | Full Truck Alliance Co. Ltd.                                             | CUSIP: 35969L108<br>LEI: 984500884LB1DP8DAC57 | Long             | EC               | CORP              | KY        |       31054 | NS      | $352773.44    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Lasertec Corp.                                           | Lasertec Corp.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |         700 | NS      | $65079.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Legal & General Group plc                                | Legal & General Group plc                                                | CUSIP: N/A<br>LEI: 213800JH9QQWHLO99821       | Long             | EC               | CORP              | GB        |       51811 | NS      | $163156.97    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Belgium                                       | Kingdom of Belgium                                                       | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |       10000 | PA      | $10764.54     | 0.00%             | 2029-06-22      | Fixed         | 0.90%                 | Yes           |                  2 | On Loan: No      |
| French Republic                                          | French Republic                                                          | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     8248853 | PA      | $10620266.46  | 0.39%             | 2035-04-25      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland     | United Kingdom of Great Britain and Northern Ireland                     | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     5410000 | PA      | $6787406.45   | 0.25%             | 2042-12-07      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Svenska Cellulosa AB SCA                                 | Svenska Cellulosa AB SCA, Class B                                        | CUSIP: N/A<br>LEI: 549300FW5JDRV1IJ0M67       | Long             | EC               | CORP              | SE        |        5334 | NS      | $68971.61     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Middleby Corp. (The)                                     | Middleby Corp. (The)                                                     | CUSIP: 596278101<br>LEI: JDFO86U9VQRBKW5KYA35 | Long             | EC               | CORP              | US        |        3746 | NS      | $499529.10    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kaspi.KZ JSC                                             | Kaspi.KZ JSC                                                             | CUSIP: 48581R205<br>LEI: 2549003YU6FARG8OAZ13 | Long             | EC               | CORP              | KZ        |        3519 | NS      | $309284.91    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sumitomo Mitsui Trust Group, Inc.                        | Sumitomo Mitsui Trust Group, Inc.                                        | CUSIP: N/A<br>LEI: 353800P843RLCDBLNT17       | Long             | EC               | CORP              | JP        |        5700 | NS      | $141010.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie de Saint-Gobain SA                                   | Cie de Saint-Gobain SA                                                   | CUSIP: N/A<br>LEI: NFONVGN05Z0FMN5PEC35       | Long             | EC               | CORP              | FR        |        3949 | NS      | $429327.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Lottery Corp. Ltd. (The)                                 | Lottery Corp. Ltd. (The)                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       19568 | NS      | $65210.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesla, Inc.                                              | Tesla, Inc.                                                              | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |       25682 | NS      | $7246433.12   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| ZOZO, Inc.                                               | ZOZO, Inc.                                                               | CUSIP: N/A<br>LEI: 549300GC7XPQMZA0OW13       | Long             | EC               | CORP              | JP        |        3600 | NS      | $36559.77     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3097.80      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pandora A/S                                              | Pandora A/S                                                              | CUSIP: N/A<br>LEI: 5299007OWYZ6I1E46843       | Long             | EC               | CORP              | DK        |         721 | NS      | $107330.22    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canada                                                   | Canada Government Bond                                                   | CUSIP: 135087C93<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      927000 | PA      | $586754.82    | 0.02%             | 2064-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Kering SA                                                | Kering SA                                                                | CUSIP: N/A<br>LEI: 549300VGEJKB7SVUZR78       | Long             | EC               | CORP              | FR        |         654 | NS      | $133057.98    | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Republic of Italy                                        | Buoni Poliennali del Tesoro                                              | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |    10905000 | PA      | $12730023.85  | 0.47%             | 2035-02-01      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Post AG                                         | Deutsche Post AG                                                         | CUSIP: N/A<br>LEI: 8ER8GIG7CSMVD8VUFE78       | Long             | EC               | CORP              | DE        |        8440 | NS      | $360624.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Auckland International Airport Ltd.                      | Auckland International Airport Ltd.                                      | CUSIP: N/A<br>LEI: 549300HFZIZDJWB7AK60       | Long             | EC               | CORP              | NZ        |       14786 | NS      | $66047.29     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                      | Foreign Exchange EUR/USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |          66 | NC      | $320717.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Spirit AeroSystems, Inc.                                 | Spirit AeroSystems, Inc.                                                 | CUSIP: 85205TAN0<br>LEI: ZD2NBKV6GCC3UMGBM518 | Long             | DBT              | CORP              | US        |     2358000 | PA      | $2509338.80   | 0.09%             | 2029-11-30      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-84099.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Terna - Rete Elettrica Nazionale                         | Terna - Rete Elettrica Nazionale                                         | CUSIP: N/A<br>LEI: 8156009E94ED54DE7C31       | Long             | EC               | CORP              | IT        |       12370 | NS      | $123004.92    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Regions Financial Corp.                                  | Regions Financial Corp.                                                  | CUSIP: 7591EP100<br>LEI: CW05CS5KW59QTC0DG824 | Long             | EC               | CORP              | US        |       31059 | NS      | $633914.19    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Life Holding AG                                    | Swiss Life Holding AG (Registered)                                       | CUSIP: N/A<br>LEI: 5493000KUC3Z24U77V93       | Long             | EC               | CORP              | CH        |         253 | NS      | $252610.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Federal Realty Investment Trust                          | Federal Realty Investment Trust                                          | CUSIP: 313745101<br>LEI: 549300FHEI1SLVZ0RB48 | Long             | EC               | CORP              | US        |        3000 | NS      | $282060.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Sitio Royalties Operating Partnership LP                 | Sitio Royalties Operating Partnership LP                                 | CUSIP: 82983MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      719000 | PA      | $738904.80    | 0.03%             | 2028-11-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Ipsen SA                                                 | Ipsen SA                                                                 | CUSIP: N/A<br>LEI: 549300M6SGDPB4Z94P11       | Long             | EC               | CORP              | FR        |         332 | NS      | $38612.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shimano, Inc.                                            | Shimano, Inc.                                                            | CUSIP: N/A<br>LEI: 529900L32YT3P9DECR10       | Long             | EC               | CORP              | JP        |         700 | NS      | $98619.78     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG                   | Chocoladefabriken Lindt & Spruengli AG                                   | CUSIP: N/A<br>LEI: 529900JYJNNOKKAGK736       | Long             | EC               | CORP              | CH        |           8 | NS      | $116592.06    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dentsu Group, Inc.                                       | Dentsu Group, Inc.                                                       | CUSIP: N/A<br>LEI: 5299007PBBE83ZLJZG91       | Long             | EC               | CORP              | JP        |        1800 | NS      | $37739.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Spain                                         | Bonos and Obligaciones del Estado                                        | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     2354000 | PA      | $2623847.90   | 0.10%             | 2032-10-31      | Fixed         | 2.55%                 | Yes           |                  2 | On Loan: No      |
| Sun Hung Kai Properties Ltd.                             | Sun Hung Kai Properties Ltd.                                             | CUSIP: N/A<br>LEI: 529900LUMD393RD3S874       | Long             | EC               | CORP              | HK        |       12500 | NS      | $118580.17    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                 | U.S. Treasury Notes                                                      | CUSIP: 91282CJV4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    31845000 | PA      | $31894260.08  | 1.17%             | 2026-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Temenos AG                                               | Temenos AG (Registered)                                                  | CUSIP: N/A<br>LEI: 5067007NW6550481FH64       | Long             | EC               | CORP              | CH        |         496 | NS      | $35528.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Sanso Holdings Corp.                              | Nippon Sanso Holdings Corp.                                              | CUSIP: N/A<br>LEI: 353800F1K6653B4VPY57       | Long             | EC               | CORP              | JP        |        1500 | NS      | $48004.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland     | United Kingdom of Great Britain and Northern Ireland                     | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     2430000 | PA      | $2830738.76   | 0.10%             | 2054-07-31      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Bank of the Philippine Islands                           | Bank of the Philippine Islands                                           | CUSIP: N/A<br>LEI: 549300UW4UH6XT2X8C50       | Long             | EC               | CORP              | PH        |      148700 | NS      | $372839.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Peru                                         | Republic of Peru                                                         | CUSIP: 715638DP4<br>LEI: 254900STKLK2DBJJZ530 | Long             | DBT              | NUSS              | PE        |      487000 | PA      | $383877.75    | 0.01%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Alimentation Couche-Tard, Inc.                           | Alimentation Couche-Tard, Inc.                                           | CUSIP: 01626P148<br>LEI: 549300OSW32RVX8CCZ87 | Long             | EC               | CORP              | CA        |       31755 | NS      | $1657543.74   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan                                                    | Japan Government Bond                                                    | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   223250000 | PA      | $1298450.61   | 0.05%             | 2042-06-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co. Ltd.                                     | Honda Motor Co. Ltd.                                                     | CUSIP: N/A<br>LEI: 549300P7ZYCQJ36CCS16       | Long             | EC               | CORP              | JP        |       39500 | NS      | $401902.34    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Estate Co. Ltd.                               | Mitsubishi Estate Co. Ltd.                                               | CUSIP: N/A<br>LEI: 353800KOFMRGOXSJ5Z65       | Long             | EC               | CORP              | JP        |        9300 | NS      | $163363.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CAR Group Ltd.                                           | CAR Group Ltd.                                                           | CUSIP: N/A<br>LEI: 5299009TFWZGH2AN7D11       | Long             | EC               | CORP              | AU        |        3321 | NS      | $70884.42     | 0.00%             |  |  |  | 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        |        3400 | NS      | $47391.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ageas SA                                                 | Ageas SA                                                                 | CUSIP: N/A<br>LEI: 5493005DJBML6LY3RV36       | Long             | EC               | CORP              | BE        |        1322 | NS      | $82910.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lotus Bakeries NV                                        | Lotus Bakeries NV                                                        | CUSIP: N/A<br>LEI: 5493004C0K34IFI67I03       | Long             | EC               | CORP              | BE        |           4 | NS      | $38460.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Reworld Holding Corp.                                    | Reworld Holding Corp.                                                    | CUSIP: 22303XAA3<br>LEI: 40XIFLS8XDQGGHGPGC04 | Long             | DBT              | CORP              | US        |     2556000 | PA      | $2388270.42   | 0.09%             | 2029-12-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Lloyds Banking Group plc                                 | Lloyds Banking Group plc                                                 | CUSIP: 53944YAF0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      300000 | PA      | $299990.19    | 0.01%             | 2025-05-08      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Medline Borrower LP                                      | Medline Borrower LP                                                      | CUSIP: 62482BAA0<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     1507000 | PA      | $1405758.55   | 0.05%             | 2029-04-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Orion OYJ                                                | Orion OYJ, Class B                                                       | CUSIP: N/A<br>LEI: 74370029VAHCXDR7B745       | Long             | EC               | CORP              | FI        |         953 | NS      | $59668.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LABL, Inc.                                               | LABL, Inc.                                                               | CUSIP: 50168QAC9<br>LEI: 5493004FUZN8R6Y3VB98 | Long             | DBT              | CORP              | US        |     1831000 | PA      | $1514232.97   | 0.06%             | 2028-11-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| SBA Communications Corp.                                 | SBA Communications Corp.                                                 | CUSIP: 78410GAD6<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |     2870000 | PA      | $2807713.80   | 0.10%             | 2027-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Delek Logistics Partners LP                              | Delek Logistics Partners LP                                              | CUSIP: 24665FAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3143000 | PA      | $3226487.41   | 0.12%             | 2029-03-15      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| KakaoBank Corp.                                          | KakaoBank Corp.                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       22221 | NS      | $348297.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $15591.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of South Africa                                 | Republic of South Africa                                                 | CUSIP: 836205BA1<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |      900000 | PA      | $847125.00    | 0.03%             | 2029-09-30      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Bank Mandiri Persero Tbk. PT                             | Bank Mandiri Persero Tbk. PT                                             | CUSIP: N/A<br>LEI: 549300RSKQN4Z5ZSGH94       | Long             | EC               | CORP              | ID        |     1418200 | NS      | $418805.20    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Aegon Ltd.                                               | Aegon Ltd.                                                               | CUSIP: N/A<br>LEI: O4QK7KMMK83ITNTHUG69       | Long             | EC               | CORP              | BM        |       11625 | NS      | $74771.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $12169.25     | 0.00%             |  |  |  | No            |                  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        |       11300 | NS      | $256846.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Athene Global Funding                                    | Athene Global Funding                                                    | CUSIP: 04685A3V1<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |       78000 | PA      | $78785.50     | 0.00%             | 2026-05-08      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Raising Cane's Restaurants LLC                           | Raising Cane's Restaurants LLC                                           | CUSIP: 75103AAA3<br>LEI: 254900V6ADXFWHYOED66 | Long             | DBT              | CORP              | US        |     1347000 | PA      | $1427488.64   | 0.05%             | 2029-05-01      | Fixed         | 9.38%                 | Yes           |                  2 | On Loan: No      |
| Thales SA                                                | Thales SA                                                                | CUSIP: N/A<br>LEI: 529900FNDVTQJOVVPZ19       | Long             | EC               | CORP              | FR        |         815 | NS      | $228299.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Group AG                                             | UBS Group AG (Registered)                                                | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | EC               | CORP              | CH        |      130992 | NS      | $3976310.46   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Hexagon AB                                               | Hexagon AB, Class B                                                      | CUSIP: N/A<br>LEI: 549300WJFW6ILNI4TA80       | Long             | EC               | CORP              | SE        |       18253 | NS      | $177648.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co.                           | Hewlett Packard Enterprise Co.                                           | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |       34370 | NS      | $557481.40    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ZoomInfo Technologies LLC                                | ZoomInfo Technologies LLC                                                | CUSIP: 98981BAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2806000 | PA      | $2578385.70   | 0.09%             | 2029-02-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Steel Dynamics, Inc.                                     | Steel Dynamics, Inc.                                                     | CUSIP: 858119100<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | EC               | CORP              | US        |        3658 | NS      | $474479.18    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| HSBC Holdings plc                                        | HSBC Holdings plc                                                        | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      310000 | PA      | $314698.83    | 0.01%             | 2030-11-19      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $31345.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Raymond James Financial, Inc.                            | Raymond James Financial, Inc.                                            | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |        1298 | NS      | $177877.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Severn Trent plc                                         | Severn Trent plc                                                         | CUSIP: N/A<br>LEI: 213800RPBXRETY4A4C59       | Long             | EC               | CORP              | GB        |        2375 | NS      | $88343.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Belgium                                       | Kingdom of Belgium                                                       | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      155000 | PA      | $61064.67     | 0.00%             | 2071-06-22      | Fixed         | 0.65%                 | Yes           |                  2 | On Loan: No      |
| Eni SpA                                                  | Eni SpA                                                                  | CUSIP: N/A<br>LEI: BUCRF72VH5RBN7X3VL35       | Long             | EC               | CORP              | IT        |       18770 | NS      | $268815.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vinci SA                                                 | Vinci SA                                                                 | CUSIP: N/A<br>LEI: 213800WFQ334R8UXUG83       | Long             | EC               | CORP              | FR        |       14795 | NS      | $2078213.24   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Novelis Corp.                                            | Novelis Corp.                                                            | CUSIP: 670001AL0<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     2099000 | PA      | $2129242.31   | 0.08%             | 2030-01-30      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| RR Donnelley & Sons Co.                                  | RR Donnelley & Sons Co.                                                  | CUSIP: 257867BJ9<br>LEI: SU4X0P4WWRGOQDTSV032 | Long             | DBT              | CORP              | US        |     3083000 | PA      | $2935513.75   | 0.11%             | 2029-08-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Emaar Properties PJSC                                    | Emaar Properties PJSC                                                    | CUSIP: N/A<br>LEI: 254900YWYEXYXK1BMP81       | Long             | EC               | CORP              | AE        |      185633 | NS      | $663313.80    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Contact Energy Ltd.                                      | Contact Energy Ltd.                                                      | CUSIP: N/A<br>LEI: 549300FT5JOXS1PZ1I32       | Long             | EC               | CORP              | NZ        |        7015 | NS      | $36954.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Publicis Groupe SA                                       | Publicis Groupe SA                                                       | CUSIP: N/A<br>LEI: 2138004KW8BV57III342       | Long             | EC               | CORP              | FR        |        2012 | NS      | $204714.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Teradyne, Inc.                                           | Teradyne, Inc.                                                           | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Long             | EC               | CORP              | US        |        8412 | NS      | $624254.52    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bruker Corp.                                             | Bruker Corp.                                                             | CUSIP: 116794108<br>LEI: LEBZ6VLQ6I8XB1NHVY15 | Long             | EC               | CORP              | US        |        5612 | NS      | $224816.72    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines, Inc.                                  | American Airlines, Inc.                                                  | CUSIP: 023771T40<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     3396000 | PA      | $3461182.48   | 0.13%             | 2029-05-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: —       |
| Wayfair LLC                                              | Wayfair LLC                                                              | CUSIP: 94419NAA5<br>LEI: 549300CTUWTZGOXMYI40 | Long             | DBT              | CORP              | US        |     2976000 | PA      | $2718267.09   | 0.10%             | 2029-10-31      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Xinyi Solar Holdings Ltd.                                | Xinyi Solar Holdings Ltd.                                                | CUSIP: N/A<br>LEI: 529900QF7VIH03SB7Q08       | Long             | EC               | CORP              | KY        |      764000 | NS      | $254076.27    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| LVMH Moet Hennessy Louis Vuitton SE                      | LVMH Moet Hennessy Louis Vuitton SE                                      | CUSIP: N/A<br>LEI: IOG4E947OATN0KJYSD45       | Long             | EC               | CORP              | FR        |       23230 | NS      | $12867776.20  | 0.47%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | Canada 10 Year Bond                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | CA        |         -10 | NC      | $-1163.01     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Panasonic Holdings Corp.                                 | Panasonic Holdings Corp.                                                 | CUSIP: N/A<br>LEI: 254900GE1G59KGWPHX32       | Long             | EC               | CORP              | JP        |       20500 | NS      | $235052.37    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KKR & Co., Inc.                                          | KKR & Co., Inc.                                                          | CUSIP: 48251W104<br>LEI: 54930013V5I303TF9571 | Long             | EC               | CORP              | US        |        4329 | NS      | $494674.83    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Teleperformance SE                                       | Teleperformance SE                                                       | CUSIP: N/A<br>LEI: 9695004GI61FHFFNRG61       | Long             | EC               | CORP              | FR        |         474 | NS      | $51976.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RELX plc                                                 | RELX plc                                                                 | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |       16350 | NS      | $892303.70    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| NU Holdings Ltd.                                         | NU Holdings Ltd., Class A                                                | CUSIP: N/A<br>LEI: 5493002DG1RHWK9W2X27       | Long             | EC               | CORP              | KY        |       52190 | NS      | $648721.70    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Prudential plc                                           | Prudential plc                                                           | CUSIP: N/A<br>LEI: 5493001Z3ZE83NGK8Y12       | Long             | EC               | CORP              | GB        |       23294 | NS      | $247679.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsui OSK Lines Ltd.                                    | Mitsui OSK Lines Ltd.                                                    | CUSIP: N/A<br>LEI: 353800P8O843TMAZ6S09       | Long             | EC               | CORP              | JP        |        3000 | NS      | $99911.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Belgium                                       | Kingdom of Belgium                                                       | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      473000 | PA      | $440665.18    | 0.02%             | 2037-06-22      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-127952.77   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Belgium                                       | Kingdom of Belgium                                                       | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      267000 | PA      | $208603.02    | 0.01%             | 2047-06-22      | Fixed         | 1.60%                 | Yes           |                  2 | On Loan: No      |
| Century Communities, Inc.                                | Century Communities, Inc.                                                | CUSIP: 156504AM4<br>LEI: 5299002QMB2O7ZL1CA26 | Long             | DBT              | CORP              | US        |     2647000 | PA      | $2361108.12   | 0.09%             | 2029-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Progressive Corp. (The)                                  | Progressive Corp. (The)                                                  | CUSIP: 743315103<br>LEI: 529900TACNVLY9DCR586 | Long             | EC               | CORP              | US        |        8581 | NS      | $2417610.94   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Rakuten Group, Inc.                                      | Rakuten Group, Inc.                                                      | CUSIP: N/A<br>LEI: 529900IMXUCQKUL1H943       | Long             | EC               | CORP              | JP        |       13300 | NS      | $78421.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Azrieli Group Ltd.                                       | Azrieli Group Ltd.                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |         368 | NS      | $26792.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pro Medicus Ltd.                                         | Pro Medicus Ltd.                                                         | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |         505 | NS      | $74048.32     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Glencore plc                                             | Glencore plc                                                             | CUSIP: N/A<br>LEI: 2138002658CPO9NBH955       | Long             | EC               | CORP              | JE        |       91176 | NS      | $298942.03    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Airtac International Group                               | Airtac International Group                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       18755 | NS      | $515129.19    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Asset Holdings Ltd.                                   | CK Asset Holdings Ltd.                                                   | CUSIP: N/A<br>LEI: 5299006GJZSGP78B8S35       | Long             | EC               | CORP              | KY        |       16888 | NS      | $68993.66     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Schindler Holding AG                                     | Schindler Holding AG                                                     | CUSIP: N/A<br>LEI: 5299007DRLI319H7Q933       | Long             | EC               | CORP              | CH        |         358 | NS      | $130936.71    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                       | Energy Transfer LP                                                       | CUSIP: 29273RBG3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99947.19     | 0.00%             | 2026-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                       | Koninklijke KPN NV                                                       | CUSIP: N/A<br>LEI: 549300YO0JZHAL7FVP81       | Long             | EC               | CORP              | NL        |       34191 | NS      | $159051.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Grifols SA                                               | Grifols SA                                                               | CUSIP: N/A<br>LEI: 959800HSSNXWRKBK4N60       | Long             | EC               | CORP              | ES        |        2586 | NS      | $24485.87     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bayer AG                                                 | Bayer AG (Registered)                                                    | CUSIP: N/A<br>LEI: 549300J4U55H3WP1XT59       | Long             | EC               | CORP              | DE        |        8637 | NS      | $226351.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                             | Royal Caribbean Cruises Ltd.                                             | CUSIP: 780153BK7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     2738000 | PA      | $2734804.21   | 0.10%             | 2027-07-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Croda International plc                                  | Croda International plc                                                  | CUSIP: N/A<br>LEI: 2138004WCNBFJEEOXV26       | Long             | EC               | CORP              | GB        |        1166 | NS      | $46026.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Home Depot, Inc. (The)                                   | Home Depot, Inc. (The)                                                   | CUSIP: 437076102<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | EC               | CORP              | US        |        4179 | NS      | $1506487.71   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Lifco AB                                                 | Lifco AB, Class B                                                        | CUSIP: N/A<br>LEI: 549300RTLL4VDQRCTW41       | Long             | EC               | CORP              | SE        |        2049 | NS      | $79326.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Akbank TAS                                               | Akbank TAS                                                               | CUSIP: N/A<br>LEI: 789000TUMN63Z28TJ497       | Long             | EC               | CORP              | TR        |      220707 | NS      | $280456.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Oracle Corp.                                             | Oracle Corp.                                                             | CUSIP: N/A<br>LEI: 529900MIMKY9RU60Z323       | Long             | EC               | CORP              | JP        |         300 | NS      | $36066.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| QBE Insurance Group Ltd.                                 | QBE Insurance Group Ltd.                                                 | CUSIP: N/A<br>LEI: 549300D2FBW76FPUSG65       | Long             | EC               | CORP              | AU        |       13235 | NS      | $182906.70    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | U.S. Treasury 10 Year Note                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -190 | NC      | $-378250.52   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Airbus SE                                                | Airbus SE                                                                | CUSIP: N/A<br>LEI: MINO79WLOO247M1IL051       | Long             | EC               | CORP              | NL        |       36676 | NS      | $6223570.31   | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiichi Sankyo Co. Ltd.                                  | Daiichi Sankyo Co. Ltd.                                                  | CUSIP: N/A<br>LEI: 353800XGIU2IHQGC9504       | Long             | EC               | CORP              | JP        |       15400 | NS      | $393941.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AXA SA                                                   | AXA SA                                                                   | CUSIP: N/A<br>LEI: F5WCUMTUM4RKZ1MAIE39       | Long             | EC               | CORP              | FR        |       15578 | NS      | $736775.55    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Comerica, Inc.                                           | Comerica, Inc.                                                           | CUSIP: 200340107<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | EC               | CORP              | US        |       10661 | NS      | $573028.75    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IAC, Inc.                                                | IAC, Inc.                                                                | CUSIP: 44891N208<br>LEI: 549300TO56L57RP6P031 | Long             | EC               | CORP              | US        |        7713 | NS      | $269492.22    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                 | U.S. Treasury Notes                                                      | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     9331000 | PA      | $9491376.56   | 0.35%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Infosys Ltd.                                             | Infosys Ltd.                                                             | CUSIP: 456788108<br>LEI: 335800TYLGG93MM7PR89 | Long             | EC               | CORP              | IN        |      156381 | NS      | $2752305.60   | 0.10%             |  |  |  | No            |                  1 | On Loan: —       |
| VAT Group AG                                             | VAT Group AG                                                             | CUSIP: N/A<br>LEI: 529900MVFK7NVALR7Y83       | Long             | EC               | CORP              | CH        |         237 | NS      | $85554.70     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Powszechny Zaklad Ubezpieczen SA                         | Powszechny Zaklad Ubezpieczen SA                                         | CUSIP: N/A<br>LEI: QLPCKOOKVX32FUELX240       | Long             | EC               | CORP              | PL        |       41260 | NS      | $643689.51    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| HKT Trust & HKT Ltd.                                     | HKT Trust & HKT Ltd.                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       33000 | NS      | $46958.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Helvetia Holding AG                                      | Helvetia Holding AG (Registered)                                         | CUSIP: N/A<br>LEI: 529900SUJBXTORH0LT80       | Long             | EC               | CORP              | CH        |         326 | NS      | $71914.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Schneider Electric SE                                    | Schneider Electric SE                                                    | CUSIP: N/A<br>LEI: 969500A1YF1XUYYXS284       | Long             | EC               | CORP              | FR        |        4808 | NS      | $1123368.93   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Hungary                                                  | Hungary Government Bond                                                  | CUSIP: 445545AM8<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |     1158000 | PA      | $939427.50    | 0.03%             | 2031-09-22      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| OMV AG                                                   | OMV AG                                                                   | CUSIP: N/A<br>LEI: 549300V62YJ9HTLRI486       | Long             | EC               | CORP              | AT        |        1295 | NS      | $66956.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Antero Midstream Partners LP                             | Antero Midstream Partners LP                                             | CUSIP: 03690AAD8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      152000 | PA      | $151451.71    | 0.01%             | 2027-03-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| M&G plc                                                  | M&G plc                                                                  | CUSIP: N/A<br>LEI: 254900TWUJUQ44TQJY84       | Long             | EC               | CORP              | GB        |       20077 | NS      | $55711.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Electron Ltd.                                      | Tokyo Electron Ltd.                                                      | CUSIP: N/A<br>LEI: 549300H5LSF8DP3RIJ34       | Long             | EC               | CORP              | JP        |        3900 | NS      | $580703.73    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Telstra Group Ltd.                                       | Telstra Group Ltd.                                                       | CUSIP: N/A<br>LEI: 894500WRW54CVN62K416       | Long             | EC               | CORP              | AU        |      587153 | NS      | $1694580.72   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Leumi Le-Israel BM                                  | Bank Leumi Le-Israel BM                                                  | CUSIP: N/A<br>LEI: 7JDSZWRGUQY2DSTWCR57       | Long             | EC               | CORP              | IL        |       13222 | NS      | $187766.07    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                     | Charter Communications Operating LLC                                     | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       50000 | PA      | $51752.38     | 0.00%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corp.                                   | Freedom Mortgage Corp.                                                   | CUSIP: 35640YAH0<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |     3043000 | PA      | $3034861.19   | 0.11%             | 2026-05-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| United Airlines, Inc.                                    | United Airlines, Inc.                                                    | CUSIP: 90932LAH0<br>LEI: K1OQBWM7XEOO08LDNP29 | Long             | DBT              | CORP              | US        |     1886000 | PA      | $1771536.40   | 0.07%             | 2029-04-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| OneMain Finance Corp.                                    | OneMain Finance Corp.                                                    | CUSIP: 682691AH3<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     1996000 | PA      | $2001818.34   | 0.07%             | 2029-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Trane Technologies plc                                   | Trane Technologies plc                                                   | CUSIP: N/A<br>LEI: 549300BURLR9SLYY2705       | Long             | EC               | CORP              | IE        |       22374 | NS      | $8576177.94   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Max Financial Services Ltd.                              | Max Financial Services Ltd.                                              | CUSIP: N/A<br>LEI: 335800Y9FX8XGFB64S40       | Long             | EC               | CORP              | IN        |       48377 | NS      | $746375.63    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of the Netherlands                               | Kingdom of Netherlands                                                   | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |      340000 | PA      | $274522.27    | 0.01%             | 2040-01-15      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                 | U.S. Treasury Notes                                                      | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2045000 | PA      | $2121687.50   | 0.08%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Hilton Domestic Operating Co., Inc.                      | Hilton Domestic Operating Co., Inc.                                      | CUSIP: 432833AH4<br>LEI: 5493003EG7H0N1E4XV50 | Long             | DBT              | CORP              | US        |      951000 | PA      | $951651.01    | 0.03%             | 2028-05-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Williams Cos., Inc. (The)                                | Williams Cos., Inc. (The)                                                | CUSIP: 969457100<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | EC               | CORP              | US        |       27808 | NS      | $1628714.56   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Rheinmetall AG                                           | Rheinmetall AG                                                           | CUSIP: N/A<br>LEI: 5299001OU9CSE29O6S05       | Long             | EC               | CORP              | DE        |         383 | NS      | $652269.17    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Affinity Interactive                                     | Affinity Interactive                                                     | CUSIP: 00842XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1991000 | PA      | $1427487.27   | 0.05%             | 2027-12-15      | Fixed         | 6.88%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Denmark                                       | Kingdom of Denmark                                                       | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |     2373000 | PA      | $360423.73    | 0.01%             | 2025-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1712.33      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| French Republic                                          | French Republic                                                          | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |      851219 | PA      | $549803.39    | 0.02%             | 2066-05-25      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Scout24 SE                                               | Scout24 SE                                                               | CUSIP: N/A<br>LEI: 5493007EIKM2ENQS7U66       | Long             | EC               | CORP              | DE        |         659 | NS      | $78537.51     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Victoria's Secret & Co.                                  | Victoria's Secret & Co.                                                  | CUSIP: 926400AA0<br>LEI: 5493006T3O70U3UWVF17 | Long             | DBT              | CORP              | US        |     2834000 | PA      | $2470818.08   | 0.09%             | 2029-07-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: —       |
| Getlink SE                                               | Getlink SE                                                               | CUSIP: N/A<br>LEI: 9695007ZEQ7M0OE74G82       | Long             | EC               | CORP              | FR        |        2660 | NS      | $50508.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Meridian Energy Ltd.                                     | Meridian Energy Ltd.                                                     | CUSIP: N/A<br>LEI: 254900IFKXIGNCY3A092       | Long             | EC               | CORP              | NZ        |       11457 | NS      | $37293.91     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC Financial Services Group, Inc. (The)                 | PNC Financial Services Group, Inc. (The)                                 | CUSIP: 693475105<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | EC               | CORP              | US        |        3063 | NS      | $492193.47    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Incora Intermediate LLC                                  | Incora Intermediate LLC                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         427 | NS      | $8535.73      | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Canada                                                   | Canada Government Bond                                                   | CUSIP: 135087L44<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |       62000 | PA      | $39758.52     | 0.00%             | 2030-12-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Hermes International SCA                                 | Hermes International SCA                                                 | CUSIP: N/A<br>LEI: 969500Y4IJGHJE2MTJ13       | Long             | EC               | CORP              | FR        |         278 | NS      | $764549.76    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-146460.53   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co.                                         | Weyerhaeuser Co.                                                         | CUSIP: 962166104<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | EC               | CORP              | US        |       12406 | NS      | $321439.46    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FirstCash, Inc.                                          | FirstCash, Inc.                                                          | CUSIP: 33767DAB1<br>LEI: 549300V2X3UU7K0DG350 | Long             | DBT              | CORP              | US        |     1429000 | PA      | $1385603.41   | 0.05%             | 2028-09-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Jazz Securities DAC                                      | Jazz Securities DAC                                                      | CUSIP: 47216FAA5<br>LEI: 6354009DV8VV7K6KOO02 | Long             | DBT              | CORP              | IE        |     3762000 | PA      | $3570221.52   | 0.13%             | 2029-01-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: —       |
| Telefonaktiebolaget LM Ericsson                          | Telefonaktiebolaget LM Ericsson, Class B                                 | CUSIP: N/A<br>LEI: 549300W9JLPW15XIFM52       | Long             | EC               | CORP              | SE        |       24422 | NS      | $206301.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-8840.84     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Claire's Stores, Inc.                                    | Claire's Stores, Inc.                                                    | CUSIP: N/A<br>LEI: 549300N5HNYXI6JY7625       | Long             | EC               | CORP              | US        |         326 | NS      | $16.30        | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Resona Holdings, Inc.                                    | Resona Holdings, Inc.                                                    | CUSIP: N/A<br>LEI: 52990067JE75XZCYYT81       | Long             | EC               | CORP              | JP        |       18400 | NS      | $147601.04    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Alstom SA                                                | Alstom SA                                                                | CUSIP: N/A<br>LEI: 96950032TUYMW11FB530       | Long             | EC               | CORP              | FR        |        3043 | NS      | $73485.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Newfold Digital Holdings Group, Inc.                     | Newfold Digital Holdings Group, Inc.                                     | CUSIP: 650929AA0<br>LEI: 549300UTQC2651SB0W88 | Long             | DBT              | CORP              | US        |     1778000 | PA      | $942340.00    | 0.03%             | 2028-10-15      | Fixed         | 11.75%                | Yes           |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland     | United Kingdom of Great Britain and Northern Ireland                     | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     1282000 | PA      | $1175546.23   | 0.04%             | 2035-07-31      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| Bank Central Asia Tbk. PT                                | Bank Central Asia Tbk. PT                                                | CUSIP: N/A<br>LEI: 254900BR956G2OHVOM21       | Long             | EC               | CORP              | ID        |     4325700 | NS      | $2299934.12   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Amundi SA                                                | Amundi SA                                                                | CUSIP: N/A<br>LEI: 96950010FL2T1TJKR531       | Long             | EC               | CORP              | FR        |         542 | NS      | $42813.23     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Fuyao Glass Industry Group Co. Ltd.                      | Fuyao Glass Industry Group Co. Ltd., Class H                             | CUSIP: N/A<br>LEI: 549300AS5CSLWETN0P64       | Long             | EC               | CORP              | CN        |       90800 | NS      | $642138.88    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Hitachi Ltd.                                             | Hitachi Ltd.                                                             | CUSIP: N/A<br>LEI: 549300T6IPOCDWLKC615       | Long             | EC               | CORP              | JP        |       40800 | NS      | $1008393.01   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3375.22      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canada                                                   | Canada Government Bond                                                   | CUSIP: 135087H72<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      112000 | PA      | $61006.93     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2225.91      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| KT Corp.                                                 | KT Corp.                                                                 | CUSIP: N/A<br>LEI: 9884005ACF8449EANY26       | Long             | EC               | CORP              | KR        |       23321 | NS      | $852214.03    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Santander SA                                       | Banco Santander SA                                                       | CUSIP: N/A<br>LEI: 5493006QMFDDMYWIAM13       | Long             | EC               | CORP              | ES        |      133217 | NS      | $937962.02    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| UWM Holdings LLC                                         | UWM Holdings LLC                                                         | CUSIP: 903522AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2829000 | PA      | $2797505.39   | 0.10%             | 2030-02-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Travelers Cos., Inc. (The)                               | Travelers Cos., Inc. (The)                                               | CUSIP: 89417E109<br>LEI: 549300Y650407RU8B149 | Long             | EC               | CORP              | US        |        3711 | NS      | $980186.43    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Enel SpA                                                 | Enel SpA                                                                 | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | EC               | CORP              | IT        |       71506 | NS      | $619883.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Genpact Ltd.                                             | Genpact Ltd.                                                             | CUSIP: N/A<br>LEI: 529900OSEC6Q0L4L5B35       | Long             | EC               | CORP              | BM        |       22956 | NS      | $1153768.56   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Regal Rexnord Corp.                                      | Regal Rexnord Corp.                                                      | CUSIP: 758750103<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | EC               | CORP              | US        |        7033 | NS      | $744372.72    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi HC Capital, Inc.                              | Mitsubishi HC Capital, Inc.                                              | CUSIP: N/A<br>LEI: 353800MZ3QX9RLMH7B09       | Long             | EC               | CORP              | JP        |        7700 | NS      | $54470.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eisai Co. Ltd.                                           | Eisai Co. Ltd.                                                           | CUSIP: N/A<br>LEI: 353800HDEE0ZYEX4QV91       | Long             | EC               | CORP              | JP        |        2300 | NS      | $66479.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PetSmart, Inc.                                           | PetSmart, Inc.                                                           | CUSIP: 71677KAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2022000 | PA      | $1883241.46   | 0.07%             | 2029-02-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland     | United Kingdom of Great Britain and Northern Ireland                     | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     1505000 | PA      | $1571476.53   | 0.06%             | 2053-10-22      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Eiffage SA                                               | Eiffage SA                                                               | CUSIP: N/A<br>LEI: 969500OQXKE5WDM9M994       | Long             | EC               | CORP              | FR        |         603 | NS      | $82051.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Westpac Banking Corp.                                    | Westpac Banking Corp.                                                    | CUSIP: N/A<br>LEI: EN5TNI6CI43VEPAMHL14       | Long             | EC               | CORP              | AU        |       30180 | NS      | $633332.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Realtek Semiconductor Corp.                              | Realtek Semiconductor Corp.                                              | CUSIP: N/A<br>LEI: 5299002E7F36O00MYY75       | Long             | EC               | CORP              | TW        |       51000 | NS      | $838392.87    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Chipotle Mexican Grill, Inc.                             | Chipotle Mexican Grill, Inc.                                             | CUSIP: 169656105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       51200 | NS      | $2586624.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| GFL Environmental, Inc.                                  | GFL Environmental, Inc.                                                  | CUSIP: 36168QAP9<br>LEI: 549300FYK4MBXWIVZU26 | Long             | DBT              | CORP              | CA        |     2836000 | PA      | $2706822.47   | 0.10%             | 2029-08-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Novo Nordisk A/S                                         | Novo Nordisk A/S, Class B                                                | CUSIP: N/A<br>LEI: 549300DAQ1CVT6CXN342       | Long             | EC               | CORP              | DK        |       91262 | NS      | $6101920.06   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Air Liquide SA                                           | Air Liquide SA                                                           | CUSIP: N/A<br>LEI: 969500MMPQVHK671GT54       | Long             | EC               | CORP              | FR        |       23060 | NS      | $4738327.50   | 0.17%             |  |  |  | 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        |        1700 | NS      | $34175.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-683.71      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Regency Centers Corp.                                    | Regency Centers Corp.                                                    | CUSIP: 758849103<br>LEI: 529900053A7X7FJ97S58 | Long             | EC               | CORP              | US        |        8542 | NS      | $616561.56    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Range Resources Corp.                                    | Range Resources Corp.                                                    | CUSIP: 75281ABJ7<br>LEI: H3Y3WLYCX0BTO1TRW162 | Long             | DBT              | CORP              | US        |     2552000 | PA      | $2613488.35   | 0.10%             | 2029-01-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| CSC Holdings LLC                                         | CSC Holdings LLC                                                         | CUSIP: 126307BM8<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |     2528000 | PA      | $2471157.92   | 0.09%             | 2028-05-15      | Fixed         | 11.25%                | Yes           |                  2 | On Loan: No      |
| United Mexican States                                    | Mex Bonos Desarr Fix Rt                                                  | CUSIP: N/A<br>LEI: 254900EGTWEU67VP6075       | Long             | DBT              | NUSS              | MX        |   251000000 | PA      | $12059724.13  | 0.44%             | 2031-05-29      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Hess Corp.                                               | Hess Corp.                                                               | CUSIP: 42809H107<br>LEI: UASVRYNXNK17ULIGK870 | Long             | EC               | CORP              | US        |        4970 | NS      | $641378.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Imperial Brands plc                                      | Imperial Brands plc                                                      | CUSIP: N/A<br>LEI: 549300DFVPOB67JL3A42       | Long             | EC               | CORP              | GB        |        6972 | NS      | $286082.30    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Moran Foods LLC                                          | Moran Foods LLC, 1st Lien PIK Term Loan                                  | CUSIP: 61647DAT9<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      902799 | PA      | $713752.67    | 0.03%             | 2026-06-30      | Variable      | 2.00%                 | No            |                  3 | On Loan: No      |
| ITC Ltd.                                                 | ITC Ltd.                                                                 | CUSIP: N/A<br>LEI: 335800WLOU3OFWFTMP43       | Long             | EC               | CORP              | IN        |       95952 | NS      | $483118.14    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland     | United Kingdom of Great Britain and Northern Ireland                     | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      386000 | PA      | $440088.19    | 0.02%             | 2055-12-07      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| NIDEC Corp.                                              | NIDEC Corp.                                                              | CUSIP: N/A<br>LEI: 353800IF171MZTNL6Y31       | Long             | EC               | CORP              | JP        |        7300 | NS      | $129730.75    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Baloise Holding AG                                       | Baloise Holding AG (Registered)                                          | CUSIP: N/A<br>LEI: 529900G5XKBZN48T6283       | Long             | EC               | CORP              | CH        |         362 | NS      | $80535.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canada                                                   | Canada Government Bond                                                   | CUSIP: 135087C93<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      100000 | PA      | $63296.10     | 0.00%             | 2064-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                      | Intesa Sanpaolo SpA                                                      | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | DBT              | CORP              | IT        |     1900000 | PA      | $2367605.25   | 0.09%             | 2031-08-29      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Canada                                                   | Canada Government Bond                                                   | CUSIP: 135087M27<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     3765000 | PA      | $2532130.46   | 0.09%             | 2031-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Republic of Italy                                        | Buoni Poliennali del Tesoro                                              | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |        1000 | PA      | $1132.41      | 0.00%             | 2025-07-01      | Fixed         | 1.85%                 | Yes           |                  2 | On Loan: No      |
| Power Assets Holdings Ltd.                               | Power Assets Holdings Ltd.                                               | CUSIP: N/A<br>LEI: 254900JOWYUW1ZX4DF47       | Long             | EC               | CORP              | HK        |       12000 | NS      | $79358.42     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8206.14      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco de Sabadell SA                                     | Banco de Sabadell SA                                                     | CUSIP: N/A<br>LEI: SI5RG2M0WQQLZCXKRM20       | Long             | EC               | CORP              | ES        |       47829 | NS      | $139554.61    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Gjensidige Forsikring ASA                                | Gjensidige Forsikring ASA                                                | CUSIP: N/A<br>LEI: 5967007LIEEXZX6FAO47       | Long             | EC               | CORP              | NO        |        1758 | NS      | $41135.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Daiwa Securities Group, Inc.                             | Daiwa Securities Group, Inc.                                             | CUSIP: N/A<br>LEI: 353800WRC7Y23PWFJG38       | Long             | EC               | CORP              | JP        |       11700 | NS      | $76938.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Performance Food Group Co.                               | Performance Food Group Co.                                               | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |       26280 | NS      | $2119744.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Aristocrat Leisure Ltd.                                  | Aristocrat Leisure Ltd.                                                  | CUSIP: N/A<br>LEI: 529900TE2HO3OZKYKC27       | Long             | EC               | CORP              | AU        |        4964 | NS      | $212007.71    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-13459.66    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Wolters Kluwer NV                                        | Wolters Kluwer NV                                                        | CUSIP: N/A<br>LEI: 724500TEM53I0U077B74       | Long             | EC               | CORP              | NL        |        2097 | NS      | $370244.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| General Dynamics Corp.                                   | General Dynamics Corp.                                                   | CUSIP: 369550108<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | EC               | CORP              | US        |        1924 | NS      | $523558.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Imola Merger Corp.                                       | Imola Merger Corp.                                                       | CUSIP: 45258LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2318000 | PA      | $2213398.98   | 0.08%             | 2029-05-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Shionogi & Co. Ltd.                                      | Shionogi & Co. Ltd.                                                      | CUSIP: N/A<br>LEI: 35380049VXDTHZI3DY35       | Long             | EC               | CORP              | JP        |        6600 | NS      | $110883.38    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mediobanca Banca di Credito Finanziario SpA              | Mediobanca Banca di Credito Finanziario SpA                              | CUSIP: N/A<br>LEI: PSNL19R2RXX5U3QWHI44       | Long             | EC               | CORP              | IT        |        4396 | NS      | $89915.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-59216.68    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| GEA Group AG                                             | GEA Group AG                                                             | CUSIP: N/A<br>LEI: 549300PHUU0ZZWO8EO07       | Long             | EC               | CORP              | DE        |        1364 | NS      | $88986.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Recordati Industria Chimica e Farmaceutica SpA           | Recordati Industria Chimica e Farmaceutica SpA                           | CUSIP: N/A<br>LEI: 815600FBF92FD3531704       | Long             | EC               | CORP              | IT        |        1011 | NS      | $59657.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wal-Mart de Mexico SAB de CV                             | Wal-Mart de Mexico SAB de CV                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |      265215 | NS      | $840254.35    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Duquesne Light Holdings, Inc.                            | Duquesne Light Holdings, Inc.                                            | CUSIP: 266233AG0<br>LEI: 4CUJ1D8WDXK9X7QI6B93 | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2320560.58   | 0.09%             | 2027-08-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| GEO Group, Inc. (The)                                    | GEO Group, Inc. (The)                                                    | CUSIP: 36162JAG1<br>LEI: 54930024XOXET7NQVZ63 | Long             | DBT              | CORP              | US        |      962000 | PA      | $1011300.35   | 0.04%             | 2029-04-15      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| Sinopharm Group Co. Ltd.                                 | Sinopharm Group Co. Ltd., Class H                                        | CUSIP: N/A<br>LEI: 529900N54X78YH9JYK92       | Long             | EC               | CORP              | CN        |      163200 | NS      | $384621.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Temasek Financial I Ltd.                                 | Temasek Financial I Ltd.                                                 | CUSIP: 87973PBA1<br>LEI: 549300XMGMDF3VRJMF12 | Long             | DBT              | CORP              | SG        |     2593000 | PA      | $2246238.11   | 0.08%             | 2031-08-02      | Fixed         | 1.62%                 | Yes           |                  2 | On Loan: No      |
| Walgreens Boots Alliance, Inc.                           | Walgreens Boots Alliance, Inc.                                           | CUSIP: 931427AW8<br>LEI: 549300RPTUOIXG4LIH86 | Long             | DBT              | CORP              | US        |     2696000 | PA      | $2805050.50   | 0.10%             | 2029-08-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: —       |
| NFE Financing LLC                                        | NFE Financing LLC                                                        | CUSIP: 62909BAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1838000 | PA      | $1265152.56   | 0.05%             | 2029-11-15      | Fixed         | 12.00%                | Yes           |                  2 | On Loan: No      |
| Owens-Brockway Glass Container, Inc.                     | Owens-Brockway Glass Container, Inc.                                     | CUSIP: 69073TAT0<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |     2556000 | PA      | $2549560.64   | 0.09%             | 2027-05-13      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Toho Co. Ltd.                                            | Toho Co. Ltd.                                                            | CUSIP: N/A<br>LEI: 529900IYHHYWU4O3H185       | Long             | EC               | CORP              | JP        |        1000 | NS      | $57091.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alfa Laval AB                                            | Alfa Laval AB                                                            | CUSIP: N/A<br>LEI: 549300UCKT2UK88AG251       | Long             | EC               | CORP              | SE        |        2544 | NS      | $105514.54    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BPCE SA                                                  | BPCE SA                                                                  | CUSIP: 05571BY64<br>LEI: 9695005MSX1OYEMGDF46 | Long             | STIV             | CORP              | FR        |      250000 | PA      | $244313.20    | 0.01%             | 2025-11-06      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Eurofins Scientific SE                                   | Eurofins Scientific SE                                                   | CUSIP: N/A<br>LEI: 529900JEHFM47DYY3S57       | Long             | EC               | CORP              | LU        |        1188 | NS      | $74970.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shiseido Co. Ltd.                                        | Shiseido Co. Ltd.                                                        | CUSIP: N/A<br>LEI: 5299008QCD0YDT5OF506       | Long             | EC               | CORP              | JP        |        3500 | NS      | $57544.35     | 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        |     2622000 | PA      | $2529410.89   | 0.09%             | 2026-10-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Ferrellgas LP                                            | Ferrellgas LP                                                            | CUSIP: 315289AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1841000 | PA      | $1598819.41   | 0.06%             | 2029-04-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Income Fund                                     | JPMorgan Income Fund, Class R6                                           | CUSIP: 46637K216<br>LEI: 549300J9G10ZQTTAFU03 | Long             |  | RF                | US        |    13403835 | NS      | $114468752.92 | 4.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesco plc                                                | Tesco plc                                                                | CUSIP: N/A<br>LEI: 2138002P5RNKC5W2JZ46       | Long             | EC               | CORP              | GB        |       59264 | NS      | $293297.74    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $6485.72      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nova Ltd.                                                | Nova Ltd.                                                                | CUSIP: N/A<br>LEI: 529900B2DSWE5V3SC292       | Long             | EC               | CORP              | IL        |         258 | NS      | $49812.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FANUC Corp.                                              | FANUC Corp.                                                              | CUSIP: N/A<br>LEI: 529900QTSW745LOKW705       | Long             | EC               | CORP              | JP        |        8300 | NS      | $210651.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Iberdrola SA                                             | Iberdrola SA                                                             | CUSIP: N/A<br>LEI: 5QK37QC7NWOJ8D7WVQ45       | Long             | EC               | CORP              | ES        |      154148 | NS      | $2778650.30   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Cie Financiere Richemont SA                              | Cie Financiere Richemont SA (Registered)                                 | CUSIP: N/A<br>LEI: 549300YIPGJ6UX2QPS51       | Long             | EC               | CORP              | CH        |        4726 | NS      | $835108.86    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland     | United Kingdom of Great Britain and Northern Ireland                     | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     1100000 | PA      | $403215.05    | 0.01%             | 2061-10-22      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Uniti Group LP                                           | Uniti Group LP                                                           | CUSIP: 91327TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3340000 | PA      | $3546361.90   | 0.13%             | 2028-02-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Randstad NV                                              | Randstad NV                                                              | CUSIP: N/A<br>LEI: 7245009EAAUUQJ0U4T57       | Long             | EC               | CORP              | NL        |         954 | NS      | $38293.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kerry Group plc                                          | Kerry Group plc, Class A                                                 | CUSIP: N/A<br>LEI: 635400TLVVBNXLFHWC59       | Long             | EC               | CORP              | IE        |         145 | NS      | $15804.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| China Merchants Bank Co. Ltd.                            | China Merchants Bank Co. Ltd., Class A                                   | CUSIP: N/A<br>LEI: 549300MKO5B60FFIHF58       | Long             | EC               | CORP              | CN        |      194600 | NS      | $1091282.48   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| AddTech AB                                               | AddTech AB, Class B                                                      | CUSIP: N/A<br>LEI: 549300QZ5U2IDRHPWL60       | Long             | EC               | CORP              | SE        |        2285 | NS      | $76873.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-10784.00    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Sirius XM Radio LLC                                      | Sirius XM Radio LLC                                                      | CUSIP: 82967NBJ6<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     4184000 | PA      | $3936001.35   | 0.14%             | 2028-07-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Kyocera Corp.                                            | Kyocera Corp.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       11300 | NS      | $133924.56    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Spain                                         | Bonos and Obligaciones del Estado                                        | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |       10000 | PA      | $10969.23     | 0.00%             | 2027-01-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Knorr-Bremse AG                                          | Knorr-Bremse AG                                                          | CUSIP: N/A<br>LEI: 5299001GRRO0Z25YZT52       | Long             | EC               | CORP              | DE        |         638 | NS      | $63274.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrivarden AB                                        | Industrivarden AB, Class C                                               | CUSIP: N/A<br>LEI: 549300TM1DLIQI3B3T37       | Long             | EC               | CORP              | SE        |        1361 | NS      | $47793.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| NARI Technology Co. Ltd.                                 | NARI Technology Co. Ltd., Class A                                        | CUSIP: N/A<br>LEI: 3003006IGH1W58MAQM05       | Long             | EC               | CORP              | CN        |      105600 | NS      | $321924.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Freeport-McMoRan, Inc.                                   | Freeport-McMoRan, Inc.                                                   | CUSIP: 35671D857<br>LEI: 549300IRDTHJQ1PVET45 | Long             | EC               | CORP              | US        |        7079 | NS      | $255056.37    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Davide Campari-Milano NV                                 | Davide Campari-Milano NV                                                 | CUSIP: N/A<br>LEI: 213800ED5AN2J56N6Z02       | Long             | EC               | CORP              | NL        |        5413 | NS      | $36322.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Natera, Inc.                                             | Natera, Inc.                                                             | CUSIP: 632307104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       12706 | NS      | $1917716.58   | 0.07%             |  |  |  | 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        |        1821 | NS      | $165237.54    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank (The)                              | Toronto-Dominion Bank (The)                                              | CUSIP: 89114TZD7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |      150000 | PA      | $145128.95    | 0.01%             | 2026-06-03      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Southern Co. (The)                                       | Southern Co. (The)                                                       | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Long             | EC               | CORP              | US        |      137317 | NS      | $12618059.13  | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Tenet Healthcare Corp.                                   | Tenet Healthcare Corp.                                                   | CUSIP: 88033GDR8<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     3897000 | PA      | $3693190.02   | 0.14%             | 2030-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Directv Financing LLC                                    | Directv Financing LLC                                                    | CUSIP: 25461LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2994000 | PA      | $2856814.92   | 0.10%             | 2030-02-01      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1666.25     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Commerzbank AG                                           | Commerzbank AG                                                           | CUSIP: N/A<br>LEI: 851WYGNLUQLFZBSYGB56       | Long             | EC               | CORP              | DE        |        8332 | NS      | $220527.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                    | Time Warner Cable LLC                                                    | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     2650000 | PA      | $2270067.38   | 0.08%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Snam SpA                                                 | Snam SpA                                                                 | CUSIP: N/A<br>LEI: 8156002278562044AF79       | Long             | EC               | CORP              | IT        |       17729 | NS      | $101755.29    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 3i Group plc                                             | 3i Group plc                                                             | CUSIP: N/A<br>LEI: 35GDVHRBMFE7NWATNM84       | Long             | EC               | CORP              | GB        |       69476 | NS      | $3938666.69   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| Moncler SpA                                              | Moncler SpA                                                              | CUSIP: N/A<br>LEI: 815600EBD7FB00525B20       | Long             | EC               | CORP              | IT        |        2054 | NS      | $126774.67    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Denmark                                       | Kingdom of Denmark                                                       | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |     2400000 | PA      | $194665.53    | 0.01%             | 2052-11-15      | Fixed         | 0.25%                 | No            |                  2 | On Loan: No      |
| Fast Retailing Co. Ltd.                                  | Fast Retailing Co. Ltd.                                                  | CUSIP: N/A<br>LEI: 353800ZCXKHDPY0N5218       | Long             | EC               | CORP              | JP        |        1700 | NS      | $559206.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BP plc                                                   | BP plc                                                                   | CUSIP: N/A<br>LEI: 213800LH1BZH3DI6G760       | Long             | EC               | CORP              | GB        |      141737 | NS      | $654455.37    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                          | Ontario Teachers' Finance Trust                                          | CUSIP: N/A<br>LEI: 635400ZZE5J8OXXBBY26       | Long             | DBT              | NUSS              | CA        |     2955000 | PA      | $3133882.86   | 0.12%             | 2028-05-19      | Fixed         | 0.10%                 | Yes           |                  2 | On Loan: No      |
| Associated British Foods plc                             | Associated British Foods plc                                             | CUSIP: N/A<br>LEI: GBQKSY6W7G0OHCQ8OQ72       | Long             | EC               | CORP              | GB        |        2894 | NS      | $79773.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | Euro-BTP                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |           8 | NC      | $5451.51      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Orkla ASA                                                | Orkla ASA                                                                | CUSIP: N/A<br>LEI: 549300PZS8G8RG6RVZ52       | Long             | EC               | CORP              | NO        |        6163 | NS      | $68732.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Itau Unibanco Holding SA                                 | Itau Unibanco Holding SA (Preference)                                    | CUSIP: N/A<br>LEI: 5493002W2IVG62O3ZJ94       | Long             | EC               | CORP              | BR        |      166109 | NS      | $1041410.05   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Amplifon SpA                                             | Amplifon SpA                                                             | CUSIP: N/A<br>LEI: ZYXJDNVM2JI3VBM8G556       | Long             | EC               | CORP              | IT        |        1095 | NS      | $20957.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Telecommunications Ltd.                        | Singapore Telecommunications Ltd.                                        | CUSIP: N/A<br>LEI: 2549003XJKIQO8YDYD89       | Long             | EC               | CORP              | SG        |       65300 | NS      | $188925.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan                                                    | Japan Government Bond                                                    | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   116200000 | PA      | $509246.62    | 0.02%             | 2049-09-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Advantage Sales & Marketing, Inc.                        | Advantage Sales & Marketing, Inc.                                        | CUSIP: 00775PAA5<br>LEI: 549300T4O24KQDED1182 | Long             | DBT              | CORP              | US        |     2268000 | PA      | $1825987.89   | 0.07%             | 2028-11-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp.                                           | Carnival Corp.                                                           | CUSIP: 143658BL5<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     2013000 | PA      | $2015584.69   | 0.07%             | 2026-03-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Zensho Holdings Co. Ltd.                                 | Zensho Holdings Co. Ltd.                                                 | CUSIP: N/A<br>LEI: 353800DYF3UDM49ITT03       | Long             | EC               | CORP              | JP        |         800 | NS      | $49434.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Italy                                        | Buoni Poliennali del Tesoro                                              | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      210000 | PA      | $251515.81    | 0.01%             | 2029-12-15      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Sweden                                        | Kingdom of Sweden                                                        | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |     2505000 | PA      | $289909.27    | 0.01%             | 2039-03-30      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Renault SA                                               | Renault SA                                                               | CUSIP: N/A<br>LEI: 969500F7JLTX36OUI695       | Long             | EC               | CORP              | FR        |        1690 | NS      | $89757.90     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aena SME SA                                              | Aena SME SA                                                              | CUSIP: N/A<br>LEI: 959800R7QMXKF0NFMT29       | Long             | EC               | CORP              | ES        |         659 | NS      | $165551.31    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Coinbase Global, Inc.                                    | Coinbase Global, Inc.                                                    | CUSIP: 19260QAC1<br>LEI: 5493004G3J2SC154DU06 | Long             | DBT              | CORP              | US        |     3298000 | PA      | $3035446.22   | 0.11%             | 2028-10-01      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| EDP SA                                                   | EDP SA                                                                   | CUSIP: N/A<br>LEI: 529900CLC3WDMGI9VH80       | Long             | EC               | CORP              | PT        |       27589 | NS      | $108746.51    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASM International NV                                     | ASM International NV                                                     | CUSIP: N/A<br>LEI: 7245001I22ND6ZFHX623       | Long             | EC               | CORP              | NL        |         412 | NS      | $201380.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hikari Tsushin, Inc.                                     | Hikari Tsushin, Inc.                                                     | CUSIP: N/A<br>LEI: 3538001SOIIV8U3OXH94       | Long             | EC               | CORP              | JP        |         200 | NS      | $55475.52     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingspan Group plc                                       | Kingspan Group plc                                                       | CUSIP: N/A<br>LEI: 635400HM7V74SUB9OG75       | Long             | EC               | CORP              | IE        |         147 | NS      | $12447.26     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TIS, Inc.                                                | TIS, Inc.                                                                | CUSIP: N/A<br>LEI: 35380064HYEZXBQHDF07       | Long             | EC               | CORP              | JP        |        1900 | NS      | $54840.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chiba Bank Ltd. (The)                                    | Chiba Bank Ltd. (The)                                                    | CUSIP: N/A<br>LEI: FGJPAKKCTZVSKZXNBS63       | Long             | EC               | CORP              | JP        |        5000 | NS      | $44457.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ricoh Co. Ltd.                                           | Ricoh Co. Ltd.                                                           | CUSIP: N/A<br>LEI: 549300HFIB2GRUMDID72       | Long             | EC               | CORP              | JP        |        4600 | NS      | $48383.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Saks Global Enterprises LLC                              | Saks Global Enterprises LLC                                              | CUSIP: 79380MAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3330000 | PA      | $2019769.48   | 0.07%             | 2029-12-15      | Fixed         | 11.00%                | Yes           |                  2 | On Loan: No      |
| Calpine Corp.                                            | Calpine Corp.                                                            | CUSIP: 131347CM6<br>LEI: 43R4VPJBXTU2O15HEF41 | Long             | DBT              | CORP              | US        |     2671000 | PA      | $2612470.91   | 0.10%             | 2028-02-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| ExlService Holdings, Inc.                                | ExlService Holdings, Inc.                                                | CUSIP: 302081104<br>LEI: 81E3DTNF6OSH489ZOV15 | Long             | EC               | CORP              | US        |       12714 | NS      | $616374.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nongfu Spring Co. Ltd.                                   | Nongfu Spring Co. Ltd., Class H                                          | CUSIP: N/A<br>LEI: 300300P08GGT4SKR9G93       | Long             | EC               | CORP              | CN        |      139000 | NS      | $639009.95    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Performance Food Group, Inc.                             | Performance Food Group, Inc.                                             | CUSIP: 69346VAA7<br>LEI: 549300OMUOGBYK0FFO76 | Long             | DBT              | CORP              | US        |     1422000 | PA      | $1410343.87   | 0.05%             | 2027-10-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Sandisk Corp.                                            | Sandisk Corp.                                                            | CUSIP: 80004C200<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       10257 | NS      | $329352.27    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| RELX plc                                                 | RELX plc                                                                 | CUSIP: N/A<br>LEI: 549300WSX3VBUFFJOO66       | Long             | EC               | CORP              | GB        |       51510 | NS      | $2804167.46   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Legrand SA                                               | Legrand SA                                                               | CUSIP: N/A<br>LEI: 969500XXRPGD7HCAFA90       | Long             | EC               | CORP              | FR        |       19067 | NS      | $2095460.06   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Israel Discount Bank Ltd.                                | Israel Discount Bank Ltd., Class A                                       | CUSIP: 465074201<br>LEI: 549300XWZ7BG5G23OF51 | Long             | EC               | CORP              | IL        |       10848 | NS      | $81028.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Canada                                                   | Canada Government Bond                                                   | CUSIP: N/A<br>LEI: 4BFD7AQU0A75QLAHK410       | Long             | DBT              | NUSS              | CA        |      130000 | PA      | $70811.62     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Telia Co. AB                                             | Telia Co. AB                                                             | CUSIP: N/A<br>LEI: 213800FSR9RNDUOTXO25       | Long             | EC               | CORP              | SE        |       20742 | NS      | $77916.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Vonovia SE                                               | Vonovia SE                                                               | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | DBT              | CORP              | DE        |     2500000 | PA      | $2532503.17   | 0.09%             | 2030-07-09      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Sodexo SA                                                | Sodexo SA                                                                | CUSIP: N/A<br>LEI: 969500LCBOG12HXPYM84       | Long             | EC               | CORP              | FR        |         778 | NS      | $49384.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Computershare Ltd.                                       | Computershare Ltd.                                                       | CUSIP: N/A<br>LEI: 21380085HOKTMGLV9G93       | Long             | EC               | CORP              | AU        |        4635 | NS      | $121119.09    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Traton Finance Luxembourg SA                             | Traton Finance Luxembourg SA                                             | CUSIP: N/A<br>LEI: 529900BRKIE6LKIEXD84       | Long             | DBT              | CORP              | LU        |     2100000 | PA      | $2410979.97   | 0.09%             | 2030-03-27      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                      | Foreign Exchange JPY/USD                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | US        |         373 | NC      | $864560.05    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| TD SYNNEX Corp.                                          | TD SYNNEX Corp.                                                          | CUSIP: 87162W100<br>LEI: 5493004HI6PFLF46NS53 | Long             | EC               | CORP              | US        |       14209 | NS      | $1574357.20   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Capital America                                  | Hyundai Capital America                                                  | CUSIP: 44891ADF1<br>LEI: 549300RIPPWJB5Z0FK07 | Long             | DBT              | CORP              | US        |       71000 | PA      | $70108.57     | 0.00%             | 2027-09-24      | Fixed         | 4.30%                 | Yes           |                  2 | On Loan: No      |
| Bank Rakyat Indonesia Persero Tbk. PT                    | Bank Rakyat Indonesia Persero Tbk. PT                                    | CUSIP: N/A<br>LEI: 254900HB6S4B12GBNP64       | Long             | EC               | CORP              | ID        |     2605163 | NS      | $603381.24    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Celanese US Holdings LLC                                 | Celanese US Holdings LLC                                                 | CUSIP: 15089QAW4<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |     3497000 | PA      | $3535268.93   | 0.13%             | 2028-11-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| BioMerieux                                               | BioMerieux                                                               | CUSIP: N/A<br>LEI: 549300AK8Y0LBIQ4T071       | Long             | EC               | CORP              | FR        |         364 | NS      | $49132.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Columbia Sportswear Co.                                  | Columbia Sportswear Co.                                                  | CUSIP: 198516106<br>LEI: 549300OTMCIEUXAH5Z60 | Long             | EC               | CORP              | US        |        1301 | NS      | $80883.17     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fresenius Medical Care AG                                | Fresenius Medical Care AG                                                | CUSIP: N/A<br>LEI: 549300CP8NY40UP89Q40       | Long             | EC               | CORP              | DE        |        1806 | NS      | $91881.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SCSK Corp.                                               | SCSK Corp.                                                               | CUSIP: N/A<br>LEI: 529900SNGFXMSUBB7864       | Long             | EC               | CORP              | JP        |        1400 | NS      | $36617.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-30063.79    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Intertek Group plc                                       | Intertek Group plc                                                       | CUSIP: N/A<br>LEI: 2138003GAT25WW1RN369       | Long             | EC               | CORP              | GB        |        1419 | NS      | $87147.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Wesfarmers Ltd.                                          | Wesfarmers Ltd.                                                          | CUSIP: N/A<br>LEI: 5493003L32ZX9557ST85       | Long             | EC               | CORP              | AU        |        9977 | NS      | $499810.15    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Sealed Air Corp.                                         | Sealed Air Corp.                                                         | CUSIP: 812127AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1995000 | PA      | $2009731.08   | 0.07%             | 2028-02-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| AutoZone, Inc.                                           | AutoZone, Inc.                                                           | CUSIP: 053332102<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | EC               | CORP              | US        |         623 | NS      | $2344099.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland     | United Kingdom of Great Britain and Northern Ireland                     | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      965000 | PA      | $1135587.01   | 0.04%             | 2046-12-07      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Freedom Mortgage Holdings LLC                            | Freedom Mortgage Holdings LLC                                            | CUSIP: 35641AAA6<br>LEI: 254900ROJ91RGM43S156 | Long             | DBT              | CORP              | US        |      860000 | PA      | $876073.40    | 0.03%             | 2029-02-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Washington H Soul Pattinson & Co. Ltd.                   | Washington H Soul Pattinson & Co. Ltd.                                   | CUSIP: N/A<br>LEI: 549300G2Q3P6ZVNC1465       | Long             | EC               | CORP              | AU        |        2102 | NS      | $50033.01     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan Tobacco, Inc.                                      | Japan Tobacco, Inc.                                                      | CUSIP: N/A<br>LEI: 353800Z0ENYBQO0XRJ31       | Long             | EC               | CORP              | JP        |       10600 | NS      | $326565.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Discover Financial Services                              | Discover Financial Services                                              | CUSIP: 254709108<br>LEI: Z1YLO2USPORE63VVUL20 | Long             | EC               | CORP              | US        |         784 | NS      | $143213.28    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland     | United Kingdom of Great Britain and Northern Ireland                     | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      649000 | PA      | $411652.51    | 0.02%             | 2057-07-22      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| NRG Energy, Inc.                                         | NRG Energy, Inc.                                                         | CUSIP: 629377CQ3<br>LEI: 5E2UPK5SW04M13XY7I38 | Long             | DBT              | CORP              | US        |      981000 | PA      | $909373.95    | 0.03%             | 2029-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1547.01     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Jefferies Finance LLC                                    | Jefferies Finance LLC                                                    | CUSIP: 47232MAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2283000 | PA      | $2124326.02   | 0.08%             | 2028-08-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| TransDigm, Inc.                                          | TransDigm, Inc.                                                          | CUSIP: 893647BR7<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     3280000 | PA      | $3345908.32   | 0.12%             | 2028-08-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Nexi SpA                                                 | Nexi SpA                                                                 | CUSIP: N/A<br>LEI: 5493000P70CQRQG8SN85       | Long             | EC               | CORP              | IT        |        4326 | NS      | $25268.43     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: —       |
| Avantor Funding, Inc.                                    | Avantor Funding, Inc.                                                    | CUSIP: 05352TAA7<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |     3103000 | PA      | $2984163.48   | 0.11%             | 2028-07-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Otis Worldwide Corp.                                     | Otis Worldwide Corp.                                                     | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      107317 | NS      | $10331407.59  | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| SMC Corp.                                                | SMC Corp.                                                                | CUSIP: N/A<br>LEI: 353800O40V08DOZ70X62       | Long             | EC               | CORP              | JP        |         500 | NS      | $161820.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Infratil Ltd.                                            | Infratil Ltd.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NZ        |        8086 | NS      | $50680.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                          | Citigroup, Inc.                                                          | CUSIP: 17327CAM5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      250000 | PA      | $243597.25    | 0.01%             | 2027-01-28      | Variable      | 1.12%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Australia                                | Commonwealth of Australia                                                | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |    27643000 | PA      | $17275741.99  | 0.63%             | 2034-05-21      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Williams Scotsman, Inc.                                  | Williams Scotsman, Inc.                                                  | CUSIP: 96950GAE2<br>LEI: 549300DAKDS8SCO1OT57 | Long             | DBT              | CORP              | US        |     2476000 | PA      | $2381028.81   | 0.09%             | 2028-08-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                        | PennyMac Financial Services, Inc.                                        | CUSIP: 70932MAA5<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |     1888000 | PA      | $1876822.10   | 0.07%             | 2025-10-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Gecina SA                                                | Gecina SA                                                                | CUSIP: N/A<br>LEI: 9695003E4MMA10IBTR26       | Long             | EC               | CORP              | FR        |         405 | NS      | $41576.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kajima Corp.                                             | Kajima Corp.                                                             | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        3500 | NS      | $83571.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Uniti Group LP                                           | Uniti Group LP                                                           | CUSIP: 91327BAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3519000 | PA      | $3367918.07   | 0.12%             | 2028-04-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Moran Foods LLC                                          | Moran Foods LLC, 2nd Lien PIK Term Loan                                  | CUSIP: 61647DAU6<br>LEI: N/A                  | Long             | LON              | CORP              | US        |      327337 | PA      | $157809.13    | 0.01%             | 2026-06-30      | Variable      | 2.00%                 | No            |                  3 | On Loan: No      |
| Tencent Holdings Ltd.                                    | Tencent Holdings Ltd.                                                    | CUSIP: N/A<br>LEI: 254900N4SLUMW4XUYY11       | Long             | EC               | CORP              | KY        |      233100 | NS      | $14277597.48  | 0.52%             |  |  |  | No            |                  2 | On Loan: No      |
| Intact Financial Corp.                                   | Intact Financial Corp.                                                   | CUSIP: 45823T106<br>LEI: 5493009LXGE7Y4U9OY43 | Long             | EC               | CORP              | CA        |       11064 | NS      | $2457177.48   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Staples, Inc.                                            | Staples, Inc.                                                            | CUSIP: 855030AQ5<br>LEI: XQM2JINI1UL7642TU573 | Long             | DBT              | CORP              | US        |     3871000 | PA      | $3353891.73   | 0.12%             | 2029-09-01      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| B&G Foods, Inc.                                          | B&G Foods, Inc.                                                          | CUSIP: 05508WAC9<br>LEI: 549300TRW1LZMDJZAQ78 | Long             | DBT              | CORP              | US        |     2844000 | PA      | $2821633.36   | 0.10%             | 2028-09-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Zillow Group, Inc.                                       | Zillow Group, Inc., Class C                                              | CUSIP: 98954M200<br>LEI: 2549002XEELQDIR6FU05 | Long             | EC               | CORP              | US        |        9017 | NS      | $607114.61    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hoya Corp.                                               | Hoya Corp.                                                               | CUSIP: N/A<br>LEI: 353800X4VR3BHEUCJB42       | Long             | EC               | CORP              | JP        |       56500 | NS      | $6648139.63   | 0.24%             |  |  |  | No            |                  2 | On Loan: No      |
| Czech Republic                                           | Czech Republic                                                           | CUSIP: N/A<br>LEI: 3157007EFDLQABN47912       | Long             | DBT              | NUSS              | CZ        |    23440000 | PA      | $1108603.86   | 0.04%             | 2032-11-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Japan                                                    | Japan Government Bond                                                    | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   543350000 | PA      | $3379159.70   | 0.12%             | 2054-09-20      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Broadcom, Inc.                                           | Broadcom, Inc.                                                           | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |       35273 | NS      | $6788994.31   | 0.25%             |  |  |  | No            |                  1 | On Loan: No      |
| UniCredit SpA                                            | UniCredit SpA                                                            | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | DBT              | CORP              | IT        |     2050000 | PA      | $2414688.13   | 0.09%             | 2029-02-16      | Variable      | 4.45%                 | Yes           |                  2 | On Loan: No      |
| McKesson Corp.                                           | McKesson Corp.                                                           | CUSIP: 58155Q103<br>LEI: 549300WZWOM80UCFSF54 | Long             | EC               | CORP              | US        |        2390 | NS      | $1703568.10   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Energy Transfer LP                                       | Energy Transfer LP                                                       | CUSIP: 29273VBC3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |      450000 | PA      | $446836.50    | 0.02%             | 2054-10-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Kyowa Kirin Co. Ltd.                                     | Kyowa Kirin Co. Ltd.                                                     | CUSIP: N/A<br>LEI: 529900TBXKVTQGYA3582       | Long             | EC               | CORP              | JP        |        2100 | NS      | $32790.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AG TTMT Escrow Issuer LLC                                | AG TTMT Escrow Issuer LLC                                                | CUSIP: 00840KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      999000 | PA      | $1029047.92   | 0.04%             | 2027-09-30      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: No      |
| DSM-Firmenich AG                                         | DSM-Firmenich AG                                                         | CUSIP: N/A<br>LEI: 506700G44V67MPM4BI12       | Long             | EC               | CORP              | CH        |        1635 | NS      | $177615.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Biologics Co. Ltd.                               | Samsung Biologics Co. Ltd.                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |         311 | NS      | $230161.51    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Societe Generale SA                                      | Societe Generale SA                                                      | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | EC               | CORP              | FR        |        6333 | NS      | $330196.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Genting Singapore Ltd.                                   | Genting Singapore Ltd.                                                   | CUSIP: N/A<br>LEI: 254900Y2N3AK93K1O866       | Long             | EC               | CORP              | SG        |       53200 | NS      | $30167.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arca Continental SAB de CV                               | Arca Continental SAB de CV                                               | CUSIP: N/A<br>LEI: 254900U2BSJCQHJCXN24       | Long             | EC               | CORP              | MX        |       51982 | NS      | $547453.79    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Osaka Gas Co. Ltd.                                       | Osaka Gas Co. Ltd.                                                       | CUSIP: N/A<br>LEI: 353800024KMNOPQRWZ02       | Long             | EC               | CORP              | JP        |        3200 | NS      | $81145.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sumitomo Electric Industries Ltd.                        | Sumitomo Electric Industries Ltd.                                        | CUSIP: N/A<br>LEI: 5493005SP87FL5TOS202       | Long             | EC               | CORP              | JP        |        6300 | NS      | $101262.48    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ABB Ltd.                                                 | ABB Ltd. (Registered)                                                    | CUSIP: N/A<br>LEI: 5493000LKVGOO9PELI61       | Long             | EC               | CORP              | CH        |       13904 | NS      | $734280.60    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Scripps Escrow II, Inc.                                  | Scripps Escrow II, Inc.                                                  | CUSIP: 81105DAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2085000 | PA      | $1588710.26   | 0.06%             | 2029-01-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| London Stock Exchange Group plc                          | London Stock Exchange Group plc                                          | CUSIP: N/A<br>LEI: 213800QAUUUP6I445N30       | Long             | EC               | CORP              | GB        |       17896 | NS      | $2786613.48   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| BAE Systems plc                                          | BAE Systems plc                                                          | CUSIP: N/A<br>LEI: 8SVCSVKSGDWMW2QHOH83       | Long             | EC               | CORP              | GB        |       26462 | NS      | $613458.92    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                          | Danske Bank A/S                                                          | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | EC               | CORP              | DK        |        6064 | NS      | $212771.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyo Metro Co. Ltd.                                     | Tokyo Metro Co. Ltd.                                                     | CUSIP: N/A<br>LEI: 35380049N9IQPZ74JY58       | Long             | EC               | CORP              | JP        |        2600 | NS      | $32944.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kobe Bussan Co. Ltd.                                     | Kobe Bussan Co. Ltd.                                                     | CUSIP: N/A<br>LEI: 353800CJIFNHN2DXRD59       | Long             | EC               | CORP              | JP        |        1300 | NS      | $39728.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Northern Star Resources Ltd.                             | Northern Star Resources Ltd.                                             | CUSIP: N/A<br>LEI: 254900XFXCRYYZAX6M78       | Long             | EC               | CORP              | AU        |       11941 | NS      | $146679.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Investor AB                                              | Investor AB, Class B                                                     | CUSIP: N/A<br>LEI: 549300VEBQPHRZBKUX38       | Long             | EC               | CORP              | SE        |       15217 | NS      | $450856.35    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                      | Abbott Laboratories                                                      | CUSIP: 002824100<br>LEI: HQD377W2YR662HK5JX27 | Long             | EC               | CORP              | US        |       24292 | NS      | $3176179.00   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Absa Group Ltd.                                          | Absa Group Ltd.                                                          | CUSIP: N/A<br>LEI: 2138006IPPRD4N6XLT30       | Long             | EC               | CORP              | ZA        |       69617 | NS      | $642490.00    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kao Corp.                                                | Kao Corp.                                                                | CUSIP: N/A<br>LEI: 353800HM38HFCB8RGL63       | Long             | EC               | CORP              | JP        |        4100 | NS      | $175568.29    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| International Paper Co.                                  | International Paper Co.                                                  | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Long             | EC               | CORP              | US        |        5953 | NS      | $271933.04    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Meta Platforms, Inc.                                     | Meta Platforms, Inc., Class A                                            | CUSIP: 30303M102<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | EC               | CORP              | US        |       60464 | NS      | $33194736.00  | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Toyota Tsusho Corp.                                      | Toyota Tsusho Corp.                                                      | CUSIP: N/A<br>LEI: 549300CEE2ENIUJNXB84       | Long             | EC               | CORP              | JP        |        5600 | NS      | $111287.25    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Medtronic plc                                            | Medtronic plc                                                            | CUSIP: N/A<br>LEI: 549300GX3ZBSQWUXY261       | Long             | EC               | CORP              | IE        |       25675 | NS      | $2176213.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Caesars Entertainment, Inc.                              | Caesars Entertainment, Inc.                                              | CUSIP: 28470RAK8<br>LEI: 549300FA4CTCW903Y781 | Long             | DBT              | CORP              | US        |     3807000 | PA      | $3818443.84   | 0.14%             | 2027-07-01      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                            | Koninklijke Ahold Delhaize NV                                            | CUSIP: N/A<br>LEI: 724500C9GNBV20UYRX36       | Long             | EC               | CORP              | NL        |        8093 | NS      | $332291.01    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United Wholesale Mortgage LLC                            | United Wholesale Mortgage LLC                                            | CUSIP: 91153LAA5<br>LEI: 549300HW662MN1WU8550 | Long             | DBT              | CORP              | US        |     1349000 | PA      | $1342484.32   | 0.05%             | 2025-11-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Go Daddy Operating Co. LLC                               | Go Daddy Operating Co. LLC                                               | CUSIP: 38016LAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1336000 | PA      | $1324229.97   | 0.05%             | 2027-12-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Saab AB                                                  | Saab AB, Class B                                                         | CUSIP: N/A<br>LEI: 549300ZHO4JCQQI13M69       | Long             | EC               | CORP              | SE        |        2816 | NS      | $131125.69    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Capital One Financial Corp.                              | Capital One Financial Corp.                                              | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | EC               | CORP              | US        |        5594 | NS      | $1008374.44   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Teva Pharmaceutical Industries Ltd.                      | Teva Pharmaceutical Industries Ltd.                                      | CUSIP: 881624209<br>LEI: 549300BAFGM4RC74ZJ94 | Long             | EC               | CORP              | IL        |        9850 | NS      | $152773.50    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Omron Corp.                                              | Omron Corp.                                                              | CUSIP: N/A<br>LEI: 549300ZHW0TR2QZ0NY83       | Long             | EC               | CORP              | JP        |        1500 | NS      | $44527.43     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| FUJIFILM Holdings Corp.                                  | FUJIFILM Holdings Corp.                                                  | CUSIP: N/A<br>LEI: 529900UBKMFM0ST6H474       | Long             | EC               | CORP              | JP        |        9800 | NS      | $200727.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Community Health Systems, Inc.                           | Community Health Systems, Inc.                                           | CUSIP: 12543DBH2<br>LEI: 5493007X5NC5XI1BB106 | Long             | DBT              | CORP              | US        |     4011000 | PA      | $3736520.69   | 0.14%             | 2029-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| East Japan Railway Co.                                   | East Japan Railway Co.                                                   | CUSIP: N/A<br>LEI: 353800SENYJ2DSM6PS44       | Long             | EC               | CORP              | JP        |        8000 | NS      | $173415.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Hunt Cos., Inc.                                          | Hunt Cos., Inc.                                                          | CUSIP: 445587AE8<br>LEI: 549300ODPWDNCH5TKM49 | Long             | DBT              | CORP              | US        |     1544000 | PA      | $1466575.66   | 0.05%             | 2029-04-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Graphic Packaging Holding Co.                            | Graphic Packaging Holding Co.                                            | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       20267 | NS      | $512957.77    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Carrier Global Corp.                                     | Carrier Global Corp.                                                     | CUSIP: 14448C104<br>LEI: 549300JE3W6CWY2NAN77 | Long             | EC               | CORP              | US        |       21383 | NS      | $1337292.82   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| elf Beauty, Inc.                                         | elf Beauty, Inc.                                                         | CUSIP: 26856L103<br>LEI: 549300U2K9TCON25C029 | Long             | EC               | CORP              | US        |        4115 | NS      | $254595.05    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Allied Universal Holdco LLC                              | Allied Universal Holdco LLC                                              | CUSIP: 049362AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2396000 | PA      | $2302767.57   | 0.08%             | 2028-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Blue Star Ltd.                                           | Blue Star Ltd.                                                           | CUSIP: N/A<br>LEI: 335800CWJUVEKQ1TE879       | Long             | EC               | CORP              | IN        |       17223 | NS      | $348085.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Argenx SE                                                | Argenx SE                                                                | CUSIP: N/A<br>LEI: 7245009C5FZE6G9ODQ71       | Long             | EC               | CORP              | NL        |         307 | NS      | $198459.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                          | TransDigm, Inc.                                                          | CUSIP: 893647BL0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     3178000 | PA      | $3162870.81   | 0.12%             | 2027-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1582.21      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | MSCI EAFE Index                                                          | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         578 | NC      | $1552590.99   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Directv Financing LLC                                    | Directv Financing LLC                                                    | CUSIP: 25461LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4104000 | PA      | $3966408.11   | 0.15%             | 2027-08-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Allegiant Travel Co.                                     | Allegiant Travel Co.                                                     | CUSIP: 01748XAD4<br>LEI: 549300JM9OZXOHWL2K18 | Long             | DBT              | CORP              | US        |     2172000 | PA      | $2006138.48   | 0.07%             | 2027-08-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| International Game Technology plc                        | International Game Technology plc                                        | CUSIP: 460599AF0<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |     3485000 | PA      | $3440027.26   | 0.13%             | 2026-04-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| TTM Technologies, Inc.                                   | TTM Technologies, Inc.                                                   | CUSIP: 87305RAK5<br>LEI: 549300SC4BDOIS008048 | Long             | DBT              | CORP              | US        |     2402000 | PA      | $2232826.42   | 0.08%             | 2029-03-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Yum China Holdings, Inc.                                 | Yum China Holdings, Inc.                                                 | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |      136265 | NS      | $5901637.15   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| HubSpot, Inc.                                            | HubSpot, Inc.                                                            | CUSIP: 443573100<br>LEI: 529900BLNVEW0MVKJB37 | Long             | EC               | CORP              | US        |        2768 | NS      | $1692632.00   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| French Republic                                          | French Republic                                                          | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     4102000 | PA      | $3785452.51   | 0.14%             | 2036-05-25      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Hungary                                                  | Hungary Government Bond                                                  | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |     3081000 | PA      | $3155450.43   | 0.12%             | 2028-09-21      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| Alstom SA                                                | Alstom SA                                                                | CUSIP: N/A<br>LEI: 96950032TUYMW11FB530       | Long             | DBT              | CORP              | FR        |      500000 | PA      | $537454.63    | 0.02%             | 2027-07-27      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| Nokia OYJ                                                | Nokia OYJ                                                                | CUSIP: N/A<br>LEI: 549300A0JPRWG1KI7U06       | Long             | EC               | CORP              | FI        |       46821 | NS      | $234066.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Phoenix Group Holdings plc                               | Phoenix Group Holdings plc                                               | CUSIP: N/A<br>LEI: 2138001P49OLAEU33T68       | Long             | EC               | CORP              | GB        |        6173 | NS      | $49386.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Lenovo Group Ltd.                                        | Lenovo Group Ltd.                                                        | CUSIP: N/A<br>LEI: 254900VUZRGD5U73RE46       | Long             | EC               | CORP              | HK        |      404000 | NS      | $467257.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| EDP Renovaveis SA                                        | EDP Renovaveis SA                                                        | CUSIP: N/A<br>LEI: 529900MUFAH07Q1TAX06       | Long             | EC               | CORP              | ES        |        2704 | NS      | $25322.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Swisscom AG                                              | Swisscom AG (Registered)                                                 | CUSIP: N/A<br>LEI: 5493005SL9HHOXS3B739       | Long             | EC               | CORP              | CH        |         228 | NS      | $152049.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui House Ltd.                                       | Sekisui House Ltd.                                                       | CUSIP: N/A<br>LEI: 529900GMNDOYQSAJAE76       | Long             | EC               | CORP              | JP        |        5200 | NS      | $119549.05    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASML Holding NV                                          | ASML Holding NV                                                          | CUSIP: N/A<br>LEI: 724500Y6DUVHQD6OXN27       | Long             | EC               | CORP              | NL        |       18072 | NS      | $12098155.42  | 0.44%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Italy                                        | Buoni Poliennali del Tesoro                                              | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      330000 | PA      | $302515.10    | 0.01%             | 2036-03-01      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| Moran Foods LLC                                          | Moran Foods LLC, 1st Lien Super Senior Delayed Draw Term Loan            | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       25482 | PA      | $25482.35     | 0.00%             | 2026-06-30      | Variable      | 15.92%                | No            |                  3 | On Loan: No      |
| JPMorgan Securities Lending Money Market Fund            | JPMorgan Securities Lending Money Market Fund, Class Agency SL Shares    | CUSIP: 46645V642<br>LEI: 5493002FD4HXUJXMRO62 | Long             | STIV             | RF                | US        |    37854843 | NS      | $37854842.56  | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Aon plc                                                  | Aon plc, Class A                                                         | CUSIP: N/A<br>LEI: 635400FALWQYX5E6QC64       | Long             | EC               | CORP              | IE        |        7376 | NS      | $2616931.04   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International, Inc.                        | Philip Morris International, Inc.                                        | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |       31710 | NS      | $5433825.60   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| Sage Group plc (The)                                     | Sage Group plc (The)                                                     | CUSIP: N/A<br>LEI: 2138005RN5XYLTF8G138       | Long             | EC               | CORP              | GB        |        8814 | NS      | $146124.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Qantas Airways Ltd.                                      | Qantas Airways Ltd.                                                      | CUSIP: N/A<br>LEI: YLXNW6TI6QSK1H8H0N82       | Long             | EC               | CORP              | AU        |        6519 | NS      | $36857.91     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shoprite Holdings Ltd.                                   | Shoprite Holdings Ltd.                                                   | CUSIP: N/A<br>LEI: 529900Q4O1EYP6NH5150       | Long             | EC               | CORP              | ZA        |       29439 | NS      | $452953.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SCIL IV LLC                                              | SCIL IV LLC                                                              | CUSIP: 78397UAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2602000 | PA      | $2567611.97   | 0.09%             | 2026-11-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Republic of Italy                                        | Buoni Poliennali del Tesoro                                              | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      391000 | PA      | $266919.59    | 0.01%             | 2072-03-01      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| Leonardo SpA                                             | Leonardo SpA                                                             | CUSIP: N/A<br>LEI: 529900X4EEX1U9LN3U39       | Long             | EC               | CORP              | IT        |        3558 | NS      | $184974.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-72798.69    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kubota Corp.                                             | Kubota Corp.                                                             | CUSIP: N/A<br>LEI: 549300CSY4INHEHQQT13       | Long             | EC               | CORP              | JP        |        8600 | NS      | $99935.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AP Moller - Maersk A/S                                   | AP Moller - Maersk A/S, Class A                                          | CUSIP: N/A<br>LEI: 549300D2K6PKKKXVNN73       | Long             | EC               | CORP              | DK        |          26 | NS      | $44435.58     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ASPEED Technology, Inc.                                  | ASPEED Technology, Inc.                                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | TW        |        3453 | NS      | $324845.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| BPER Banca SpA                                           | BPER Banca SpA                                                           | CUSIP: N/A<br>LEI: N747OI7JINV7RUUH6190       | Long             | EC               | CORP              | IT        |        8749 | NS      | $71060.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Carnival Corp.                                           | Carnival Corp.                                                           | CUSIP: 143658300<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | EC               | CORP              | PA        |       37661 | NS      | $690702.74    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Trinity Industries, Inc.                                 | Trinity Industries, Inc.                                                 | CUSIP: 896522AJ8<br>LEI: R1JB4KXN77XFCXOQKV49 | Long             | DBT              | CORP              | US        |     2506000 | PA      | $2583939.81   | 0.09%             | 2028-07-15      | Fixed         | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Rentokil Initial plc                                     | Rentokil Initial plc                                                     | CUSIP: N/A<br>LEI: 549300VN4WV7Z6T14K68       | Long             | EC               | CORP              | GB        |       22195 | NS      | $101681.73    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Alnylam Pharmaceuticals, Inc.                            | Alnylam Pharmaceuticals, Inc.                                            | CUSIP: 02043Q107<br>LEI: 529900S3ZI14OWRJII50 | Long             | EC               | CORP              | US        |        4762 | NS      | $1253548.88   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines, Inc.                                  | American Airlines, Inc.                                                  | CUSIP: 00253XAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1046192 | PA      | $1039218.91   | 0.04%             | 2026-04-20      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Investment AB Latour                                     | Investment AB Latour, Class B                                            | CUSIP: N/A<br>LEI: 5493006GFBLNB3Y0Y789       | Long             | EC               | CORP              | SE        |        1302 | NS      | $35136.62     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| REC Ltd.                                                 | REC Ltd.                                                                 | CUSIP: N/A<br>LEI: 335800B4YRYWAMIJZ374       | Long             | EC               | CORP              | IN        |       51514 | NS      | $257138.22    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| DBS Group Holdings Ltd.                                  | DBS Group Holdings Ltd.                                                  | CUSIP: N/A<br>LEI: 5493007FKT78NKPM5V55       | Long             | EC               | CORP              | SG        |      261470 | NS      | $8494954.68   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Kuehne + Nagel International AG                          | Kuehne + Nagel International AG (Registered)                             | CUSIP: N/A<br>LEI: 529900Q0YED3805QXQ66       | Long             | EC               | CORP              | CH        |         425 | NS      | $97876.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Al Rajhi Bank                                            | Al Rajhi Bank                                                            | CUSIP: N/A<br>LEI: 558600BQZS4Y1DTU8589       | Long             | EC               | CORP              | SA        |      109840 | NS      | $2853419.67   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Midcap Financial Issuer Trust                            | Midcap Financial Issuer Trust                                            | CUSIP: 59567LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1661000 | PA      | $1585639.10   | 0.06%             | 2028-05-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Hang Seng Bank Ltd.                                      | Hang Seng Bank Ltd.                                                      | CUSIP: N/A<br>LEI: 5493009Z5F07LWZYMK62       | Long             | EC               | CORP              | HK        |        6600 | NS      | $92128.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Viking Cruises Ltd.                                      | Viking Cruises Ltd.                                                      | CUSIP: 92676XAF4<br>LEI: 549300IJP90T4MV2GL84 | Long             | DBT              | CORP              | BM        |     2421000 | PA      | $2429699.33   | 0.09%             | 2029-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $96.08        | 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        |        6031 | NS      | $389280.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Canon, Inc.                                              | Canon, Inc.                                                              | CUSIP: N/A<br>LEI: 529900JH1GSC035SSP77       | Long             | EC               | CORP              | JP        |        8200 | NS      | $253049.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kikkoman Corp.                                           | Kikkoman Corp.                                                           | CUSIP: N/A<br>LEI: 529900T9K5UH9HXOND47       | Long             | EC               | CORP              | JP        |        6000 | NS      | $58735.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Avolta AG                                                | Avolta AG                                                                | CUSIP: N/A<br>LEI: 549300X53WDBVW7TIF57       | Long             | EC               | CORP              | CH        |         773 | NS      | $35223.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ITOCHU Corp.                                             | ITOCHU Corp.                                                             | CUSIP: N/A<br>LEI: J48DJYXDTLHM30UMYI18       | Long             | EC               | CORP              | JP        |       53800 | NS      | $2751490.20   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper, Inc.                                   | Keurig Dr Pepper, Inc.                                                   | CUSIP: 49271V100<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | EC               | CORP              | US        |       20614 | NS      | $713038.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Bayerische Motoren Werke AG                              | Bayerische Motoren Werke AG (Preference)                                 | CUSIP: N/A<br>LEI: YEH5ZCD6E441RHVHD759       | Long             | EC               | CORP              | DE        |         492 | NS      | $39702.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-7024.15     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingspan Group plc                                       | Kingspan Group plc                                                       | CUSIP: N/A<br>LEI: 635400HM7V74SUB9OG75       | Long             | EC               | CORP              | IE        |       13876 | NS      | $1170918.60   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| NetEase, Inc.                                            | NetEase, Inc.                                                            | CUSIP: N/A<br>LEI: 5299004AF4DSJDB0PA32       | Long             | EC               | CORP              | KY        |       68500 | NS      | $1472500.06   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Bajaj Auto Ltd.                                          | Bajaj Auto Ltd.                                                          | CUSIP: N/A<br>LEI: 335800DLAO5NCNN8G863       | Long             | EC               | CORP              | IN        |        4058 | NS      | $385538.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Sweden                                        | Kingdom of Sweden                                                        | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |     1985000 | PA      | $198612.95    | 0.01%             | 2028-05-12      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                      | Intesa Sanpaolo SpA                                                      | CUSIP: N/A<br>LEI: 2W8N8UU78PMDQKZENC08       | Long             | EC               | CORP              | IT        |      133047 | NS      | $710243.23    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | S&P 500 E-Mini Index                                                     | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         788 | NC      | $-3949805.94  | -0.15%            |  |  |  | No            |                  1 | On Loan: No      |
| Arch Capital Group Ltd.                                  | Arch Capital Group Ltd.                                                  | CUSIP: N/A<br>LEI: 549300AYR4P8AFKDCE43       | Long             | EC               | CORP              | BM        |       15655 | NS      | $1419595.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4688.55      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Comcast Corp.                                            | Comcast Corp., Class A                                                   | CUSIP: 20030N101<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | EC               | CORP              | US        |       61379 | NS      | $2099161.80   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Baoshan Iron & Steel Co. Ltd.                            | Baoshan Iron & Steel Co. Ltd., Class A                                   | CUSIP: N/A<br>LEI: 300300PYAP4PEHORZT21       | Long             | EC               | CORP              | CN        |      386300 | NS      | $363079.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| M3, Inc.                                                 | M3, Inc.                                                                 | CUSIP: N/A<br>LEI: 3538001UOKRWIODYM055       | Long             | EC               | CORP              | JP        |        3900 | NS      | $48877.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Insurance Australia Group Ltd.                           | Insurance Australia Group Ltd.                                           | CUSIP: N/A<br>LEI: 549300PFEWKNHRG25N08       | Long             | EC               | CORP              | AU        |       20795 | NS      | $109225.14    | 0.00%             |  |  |  | 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        |      173000 | NS      | $737187.57    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| SIG Group AG                                             | SIG Group AG                                                             | CUSIP: N/A<br>LEI: 5493004Z6P7TSVB1L042       | Long             | EC               | CORP              | CH        |        2689 | NS      | $51870.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Kawasaki Kisen Kaisha Ltd.                               | Kawasaki Kisen Kaisha Ltd.                                               | CUSIP: N/A<br>LEI: 353800FL04R73DS5P870       | Long             | EC               | CORP              | JP        |        3300 | NS      | $45257.25     | 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        |       25648 | NS      | $308161.88    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Xcel Energy, Inc.                                        | Xcel Energy, Inc.                                                        | CUSIP: 98389B100<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | EC               | CORP              | US        |       16793 | NS      | $1187265.10   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan                                                    | Japan Government Bond                                                    | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   528700000 | PA      | $3525443.19   | 0.13%             | 2031-03-20      | Fixed         | 0.10%                 | No            |                  2 | On Loan: No      |
| Hungary                                                  | Hungary Government Bond                                                  | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |  2781150000 | PA      | $7874051.77   | 0.29%             | 2035-10-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Midea Group Co. Ltd.                                     | Midea Group Co. Ltd., Class A                                            | CUSIP: N/A<br>LEI: 3003003TRPHLHZD2IF61       | Long             | EC               | CORP              | CN        |       81100 | NS      | $821544.76    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | Australia 10 Year Bond                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | AU        |        -146 | NC      | $-247227.62   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $41800.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Woodside Energy Group Ltd.                               | Woodside Energy Group Ltd.                                               | CUSIP: N/A<br>LEI: 2549005ZC5RXAOO7FH41       | Long             | EC               | CORP              | AU        |       16693 | NS      | $217595.55    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Regional SAB de CV                                       | Regional SAB de CV                                                       | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |       91583 | NS      | $644006.82    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hugel, Inc.                                              | Hugel, Inc.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |        1762 | NS      | $451500.78    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| BHP Group Ltd.                                           | BHP Group Ltd.                                                           | CUSIP: N/A<br>LEI: WZE1WSENV6JSZFK0JC28       | Long             | EC               | CORP              | AU        |       44609 | NS      | $1063195.36   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Corp.                                             | Otsuka Corp.                                                             | CUSIP: N/A<br>LEI: 529900RG9DJ58J3UIE72       | Long             | EC               | CORP              | JP        |        2000 | NS      | $44358.13     | 0.00%             |  |  |  | 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        |       32800 | NS      | $782516.60    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Nippon Steel Corp.                                       | Nippon Steel Corp.                                                       | CUSIP: N/A<br>LEI: 35380065QWQ4U2V3PA33       | Long             | EC               | CORP              | JP        |        8500 | NS      | $178905.55    | 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        |        8300 | NS      | $63235.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| US Acute Care Solutions LLC                              | US Acute Care Solutions LLC                                              | CUSIP: 90367UAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2919000 | PA      | $2963313.34   | 0.11%             | 2029-05-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Avantor Funding, Inc.                                    | Avantor Funding, Inc.                                                    | CUSIP: 05352TAB5<br>LEI: 5493003VM0XB4U8YD238 | Long             | DBT              | CORP              | US        |     1903000 | PA      | $1756831.52   | 0.06%             | 2029-11-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Kansai Electric Power Co., Inc. (The)                    | Kansai Electric Power Co., Inc. (The)                                    | CUSIP: N/A<br>LEI: 353800PFUKP5ONPJNZ86       | Long             | EC               | CORP              | JP        |        8300 | NS      | $102259.62    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Angi, Inc.                                               | Angi, Inc.                                                               | CUSIP: 00183L201<br>LEI: 5493003ENY577E6SZL06 | Long             | EC               | CORP              | US        |        4001 | NS      | $45851.46     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| MediaTek, Inc.                                           | MediaTek, Inc.                                                           | CUSIP: N/A<br>LEI: 254900UEGBK1I4DM4E14       | Long             | EC               | CORP              | TW        |        7349 | NS      | $312281.81    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunoco LP                                                | Sunoco LP                                                                | CUSIP: 86765KAB5<br>LEI: 54930001NJU8E40NQ561 | Long             | DBT              | CORP              | US        |      256000 | PA      | $263209.73    | 0.01%             | 2029-05-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Cooper Cos., Inc. (The)                                  | Cooper Cos., Inc. (The)                                                  | CUSIP: 216648501<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |       12948 | NS      | $1057463.16   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hong Kong Exchanges & Clearing Ltd.                      | Hong Kong Exchanges & Clearing Ltd.                                      | CUSIP: N/A<br>LEI: 213800YTVSXYQN17BW16       | Long             | EC               | CORP              | HK        |      178100 | NS      | $7781135.19   | 0.29%             |  |  |  | No            |                  2 | On Loan: No      |
| Gen Digital, Inc.                                        | Gen Digital, Inc.                                                        | CUSIP: 668771AK4<br>LEI: YF6ZV0M6AU4FY94MK914 | Long             | DBT              | CORP              | US        |     2953000 | PA      | $3001411.48   | 0.11%             | 2027-09-30      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Credicorp Ltd.                                           | Credicorp Ltd.                                                           | CUSIP: N/A<br>LEI: 529900UYAEYQCQ2BKB17       | Long             | EC               | CORP              | BM        |         490 | NS      | $99073.10     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $38279.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CHL Mortgage Pass-Through Trust                          | CHL Mortgage Pass-Through Trust, Series 2007-10, Class A4                | CUSIP: 12545CAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |           1 | PA      | $0.49         | 0.00%             | 2037-07-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kingdom of Spain                                         | Bonos and Obligaciones del Estado                                        | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      695000 | PA      | $756194.97    | 0.03%             | 2033-07-30      | Fixed         | 2.35%                 | Yes           |                  2 | On Loan: No      |
| United Utilities Group plc                               | United Utilities Group plc                                               | CUSIP: N/A<br>LEI: 2138002IEYQAOC88ZJ59       | Long             | EC               | CORP              | GB        |        5995 | NS      | $90130.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| James Hardie Industries plc                              | James Hardie Industries plc                                              | CUSIP: N/A<br>LEI: 635400NSGXKTVOO7JU45       | Long             | EC               | CORP              | IE        |        3779 | NS      | $88701.47     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| STMicroelectronics NV                                    | STMicroelectronics NV                                                    | CUSIP: N/A<br>LEI: 213800Z8NOHIKRI42W10       | Long             | EC               | CORP              | NL        |        5953 | NS      | $135330.14    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nintendo Co. Ltd.                                        | Nintendo Co. Ltd.                                                        | CUSIP: N/A<br>LEI: 353800FEEXU6I9M0ZF27       | Long             | EC               | CORP              | JP        |        9700 | NS      | $805294.08    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Ulta Beauty, Inc.                                        | Ulta Beauty, Inc.                                                        | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |         734 | NS      | $290399.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Cardinal Health, Inc.                                    | Cardinal Health, Inc.                                                    | CUSIP: 14149Y108<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | EC               | CORP              | US        |       15031 | NS      | $2123729.99   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Service Enterprise Group, Inc.                    | Public Service Enterprise Group, Inc.                                    | CUSIP: 744573106<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | EC               | CORP              | US        |        2825 | NS      | $225802.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Clarios Global LP                                        | Clarios Global LP                                                        | CUSIP: 18060TAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | CA        |      180000 | PA      | $183114.00    | 0.01%             | 2030-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium                                       | Kingdom of Belgium                                                       | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      575000 | PA      | $664695.32    | 0.02%             | 2045-06-22      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Eagle Materials, Inc.                                    | Eagle Materials, Inc.                                                    | CUSIP: 26969P108<br>LEI: 529900KRXRGXL61SG039 | Long             | EC               | CORP              | US        |        3900 | NS      | $882921.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Herc Holdings, Inc.                                      | Herc Holdings, Inc.                                                      | CUSIP: 42704LAA2<br>LEI: 549300TP80QLITMSBP82 | Long             | DBT              | CORP              | US        |     2848000 | PA      | $2816066.52   | 0.10%             | 2027-07-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| SAP SE                                                   | SAP SE                                                                   | CUSIP: N/A<br>LEI: 529900D6BF99LW9R2E68       | Long             | EC               | CORP              | DE        |        9181 | NS      | $2686256.30   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| CK Hutchison Holdings Ltd.                               | CK Hutchison Holdings Ltd.                                               | CUSIP: N/A<br>LEI: 254900Z8HM1VEPOQ2G79       | Long             | EC               | CORP              | KY        |       15888 | NS      | $89593.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Expedia Group, Inc.                                      | Expedia Group, Inc.                                                      | CUSIP: 30212P303<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2142 | NS      | $336144.06    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Blackstone, Inc.                                         | Blackstone, Inc.                                                         | CUSIP: 09260D107<br>LEI: 5299004LW4QWGZUB8Y96 | Long             | EC               | CORP              | US        |       15797 | NS      | $2080622.87   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| CoreLogic, Inc.                                          | CoreLogic, Inc.                                                          | CUSIP: 21871DAD5<br>LEI: 54930086CD8K2UIL0516 | Long             | DBT              | CORP              | US        |     2888000 | PA      | $2732961.47   | 0.10%             | 2028-05-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Diageo plc                                               | Diageo plc                                                               | CUSIP: N/A<br>LEI: 213800ZVIELEA55JMJ32       | Long             | EC               | CORP              | GB        |       79602 | NS      | $2235255.52   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Gap, Inc. (The)                                          | Gap, Inc. (The)                                                          | CUSIP: 364760AP3<br>LEI: T2ZG1WRWZ4BUCMQL9224 | Long             | DBT              | CORP              | US        |     2923000 | PA      | $2642795.67   | 0.10%             | 2029-10-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Netflix, Inc.                                            | Netflix, Inc.                                                            | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |        3849 | NS      | $4355990.28   | 0.16%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1852.64      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Thailand                                      | Kingdom of Thailand                                                      | CUSIP: N/A<br>LEI: 254900PHJ6MSKT6C7026       | Long             | DBT              | NUSS              | TH        |   165350000 | PA      | $5317137.25   | 0.20%             | 2034-06-17      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Monday.com Ltd.                                          | Monday.com Ltd.                                                          | CUSIP: N/A<br>LEI: 984500MDAFVD86E3B328       | Long             | EC               | CORP              | IL        |         329 | NS      | $92445.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $18076.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hoshizaki Corp.                                          | Hoshizaki Corp.                                                          | CUSIP: N/A<br>LEI: 5299001QAMLGU3SRBG20       | Long             | EC               | CORP              | JP        |        1000 | NS      | $42516.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co.                                 | Arthur J Gallagher & Co.                                                 | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |        6585 | NS      | $2111743.65   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Chubu Electric Power Co., Inc.                           | Chubu Electric Power Co., Inc.                                           | CUSIP: N/A<br>LEI: 529900A76GOP0PGNHT63       | Long             | EC               | CORP              | JP        |        5700 | NS      | $74016.33     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NEC Corp.                                                | NEC Corp.                                                                | CUSIP: N/A<br>LEI: 5493000QYMPFRTEY4K28       | Long             | EC               | CORP              | JP        |       11000 | NS      | $267771.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| US Bancorp                                               | US Bancorp                                                               | CUSIP: 902973304<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | EC               | CORP              | US        |       59350 | NS      | $2394179.00   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Dassault Systemes SE                                     | Dassault Systemes SE                                                     | CUSIP: N/A<br>LEI: 96950065LBWY0APQIM86       | Long             | EC               | CORP              | FR        |        5884 | NS      | $220509.52    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| PDD Holdings, Inc.                                       | PDD Holdings, Inc.                                                       | CUSIP: 722304102<br>LEI: 5493000573DS7005T657 | Long             | EC               | CORP              | KY        |       10891 | NS      | $1149762.87   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympus Corp.                                            | Olympus Corp.                                                            | CUSIP: N/A<br>LEI: 5299000Y52IFDI1I2A21       | Long             | EC               | CORP              | JP        |        9800 | NS      | $128409.38    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Rocket Mortgage LLC                                      | Rocket Mortgage LLC                                                      | CUSIP: 74841CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      550000 | PA      | $511504.75    | 0.02%             | 2029-03-01      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-1918.74     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| ADT Security Corp. (The)                                 | ADT Security Corp. (The)                                                 | CUSIP: 00109LAA1<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |     3125000 | PA      | $2948829.75   | 0.11%             | 2029-08-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Axalta Coating Systems LLC                               | Axalta Coating Systems LLC                                               | CUSIP: 05454NAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3087000 | PA      | $3047957.57   | 0.11%             | 2027-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Canada                                                   | Canada Government Bond                                                   | CUSIP: 135087F82<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      575000 | PA      | $404852.39    | 0.01%             | 2027-06-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                    | Dominion Energy, Inc.                                                    | CUSIP: 25746UCE7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |      100000 | PA      | $99718.85     | 0.00%             | 2025-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co.                                        | Wells Fargo & Co.                                                        | CUSIP: 949746101<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | EC               | CORP              | US        |      162491 | NS      | $11538485.91  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Sabre GLBL, Inc.                                         | Sabre GLBL, Inc.                                                         | CUSIP: 78573NAJ1<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |     2179000 | PA      | $2086392.50   | 0.08%             | 2027-06-01      | Fixed         | 8.62%                 | Yes           |                  2 | On Loan: —       |
| N/A                                                      | U.S. Treasury 10 Year Ultra Note                                         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -311 | NC      | $496487.53    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| JFE Holdings, Inc.                                       | JFE Holdings, Inc.                                                       | CUSIP: N/A<br>LEI: 3538002Y11Y03NA9B530       | Long             | EC               | CORP              | JP        |        5100 | NS      | $59394.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Energizer Holdings, Inc.                                 | Energizer Holdings, Inc.                                                 | CUSIP: 29272WAC3<br>LEI: 5493000D6NN0V57UME20 | Long             | DBT              | CORP              | US        |     2221000 | PA      | $2139864.43   | 0.08%             | 2028-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Medline Borrower LP                                      | Medline Borrower LP                                                      | CUSIP: 58506DAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3723000 | PA      | $3751492.12   | 0.14%             | 2029-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Lufthansa AG                                    | Deutsche Lufthansa AG (Registered)                                       | CUSIP: N/A<br>LEI: 529900PH63HYJ86ASW55       | Long             | EC               | CORP              | DE        |        5275 | NS      | $37904.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| LY Corp.                                                 | LY Corp.                                                                 | CUSIP: N/A<br>LEI: 52990078MD2OL792YM35       | Long             | EC               | CORP              | JP        |       25200 | NS      | $95306.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP                     | Ladder Capital Finance Holdings LLLP                                     | CUSIP: 505742AP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      432000 | PA      | $413516.79    | 0.02%             | 2029-06-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Taisei Corp.                                             | Taisei Corp.                                                             | CUSIP: N/A<br>LEI: 529900TF7XJKIOWMLQ79       | Long             | EC               | CORP              | JP        |        1400 | NS      | $75910.81     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of the Netherlands                               | Kingdom of Netherlands                                                   | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |       10000 | PA      | $12674.78     | 0.00%             | 2037-01-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| ZTO Express Cayman, Inc.                                 | ZTO Express Cayman, Inc.                                                 | CUSIP: N/A<br>LEI: 549300SCJPK3YZJTJR78       | Long             | EC               | CORP              | KY        |       19750 | NS      | $367821.65    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Park Intermediate Holdings LLC                           | Park Intermediate Holdings LLC                                           | CUSIP: 70052LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      960000 | PA      | $936825.60    | 0.03%             | 2028-10-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Talanx AG                                                | Talanx AG                                                                | CUSIP: N/A<br>LEI: 5299006ZIILJ6VJVSJ32       | Long             | EC               | CORP              | DE        |         568 | NS      | $65188.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Entergy Corp.                                            | Entergy Corp.                                                            | CUSIP: 29364GAM5<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |       97000 | PA      | $95621.44     | 0.00%             | 2025-09-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland     | United Kingdom of Great Britain and Northern Ireland                     | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      716000 | PA      | $608672.45    | 0.02%             | 2039-01-31      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Belgium                                       | Kingdom of Belgium                                                       | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      610000 | PA      | $685188.17    | 0.03%             | 2034-10-22      | Fixed         | 2.85%                 | Yes           |                  2 | On Loan: No      |
| Xerox Holdings Corp.                                     | Xerox Holdings Corp.                                                     | CUSIP: 98421MAA4<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |      213000 | PA      | $211432.00    | 0.01%             | 2025-08-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Grupo Aeroportuario del Sureste SAB de CV                | Grupo Aeroportuario del Sureste SAB de CV                                | CUSIP: 40051E202<br>LEI: 5299001W7JIDXCUOUC82 | Long             | EC               | CORP              | MX        |        2416 | NS      | $764760.64    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Canada                                                   | Canada Government Bond                                                   | CUSIP: 135087YQ1<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |       40000 | PA      | $31577.83     | 0.00%             | 2041-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                      | U.S. Treasury 10 Year Note                                               | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         398 | NC      | $1022148.38   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Godrej Consumer Products Ltd.                            | Godrej Consumer Products Ltd.                                            | CUSIP: N/A<br>LEI: 335800P4GUWLGZFK2D63       | Long             | EC               | CORP              | IN        |       41684 | NS      | $621689.47    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| WPP plc                                                  | WPP plc                                                                  | CUSIP: N/A<br>LEI: 549300LSGBXPYHXGDT93       | Long             | EC               | CORP              | JE        |        9485 | NS      | $73532.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                  | Mercedes-Benz Finance North America LLC                                  | CUSIP: 58769JAZ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |      250000 | PA      | $251642.54    | 0.01%             | 2027-11-15      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| WR Berkley Corp.                                         | WR Berkley Corp.                                                         | CUSIP: 084423102<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | EC               | CORP              | US        |        5715 | NS      | $409708.35    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cisco Systems, Inc.                                      | Cisco Systems, Inc.                                                      | CUSIP: 17275R102<br>LEI: 549300LKFJ962MZ46593 | Long             | EC               | CORP              | US        |        3257 | NS      | $188026.61    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi UFJ Financial Group, Inc.                     | Mitsubishi UFJ Financial Group, Inc.                                     | CUSIP: N/A<br>LEI: 353800V2V8PUY9TK3E06       | Long             | EC               | CORP              | JP        |      216200 | NS      | $2723931.67   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan                                                    | Japan Government Bond                                                    | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   455000000 | PA      | $2549342.92   | 0.09%             | 2039-12-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| Penske Truck Leasing Co. LP                              | Penske Truck Leasing Co. LP                                              | CUSIP: 709599BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $195956.30    | 0.01%             | 2025-11-15      | Fixed         | 1.20%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3851.45     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| OTP Bank Nyrt.                                           | OTP Bank Nyrt.                                                           | CUSIP: N/A<br>LEI: 529900W3MOO00A18X956       | Long             | EC               | CORP              | HU        |       12405 | NS      | $916333.41    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| EQT Corp.                                                | EQT Corp.                                                                | CUSIP: 26884LBG3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     1689000 | PA      | $1714752.93   | 0.06%             | 2027-06-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| Starbucks Corp.                                          | Starbucks Corp.                                                          | CUSIP: 855244109<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | EC               | CORP              | US        |       11595 | NS      | $928179.75    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Heavy Industries Ltd.                         | Mitsubishi Heavy Industries Ltd.                                         | CUSIP: N/A<br>LEI: 353800TJ98PCAZROVE69       | Long             | EC               | CORP              | JP        |       28200 | NS      | $555902.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Stellantis NV                                            | Stellantis NV                                                            | CUSIP: N/A<br>LEI: 549300LKT9PW7ZIBDF31       | Long             | EC               | CORP              | NL        |       17823 | NS      | $165850.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Generali                                                 | Generali                                                                 | CUSIP: N/A<br>LEI: 549300X5UKJVE386ZB61       | Long             | EC               | CORP              | IT        |        8279 | NS      | $302578.63    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Chile                                        | Republic of Chile                                                        | CUSIP: N/A<br>LEI: 549300FLZTJM5YJF8D34       | Long             | DBT              | NUSS              | CL        |      483000 | PA      | $556468.38    | 0.02%             | 2032-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Wartsila OYJ Abp                                         | Wartsila OYJ Abp                                                         | CUSIP: N/A<br>LEI: 743700G7A9J1PHM3X223       | Long             | EC               | CORP              | FI        |        4422 | NS      | $81702.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sekisui Chemical Co. Ltd.                                | Sekisui Chemical Co. Ltd.                                                | CUSIP: N/A<br>LEI: 529900KQIVT7NWFNMI70       | Long             | EC               | CORP              | JP        |        3300 | NS      | $57663.98     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Edison International                                     | Edison International                                                     | CUSIP: 281020AX5<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     1548000 | PA      | $1473917.74   | 0.05%             | 2053-06-15      | Variable      | 8.12%                 | No            |                  2 | On Loan: —       |
| PepsiCo, Inc.                                            | PepsiCo, Inc.                                                            | CUSIP: 713448108<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | EC               | CORP              | US        |        2891 | NS      | $391961.78    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Bandai Namco Holdings, Inc.                              | Bandai Namco Holdings, Inc.                                              | CUSIP: N/A<br>LEI: 3538008EFEM34VRJDQ95       | Long             | EC               | CORP              | JP        |        5200 | NS      | $180713.25    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| RLJ Lodging Trust LP                                     | RLJ Lodging Trust LP                                                     | CUSIP: 74965LAA9<br>LEI: 549300RX5I8Z6I6LDZ74 | Long             | DBT              | CORP              | US        |     3072000 | PA      | $3011922.12   | 0.11%             | 2026-07-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Spain                                         | Bonos and Obligaciones del Estado                                        | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      637000 | PA      | $478983.22    | 0.02%             | 2042-07-30      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Epiroc AB                                                | Epiroc AB, Class B                                                       | CUSIP: N/A<br>LEI: 5493004Q73OEYW1SPE91       | Long             | EC               | CORP              | SE        |        3429 | NS      | $67248.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                      | Fifth Third Bancorp                                                      | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |       22603 | NS      | $812351.82    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Asics Corp.                                              | Asics Corp.                                                              | CUSIP: N/A<br>LEI: 3538002LJMRZ83SU0B85       | Long             | EC               | CORP              | JP        |        5700 | NS      | $122516.10    | 0.00%             |  |  |  | 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        |       19500 | NS      | $287052.12    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Iron Mountain, Inc.                                      | Iron Mountain, Inc.                                                      | CUSIP: 46284VAP6<br>LEI: SQL3F6CKNNBM3SQGHX24 | Long             | DBT              | CORP              | US        |     2245000 | PA      | $2305848.48   | 0.08%             | 2029-02-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| H&E Equipment Services, Inc.                             | H&E Equipment Services, Inc.                                             | CUSIP: 404030AJ7<br>LEI: 254900KVLRCDMQRYY541 | Long             | DBT              | CORP              | US        |      278000 | PA      | $276821.39    | 0.01%             | 2028-12-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Galderma Group AG                                        | Galderma Group AG                                                        | CUSIP: N/A<br>LEI: 89450001OK6O8ELQ4584       | Long             | EC               | CORP              | CH        |         837 | NS      | $97213.95     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ping An Insurance Group Co. of China Ltd.                | Ping An Insurance Group Co. of China Ltd., Class H                       | CUSIP: N/A<br>LEI: 529900M9MC28JLN35U89       | Long             | EC               | CORP              | CN        |      177000 | NS      | $1059351.52   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Barry Callebaut AG                                       | Barry Callebaut AG (Registered)                                          | CUSIP: N/A<br>LEI: 213800Y5RWKLDPUTT265       | Long             | EC               | CORP              | CH        |          31 | NS      | $27791.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ono Pharmaceutical Co. Ltd.                              | Ono Pharmaceutical Co. Ltd.                                              | CUSIP: N/A<br>LEI: 529900G26L4NG4GFJZ86       | Long             | EC               | CORP              | JP        |        3300 | NS      | $37986.07     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-36192.56    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Casey's General Stores, Inc.                             | Casey's General Stores, Inc.                                             | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Long             | EC               | CORP              | US        |        1997 | NS      | $923792.23    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Chemical Group Corp.                          | Mitsubishi Chemical Group Corp.                                          | CUSIP: N/A<br>LEI: 353800YNKX4RQUGAR072       | Long             | EC               | CORP              | JP        |       11900 | NS      | $57852.55     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank Hapoalim BM                                         | Bank Hapoalim BM                                                         | CUSIP: N/A<br>LEI: B6ARUI4946ST4S7WOU88       | Long             | EC               | CORP              | IL        |       11077 | NS      | $162484.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Primo Water Holdings, Inc.                               | Primo Water Holdings, Inc.                                               | CUSIP: 74168RAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      155000 | PA      | $147066.20    | 0.01%             | 2029-04-30      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Daimler Truck Holding AG                                 | Daimler Truck Holding AG                                                 | CUSIP: N/A<br>LEI: 529900PW78JIYOUBSR24       | Long             | EC               | CORP              | DE        |        4177 | NS      | $167817.23    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Cognizant Technology Solutions Corp.                     | Cognizant Technology Solutions Corp., Class A                            | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Long             | EC               | CORP              | US        |       14586 | NS      | $1073092.02   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Cochlear Ltd.                                            | Cochlear Ltd.                                                            | CUSIP: N/A<br>LEI: 5493001OLLWY8KV5UC08       | Long             | EC               | CORP              | AU        |         575 | NS      | $100700.09    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Swatch Group AG (The)                                    | Swatch Group AG (The)                                                    | CUSIP: N/A<br>LEI: 529900NTES2LEON1JZ55       | Long             | EC               | CORP              | CH        |         254 | NS      | $44079.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Canada                                                   | Canada Government Bond                                                   | CUSIP: 135087H72<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |       40000 | PA      | $21788.19     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| WPC Eurobond BV                                          | WPC Eurobond BV                                                          | CUSIP: N/A<br>LEI: 5493005XDMOLBARL5M14       | Long             | DBT              | CORP              | NL        |     2350000 | PA      | $2543436.87   | 0.09%             | 2028-04-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| OneMain Finance Corp.                                    | OneMain Finance Corp.                                                    | CUSIP: 682695AA9<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |      351000 | PA      | $365450.22    | 0.01%             | 2029-01-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Canada                                                   | Canada Government Bond                                                   | CUSIP: 135087H72<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |     1682000 | PA      | $916193.43    | 0.03%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Acciona SA                                               | Acciona SA                                                               | CUSIP: N/A<br>LEI: 54930002KP75TLLLNO21       | Long             | EC               | CORP              | ES        |         214 | NS      | $31184.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $1612.44      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Biocon Ltd.                                              | Biocon Ltd.                                                              | CUSIP: N/A<br>LEI: 335800NK3L7QCHLOC198       | Long             | EC               | CORP              | IN        |      124465 | NS      | $474297.94    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nuvoton Technology Corp.                                 | Nuvoton Technology Corp.                                                 | CUSIP: N/A<br>LEI: 25490081WZAX02O6MB63       | Long             | EC               | CORP              | TW        |      130000 | NS      | $279371.82    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mitsubishi Corp.                                         | Mitsubishi Corp.                                                         | CUSIP: N/A<br>LEI: KVIPTY4PULAPGC1VVD26       | Long             | EC               | CORP              | JP        |       30100 | NS      | $571496.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                          | TransDigm, Inc.                                                          | CUSIP: 893647BP1<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     3677000 | PA      | $3536655.79   | 0.13%             | 2029-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $11555.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Stockland                                                | Stockland                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       20987 | NS      | $73753.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Belgium                                       | Kingdom of Belgium                                                       | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      995000 | PA      | $959054.72    | 0.04%             | 2038-06-22      | Fixed         | 1.90%                 | Yes           |                  2 | On Loan: No      |
| Erste Group Bank AG                                      | Erste Group Bank AG                                                      | CUSIP: N/A<br>LEI: PQOH26KWDF7CG10L6792       | Long             | EC               | CORP              | AT        |        2707 | NS      | $183322.48    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NTT Data Group Corp.                                     | NTT Data Group Corp.                                                     | CUSIP: N/A<br>LEI: 353800SZGJGSLJRRWB43       | Long             | EC               | CORP              | JP        |        5500 | NS      | $109232.19    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NMG Parent LLC                                           | NMG Parent LLC, Escrow                                                   | CUSIP: 629ESC039<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        1069 | NS      | $27473.30     | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| United States of America                                 | U.S. Treasury Notes                                                      | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     3100000 | PA      | $3125429.67   | 0.11%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-56722.36    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Belgium                                       | Kingdom of Belgium                                                       | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      187000 | PA      | $139093.33    | 0.01%             | 2066-06-22      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| JB Hunt Transport Services, Inc.                         | JB Hunt Transport Services, Inc.                                         | CUSIP: 445658107<br>LEI: 549300XCD1MPI1C5GK90 | Long             | EC               | CORP              | US        |       10232 | NS      | $1336094.56   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Berkshire Hathaway, Inc.                                 | Berkshire Hathaway, Inc., Class B                                        | CUSIP: 084670702<br>LEI: 5493000C01ZX7D35SD85 | Long             | EC               | CORP              | US        |        9732 | NS      | $5189589.00   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| Globant SA                                               | Globant SA                                                               | CUSIP: N/A<br>LEI: 2221008DCMSPYS42DS88       | Long             | EC               | CORP              | LU        |        2799 | NS      | $329078.43    | 0.01%             |  |  |  | No            |                  1 | 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        |        2325 | NS      | $613399.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Motor Acceptance Co. LLC                          | Nissan Motor Acceptance Co. LLC                                          | CUSIP: 654740BS7<br>LEI: 7D6DIU2QXTUJRFNNJA49 | Long             | DBT              | CORP              | US        |     2704000 | PA      | $2598765.57   | 0.10%             | 2026-03-09      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Telecom Italia SpA                                       | Telecom Italia SpA                                                       | CUSIP: N/A<br>LEI: 549300W384M3RI3VXU42       | Long             | EC               | CORP              | IT        |       86384 | NS      | $34211.08     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Haleon plc                                               | Haleon plc                                                               | CUSIP: N/A<br>LEI: 549300PSB3WWEODCUP19       | Long             | EC               | CORP              | GB        |       79594 | NS      | $400506.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley                                           | Morgan Stanley                                                           | CUSIP: 617446448<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | EC               | CORP              | US        |        3930 | NS      | $453600.60    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Nomura Holdings, Inc.                                    | Nomura Holdings, Inc.                                                    | CUSIP: N/A<br>LEI: 549300B3CEAHYG7K8164       | Long             | EC               | CORP              | JP        |       26400 | NS      | $147142.10    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Unilever plc                                             | Unilever plc                                                             | CUSIP: N/A<br>LEI: 549300MKFYEKVRWML317       | Long             | EC               | CORP              | GB        |       21786 | NS      | $1387112.22   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Engie SA                                                 | Engie SA                                                                 | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | DBT              | CORP              | FR        |     2200000 | PA      | $2550240.20   | 0.09%             | 2031-03-06      | Fixed         | 3.62%                 | Yes           |                  2 | On Loan: No      |
| Alternative Loan Trust                                   | Alternative Loan Trust, Series 2005-28CB, Class 2A6                      | CUSIP: 12667GXF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2035-08-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Corpay, Inc.                                             | Corpay, Inc.                                                             | CUSIP: 219948106<br>LEI: 549300DG6RR0NQSFLN74 | Long             | EC               | CORP              | US        |        9149 | NS      | $2976810.13   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Ferrovial SE                                             | Ferrovial SE                                                             | CUSIP: N/A<br>LEI: 72450022R2ZFL41Y6I04       | Long             | EC               | CORP              | NL        |        4169 | NS      | $203374.14    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Quanta Services, Inc.                                    | Quanta Services, Inc.                                                    | CUSIP: 74762E102<br>LEI: SHVRXXEACT60MMH07S24 | Long             | EC               | CORP              | US        |        7110 | NS      | $2081025.90   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Global-e Online Ltd.                                     | Global-e Online Ltd.                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | IL        |         881 | NS      | $31636.71     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Somnigroup International, Inc.                           | Somnigroup International, Inc.                                           | CUSIP: 88023UAH4<br>LEI: 549300HFEKVR3US71V91 | Long             | DBT              | CORP              | US        |     3015000 | PA      | $2799177.86   | 0.10%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Securitas AB                                             | Securitas AB, Class B                                                    | CUSIP: N/A<br>LEI: 635400TTYKE8EIWDS617       | Long             | EC               | CORP              | SE        |        4324 | NS      | $68521.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | Euro-Buxl 30 Year Bond                                                   | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -120 | NC      | $-492859.50   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| ANGI Group LLC                                           | ANGI Group LLC                                                           | CUSIP: 001846AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1833000 | PA      | $1670573.29   | 0.06%             | 2028-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Central Japan Railway Co.                                | Central Japan Railway Co.                                                | CUSIP: N/A<br>LEI: 353800YAR3OVUITHTG64       | Long             | EC               | CORP              | JP        |        6800 | NS      | $143098.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $12956.63     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Axalta Coating Systems Ltd.                              | Axalta Coating Systems Ltd.                                              | CUSIP: N/A<br>LEI: 529900AGLPA40GV6H619       | Long             | EC               | CORP              | BM        |       43480 | NS      | $1413100.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Cleveland-Cliffs, Inc.                                   | Cleveland-Cliffs, Inc.                                                   | CUSIP: 185899AH4<br>LEI: 549300TM2WLI2BJMDD86 | Long             | DBT              | CORP              | US        |      559000 | PA      | $551486.54    | 0.02%             | 2027-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Vonovia SE                                               | Vonovia SE                                                               | CUSIP: N/A<br>LEI: 5299005A2ZEP6AP7KM81       | Long             | EC               | CORP              | DE        |        6511 | NS      | $215970.43    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Norsk Hydro ASA                                          | Norsk Hydro ASA                                                          | CUSIP: N/A<br>LEI: 549300N1SDN71ZZ8BO45       | Long             | EC               | CORP              | NO        |       12364 | NS      | $65583.80     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SBA Communications Corp.                                 | SBA Communications Corp.                                                 | CUSIP: 78410GAG9<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | DBT              | CORP              | US        |     3028000 | PA      | $2805364.48   | 0.10%             | 2029-02-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| KeHE Distributors LLC                                    | KeHE Distributors LLC                                                    | CUSIP: 487526AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3058000 | PA      | $3128337.06   | 0.11%             | 2029-02-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| Banque Cantonale Vaudoise                                | Banque Cantonale Vaudoise (Registered)                                   | CUSIP: N/A<br>LEI: K1MOBB3OPSBBQO554R76       | Long             | EC               | CORP              | CH        |         265 | NS      | $32615.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Ascent Resources Utica Holdings LLC                      | Ascent Resources Utica Holdings LLC                                      | CUSIP: 04364VAR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2405000 | PA      | $2429711.38   | 0.09%             | 2028-12-31      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Concordia Financial Group Ltd.                           | Concordia Financial Group Ltd.                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        9200 | NS      | $59505.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ball Corp.                                               | Ball Corp.                                                               | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | EC               | CORP              | US        |       36974 | NS      | $1920429.56   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Clicks Group Ltd.                                        | Clicks Group Ltd.                                                        | CUSIP: N/A<br>LEI: 378900E967958A677472       | Long             | EC               | CORP              | ZA        |       19982 | NS      | $424975.69    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingdom of the Netherlands                               | Kingdom of Netherlands                                                   | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |       27000 | PA      | $33762.79     | 0.00%             | 2042-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| ICL Group Ltd.                                           | ICL Group Ltd.                                                           | CUSIP: N/A<br>LEI: 529900FQVQD88SHIGM04       | Long             | EC               | CORP              | IL        |        6813 | NS      | $45479.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Holcim AG                                                | Holcim AG                                                                | CUSIP: N/A<br>LEI: 529900EHPFPYHV6IQO98       | Long             | EC               | CORP              | CH        |        4582 | NS      | $512029.26    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nibe Industrier AB                                       | Nibe Industrier AB, Class B                                              | CUSIP: N/A<br>LEI: 549300ZQH0FIF1P0MX67       | Long             | EC               | CORP              | SE        |       13324 | NS      | $56818.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| AGCO Corp.                                               | AGCO Corp.                                                               | CUSIP: 001084102<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | EC               | CORP              | US        |        9229 | NS      | $782896.07    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                      | Euro-Schatz                                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        1138 | NC      | $662512.54    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Ontario Teachers' Finance Trust                          | Ontario Teachers' Finance Trust                                          | CUSIP: 68329AAE8<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |      773000 | PA      | $539546.82    | 0.02%             | 2027-10-19      | Fixed         | 1.10%                 | Yes           |                  2 | On Loan: No      |
| Enbridge, Inc.                                           | Enbridge, Inc.                                                           | CUSIP: 29250NBN4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     1100000 | PA      | $1103157.00   | 0.04%             | 2083-01-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Vertex Pharmaceuticals, Inc.                             | Vertex Pharmaceuticals, Inc.                                             | CUSIP: 92532F100<br>LEI: 54930015RAQRRZ5ZGJ91 | Long             | EC               | CORP              | US        |        9725 | NS      | $4954887.50   | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Building Fund, Inc.                               | Nippon Building Fund, Inc.                                               | CUSIP: N/A<br>LEI: 52990053R8NL2MB32172       | Long             | EC               | CORP              | JP        |          67 | NS      | $62190.02     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $9167.53      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Post Holdings, Inc.                                      | Post Holdings, Inc.                                                      | CUSIP: 737446104<br>LEI: JM1I5YUAURL6DC8N1468 | Long             | EC               | CORP              | US        |        4272 | NS      | $483462.24    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Lowe's Cos., Inc.                                        | Lowe's Cos., Inc.                                                        | CUSIP: 548661107<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | EC               | CORP              | US        |        4360 | NS      | $974721.60    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices, Inc.                                     | Analog Devices, Inc.                                                     | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |       30488 | NS      | $5942720.96   | 0.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingdom of the Netherlands                               | Kingdom of Netherlands                                                   | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |      665000 | PA      | $346900.42    | 0.01%             | 2052-01-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| LEG Immobilien SE                                        | LEG Immobilien SE                                                        | CUSIP: N/A<br>LEI: 391200SO40AKONBO0Z96       | Long             | EC               | CORP              | DE        |         655 | NS      | $55523.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Holmen AB                                                | Holmen AB, Class B                                                       | CUSIP: N/A<br>LEI: 52990080SH3454F0QE68       | Long             | EC               | CORP              | SE        |         661 | NS      | $26135.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SITC International Holdings Co. Ltd.                     | SITC International Holdings Co. Ltd.                                     | CUSIP: N/A<br>LEI: 529900JUV4MOM9CE3V12       | Long             | EC               | CORP              | KY        |       12000 | NS      | $33188.92     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fujikura Ltd.                                            | Fujikura Ltd.                                                            | CUSIP: N/A<br>LEI: 353800PSDZ8VRCKVPL51       | Long             | EC               | CORP              | JP        |        2200 | NS      | $81855.18     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Reece Ltd.                                               | Reece Ltd.                                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |        1960 | NS      | $19765.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Contemporary Amperex Technology Co. Ltd.                 | Contemporary Amperex Technology Co. Ltd., Class A                        | CUSIP: N/A<br>LEI: 300300KINDY1K0E9I032       | Long             | EC               | CORP              | CN        |       12400 | NS      | $396137.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-127.56      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                       | Chemours Co. (The)                                                       | CUSIP: 163851108<br>LEI: 549300M1BOLNXL8DOV14 | Long             | EC               | CORP              | US        |       66622 | NS      | $824780.36    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Schroders plc                                            | Schroders plc                                                            | CUSIP: N/A<br>LEI: 2138001YYBULX5SZ2H24       | Long             | EC               | CORP              | GB        |        6988 | NS      | $30790.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Group Ltd.                                     | Macquarie Group Ltd.                                                     | CUSIP: N/A<br>LEI: ACMHD8HWFMFUIQQ8Y590       | Long             | EC               | CORP              | AU        |        3183 | NS      | $393339.41    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Wesco Aircraft Holdings, Inc.                            | Wesco Aircraft Holdings, Inc.                                            | CUSIP: 97789LAB2<br>LEI: 529900P5VTXZS191P208 | Long             | DBT              | CORP              | US        |      197000 | PA      | $82740.00     | 0.00%             | 2026-11-15      | Fixed         | 9.00%                 | Yes           |                  3 | On Loan: —       |
| Ball Corp.                                               | Ball Corp.                                                               | CUSIP: 058498AY2<br>LEI: 0BGI85ALH27ZJP15DY16 | Long             | DBT              | CORP              | US        |     2455000 | PA      | $2514484.16   | 0.09%             | 2028-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Unibail-Rodamco-Westfield                                | Unibail-Rodamco-Westfield                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | FR        |        1066 | NS      | $90242.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan                                                    | Japan Government Bond                                                    | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   243700000 | PA      | $1363410.99   | 0.05%             | 2041-03-20      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| National Grid plc                                        | National Grid plc                                                        | CUSIP: N/A<br>LEI: 8R95QZMKZLJX5Q2XR704       | Long             | EC               | CORP              | GB        |       43011 | NS      | $620825.23    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Wix.com Ltd.                                             | Wix.com Ltd.                                                             | CUSIP: N/A<br>LEI: 5493008P6N29Q1AG9464       | Long             | EC               | CORP              | IL        |         465 | NS      | $78859.35     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                 | U.S. Treasury Notes                                                      | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      890000 | PA      | $900568.75    | 0.03%             | 2032-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                                         | Roche Holding AG                                                         | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |        6177 | NS      | $2019795.71   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Allianz SE                                               | Allianz SE (Registered)                                                  | CUSIP: N/A<br>LEI: 529900K9B0N5BT694847       | Long             | EC               | CORP              | DE        |        3396 | NS      | $1404506.42   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Italy                                        | Buoni Poliennali del Tesoro                                              | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     4210000 | PA      | $4984007.55   | 0.18%             | 2030-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Edenred SE                                               | Edenred SE                                                               | CUSIP: N/A<br>LEI: 9695006LOD5B2D7Y0N70       | Long             | EC               | CORP              | FR        |        2125 | NS      | $66272.29     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dr Ing hc F Porsche AG                                   | Dr Ing hc F Porsche AG (Preference)                                      | CUSIP: N/A<br>LEI: 529900EWEX125AULXI58       | Long             | EC               | CORP              | DE        |        1001 | NS      | $50321.91     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $327693.44    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Denso Corp.                                              | Denso Corp.                                                              | CUSIP: N/A<br>LEI: 549300RYPA10CQM3QK38       | Long             | EC               | CORP              | JP        |       16600 | NS      | $214338.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sembcorp Industries Ltd.                                 | Sembcorp Industries Ltd.                                                 | CUSIP: N/A<br>LEI: 254900J0FF14U6TPQM96       | Long             | EC               | CORP              | SG        |        7900 | NS      | $39959.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Aker BP ASA                                              | Aker BP ASA                                                              | CUSIP: N/A<br>LEI: 549300NFTY73920OYK69       | Long             | EC               | CORP              | NO        |        2778 | NS      | $59636.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| GPT Group (The)                                          | GPT Group (The)                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       16841 | NS      | $49922.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Epiroc AB                                                | Epiroc AB, Class A                                                       | CUSIP: N/A<br>LEI: 5493004Q73OEYW1SPE91       | Long             | EC               | CORP              | SE        |        5794 | NS      | $125351.58    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Italy                                        | Buoni Poliennali del Tesoro                                              | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |       20000 | PA      | $23265.95     | 0.00%             | 2053-10-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Bausch Health Cos., Inc.                                 | Bausch Health Cos., Inc.                                                 | CUSIP: 071734AN7<br>LEI: B3BS7ACMDUWISF18KY76 | Long             | DBT              | CORP              | CA        |     2063000 | PA      | $1675465.45   | 0.06%             | 2028-06-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-21493.94    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software, Inc.                      | Take-Two Interactive Software, Inc.                                      | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |        8738 | NS      | $2038750.16   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| ANA Holdings, Inc.                                       | ANA Holdings, Inc.                                                       | CUSIP: N/A<br>LEI: 5493008IRKIY0G3TE305       | Long             | EC               | CORP              | JP        |        1400 | NS      | $26893.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CCO Holdings LLC                                         | CCO Holdings LLC                                                         | CUSIP: 1248EPCS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3776000 | PA      | $3809829.18   | 0.14%             | 2029-09-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Henry Schein, Inc.                                       | Henry Schein, Inc.                                                       | CUSIP: 806407102<br>LEI: VGO3WGL8H45T73F4RR92 | Long             | EC               | CORP              | US        |       12481 | NS      | $810890.57    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Yokogawa Electric Corp.                                  | Yokogawa Electric Corp.                                                  | CUSIP: N/A<br>LEI: 529900MV0U7C9WWF4L22       | Long             | EC               | CORP              | JP        |        2000 | NS      | $43280.30     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Organon & Co.                                            | Organon & Co.                                                            | CUSIP: 68622TAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4092000 | PA      | $3859445.99   | 0.14%             | 2028-04-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| KDDI Corp.                                               | KDDI Corp.                                                               | CUSIP: N/A<br>LEI: 5299003FU7V4I45FU310       | Long             | EC               | CORP              | JP        |       27000 | NS      | $478537.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Yum China Holdings, Inc.                                 | Yum China Holdings, Inc.                                                 | CUSIP: 98850P109<br>LEI: 529900DO9BYZ7VA3K502 | Long             | EC               | CORP              | US        |       17350 | NS      | $810548.31    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| HLF Financing Sarl LLC                                   | HLF Financing Sarl LLC                                                   | CUSIP: 40390DAD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3095000 | PA      | $3284030.22   | 0.12%             | 2029-04-15      | Fixed         | 12.25%                | Yes           |                  2 | On Loan: No      |
| Maruti Suzuki India Ltd.                                 | Maruti Suzuki India Ltd.                                                 | CUSIP: N/A<br>LEI: 335800D27PBEESKKD357       | Long             | EC               | CORP              | IN        |        3184 | NS      | $461532.54    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chevron Corp.                                            | Chevron Corp.                                                            | CUSIP: 166764100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        7472 | NS      | $1016640.32   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Italy                                        | Buoni Poliennali del Tesoro                                              | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      130000 | PA      | $153716.82    | 0.01%             | 2043-09-01      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| Cigna Group (The)                                        | Cigna Group (The)                                                        | CUSIP: 125523100<br>LEI: 549300VIWYMSIGT1U456 | Long             | EC               | CORP              | US        |       10779 | NS      | $3665291.16   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingdom of Spain                                         | Bonos and Obligaciones del Estado                                        | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |       46000 | PA      | $51756.48     | 0.00%             | 2027-04-30      | Fixed         | 1.50%                 | Yes           |                  2 | On Loan: No      |
| TOPPAN Holdings, Inc.                                    | TOPPAN Holdings, Inc.                                                    | CUSIP: 890747108<br>LEI: 3538003H9W4KIDODQY20 | Long             | EC               | CORP              | JP        |        2100 | NS      | $58952.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Mohawk Industries, Inc.                                  | Mohawk Industries, Inc.                                                  | CUSIP: 608190104<br>LEI: 549300JI1115MG3Q6322 | Long             | EC               | CORP              | US        |       14910 | NS      | $1585678.50   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| OneMain Finance Corp.                                    | OneMain Finance Corp.                                                    | CUSIP: 682691AB6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |     3757000 | PA      | $3596877.79   | 0.13%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Japan                                                    | Japan Government Bond                                                    | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   271100000 | PA      | $1697304.43   | 0.06%             | 2036-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Credit Agricole SA                                       | Credit Agricole SA                                                       | CUSIP: N/A<br>LEI: 969500TJ5KRTCJQWXH05       | Long             | EC               | CORP              | FR        |        9358 | NS      | $175524.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Atlassian Corp.                                          | Atlassian Corp., Class A                                                 | CUSIP: 049468101<br>LEI: 549300V7ZY5P02D2MY38 | Long             | EC               | CORP              | US        |        7364 | NS      | $1681274.84   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Assa Abloy AB                                            | Assa Abloy AB, Class B                                                   | CUSIP: N/A<br>LEI: 549300YECS8HKCIMMB67       | Long             | EC               | CORP              | SE        |        8812 | NS      | $267479.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Sweden                                        | Kingdom of Sweden                                                        | CUSIP: N/A<br>LEI: ERE94C0BSULG2RM19605       | Long             | DBT              | NUSS              | SE        |      470000 | PA      | $32641.06     | 0.00%             | 2045-11-24      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Seagate Technology Holdings plc                          | Seagate Technology Holdings plc                                          | CUSIP: N/A<br>LEI: 635400RUXIFEZSRU8X70       | Long             | EC               | CORP              | IE        |       20865 | NS      | $1899340.95   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingdom of Belgium                                       | Kingdom of Belgium                                                       | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |     1276000 | PA      | $970563.21    | 0.04%             | 2050-06-22      | Fixed         | 1.70%                 | Yes           |                  2 | On Loan: No      |
| Michaels Cos., Inc. (The)                                | Michaels Cos., Inc. (The)                                                | CUSIP: 55916AAA2<br>LEI: 549300H9LWMBP7HYLR98 | Long             | DBT              | CORP              | US        |     2710000 | PA      | $1412128.48   | 0.05%             | 2028-05-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland     | United Kingdom of Great Britain and Northern Ireland                     | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      240000 | PA      | $323161.63    | 0.01%             | 2032-06-07      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| PG&E Corp.                                               | PG&E Corp.                                                               | CUSIP: 69331CAH1<br>LEI: 8YQ2GSDWYZXO2EDN3511 | Long             | DBT              | CORP              | US        |     2012000 | PA      | $1962532.57   | 0.07%             | 2028-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Navient Corp.                                            | Navient Corp.                                                            | CUSIP: 63938CAM0<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |     2214000 | PA      | $2096060.44   | 0.08%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cinemark USA, Inc.                                       | Cinemark USA, Inc.                                                       | CUSIP: 172441BF3<br>LEI: 54930008H2137JSCPQ09 | Long             | DBT              | CORP              | US        |     2827000 | PA      | $2775875.68   | 0.10%             | 2028-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of the Netherlands                               | Kingdom of Netherlands                                                   | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |     1030000 | PA      | $1123069.83   | 0.04%             | 2047-01-15      | Fixed         | 2.75%                 | Yes           |                  2 | On Loan: No      |
| Live Nation Entertainment, Inc.                          | Live Nation Entertainment, Inc.                                          | CUSIP: 538034AX7<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |     3304000 | PA      | $3158422.46   | 0.12%             | 2028-01-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Zimmer Biomet Holdings, Inc.                             | Zimmer Biomet Holdings, Inc.                                             | CUSIP: 98956P102<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | EC               | CORP              | US        |       16265 | NS      | $1676108.25   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Motability Operations Group plc                          | Motability Operations Group plc                                          | CUSIP: N/A<br>LEI: AZ3NL8JCZDCNUXFWI720       | Long             | DBT              | CORP              | GB        |     2245000 | PA      | $2571106.99   | 0.09%             | 2034-01-24      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Marathon Petroleum Corp.                                 | Marathon Petroleum Corp.                                                 | CUSIP: 56585ABH4<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |      349000 | PA      | $349000.00    | 0.01%             | 2025-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Jiangsu Hengrui Pharmaceuticals Co. Ltd.                 | Jiangsu Hengrui Pharmaceuticals Co. Ltd., Class A                        | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | CN        |       53920 | NS      | $378598.73    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| SGS SA                                                   | SGS SA (Registered)                                                      | CUSIP: N/A<br>LEI: 2138007JNS19JHNA2336       | Long             | EC               | CORP              | CH        |        1333 | NS      | $130182.41    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan                                                    | Japan Government Bond                                                    | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   457750000 | PA      | $2599263.17   | 0.10%             | 2039-06-20      | Fixed         | 0.30%                 | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland     | United Kingdom of Great Britain and Northern Ireland                     | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      105000 | PA      | $48081.15     | 0.00%             | 2073-10-22      | Fixed         | 1.12%                 | Yes           |                  2 | On Loan: No      |
| Skandinaviska Enskilda Banken AB                         | Skandinaviska Enskilda Banken AB, Class A                                | CUSIP: N/A<br>LEI: F3JS33DEI6XQ4ZBPTN86       | Long             | EC               | CORP              | SE        |       13951 | NS      | $221369.98    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ConocoPhillips                                           | ConocoPhillips                                                           | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |       46992 | NS      | $4187927.04   | 0.15%             |  |  |  | No            |                  1 | On Loan: No      |
| First Citizens BancShares, Inc.                          | First Citizens BancShares, Inc., Class A                                 | CUSIP: 31946M103<br>LEI: 549300N3Z00ZHE2XC526 | Long             | EC               | CORP              | US        |        1968 | NS      | $3501347.52   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| ANZ Group Holdings Ltd.                                  | ANZ Group Holdings Ltd.                                                  | CUSIP: N/A<br>LEI: 9845005D9C6BAA10BK72       | Long             | EC               | CORP              | AU        |       26197 | NS      | $500945.83    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| IMCD NV                                                  | IMCD NV                                                                  | CUSIP: N/A<br>LEI: 724500NSJPNFJPDAUP02       | Long             | EC               | CORP              | NL        |         520 | NS      | $69149.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Italy                                        | Buoni Poliennali del Tesoro                                              | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      670000 | PA      | $771029.93    | 0.03%             | 2029-06-15      | Fixed         | 2.80%                 | Yes           |                  2 | On Loan: No      |
| Starwood Property Trust, Inc.                            | Starwood Property Trust, Inc.                                            | CUSIP: 85571BBB0<br>LEI: BUGSFQZERKRBFWIG5267 | Long             | DBT              | CORP              | US        |     3176000 | PA      | $3293590.42   | 0.12%             | 2029-04-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Canada                                                   | Canada Government Bond                                                   | CUSIP: 135087ZS6<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      460000 | PA      | $340638.91    | 0.01%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Prime Security Services Borrower LLC                     | Prime Security Services Borrower LLC                                     | CUSIP: 74166MAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1484000 | PA      | $1482777.18   | 0.05%             | 2028-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| ICICI Bank Ltd.                                          | ICICI Bank Ltd.                                                          | CUSIP: 45104G104<br>LEI: R7RX8ER1V4666J8D1I38 | Long             | EC               | CORP              | IN        |       52609 | NS      | $1765558.04   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Urban One, Inc.                                          | Urban One, Inc.                                                          | CUSIP: 91705JAC9<br>LEI: 549300PLGIGPBRQUP240 | Long             | DBT              | CORP              | US        |     1765000 | PA      | $847200.00    | 0.03%             | 2028-02-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| E.Sun Financial Holding Co. Ltd.                         | E.Sun Financial Holding Co. Ltd.                                         | CUSIP: N/A<br>LEI: 549300X6CNQE512OPC90       | Long             | EC               | CORP              | TW        |      678000 | NS      | $601370.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| LCPR Senior Secured Financing DAC                        | LCPR Senior Secured Financing DAC                                        | CUSIP: 50201DAD5<br>LEI: 549300LE5FM8IKMXSP90 | Long             | DBT              | CORP              | IE        |     2344000 | PA      | $1738656.84   | 0.06%             | 2029-07-15      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: —       |
| E.ON SE                                                  | E.ON SE                                                                  | CUSIP: N/A<br>LEI: Q9MAIUP40P25UFBFG033       | Long             | EC               | CORP              | DE        |       19739 | NS      | $345226.92    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| JD Sports Fashion plc                                    | JD Sports Fashion plc                                                    | CUSIP: N/A<br>LEI: 213800HROV6Y9MUU8375       | Long             | EC               | CORP              | GB        |       22467 | NS      | $23653.41     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan                                                    | Japan Government Bond                                                    | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |    54950000 | PA      | $253435.64    | 0.01%             | 2050-12-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp. (The)                               | Charles Schwab Corp. (The)                                               | CUSIP: 808513105<br>LEI: 549300VSGCJ7E698NM85 | Long             | EC               | CORP              | US        |      108089 | NS      | $8798444.60   | 0.32%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $13506.54     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Chugai Pharmaceutical Co. Ltd.                           | Chugai Pharmaceutical Co. Ltd.                                           | CUSIP: N/A<br>LEI: 529900T9LAII161DCN95       | Long             | EC               | CORP              | JP        |        5900 | NS      | $339896.38    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Accor SA                                                 | Accor SA                                                                 | CUSIP: N/A<br>LEI: 969500QZC2Q0TK11NV07       | Long             | EC               | CORP              | FR        |        1714 | NS      | $84452.85     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                          | Goldman Sachs Group, Inc. (The)                                          | CUSIP: N/A<br>LEI: 784F5XWPLTWKTBV3E584       | Long             | DBT              | CORP              | US        |      600000 | PA      | $619453.71    | 0.02%             | 2030-01-21      | Fixed         | 0.88%                 | Yes           |                  2 | On Loan: No      |
| Shell plc                                                | Shell plc                                                                | CUSIP: N/A<br>LEI: 21380068P1DRHMJ8KU70       | Long             | EC               | CORP              | GB        |      185634 | NS      | $5990732.79   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| ASX Ltd.                                                 | ASX Ltd.                                                                 | CUSIP: N/A<br>LEI: 549300VSBVYUCBIQKT71       | Long             | EC               | CORP              | AU        |        1705 | NS      | $77205.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $603.85       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Italy                                        | Buoni Poliennali del Tesoro                                              | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      643000 | PA      | $669079.43    | 0.02%             | 2032-03-01      | Fixed         | 1.65%                 | Yes           |                  2 | On Loan: No      |
| AIB Group plc                                            | AIB Group plc                                                            | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | EC               | CORP              | IE        |       18424 | NS      | $123828.81    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nomura Research Institute Ltd.                           | Nomura Research Institute Ltd.                                           | CUSIP: N/A<br>LEI: 5299005F1HCVF4M4QN79       | Long             | EC               | CORP              | JP        |        3300 | NS      | $124962.62    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Spain                                         | Bonos and Obligaciones del Estado                                        | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      465000 | PA      | $629617.58    | 0.02%             | 2044-10-31      | Fixed         | 5.15%                 | Yes           |                  2 | On Loan: No      |
| CK Hutchison Holdings Ltd.                               | CK Hutchison Holdings Ltd.                                               | CUSIP: N/A<br>LEI: 254900Z8HM1VEPOQ2G79       | Long             | EC               | CORP              | KY        |        7500 | NS      | $42293.10     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Heineken Holding NV                                      | Heineken Holding NV                                                      | CUSIP: N/A<br>LEI: 724500M1WJLFM9TYBS04       | Long             | EC               | CORP              | NL        |        1140 | NS      | $89136.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kesko OYJ                                                | Kesko OYJ, Class B                                                       | CUSIP: N/A<br>LEI: 743700OX6HSVMCAHPB95       | Long             | EC               | CORP              | FI        |        2401 | NS      | $55124.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Petroleo Brasileiro SA                                   | Petroleo Brasileiro SA (Preference)                                      | CUSIP: N/A<br>LEI: 5493000J801JZRCMFE49       | Long             | EC               | CORP              | BR        |      222035 | NS      | $1175287.24   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Nippon Yusen KK                                          | Nippon Yusen KK                                                          | CUSIP: N/A<br>LEI: 353800YPW4XM0ZN5I149       | Long             | EC               | CORP              | JP        |        3900 | NS      | $127424.37    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| SCIH Salt Holdings, Inc.                                 | SCIH Salt Holdings, Inc.                                                 | CUSIP: 78433BAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3565000 | PA      | $3415273.92   | 0.13%             | 2028-05-01      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Japan                                                    | Japan Government Bond                                                    | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   303150000 | PA      | $1310575.67   | 0.05%             | 2050-03-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| Roche Holding AG                                         | Roche Holding AG                                                         | CUSIP: N/A<br>LEI: 549300U41AUUVOAAOB37       | Long             | EC               | CORP              | CH        |         281 | NS      | $97753.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-128228.64   | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Lineage, Inc.                                            | Lineage, Inc.                                                            | CUSIP: 53566V106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2533 | NS      | $122166.59    | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Sensata Technologies BV                                  | Sensata Technologies BV                                                  | CUSIP: 81725WAK9<br>LEI: PUCKW5P5O3XMOZVH7T53 | Long             | DBT              | CORP              | NL        |     3157000 | PA      | $2904168.18   | 0.11%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Aisin Corp.                                              | Aisin Corp.                                                              | CUSIP: N/A<br>LEI: 3538004IOK08PDY6I723       | Long             | EC               | CORP              | JP        |        4600 | NS      | $58426.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hayward Holdings, Inc.                                   | Hayward Holdings, Inc.                                                   | CUSIP: 421298100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        2540 | NS      | $33858.20     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Mowi ASA                                                 | Mowi ASA                                                                 | CUSIP: N/A<br>LEI: 549300W1OGQF5LZIH349       | Long             | EC               | CORP              | NO        |        4092 | NS      | $75032.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HD Hyundai Electric Co. Ltd.                             | HD Hyundai Electric Co. Ltd.                                             | CUSIP: N/A<br>LEI: 988400CSDKM9UHLHGB91       | Long             | EC               | CORP              | KR        |        1727 | NS      | $375838.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen Leasing GmbH                                  | Volkswagen Leasing GmbH                                                  | CUSIP: N/A<br>LEI: 5299004GLEUX88BSNB74       | Long             | DBT              | CORP              | DE        |     1950000 | PA      | $2253217.77   | 0.08%             | 2031-04-11      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Marubeni Corp.                                           | Marubeni Corp.                                                           | CUSIP: N/A<br>LEI: 4P4N3ORD02UGQT1T1W12       | Long             | EC               | CORP              | JP        |       12400 | NS      | $219835.40    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Micron Technology, Inc.                                  | Micron Technology, Inc.                                                  | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |       17352 | NS      | $1335236.40   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| ABN AMRO Bank NV                                         | ABN AMRO Bank NV                                                         | CUSIP: N/A<br>LEI: BFXS5XCH7N0Y05NIXW11       | Long             | EC               | CORP              | NL        |        4028 | NS      | $83471.61     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Suntory Beverage & Food Ltd.                             | Suntory Beverage & Food Ltd.                                             | CUSIP: N/A<br>LEI: 549300FONLMVK7YYYH41       | Long             | EC               | CORP              | JP        |        1200 | NS      | $41929.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Singapore Airlines Ltd.                                  | Singapore Airlines Ltd.                                                  | CUSIP: N/A<br>LEI: 549300ZG62N2599PWR15       | Long             | EC               | CORP              | SG        |       13100 | NS      | $67228.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                       | Banco Bilbao Vizcaya Argentaria SA                                       | CUSIP: N/A<br>LEI: K8MS7FD7N5Z2WQ51AZ71       | Long             | EC               | CORP              | ES        |       50669 | NS      | $695383.52    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Veolia Environnement SA                                  | Veolia Environnement SA                                                  | CUSIP: N/A<br>LEI: 969500LENY69X51OOT31       | Long             | EC               | CORP              | FR        |        6186 | NS      | $225937.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $75832.25     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Segro plc                                                | Segro plc                                                                | CUSIP: N/A<br>LEI: 213800XC35KGM9NFC641       | Long             | EC               | CORP              | GB        |       11299 | NS      | $102783.11    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pan Pacific International Holdings Corp.                 | Pan Pacific International Holdings Corp.                                 | CUSIP: N/A<br>LEI: 529900QLHJM2E18A5763       | Long             | EC               | CORP              | JP        |        3400 | NS      | $104677.32    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Belgium                                       | Kingdom of Belgium                                                       | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |       15000 | PA      | $17136.51     | 0.00%             | 2034-06-22      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| DCC plc                                                  | DCC plc                                                                  | CUSIP: N/A<br>LEI: 213800UPS1QEE4TD3T45       | Long             | EC               | CORP              | IE        |         870 | NS      | $56861.35     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokio Marine Holdings, Inc.                              | Tokio Marine Holdings, Inc.                                              | CUSIP: N/A<br>LEI: 5299009QN2NZ191KLS29       | Long             | EC               | CORP              | JP        |       71900 | NS      | $2881922.84   | 0.11%             |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland     | United Kingdom of Great Britain and Northern Ireland                     | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     2110000 | PA      | $2307647.88   | 0.08%             | 2032-01-31      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Ingersoll Rand, Inc.                                     | Ingersoll Rand, Inc.                                                     | CUSIP: 45687V106<br>LEI: 5299004C02FMZCUOIR50 | Long             | EC               | CORP              | US        |       14487 | NS      | $1092754.41   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| WR Grace Holdings LLC                                    | WR Grace Holdings LLC                                                    | CUSIP: 92943GAD3<br>LEI: 549300WNOVFRGYOAEB12 | Long             | DBT              | CORP              | US        |     1075000 | PA      | $1040702.13   | 0.04%             | 2027-06-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                      | Short-Term Euro-BTP                                                      | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |        -186 | NC      | $-66880.59    | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| BASF SE                                                  | BASF SE                                                                  | CUSIP: N/A<br>LEI: 529900PM64WH8AF1E917       | Long             | EC               | CORP              | DE        |        7847 | NS      | $400742.21    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sunoco LP                                                | Sunoco LP                                                                | CUSIP: 86765KAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3222000 | PA      | $3299965.96   | 0.12%             | 2028-09-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Denmark                                       | Kingdom of Denmark                                                       | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |     4850000 | PA      | $694484.82    | 0.03%             | 2029-11-15      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                      | Euro-Bund                                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         268 | NC      | $364372.23    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Arkema SA                                                | Arkema SA                                                                | CUSIP: N/A<br>LEI: 9695000EHMS84KKP2785       | Long             | EC               | CORP              | FR        |         502 | NS      | $38164.79     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Motor Corp.                                       | Toyota Motor Corp.                                                       | CUSIP: N/A<br>LEI: 5493006W3QUS5LMH6R84       | Long             | EC               | CORP              | JP        |       83300 | NS      | $1590981.63   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Silergy Corp.                                            | Silergy Corp.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KY        |       36216 | NS      | $456549.66    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Chemours Co. (The)                                       | Chemours Co. (The)                                                       | CUSIP: 163851AF5<br>LEI: 549300M1BOLNXL8DOV14 | Long             | DBT              | CORP              | US        |     3757000 | PA      | $3403167.24   | 0.13%             | 2028-11-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| HDFC Bank Ltd.                                           | HDFC Bank Ltd.                                                           | CUSIP: 40415F101<br>LEI: 335800ZQ6I4E2JXENC50 | Long             | EC               | CORP              | IN        |       76193 | NS      | $5538469.17   | 0.20%             |  |  |  | No            |                  1 | On Loan: No      |
| CVR Energy, Inc.                                         | CVR Energy, Inc.                                                         | CUSIP: 12662PAF5<br>LEI: 529900SOYZIXZBTXB558 | Long             | DBT              | CORP              | US        |     2567000 | PA      | $2358805.01   | 0.09%             | 2029-01-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| XPLR Infrastructure Operating Partners LP                | XPLR Infrastructure Operating Partners LP                                | CUSIP: 65342QAM4<br>LEI: 549300KJEC5IUVJWR786 | Long             | DBT              | CORP              | US        |      264000 | PA      | $261276.68    | 0.01%             | 2029-01-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: —       |
| Jardine Matheson Holdings Ltd.                           | Jardine Matheson Holdings Ltd.                                           | CUSIP: N/A<br>LEI: 2138009KENVUNWOLPK41       | Long             | EC               | CORP              | BM        |        1400 | NS      | $62209.12     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Henkel AG & Co. KGaA                                     | Henkel AG & Co. KGaA                                                     | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Long             | EC               | CORP              | DE        |         914 | NS      | $64510.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Carrefour SA                                             | Carrefour SA                                                             | CUSIP: N/A<br>LEI: 549300B8P6MUJ1YWTS08       | Long             | EC               | CORP              | FR        |        4768 | NS      | $73540.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Allied Universal Holdco LLC                              | Allied Universal Holdco LLC                                              | CUSIP: 019579AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2322000 | PA      | $2223428.36   | 0.08%             | 2028-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Domtar Corp.                                             | Domtar Corp.                                                             | CUSIP: 70478JAA2<br>LEI: XYSIJOU3HNVROZWNA008 | Long             | DBT              | CORP              | US        |     1140000 | PA      | $955092.02    | 0.04%             | 2028-10-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Genmab A/S                                               | Genmab A/S                                                               | CUSIP: N/A<br>LEI: 529900MTJPDPE4MHJ122       | Long             | EC               | CORP              | DK        |         553 | NS      | $117257.44    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UltraTech Cement Ltd.                                    | UltraTech Cement Ltd.                                                    | CUSIP: N/A<br>LEI: 335800PC9O9B4BQHG814       | Long             | EC               | CORP              | IN        |        5256 | NS      | $724290.31    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Fuji Electric Co. Ltd.                                   | Fuji Electric Co. Ltd.                                                   | CUSIP: N/A<br>LEI: 5299000HVNGZZTYYM906       | Long             | EC               | CORP              | JP        |        1200 | NS      | $53360.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| WH Group Ltd.                                            | WH Group Ltd.                                                            | CUSIP: N/A<br>LEI: 254900A4AYEDRWYSE928       | Long             | EC               | CORP              | KY        |       73567 | NS      | $65784.15     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| AmWINS Group, Inc.                                       | AmWINS Group, Inc.                                                       | CUSIP: 031921AC3<br>LEI: 549300SJE7MUB8NMRG61 | Long             | DBT              | CORP              | US        |      237000 | PA      | $239824.57    | 0.01%             | 2029-02-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-40447.92    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2970.36     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Terumo Corp.                                             | Terumo Corp.                                                             | CUSIP: N/A<br>LEI: 353800JX1R4582QVK932       | Long             | EC               | CORP              | JP        |       51600 | NS      | $987662.01    | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                      | Province of British Columbia                                             | CUSIP: 110709GJ5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      505000 | PA      | $283808.83    | 0.01%             | 2050-06-18      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Infineon Technologies AG                                 | Infineon Technologies AG                                                 | CUSIP: N/A<br>LEI: TSI2PJM6EPETEQ4X1U25       | Long             | EC               | CORP              | DE        |       45385 | NS      | $1503288.77   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Wilmar International Ltd.                                | Wilmar International Ltd.                                                | CUSIP: N/A<br>LEI: 549300H2EAI4YRLWBB20       | Long             | EC               | CORP              | SG        |       16900 | NS      | $39638.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TJX Cos., Inc. (The)                                     | TJX Cos., Inc. (The)                                                     | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |       19060 | NS      | $2452640.80   | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| Encore Capital Group, Inc.                               | Encore Capital Group, Inc.                                               | CUSIP: 292554AQ5<br>LEI: 5493000UVC6H49CIH830 | Long             | DBT              | CORP              | US        |      270000 | PA      | $285009.30    | 0.01%             | 2029-04-01      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: —       |
| Neptune Bidco US, Inc.                                   | Neptune Bidco US, Inc.                                                   | CUSIP: 640695AA0<br>LEI: 549300VG15T3VCYZ4531 | Long             | DBT              | CORP              | US        |     4098000 | PA      | $3647220.00   | 0.13%             | 2029-04-15      | Fixed         | 9.29%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3610.17      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| AppLovin Corp.                                           | AppLovin Corp., Class A                                                  | CUSIP: 03831W108<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | EC               | CORP              | US        |        1108 | NS      | $298395.48    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Coterra Energy, Inc.                                     | Coterra Energy, Inc.                                                     | CUSIP: 127097103<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | EC               | CORP              | US        |        9635 | NS      | $236635.60    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| WiseTech Global Ltd.                                     | WiseTech Global Ltd.                                                     | CUSIP: N/A<br>LEI: 254900VE3AF301Q85K83       | Long             | EC               | CORP              | AU        |        1617 | NS      | $91947.42     | 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        |       16900 | NS      | $164272.47    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan                                                    | Japan Government Bond                                                    | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   700300000 | PA      | $4651279.16   | 0.17%             | 2055-03-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Avis Budget Car Rental LLC                               | Avis Budget Car Rental LLC                                               | CUSIP: 053773BF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3609000 | PA      | $3321883.48   | 0.12%             | 2029-03-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: —       |
| Carnival Corp.                                           | Carnival Corp.                                                           | CUSIP: 143658BN1<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     2994000 | PA      | $2983419.20   | 0.11%             | 2027-03-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| WillScot Holdings Corp.                                  | WillScot Holdings Corp.                                                  | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |       19389 | NS      | $487051.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow, Inc.                                         | ServiceNow, Inc.                                                         | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |         950 | NS      | $907259.50    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Univision Communications, Inc.                           | Univision Communications, Inc.                                           | CUSIP: 914906AY8<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |     3328000 | PA      | $3232644.15   | 0.12%             | 2028-08-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                      | MSCI Emerging Markets Index                                              | CUSIP: N/A<br>LEI: N/A                        | N/A              | DE               |  | US        |         961 | NC      | $-1204810.27  | -0.04%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                      | Japan 10 Year Bond                                                       | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | JP        |          20 | NC      | $362712.61    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial, Inc.                               | Ameriprise Financial, Inc.                                               | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |        3647 | NS      | $1717809.94   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Takeda Pharmaceutical Co. Ltd.                           | Takeda Pharmaceutical Co. Ltd.                                           | CUSIP: N/A<br>LEI: 549300ZLMVP4X0OGR454       | Long             | EC               | CORP              | JP        |       14000 | NS      | $423480.79    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Citigroup, Inc.                                          | Citigroup, Inc.                                                          | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1260000 | PA      | $1247186.18   | 0.05%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Lamb Weston Holdings, Inc.                               | Lamb Weston Holdings, Inc.                                               | CUSIP: 513272AC8<br>LEI: 5493005SMYID1D2OY946 | Long             | DBT              | CORP              | US        |       76000 | PA      | $74919.49     | 0.00%             | 2028-05-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Japan                                                    | Japan Government Bond                                                    | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   480300000 | PA      | $3028194.42   | 0.11%             | 2043-09-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Zayo Group Holdings, Inc.                                | Zayo Group Holdings, Inc.                                                | CUSIP: 98919VAA3<br>LEI: 529900Z6OTS7RT0V0I47 | Long             | DBT              | CORP              | US        |     1034000 | PA      | $952304.80    | 0.03%             | 2027-03-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Bharat Electronics Ltd.                                  | Bharat Electronics Ltd.                                                  | CUSIP: N/A<br>LEI: 335800HS8AOTM9W1F335       | Long             | EC               | CORP              | IN        |      158648 | NS      | $590095.28    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Nemetschek SE                                            | Nemetschek SE                                                            | CUSIP: N/A<br>LEI: 529900R0S2IX1S358J38       | Long             | EC               | CORP              | DE        |         508 | NS      | $67505.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Geberit AG                                               | Geberit AG (Registered)                                                  | CUSIP: N/A<br>LEI: 52990093Z5OHD6T7BS47       | Long             | EC               | CORP              | CH        |         294 | NS      | $203659.87    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                               | Outfront Media Capital LLC                                               | CUSIP: 69007TAE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      776000 | PA      | $720716.52    | 0.03%             | 2029-01-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Hertz Corp. (The)                                        | Hertz Corp. (The)                                                        | CUSIP: 428040DC0<br>LEI: 549300PD0C69OJ0NLB27 | Long             | DBT              | CORP              | US        |     3626000 | PA      | $3526756.74   | 0.13%             | 2029-07-15      | Fixed         | 12.62%                | Yes           |                  2 | On Loan: —       |
| ENN Energy Holdings Ltd.                                 | ENN Energy Holdings Ltd.                                                 | CUSIP: N/A<br>LEI: 549300V7BXPWT6WIPR03       | Long             | EC               | CORP              | KY        |       65500 | NS      | $517081.86    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Swire Pacific Ltd.                                       | Swire Pacific Ltd., Class A                                              | CUSIP: N/A<br>LEI: 549300KZOZHII0DGF611       | Long             | EC               | CORP              | HK        |        3500 | NS      | $30266.83     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenneco, Inc.                                            | Tenneco, Inc.                                                            | CUSIP: 880349AU9<br>LEI: 549300U0EXXFAQFAD785 | Long             | DBT              | CORP              | US        |     4115000 | PA      | $3931116.29   | 0.14%             | 2028-11-17      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Comstock Resources, Inc.                                 | Comstock Resources, Inc.                                                 | CUSIP: 205768AS3<br>LEI: I03QQGEA4SS774AURI46 | Long             | DBT              | CORP              | US        |     3545000 | PA      | $3379056.42   | 0.12%             | 2029-03-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Straumann Holding AG                                     | Straumann Holding AG (Registered)                                        | CUSIP: N/A<br>LEI: 50670046ML5FVIM60Z37       | Long             | EC               | CORP              | CH        |         981 | NS      | $119620.00    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pattern Energy Operations LP                             | Pattern Energy Operations LP                                             | CUSIP: 70339PAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      264000 | PA      | $250850.53    | 0.01%             | 2028-08-15      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Japan                                                    | Japan Government Bond                                                    | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   311250000 | PA      | $1747488.73   | 0.06%             | 2040-06-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| IQVIA Holdings, Inc.                                     | IQVIA Holdings, Inc.                                                     | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |        3058 | NS      | $474204.06    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Zurich Insurance Group AG                                | Zurich Insurance Group AG                                                | CUSIP: N/A<br>LEI: 529900QVNRBND50TXP03       | Long             | EC               | CORP              | CH        |        1287 | NS      | $912831.56    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Dow, Inc.                                                | Dow, Inc.                                                                | CUSIP: 260557103<br>LEI: 5493003S21INSLK2IP73 | Long             | EC               | CORP              | US        |       16964 | NS      | $518928.76    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsui Fudosan Co. Ltd.                                  | Mitsui Fudosan Co. Ltd.                                                  | CUSIP: N/A<br>LEI: 353800ND4ZKNZDYKMF33       | Long             | EC               | CORP              | JP        |      216900 | NS      | $2149619.25   | 0.08%             |  |  |  | No            |                  2 | On Loan: No      |
| Procter & Gamble Co. (The)                               | Procter & Gamble Co. (The)                                               | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |        3553 | NS      | $577611.21    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UniCredit SpA                                            | UniCredit SpA                                                            | CUSIP: N/A<br>LEI: 549300TRUWO2CD2G5692       | Long             | EC               | CORP              | IT        |      104795 | NS      | $6097062.92   | 0.22%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Denmark                                       | Kingdom of Denmark                                                       | CUSIP: N/A<br>LEI: 549300PTO6LS1PTM6607       | Long             | DBT              | NUSS              | DK        |     1145000 | PA      | $174407.71    | 0.01%             | 2033-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Americold Realty Trust, Inc.                             | Americold Realty Trust, Inc.                                             | CUSIP: 03064D108<br>LEI: 894500O3S3W62PQPO460 | Long             | EC               | CORP              | US        |       50023 | NS      | $967444.82    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $154979.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Daifuku Co. Ltd.                                         | Daifuku Co. Ltd.                                                         | CUSIP: N/A<br>LEI: 3538006FG1W4X3MYHL36       | Long             | EC               | CORP              | JP        |        2800 | NS      | $74072.50     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Freedom Mortgage Corp.                                   | Freedom Mortgage Corp.                                                   | CUSIP: 35640YAJ6<br>LEI: 549300LYRWPSYPK6S325 | Long             | DBT              | CORP              | US        |      851000 | PA      | $844609.50    | 0.03%             | 2027-01-15      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Truist Financial Corp.                                   | Truist Financial Corp.                                                   | CUSIP: 89832Q109<br>LEI: 549300DRQQI75D2JP341 | Long             | EC               | CORP              | US        |       20783 | NS      | $796820.22    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Arches Buyer, Inc.                                       | Arches Buyer, Inc.                                                       | CUSIP: 039524AA1<br>LEI: 2549009ADY4208OH2Y47 | Long             | DBT              | CORP              | US        |     3435000 | PA      | $3230366.06   | 0.12%             | 2028-06-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| WESCO Distribution, Inc.                                 | WESCO Distribution, Inc.                                                 | CUSIP: 95081QAQ7<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     1927000 | PA      | $1952459.52   | 0.07%             | 2029-03-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| West Japan Railway Co.                                   | West Japan Railway Co.                                                   | CUSIP: N/A<br>LEI: 353800QGUXHZ7EBCR121       | Long             | EC               | CORP              | JP        |        3900 | NS      | $82040.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Standard Chartered plc                                   | Standard Chartered plc                                                   | CUSIP: N/A<br>LEI: U4LOSYZ7YG4W3S5F2G91       | Long             | EC               | CORP              | GB        |       18082 | NS      | $260439.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| China Construction Bank Corp.                            | China Construction Bank Corp., Class H                                   | CUSIP: N/A<br>LEI: 5493001KQW6DM7KEDR62       | Long             | EC               | CORP              | CN        |     2280000 | NS      | $1872855.94   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| J Sainsbury plc                                          | J Sainsbury plc                                                          | CUSIP: N/A<br>LEI: 213800VGZAAJIKJ9Y484       | Long             | EC               | CORP              | GB        |       15327 | NS      | $54473.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Novelis Corp.                                            | Novelis Corp.                                                            | CUSIP: 670001AG1<br>LEI: 549300G5F3W3B52WYL23 | Long             | DBT              | CORP              | US        |     1696000 | PA      | $1644814.55   | 0.06%             | 2026-11-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Univision Communications, Inc.                           | Univision Communications, Inc.                                           | CUSIP: 914906AV4<br>LEI: 549300YQDE2JSGTL8V47 | Long             | DBT              | CORP              | US        |      981000 | PA      | $841223.39    | 0.03%             | 2029-05-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Venture Global Calcasieu Pass LLC                        | Venture Global Calcasieu Pass LLC                                        | CUSIP: 92328MAE3<br>LEI: 549300GKHS6RS20NLH85 | Long             | DBT              | CORP              | US        |      300000 | PA      | $300082.50    | 0.01%             | 2030-01-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Dr Reddy's Laboratories Ltd.                             | Dr Reddy's Laboratories Ltd.                                             | CUSIP: 256135203<br>LEI: 335800OVDPY3DVZR2798 | Long             | EC               | CORP              | IN        |       24489 | NS      | $340886.88    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Endesa SA                                                | Endesa SA                                                                | CUSIP: N/A<br>LEI: 549300LHK07F2CHV4X31       | Long             | EC               | CORP              | ES        |        2792 | NS      | $83850.96     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tokyu Corp.                                              | Tokyu Corp.                                                              | CUSIP: N/A<br>LEI: 3538005PGNIBTZYXAE45       | Long             | EC               | CORP              | JP        |        4700 | NS      | $57001.88     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Five Point Operating Co. LP                              | Five Point Operating Co. LP                                              | CUSIP: 33834YAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2374000 | PA      | $2413444.65   | 0.09%             | 2028-01-15      | Variable      | 10.50%                | Yes           |                  2 | On Loan: No      |
| Secom Co. Ltd.                                           | Secom Co. Ltd.                                                           | CUSIP: N/A<br>LEI: 529900TYCL9N3E9PGE47       | Long             | EC               | CORP              | JP        |        3700 | NS      | $136050.59    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods, Inc.                              | Dick's Sporting Goods, Inc.                                              | CUSIP: 253393102<br>LEI: 529900SSBV5I4LWSK313 | Long             | EC               | CORP              | US        |        2123 | NS      | $398572.02    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Obayashi Corp.                                           | Obayashi Corp.                                                           | CUSIP: N/A<br>LEI: 529900YT4O5S0LCXWD54       | Long             | EC               | CORP              | JP        |        5700 | NS      | $88436.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Astellas Pharma, Inc.                                    | Astellas Pharma, Inc.                                                    | CUSIP: N/A<br>LEI: 529900IB708DY2HBBB35       | Long             | EC               | CORP              | JP        |       15900 | NS      | $159224.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Sofina SA                                                | Sofina SA                                                                | CUSIP: N/A<br>LEI: 5493000GMVR38VUO5D39       | Long             | EC               | CORP              | BE        |         136 | NS      | $37997.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2121.42      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Liberty Mutual Group, Inc.                               | Liberty Mutual Group, Inc.                                               | CUSIP: 53079EBM5<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |      724000 | PA      | $683730.90    | 0.03%             | 2051-12-15      | Variable      | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Province of Alberta Canada                               | Province of Alberta                                                      | CUSIP: 013051EB9<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |      410000 | PA      | $299122.15    | 0.01%             | 2028-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                        | Alliant Holdings Intermediate LLC                                        | CUSIP: 01883LAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      852000 | PA      | $822109.37    | 0.03%             | 2027-10-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Republic of Italy                                        | Buoni Poliennali del Tesoro                                              | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      450000 | PA      | $340230.88    | 0.01%             | 2052-09-01      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| Capcom Co. Ltd.                                          | Capcom Co. Ltd.                                                          | CUSIP: N/A<br>LEI: 529900JJWQKXS3TC8744       | Long             | EC               | CORP              | JP        |        3000 | NS      | $86851.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Universal Music Group NV                                 | Universal Music Group NV                                                 | CUSIP: N/A<br>LEI: 724500GJBUL3D9TW9Y18       | Long             | EC               | CORP              | NL        |        7237 | NS      | $212807.39    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Localiza Rent a Car SA                                   | Localiza Rent a Car SA                                                   | CUSIP: N/A<br>LEI: 984500C442A7E0CD4D11       | Long             | EC               | CORP              | BR        |       54838 | NS      | $415888.13    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Crescent Energy Finance LLC                              | Crescent Energy Finance LLC                                              | CUSIP: 45344LAC7<br>LEI: 54930061FUL6DBLFUW14 | Long             | DBT              | CORP              | US        |     3067000 | PA      | $3099679.25   | 0.11%             | 2028-02-15      | Fixed         | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                     | Frontier Communications Holdings LLC                                     | CUSIP: 35906ABE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3247000 | PA      | $3243327.51   | 0.12%             | 2027-10-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Realty & Development Co. Ltd.                   | Sumitomo Realty & Development Co. Ltd.                                   | CUSIP: N/A<br>LEI: 353800SO2DCLOI3LNZ64       | Long             | EC               | CORP              | JP        |        2700 | NS      | $100565.02    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland     | United Kingdom of Great Britain and Northern Ireland                     | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      382000 | PA      | $443456.86    | 0.02%             | 2049-12-07      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Bajaj Finance Ltd.                                       | Bajaj Finance Ltd.                                                       | CUSIP: N/A<br>LEI: 335800YTEXC3DO4Z6F68       | Long             | EC               | CORP              | IN        |       11935 | NS      | $1217806.43   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| Gray Media, Inc.                                         | Gray Media, Inc.                                                         | CUSIP: 389375AM8<br>LEI: 529900TM5726KDN7UU35 | Long             | DBT              | CORP              | US        |     3367000 | PA      | $3456164.89   | 0.13%             | 2029-07-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: —       |
| ArcelorMittal SA                                         | ArcelorMittal SA                                                         | CUSIP: N/A<br>LEI: 2EULGUTUI56JI9SAL165       | Long             | EC               | CORP              | LU        |        4124 | NS      | $121953.85    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| California Resources Corp.                               | California Resources Corp.                                               | CUSIP: 13057QAK3<br>LEI: 5493003Q8F0T4F4YMR48 | Long             | DBT              | CORP              | US        |     2297000 | PA      | $2189973.35   | 0.08%             | 2029-06-15      | Fixed         | 8.25%                 | Yes           |                  2 | On Loan: No      |
| Siemens AG                                               | Siemens AG (Registered)                                                  | CUSIP: N/A<br>LEI: W38RGI023J3WT1HWRP32       | Long             | EC               | CORP              | DE        |       43686 | NS      | $10059195.90  | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-6553.85     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Verizon Communications, Inc.                             | Verizon Communications, Inc.                                             | CUSIP: 92343V104<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | EC               | CORP              | US        |       73538 | NS      | $3240084.28   | 0.12%             |  |  |  | No            |                  1 | On Loan: No      |
| Poste Italiane SpA                                       | Poste Italiane SpA                                                       | CUSIP: N/A<br>LEI: 815600354DEDBD0BA991       | Long             | EC               | CORP              | IT        |        4019 | NS      | $81574.43     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Goldman Sachs Group, Inc. (The)                          | Goldman Sachs Group, Inc. (The)                                          | CUSIP: 38141G104<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | EC               | CORP              | US        |        3439 | NS      | $1883024.45   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Cie Generale des Etablissements Michelin SCA             | Cie Generale des Etablissements Michelin SCA                             | CUSIP: N/A<br>LEI: 549300SOSI58J6VIW052       | Long             | EC               | CORP              | FR        |      137451 | NS      | $5025995.53   | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Sandvik AB                                               | Sandvik AB                                                               | CUSIP: N/A<br>LEI: 5299008ZUAXN43LVZF54       | Long             | EC               | CORP              | SE        |        9374 | NS      | $193520.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $40362.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nexstar Media, Inc.                                      | Nexstar Media, Inc.                                                      | CUSIP: 65336YAN3<br>LEI: 5493006PK6I4I2OOT688 | Long             | DBT              | CORP              | US        |     1656000 | PA      | $1559394.99   | 0.06%             | 2028-11-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: —       |
| Sirius XM Radio LLC                                      | Sirius XM Radio LLC                                                      | CUSIP: 82967NBL1<br>LEI: WP5O65E6BMU84LNO4227 | Long             | DBT              | CORP              | US        |     1729000 | PA      | $1682475.72   | 0.06%             | 2026-09-01      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| REA Group Ltd.                                           | REA Group Ltd.                                                           | CUSIP: N/A<br>LEI: 894500KA4UBDATOFPN36       | Long             | EC               | CORP              | AU        |         465 | NS      | $73879.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $4084.71      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ardagh Metal Packaging Finance USA LLC                   | Ardagh Metal Packaging Finance USA LLC                                   | CUSIP: 03969YAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4170000 | PA      | $3811631.45   | 0.14%             | 2028-09-01      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Coforge Ltd.                                             | Coforge Ltd.                                                             | CUSIP: N/A<br>LEI: 3358004YL9JGBNP4KF72       | Long             | EC               | CORP              | IN        |        4072 | NS      | $354015.79    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Delta Electronics, Inc.                                  | Delta Electronics, Inc.                                                  | CUSIP: N/A<br>LEI: 529900UVZWNWGDLJSM52       | Long             | EC               | CORP              | TW        |       39000 | NS      | $408650.01    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ACS Actividades de Construccion y Servicios SA           | ACS Actividades de Construccion y Servicios SA                           | CUSIP: N/A<br>LEI: 95980020140005558665       | Long             | EC               | CORP              | ES        |        1567 | NS      | $98180.11     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Walt Disney Co. (The)                                    | Walt Disney Co. (The)                                                    | CUSIP: 254687106<br>LEI: 549300GZKULIZ0WOW665 | Long             | EC               | CORP              | US        |       80330 | NS      | $7306013.50   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Redeia Corp. SA                                          | Redeia Corp. SA                                                          | CUSIP: N/A<br>LEI: 5493009HMD0C90GUV498       | Long             | EC               | CORP              | ES        |        3568 | NS      | $74821.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Mexican States                                    | United Mexican States                                                    | CUSIP: 91087BAU4<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |      964000 | PA      | $982316.00    | 0.04%             | 2028-02-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Syensqo SA                                               | Syensqo SA                                                               | CUSIP: N/A<br>LEI: 549300060XNJ90PLNS10       | Long             | EC               | CORP              | BE        |         648 | NS      | $46353.23     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-5556.39     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| AstraZeneca plc                                          | AstraZeneca plc                                                          | CUSIP: N/A<br>LEI: PY6ZZQWO2IZFZC3IOL08       | Long             | EC               | CORP              | GB        |       13632 | NS      | $1953011.95   | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| Humana, Inc.                                             | Humana, Inc.                                                             | CUSIP: 444859102<br>LEI: 529900YLDW34GJAO4J06 | Long             | EC               | CORP              | US        |        7601 | NS      | $1993286.24   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Esab Corp.                                               | Esab Corp.                                                               | CUSIP: 29605JAA4<br>LEI: 549300ZNV0SWBXEIWT04 | Long             | DBT              | CORP              | US        |     1030000 | PA      | $1045069.62   | 0.04%             | 2029-04-15      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Gates Industrial Corp. plc                               | Gates Industrial Corp. plc                                               | CUSIP: N/A<br>LEI: 549300S6K4FWUSB9KM27       | Long             | EC               | CORP              | GB        |       67249 | NS      | $1272351.08   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| SK Hynix, Inc.                                           | SK Hynix, Inc.                                                           | CUSIP: N/A<br>LEI: 988400XAIK6XISWQV045       | Long             | EC               | CORP              | KR        |       26469 | NS      | $3302619.12   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Spain                                         | Bonos and Obligaciones del Estado                                        | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      480000 | PA      | $565736.23    | 0.02%             | 2039-07-30      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| TDK Corp.                                                | TDK Corp.                                                                | CUSIP: N/A<br>LEI: 3538005O8WNU39U8NX03       | Long             | EC               | CORP              | JP        |       17100 | NS      | $182481.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Xiaomi Corp.                                             | Xiaomi Corp., Class B                                                    | CUSIP: N/A<br>LEI: 2549001ACVFAZRNMKL32       | Long             | EC               | CORP              | KY        |      230600 | NS      | $1476348.36   | 0.05%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Fisher & Paykel Healthcare Corp. Ltd.                    | Fisher & Paykel Healthcare Corp. Ltd.                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | NZ        |        5153 | NS      | $103951.58    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sands China Ltd.                                         | Sands China Ltd.                                                         | CUSIP: N/A<br>LEI: 549300EVO6UZDGY05787       | Long             | EC               | CORP              | KY        |       21200 | NS      | $37968.13     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco BPM SpA                                            | Banco BPM SpA                                                            | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | DBT              | CORP              | IT        |     2000000 | PA      | $2374698.30   | 0.09%             | 2027-11-29      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Tata Steel Ltd.                                          | Tata Steel Ltd.                                                          | CUSIP: 87656Y406<br>LEI: 335800E6C75YGSGD5T66 | Long             | EC               | CORP              | IN        |       21794 | NS      | $367114.89    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Smiths Group plc                                         | Smiths Group plc                                                         | CUSIP: N/A<br>LEI: 213800MJL6IPZS3ASA11       | Long             | EC               | CORP              | GB        |        3014 | NS      | $75107.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Volkswagen AG                                            | Volkswagen AG (Preference)                                               | CUSIP: N/A<br>LEI: 529900NNUPAGGOMPXZ31       | Long             | EC               | CORP              | DE        |        1813 | NS      | $197273.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Otsuka Holdings Co. Ltd.                                 | Otsuka Holdings Co. Ltd.                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        3900 | NS      | $190128.05    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Microsoft Corp.                                          | Microsoft Corp.                                                          | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |      127322 | NS      | $50325293.72  | 1.85%             |  |  |  | No            |                  1 | On Loan: No      |
| Sandoz Group AG                                          | Sandoz Group AG                                                          | CUSIP: N/A<br>LEI: 5493000JWK6XWFEUD320       | Long             | EC               | CORP              | CH        |        3675 | NS      | $159401.94    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| ORIX Corp.                                               | ORIX Corp.                                                               | CUSIP: N/A<br>LEI: 35380016EMHNBOVYE123       | Long             | EC               | CORP              | JP        |       10100 | NS      | $202606.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Magnera Corp.                                            | Magnera Corp.                                                            | CUSIP: 377320AA4<br>LEI: 549300LDQLQBT38QDY28 | Long             | DBT              | CORP              | US        |     2712000 | PA      | $2363250.36   | 0.09%             | 2029-11-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3395.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Textron, Inc.                                            | Textron, Inc.                                                            | CUSIP: 883203101<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | EC               | CORP              | US        |       10195 | NS      | $717422.15    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Beiersdorf AG                                            | Beiersdorf AG                                                            | CUSIP: N/A<br>LEI: L47NHHI0Z9X22DV46U41       | Long             | EC               | CORP              | DE        |         872 | NS      | $122863.09    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Renesas Electronics Corp.                                | Renesas Electronics Corp.                                                | CUSIP: N/A<br>LEI: 5299000EPC47VJQOFB81       | Long             | EC               | CORP              | JP        |       14800 | NS      | $173681.91    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Italy                                        | Buoni Poliennali del Tesoro                                              | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |       40000 | PA      | $46463.62     | 0.00%             | 2026-09-15      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Columbia Banking System, Inc.                            | Columbia Banking System, Inc.                                            | CUSIP: 197236102<br>LEI: N/A                  | Long             | EC               | CORP              | US        |       11521 | NS      | $258300.82    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Swiss Prime Site AG                                      | Swiss Prime Site AG (Registered)                                         | CUSIP: N/A<br>LEI: 506700XI9H64OPR34158       | Long             | EC               | CORP              | CH        |         680 | NS      | $95884.16     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Dino Polska SA                                           | Dino Polska SA                                                           | CUSIP: N/A<br>LEI: 259400H4L81SMPRTW956       | Long             | EC               | CORP              | PL        |        3269 | NS      | $458272.91    | 0.02%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Nexon Co. Ltd.                                           | Nexon Co. Ltd.                                                           | CUSIP: N/A<br>LEI: 5299005SFO0GAJFLKN43       | Long             | EC               | CORP              | JP        |        3000 | NS      | $47069.06     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Italy                                        | Buoni Poliennali del Tesoro                                              | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |      960000 | PA      | $805376.09    | 0.03%             | 2037-03-01      | Fixed         | 0.95%                 | Yes           |                  2 | On Loan: No      |
| RWE AG                                                   | RWE AG                                                                   | CUSIP: 7497MAU28<br>LEI: 529900GB7KCA94ACC940 | Long             | STIV             | CORP              | DE        |      250000 | PA      | $247908.33    | 0.01%             | 2025-07-02      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| MGM Resorts International                                | MGM Resorts International                                                | CUSIP: 552953CH2<br>LEI: 54930066VBP7DZEGGJ87 | Long             | DBT              | CORP              | US        |      376000 | PA      | $362555.67    | 0.01%             | 2028-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Madison IAQ LLC                                          | Madison IAQ LLC                                                          | CUSIP: 55760LAA5<br>LEI: 549300IXDNBXNHUPBU73 | Long             | DBT              | CORP              | US        |     3023000 | PA      | $2886242.50   | 0.11%             | 2028-06-30      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Alcoa Corp.                                              | Alcoa Corp.                                                              | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |       19360 | NS      | $474900.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of America Corp.                                    | Bank of America Corp.                                                    | CUSIP: 060505104<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | EC               | CORP              | US        |      302407 | NS      | $12059991.16  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Orsted A/S                                               | Orsted A/S                                                               | CUSIP: N/A<br>LEI: W9NG6WMZIYEU8VEDOG48       | Long             | EC               | CORP              | DK        |        1478 | NS      | $58814.04     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: —       |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $8532.84      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PB Fintech Ltd.                                          | PB Fintech Ltd.                                                          | CUSIP: N/A<br>LEI: 98450083AC6B01HF1F87       | Long             | EC               | CORP              | IN        |       16938 | NS      | $325453.45    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Public Storage                                           | Public Storage                                                           | CUSIP: 74460D109<br>LEI: 254900GLQZAD4N7N5Q19 | Long             | EC               | CORP              | US        |        1665 | NS      | $500215.95    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                      | U.S. Treasury Ultra Bond                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         138 | NC      | $151165.15    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingdom of Belgium                                       | Kingdom of Belgium                                                       | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |      505000 | PA      | $375626.37    | 0.01%             | 2066-06-22      | Fixed         | 2.15%                 | Yes           |                  2 | On Loan: No      |
| Inpex Corp.                                              | Inpex Corp.                                                              | CUSIP: N/A<br>LEI: 353800VHYYADPR6MXQ47       | Long             | EC               | CORP              | JP        |        7700 | NS      | $96323.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Eurazeo SE                                               | Eurazeo SE                                                               | CUSIP: N/A<br>LEI: 969500C656AA39O94N60       | Long             | EC               | CORP              | FR        |         368 | NS      | $26907.99     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Galp Energia SGPS SA                                     | Galp Energia SGPS SA                                                     | CUSIP: N/A<br>LEI: 2138003319Y7NM75FG53       | Long             | EC               | CORP              | PT        |        3668 | NS      | $56831.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Prologis, Inc.                                           | Prologis, Inc.                                                           | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |       36533 | NS      | $3733672.60   | 0.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Rio Tinto plc                                            | Rio Tinto plc                                                            | CUSIP: N/A<br>LEI: 213800YOEO5OQ72G2R82       | Long             | EC               | CORP              | GB        |        9914 | NS      | $590769.45    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Gold Fields Ltd.                                         | Gold Fields Ltd.                                                         | CUSIP: N/A<br>LEI: 5299003KXIBJQYCBBD72       | Long             | EC               | CORP              | ZA        |       40746 | NS      | $913890.25    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| BKW AG                                                   | BKW AG                                                                   | CUSIP: N/A<br>LEI: 549300IE30SKTUO98Q38       | Long             | EC               | CORP              | CH        |         186 | NS      | $37290.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Unicharm Corp.                                           | Unicharm Corp.                                                           | CUSIP: N/A<br>LEI: 353800UQ4BZIJTAQEG85       | Long             | EC               | CORP              | JP        |        9800 | NS      | $90994.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Labcorp Holdings, Inc.                                   | Labcorp Holdings, Inc.                                                   | CUSIP: 504922105<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6504 | NS      | $1567529.04   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Safran SA                                                | Safran SA                                                                | CUSIP: N/A<br>LEI: 969500UIC89GT3UL7L24       | Long             | EC               | CORP              | FR        |       31420 | NS      | $8361477.26   | 0.31%             |  |  |  | No            |                  2 | On Loan: No      |
| Ashtead Group plc                                        | Ashtead Group plc                                                        | CUSIP: N/A<br>LEI: 2138007UTBN8X9K1A235       | Long             | EC               | CORP              | GB        |        3835 | NS      | $205296.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| National Bank of Canada                                  | National Bank of Canada                                                  | CUSIP: 63307A2Y0<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |      250000 | PA      | $249670.00    | 0.01%             | 2027-03-25      | Floating      | 5.25%                 | No            |                  2 | On Loan: No      |
| International Game Technology plc                        | International Game Technology plc                                        | CUSIP: 460599AE3<br>LEI: 549300UQ6KHRCZDRGZ76 | Long             | DBT              | CORP              | GB        |      262000 | PA      | $256139.74    | 0.01%             | 2029-01-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Centrica plc                                             | Centrica plc                                                             | CUSIP: N/A<br>LEI: E26EDV109X6EEPBKVH76       | Long             | EC               | CORP              | GB        |       44704 | NS      | $95712.67     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                             | Discovery Communications LLC                                             | CUSIP: 25470DAG4<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |       50000 | PA      | $36038.13     | 0.00%             | 2042-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| TransUnion                                               | TransUnion                                                               | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Long             | EC               | CORP              | US        |        2875 | NS      | $238510.00    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-15451.71    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Trend Micro, Inc.                                        | Trend Micro, Inc.                                                        | CUSIP: N/A<br>LEI: 3538005O5UJ5RNAGVE16       | Long             | EC               | CORP              | JP        |        1100 | NS      | $78925.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Equinor ASA                                              | Equinor ASA                                                              | CUSIP: N/A<br>LEI: OW6OFBNCKXC4US5C7523       | Long             | EC               | CORP              | NO        |        7366 | NS      | $166734.08    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kerry Group plc                                          | Kerry Group plc, Class A                                                 | CUSIP: N/A<br>LEI: 635400TLVVBNXLFHWC59       | Long             | EC               | CORP              | IE        |        1170 | NS      | $123858.29    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Murphy USA, Inc.                                         | Murphy USA, Inc.                                                         | CUSIP: 626755102<br>LEI: 549300Y081F8XIKQIO72 | Long             | EC               | CORP              | US        |        2148 | NS      | $1070928.36   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Wiwynn Corp.                                             | Wiwynn Corp.                                                             | CUSIP: N/A<br>LEI: 254900FV2R15PMKXFL69       | Long             | EC               | CORP              | TW        |        9407 | NS      | $566125.75    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-11110.67    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Nice Ltd.                                                | Nice Ltd.                                                                | CUSIP: N/A<br>LEI: 254900YTY4EF5Z4W0A51       | Long             | EC               | CORP              | IL        |         553 | NS      | $86391.90     | 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        |        2000 | NS      | $57044.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UBS Switzerland AG                                       | UBS Switzerland AG                                                       | CUSIP: N/A<br>LEI: 549300WOIFUSNYH0FL22       | Long             | DBT              | CORP              | CH        |     2815000 | PA      | $3281580.52   | 0.12%             | 2029-03-05      | Fixed         | 3.30%                 | Yes           |                  2 | On Loan: No      |
| Rational AG                                              | Rational AG                                                              | CUSIP: N/A<br>LEI: 529900K139N6UFJ1A758       | Long             | EC               | CORP              | DE        |          45 | NS      | $38611.53     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Central Parent, Inc.                                     | Central Parent, Inc.                                                     | CUSIP: 15477CAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1416000 | PA      | $1214283.86   | 0.04%             | 2029-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Santos Ltd.                                              | Santos Ltd.                                                              | CUSIP: N/A<br>LEI: 5299000RK70B5O2M7077       | Long             | EC               | CORP              | AU        |       28554 | NS      | $109771.96    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Banco BPM SpA                                            | Banco BPM SpA                                                            | CUSIP: N/A<br>LEI: 815600E4E6DCD2D25E30       | Long             | EC               | CORP              | IT        |       11323 | NS      | $126393.21    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CDW Corp.                                                | CDW Corp.                                                                | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |        2011 | NS      | $322886.16    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Yara International ASA                                   | Yara International ASA                                                   | CUSIP: N/A<br>LEI: 213800WKOUWXWFJ5Z514       | Long             | EC               | CORP              | NO        |        1456 | NS      | $47252.38     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Emerson Electric Co.                                     | Emerson Electric Co.                                                     | CUSIP: 291011104<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | EC               | CORP              | US        |       13288 | NS      | $1396701.68   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Elbit Systems Ltd.                                       | Elbit Systems Ltd.                                                       | CUSIP: N/A<br>LEI: 529900Q9CB1REUMZSS32       | Long             | EC               | CORP              | IL        |         235 | NS      | $90352.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United States of America                                 | U.S. Treasury Inflation Linked Notes                                     | CUSIP: 91282CLV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    12544046 | PA      | $12749416.27  | 0.47%             | 2029-10-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Aeon Co. Ltd.                                            | Aeon Co. Ltd.                                                            | CUSIP: N/A<br>LEI: 5299009MXFL34SA71416       | Long             | EC               | CORP              | JP        |        5700 | NS      | $168555.69    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Asian Development Bank                                   | Asian Development Bank                                                   | CUSIP: N/A<br>LEI: 549300X0MVH42CY8Q105       | Long             | DBT              | NUSS              | AU        |     3030000 | PA      | $1933161.26   | 0.07%             | 2027-09-10      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Techtronic Industries Co. Ltd.                           | Techtronic Industries Co. Ltd.                                           | CUSIP: N/A<br>LEI: 549300HZW2SBE758OK89       | Long             | EC               | CORP              | HK        |       45500 | NS      | $457911.50    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| SoftBank Corp.                                           | SoftBank Corp.                                                           | CUSIP: N/A<br>LEI: 353800M1YCTS9JRBJ535       | Long             | EC               | CORP              | JP        |      251600 | NS      | $380732.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| First Horizon Corp.                                      | First Horizon Corp.                                                      | CUSIP: 320517105<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | EC               | CORP              | US        |       55373 | NS      | $1001143.84   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Rayonier, Inc.                                           | Rayonier, Inc.                                                           | CUSIP: 754907103<br>LEI: HGV8VDVNL0W6SF2U9C50 | Long             | EC               | CORP              | US        |       21725 | NS      | $531393.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Saudi Arabian Oil Co.                                    | Saudi Arabian Oil Co.                                                    | CUSIP: N/A<br>LEI: 5586006WD91QHB7J4X50       | Long             | EC               | CORP              | SA        |      121307 | NS      | $820156.38    | 0.03%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Covestro AG                                              | Covestro AG                                                              | CUSIP: N/A<br>LEI: 3912005AWHKLQ1CPLV11       | Long             | EC               | CORP              | DE        |        1603 | NS      | $106843.24    | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Nippon Telegraph & Telephone Corp.                       | Nippon Telegraph & Telephone Corp.                                       | CUSIP: N/A<br>LEI: 353800VHQU5VIXVUA841       | Long             | EC               | CORP              | JP        |      262700 | NS      | $274594.32    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Volvo AB                                                 | Volvo AB, Class B                                                        | CUSIP: 928856301<br>LEI: 549300HGV012CNC8JD22 | Long             | EC               | CORP              | SE        |      347738 | NS      | $9452743.48   | 0.35%             |  |  |  | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC                     | Charter Communications Operating LLC                                     | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2250000 | PA      | $2277549.70   | 0.08%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Nitori Holdings Co. Ltd.                                 | Nitori Holdings Co. Ltd.                                                 | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |         700 | NS      | $83289.34     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Avianca Midco 2 plc                                      | Avianca Midco 2 plc                                                      | CUSIP: 05369YAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |     1092000 | PA      | $953179.50    | 0.04%             | 2030-02-14      | Fixed         | 9.62%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of the Netherlands                               | Kingdom of Netherlands                                                   | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |       25000 | PA      | $25330.53     | 0.00%             | 2030-07-15      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland     | United Kingdom of Great Britain and Northern Ireland                     | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      224461 | PA      | $218341.68    | 0.01%             | 2068-07-22      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Hongkong Land Holdings Ltd.                              | Hongkong Land Holdings Ltd.                                              | CUSIP: N/A<br>LEI: 213800XCHYNRPAYGXW28       | Long             | EC               | CORP              | BM        |        9700 | NS      | $47471.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Italy                                        | Buoni Poliennali del Tesoro                                              | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |       40000 | PA      | $44625.23     | 0.00%             | 2027-04-01      | Fixed         | 1.10%                 | Yes           |                  2 | On Loan: No      |
| MTR Corp. Ltd.                                           | MTR Corp. Ltd.                                                           | CUSIP: N/A<br>LEI: 254900IH4U9NHH9AQM97       | Long             | EC               | CORP              | HK        |       13500 | NS      | $46606.44     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Axle & Manufacturing, Inc.                      | American Axle & Manufacturing, Inc.                                      | CUSIP: 02406PBB5<br>LEI: RY5TAKFOBLDUGX31MS24 | Long             | DBT              | CORP              | US        |     2880000 | PA      | $2525748.48   | 0.09%             | 2029-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: —       |
| Fresenius SE & Co. KGaA                                  | Fresenius SE & Co. KGaA                                                  | CUSIP: N/A<br>LEI: XDFJ0CYCOO1FXRFTQS51       | Long             | EC               | CORP              | DE        |        3714 | NS      | $176403.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| AIA Group Ltd.                                           | AIA Group Ltd.                                                           | CUSIP: N/A<br>LEI: ZP5ILWVSYE4LJGMMVD57       | Long             | EC               | CORP              | HK        |      451200 | NS      | $3380803.83   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| Skanska AB                                               | Skanska AB, Class B                                                      | CUSIP: N/A<br>LEI: 549300UINV5RINHGMG07       | Long             | EC               | CORP              | SE        |        2992 | NS      | $69524.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| 3M Co.                                                   | 3M Co.                                                                   | CUSIP: 88579Y101<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | EC               | CORP              | US        |       16256 | NS      | $2258120.96   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Velocity Commercial Capital Loan Trust                   | Velocity Commercial Capital Loan Trust, Series 2018-2, Class M3          | CUSIP: 92259BAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      156562 | PA      | $143597.13    | 0.01%             | 2048-10-26      | Variable      | 4.72%                 | Yes           |                  2 | On Loan: No      |
| Province of British Columbia Canada                      | Province of British Columbia                                             | CUSIP: 110709FL1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |      880000 | PA      | $679935.01    | 0.02%             | 2037-06-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Carlsberg A/S                                            | Carlsberg A/S, Class B                                                   | CUSIP: N/A<br>LEI: 5299001O0WJQYB5GYZ19       | Long             | EC               | CORP              | DK        |         840 | NS      | $114453.08    | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| Telkom Indonesia Persero Tbk. PT                         | Telkom Indonesia Persero Tbk. PT                                         | CUSIP: N/A<br>LEI: 529900M5SQZAOKV1PC81       | Long             | EC               | CORP              | ID        |     3655000 | NS      | $576096.42    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| ITT, Inc.                                                | ITT, Inc.                                                                | CUSIP: 45073V108<br>LEI: 549300KDSERHTJOXUS80 | Long             | EC               | CORP              | US        |       12006 | NS      | $1645062.12   | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingdom of Spain                                         | Bonos and Obligaciones del Estado                                        | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |      170000 | PA      | $91803.11     | 0.00%             | 2071-10-31      | Fixed         | 1.45%                 | Yes           |                  2 | On Loan: No      |
| TotalEnergies SE                                         | TotalEnergies SE                                                         | CUSIP: N/A<br>LEI: 529900S21EQ1BO4ESM68       | Long             | EC               | CORP              | FR        |       18972 | NS      | $1080553.67   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | Euro-OAT                                                                 | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | DE        |         -76 | NC      | $-201697.00   | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Woolworths Group Ltd.                                    | Woolworths Group Ltd.                                                    | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Long             | EC               | CORP              | AU        |       10740 | NS      | $216761.59    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| TransDigm, Inc.                                          | TransDigm, Inc.                                                          | CUSIP: 893647BU0<br>LEI: 88Q84GB3X55CF5OC7582 | Long             | DBT              | CORP              | US        |     3708000 | PA      | $3777384.80   | 0.14%             | 2029-03-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Republic of Italy                                        | Buoni Poliennali del Tesoro                                              | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     6180000 | PA      | $6943884.74   | 0.26%             | 2035-03-01      | Fixed         | 3.35%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $2745.02      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | U.S. Treasury 5 Year Note                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        -374 | NC      | $-473318.18   | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| Kone OYJ                                                 | Kone OYJ, Class B                                                        | CUSIP: N/A<br>LEI: 2138001CNF45JP5XZK38       | Long             | EC               | CORP              | FI        |        2988 | NS      | $185052.24    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Vistra Operations Co. LLC                                | Vistra Operations Co. LLC                                                | CUSIP: 92840VAF9<br>LEI: 549300ZH5GKBTJZ7NM23 | Long             | DBT              | CORP              | US        |     2538000 | PA      | $2515902.01   | 0.09%             | 2027-07-31      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Engie SA                                                 | Engie SA                                                                 | CUSIP: N/A<br>LEI: LAXUQCHT4FH58LRZDY46       | Long             | EC               | CORP              | FR        |       16058 | NS      | $331891.96    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Salmar ASA                                               | Salmar ASA                                                               | CUSIP: N/A<br>LEI: 5967007LIEEXZXGDBK67       | Long             | EC               | CORP              | NO        |         580 | NS      | $28660.76     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Simmons Foods, Inc.                                      | Simmons Foods, Inc.                                                      | CUSIP: 82873MAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3040000 | PA      | $2824031.50   | 0.10%             | 2029-03-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Pike Corp.                                               | Pike Corp.                                                               | CUSIP: 721283AA7<br>LEI: 549300P4EKEP6HK0NC58 | Long             | DBT              | CORP              | US        |     2554000 | PA      | $2508238.19   | 0.09%             | 2028-09-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Lonza Group AG                                           | Lonza Group AG (Registered)                                              | CUSIP: N/A<br>LEI: 549300EFW4H2TCZ71055       | Long             | EC               | CORP              | CH        |        3844 | NS      | $2761949.62   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Mizrahi Tefahot Bank Ltd.                                | Mizrahi Tefahot Bank Ltd.                                                | CUSIP: N/A<br>LEI: YZO9YEGEO4VYDZMDWF93       | Long             | EC               | CORP              | IL        |        1365 | NS      | $69120.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| MercadoLibre, Inc.                                       | MercadoLibre, Inc.                                                       | CUSIP: 58733R102<br>LEI: 549300DKPDN9M5S8GB14 | Long             | EC               | CORP              | US        |         428 | NS      | $997603.80    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| BT Group plc                                             | BT Group plc                                                             | CUSIP: N/A<br>LEI: 213800LRO7NS5CYQMN21       | Long             | EC               | CORP              | GB        |       56900 | NS      | $132062.43    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Telefonica SA                                            | Telefonica SA                                                            | CUSIP: 879382109<br>LEI: 549300EEJH4FEPDBBR25 | Long             | EC               | CORP              | ES        |       34895 | NS      | $179264.02    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Outfront Media Capital LLC                               | Outfront Media Capital LLC                                               | CUSIP: 69007TAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      811000 | PA      | $794692.82    | 0.03%             | 2027-08-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Bayerische Motoren Werke AG                              | Bayerische Motoren Werke AG                                              | CUSIP: N/A<br>LEI: YEH5ZCD6E441RHVHD759       | Long             | EC               | CORP              | DE        |        2549 | NS      | $216199.76    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Shriram Finance Ltd.                                     | Shriram Finance Ltd.                                                     | CUSIP: N/A<br>LEI: 335800TM2YO24B76XL26       | Long             | EC               | CORP              | IN        |       96825 | NS      | $701662.63    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Chevron Phillips Chemical Co. LLC                        | Chevron Phillips Chemical Co. LLC                                        | CUSIP: 166754AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |       78000 | PA      | $76874.81     | 0.00%             | 2026-12-01      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Republic of Italy                                        | Buoni Poliennali del Tesoro                                              | CUSIP: N/A<br>LEI: 815600DE60799F5A9309       | Long             | DBT              | NUSS              | IT        |     1159000 | PA      | $1241093.25   | 0.05%             | 2038-03-01      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Xerox Holdings Corp.                                     | Xerox Holdings Corp.                                                     | CUSIP: 98421MAB2<br>LEI: 5493000Y33XDVO2CXC18 | Long             | DBT              | CORP              | US        |     2247000 | PA      | $1439461.68   | 0.05%             | 2028-08-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: —       |
| Nestle SA                                                | Nestle SA (Registered)                                                   | CUSIP: N/A<br>LEI: KY37LUS27QQX7BB93L28       | Long             | EC               | CORP              | CH        |       51717 | NS      | $5504622.23   | 0.20%             |  |  |  | No            |                  2 | On Loan: No      |
| Admiral Group plc                                        | Admiral Group plc                                                        | CUSIP: N/A<br>LEI: 213800FGVM7Z9EJB2685       | Long             | EC               | CORP              | GB        |        2289 | NS      | $99554.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Transurban Group                                         | Transurban Group                                                         | CUSIP: N/A<br>LEI: 549300ZR71SUQ4VUTM79       | Long             | EC               | CORP              | AU        |       27290 | NS      | $245920.33    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                 | Venture Global LNG, Inc.                                                 | CUSIP: 92332YAC5<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     3392000 | PA      | $3514902.17   | 0.13%             | 2029-02-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Coles Group Ltd.                                         | Coles Group Ltd.                                                         | CUSIP: N/A<br>LEI: 549300OHQRG2HN8LZ793       | Long             | EC               | CORP              | AU        |       11783 | NS      | $160010.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Stagwell Global LLC                                      | Stagwell Global LLC                                                      | CUSIP: 59565JAA9<br>LEI: 984500904E015Z0C1F82 | Long             | DBT              | CORP              | US        |     3358000 | PA      | $3168670.59   | 0.12%             | 2029-08-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| DSV A/S                                                  | DSV A/S                                                                  | CUSIP: N/A<br>LEI: 529900X41C0BSLK67H70       | Long             | EC               | CORP              | DK        |        1797 | NS      | $380891.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KBC Group NV                                             | KBC Group NV                                                             | CUSIP: N/A<br>LEI: 213800X3Q9LSAKRUWY91       | Long             | EC               | CORP              | BE        |       25950 | NS      | $2392816.92   | 0.09%             |  |  |  | No            |                  2 | On Loan: No      |
| OneSky Flight LLC                                        | OneSky Flight LLC                                                        | CUSIP: 68278CAA3<br>LEI: 549300PM6NEPXGG5B882 | Long             | DBT              | CORP              | US        |     2451000 | PA      | $2474033.49   | 0.09%             | 2029-12-15      | Fixed         | 8.88%                 | Yes           |                  2 | On Loan: No      |
| Japan Exchange Group, Inc.                               | Japan Exchange Group, Inc.                                               | CUSIP: N/A<br>LEI: 353800578ADEGIJTVW07       | Long             | EC               | CORP              | JP        |      395100 | NS      | $4395792.01   | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Alliant Holdings Intermediate LLC                        | Alliant Holdings Intermediate LLC                                        | CUSIP: 01883LAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3682000 | PA      | $3708510.40   | 0.14%             | 2028-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Martin Marietta Materials, Inc.                          | Martin Marietta Materials, Inc.                                          | CUSIP: 573284106<br>LEI: 5299005MZ4WZECVATV08 | Long             | EC               | CORP              | US        |        1006 | NS      | $527123.88    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Olympus Water US Holding Corp.                           | Olympus Water US Holding Corp.                                           | CUSIP: 25259KAA8<br>LEI: 549300YU2GGVCBN3MY89 | Long             | DBT              | CORP              | US        |     2372000 | PA      | $2471524.38   | 0.09%             | 2028-11-15      | Fixed         | 9.75%                 | Yes           |                  2 | On Loan: No      |
| Autostrade per l'Italia SpA                              | Autostrade per l'Italia SpA                                              | CUSIP: N/A<br>LEI: 815600149448CEB9B230       | Long             | DBT              | CORP              | IT        |     1900000 | PA      | $2298602.72   | 0.08%             | 2033-06-14      | Fixed         | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Coca-Cola HBC AG                                         | Coca-Cola HBC AG                                                         | CUSIP: N/A<br>LEI: 549300EFP3TNG7JGVE49       | Long             | EC               | CORP              | CH        |        1911 | NS      | $99512.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Travel + Leisure Co.                                     | Travel + Leisure Co.                                                     | CUSIP: 98310WAS7<br>LEI: T4VNTWMFQ7JQB65L7T35 | Long             | DBT              | CORP              | US        |     3426000 | PA      | $3449982.00   | 0.13%             | 2026-07-31      | Fixed         | 6.62%                 | Yes           |                  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        |      935000 | PA      | $918222.92    | 0.03%             | 2028-05-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Hikma Pharmaceuticals plc                                | Hikma Pharmaceuticals plc                                                | CUSIP: N/A<br>LEI: 549300BNS685UXH4JI75       | Long             | EC               | CORP              | GB        |        1463 | NS      | $38768.86     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| RTX Corp.                                                | RTX Corp.                                                                | CUSIP: 75513E101<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | EC               | CORP              | US        |       20708 | NS      | $2611900.04   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Cushman & Wakefield US Borrower LLC                      | Cushman & Wakefield US Borrower LLC                                      | CUSIP: 23166MAA1<br>LEI: 549300870CMN3WI5IF97 | Long             | DBT              | CORP              | US        |     2605000 | PA      | $2617152.33   | 0.10%             | 2028-05-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| PBF Holding Co. LLC                                      | PBF Holding Co. LLC                                                      | CUSIP: 69318FAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3172000 | PA      | $2798656.81   | 0.10%             | 2028-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Unipol Assicurazioni SpA                                 | Unipol Assicurazioni SpA                                                 | CUSIP: N/A<br>LEI: 8156005CE5E7340CCA86       | Long             | EC               | CORP              | IT        |        3154 | NS      | $56572.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| HCA Healthcare, Inc.                                     | HCA Healthcare, Inc.                                                     | CUSIP: 40412C101<br>LEI: 529900PH4ZGUH2MNEU89 | Long             | EC               | CORP              | US        |        2077 | NS      | $716731.16    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Reliance Industries Ltd.                                 | Reliance Industries Ltd.                                                 | CUSIP: 759470107<br>LEI: 5493003UOETFYRONLG31 | Long             | EC               | CORP              | IN        |       32086 | NS      | $2090918.93   | 0.08%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Windstream Escrow LLC                                    | Windstream Escrow LLC                                                    | CUSIP: 973CONAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |        3729 | PA      | $46.61        | 0.00%             | 2028-08-15      | Fixed         | 7.75%                 | No            |                  3 | On Loan: No      |
| Obic Co. Ltd.                                            | Obic Co. Ltd.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        2800 | NS      | $98032.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Dassault Aviation SA                                     | Dassault Aviation SA                                                     | CUSIP: N/A<br>LEI: 969500CVFTUT88V8QN95       | Long             | EC               | CORP              | FR        |         173 | NS      | $62378.04     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| General Motors Financial Co., Inc.                       | General Motors Financial Co., Inc.                                       | CUSIP: 37045XBG0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |      150000 | PA      | $150098.67    | 0.01%             | 2026-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Newell Brands, Inc.                                      | Newell Brands, Inc.                                                      | CUSIP: 651229BD7<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |      544000 | PA      | $510310.46    | 0.02%             | 2029-09-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Elevance Health, Inc.                                    | Elevance Health, Inc.                                                    | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |        2960 | NS      | $1244916.80   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Banco BTG Pactual SA                                     | Banco BTG Pactual SA                                                     | CUSIP: N/A<br>LEI: ZXLTQRYIK6IJH3R0IK66       | Long             | EC               | CORP              | BR        |       65423 | NS      | $441175.69    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Intuitive Surgical, Inc.                                 | Intuitive Surgical, Inc.                                                 | CUSIP: 46120E602<br>LEI: 54930052SRG011710797 | Long             | EC               | CORP              | US        |        5782 | NS      | $2982355.60   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp.                                       | State Street Corp.                                                       | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | EC               | CORP              | US        |        8669 | NS      | $763738.90    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Group 1 Automotive, Inc.                                 | Group 1 Automotive, Inc.                                                 | CUSIP: 398905AN9<br>LEI: 549300US8QAZJLWYAF63 | Long             | DBT              | CORP              | US        |     3114000 | PA      | $2960399.46   | 0.11%             | 2028-08-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Smith & Nephew plc                                       | Smith & Nephew plc                                                       | CUSIP: N/A<br>LEI: 213800ZTMDN8S67S1H61       | Long             | EC               | CORP              | GB        |        7303 | NS      | $102772.01    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Ontario Teachers' Finance Trust                          | Ontario Teachers' Finance Trust                                          | CUSIP: 68329AAP3<br>LEI: 635400ZZE5J8OXXBBY26 | Long             | DBT              | NUSS              | CA        |     3483000 | PA      | $3521314.88   | 0.13%             | 2028-04-25      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-146596.15   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| AGC, Inc.                                                | AGC, Inc.                                                                | CUSIP: N/A<br>LEI: JE4WFFEELMVPFZ0G1E77       | Long             | EC               | CORP              | JP        |        1700 | NS      | $53077.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yakult Honsha Co. Ltd.                                   | Yakult Honsha Co. Ltd.                                                   | CUSIP: N/A<br>LEI: 353800YJPSPGG7KI0S71       | Long             | EC               | CORP              | JP        |        2300 | NS      | $47246.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | Japan 10 Year Mini Bond                                                  | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | SG        |         138 | NC      | $253044.49    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Northern Trust Corp.                                     | Northern Trust Corp.                                                     | CUSIP: 665859104<br>LEI: 549300GLF98S992BC502 | Long             | EC               | CORP              | US        |        7695 | NS      | $723176.10    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| AbbVie, Inc.                                             | AbbVie, Inc.                                                             | CUSIP: 00287Y109<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | EC               | CORP              | US        |       58151 | NS      | $11345260.10  | 0.42%             |  |  |  | No            |                  1 | On Loan: No      |
| Japan                                                    | Japan Government Bond                                                    | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   301650000 | PA      | $1534895.96   | 0.06%             | 2047-12-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Global Net Lease, Inc.                                   | Global Net Lease, Inc.                                                   | CUSIP: 37892AAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2510000 | PA      | $2358157.30   | 0.09%             | 2027-12-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Venture Global LNG, Inc.                                 | Venture Global LNG, Inc.                                                 | CUSIP: 92332YAA9<br>LEI: 54930011XLBUWMQUC829 | Long             | DBT              | CORP              | US        |     3716000 | PA      | $3690262.24   | 0.14%             | 2028-06-01      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Canada                                                   | Canada Government Bond                                                   | CUSIP: 135087D35<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      403000 | PA      | $260997.02    | 0.01%             | 2048-12-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-13469.61    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| BOC Hong Kong Holdings Ltd.                              | BOC Hong Kong Holdings Ltd.                                              | CUSIP: N/A<br>LEI: 254900JB98W77JDJMW15       | Long             | EC               | CORP              | HK        |       32500 | NS      | $134822.41    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp.                                   | ON Semiconductor Corp.                                                   | CUSIP: 682189105<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | EC               | CORP              | US        |       17452 | NS      | $692844.40    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Havells India Ltd.                                       | Havells India Ltd.                                                       | CUSIP: N/A<br>LEI: 549300U1LOGHTTNT7D47       | Long             | EC               | CORP              | IN        |       29712 | NS      | $562621.56    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-45974.54    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $19139.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $26812.21     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UPM-Kymmene OYJ                                          | UPM-Kymmene OYJ                                                          | CUSIP: N/A<br>LEI: 213800EC6PW5VU4J9U64       | Long             | EC               | CORP              | FI        |        4692 | NS      | $124272.78    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Union Pacific Corp.                                      | Union Pacific Corp.                                                      | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |        2156 | NS      | $464962.96    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| EXOR NV                                                  | EXOR NV                                                                  | CUSIP: N/A<br>LEI: 5493002ENHZ6NYET7405       | Long             | EC               | CORP              | NL        |         874 | NS      | $82518.48     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CLP Holdings Ltd.                                        | CLP Holdings Ltd.                                                        | CUSIP: N/A<br>LEI: 25490002BUTSMP94GO68       | Long             | EC               | CORP              | HK        |       14500 | NS      | $123636.31    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| BYD Co. Ltd.                                             | BYD Co. Ltd., Class H                                                    | CUSIP: N/A<br>LEI: 5299005557VL7ULJ7A69       | Long             | EC               | CORP              | CN        |        5646 | NS      | $268163.80    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan                                                    | Japan Government Bond                                                    | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   189550000 | PA      | $930648.34    | 0.03%             | 2048-06-20      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| Shimadzu Corp.                                           | Shimadzu Corp.                                                           | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        2100 | NS      | $53754.60     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Shopify, Inc.                                            | Shopify, Inc., Class A                                                   | CUSIP: 82509L107<br>LEI: 549300HGQ43STJLLP808 | Long             | EC               | CORP              | CA        |        7375 | NS      | $700625.00    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-657.36      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| TSB Bank plc                                             | TSB Bank plc                                                             | CUSIP: N/A<br>LEI: 549300XP222MV7P3CC54       | Long             | DBT              | CORP              | GB        |     4450000 | PA      | $5202248.28   | 0.19%             | 2029-03-05      | Fixed         | 3.32%                 | Yes           |                  2 | On Loan: No      |
| Bunzl plc                                                | Bunzl plc                                                                | CUSIP: N/A<br>LEI: 213800Q1Q9DV4L78UM09       | Long             | EC               | CORP              | GB        |        2913 | NS      | $91539.56     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Oriental Land Co. Ltd.                                   | Oriental Land Co. Ltd.                                                   | CUSIP: N/A<br>LEI: 353800PIFKBZ6KTU5994       | Long             | EC               | CORP              | JP        |        9500 | NS      | $201205.20    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $133002.90    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Pearson plc                                              | Pearson plc                                                              | CUSIP: N/A<br>LEI: 2138004JBXWWJKIURC57       | Long             | EC               | CORP              | GB        |        5272 | NS      | $84516.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sabre GLBL, Inc.                                         | Sabre GLBL, Inc.                                                         | CUSIP: 78573NAL6<br>LEI: F2TJC7HPPHLHU1AQMP98 | Long             | DBT              | CORP              | US        |      176000 | PA      | $167640.00    | 0.01%             | 2029-11-15      | Fixed         | 10.75%                | Yes           |                  2 | On Loan: No      |
| South32 Ltd.                                             | South32 Ltd.                                                             | CUSIP: N/A<br>LEI: 213800LAZNPXSBKVHR17       | Long             | EC               | CORP              | AU        |       39716 | NS      | $68442.40     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NXP Semiconductors NV                                    | NXP Semiconductors NV                                                    | CUSIP: N/A<br>LEI: 724500M9BY5293JDF951       | Long             | EC               | CORP              | NL        |        3375 | NS      | $622046.25    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Daikin Industries Ltd.                                   | Daikin Industries Ltd.                                                   | CUSIP: N/A<br>LEI: 549300Y7FWSTSHMW5Y57       | Long             | EC               | CORP              | JP        |        2300 | NS      | $262023.58    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $12290.64     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $3248.20      | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NGL Energy Operating LLC                                 | NGL Energy Operating LLC                                                 | CUSIP: 62922LAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3036000 | PA      | $2853266.80   | 0.10%             | 2029-02-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Western Digital Corp.                                    | Western Digital Corp.                                                    | CUSIP: 958102105<br>LEI: 549300QQXOOYEF89IC56 | Long             | EC               | CORP              | US        |       52720 | NS      | $2312299.20   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Baker Hughes Co.                                         | Baker Hughes Co.                                                         | CUSIP: 05722G100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      209639 | NS      | $7421220.60   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Regeneron Pharmaceuticals, Inc.                          | Regeneron Pharmaceuticals, Inc.                                          | CUSIP: 75886F107<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | EC               | CORP              | US        |        8778 | NS      | $5255915.28   | 0.19%             |  |  |  | No            |                  1 | On Loan: No      |
| WESCO International, Inc.                                | WESCO International, Inc.                                                | CUSIP: 95082P105<br>LEI: 529900TXOGREY3WNJ434 | Long             | EC               | CORP              | US        |        2452 | NS      | $399577.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings, Inc.                                   | Booking Holdings, Inc.                                                   | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |         600 | NS      | $3059568.00   | 0.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Korea Southern Power Co. Ltd.                            | Korea Southern Power Co. Ltd.                                            | CUSIP: 50065AAC8<br>LEI: 9884001B6VSIQS4ZY558 | Long             | DBT              | CORP              | KR        |     2155000 | PA      | $2098301.95   | 0.08%             | 2026-01-27      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: —       |
| Tradeweb Markets, Inc.                                   | Tradeweb Markets, Inc., Class A                                          | CUSIP: 892672106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |        6910 | NS      | $955653.00    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Alcon AG                                                 | Alcon AG                                                                 | CUSIP: N/A<br>LEI: 549300LDT5AP8S0NBM78       | Long             | EC               | CORP              | CH        |        4393 | NS      | $426826.29    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Cellnex Telecom SA                                       | Cellnex Telecom SA                                                       | CUSIP: N/A<br>LEI: 5493008T4YG3AQUI7P67       | Long             | EC               | CORP              | ES        |        4658 | NS      | $188506.22    | 0.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| SG Holdings Co. Ltd.                                     | SG Holdings Co. Ltd.                                                     | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |        2800 | NS      | $29483.03     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Yangzijiang Shipbuilding Holdings Ltd.                   | Yangzijiang Shipbuilding Holdings Ltd.                                   | CUSIP: N/A<br>LEI: 254900Z3JEM14YIGLM66       | Long             | EC               | CORP              | SG        |       22700 | NS      | $38884.27     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Nissan Motor Co. Ltd.                                    | Nissan Motor Co. Ltd.                                                    | CUSIP: N/A<br>LEI: 353800DRBDH1LUTNAY26       | Long             | EC               | CORP              | JP        |       19600 | NS      | $46660.36     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Sysmex Corp.                                             | Sysmex Corp.                                                             | CUSIP: N/A<br>LEI: 5299001ZO4CKWACMZI55       | Long             | EC               | CORP              | JP        |        4400 | NS      | $81677.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Heineken NV                                              | Heineken NV                                                              | CUSIP: N/A<br>LEI: 724500K5PTPSST86UQ23       | Long             | EC               | CORP              | NL        |       84337 | NS      | $7549443.93   | 0.28%             |  |  |  | No            |                  2 | On Loan: No      |
| Tele2 AB                                                 | Tele2 AB, Class B                                                        | CUSIP: N/A<br>LEI: 213800EKD193RVI9HL76       | Long             | EC               | CORP              | SE        |        4806 | NS      | $70907.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd.                             | Royal Caribbean Cruises Ltd.                                             | CUSIP: 780153BG6<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |      882000 | PA      | $881094.89    | 0.03%             | 2028-04-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Hungary                                                  | Hungary Government Bond                                                  | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |      300000 | PA      | $258395.16    | 0.01%             | 2035-06-05      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Edgewell Personal Care Co.                               | Edgewell Personal Care Co.                                               | CUSIP: 28035QAA0<br>LEI: 549300CY8QZDL4Z3RU59 | Long             | DBT              | CORP              | US        |     3416000 | PA      | $3355859.61   | 0.12%             | 2028-06-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Enel SpA                                                 | Enel SpA                                                                 | CUSIP: N/A<br>LEI: WOCMU6HCI0OJWNPRZS33       | Long             | DBT              | CORP              | IT        |      300000 | PA      | $363644.85    | 0.01%             | 2028-04-16      | Variable      | 6.38%                 | Yes           |                  2 | On Loan: No      |
| SGH Ltd.                                                 | SGH Ltd.                                                                 | CUSIP: N/A<br>LEI: 254900DME8O9GCK94794       | Long             | EC               | CORP              | AU        |        1789 | NS      | $58508.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Camelot Return Merger Sub, Inc.                          | Camelot Return Merger Sub, Inc.                                          | CUSIP: 13323NAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2191000 | PA      | $1900060.83   | 0.07%             | 2028-08-01      | Fixed         | 8.75%                 | Yes           |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland     | United Kingdom of Great Britain and Northern Ireland                     | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     3057000 | PA      | $3622347.84   | 0.13%             | 2029-01-31      | Fixed         | 0.50%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Spain                                         | Bonos and Obligaciones del Estado                                        | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |       13000 | PA      | $14411.30     | 0.00%             | 2028-07-30      | Fixed         | 1.40%                 | Yes           |                  2 | On Loan: No      |
| CommScope LLC                                            | CommScope LLC                                                            | CUSIP: 203372AX5<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | DBT              | CORP              | US        |     2324000 | PA      | $2051222.87   | 0.08%             | 2029-09-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Fujitsu Ltd.                                             | Fujitsu Ltd.                                                             | CUSIP: N/A<br>LEI: 3538000246DHJLRTUZ24       | Long             | EC               | CORP              | JP        |       15500 | NS      | $344339.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| KeyCorp                                                  | KeyCorp                                                                  | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     1450000 | PA      | $1518915.92   | 0.06%             | 2035-03-06      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Icahn Enterprises LP                                     | Icahn Enterprises LP                                                     | CUSIP: 451102CC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1519000 | PA      | $1266567.72   | 0.05%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Copart, Inc.                                             | Copart, Inc.                                                             | CUSIP: 217204106<br>LEI: 549300KVYX3JWMYEHU61 | Long             | EC               | CORP              | US        |       31289 | NS      | $1909567.67   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| BPCE SFH SA                                              | BPCE SFH SA                                                              | CUSIP: N/A<br>LEI: 969500T1UBNNTYVWOS04       | Long             | DBT              | CORP              | FR        |     1900000 | PA      | $2225321.60   | 0.08%             | 2029-03-13      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Heidelberg Materials AG                                  | Heidelberg Materials AG                                                  | CUSIP: N/A<br>LEI: LZ2C6E0W5W7LQMX5ZI37       | Long             | EC               | CORP              | DE        |        1201 | NS      | $240096.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EOG Resources, Inc.                                      | EOG Resources, Inc.                                                      | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |       17659 | NS      | $1948317.47   | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Medibank Pvt Ltd.                                        | Medibank Pvt Ltd.                                                        | CUSIP: N/A<br>LEI: BDYVSUPTML83OLINBJ17       | Long             | EC               | CORP              | AU        |       24213 | NS      | $72027.00     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd.                             | National Australia Bank Ltd.                                             | CUSIP: N/A<br>LEI: F8SB4JFBSYQFRQEH3Z21       | Long             | EC               | CORP              | AU        |       27038 | NS      | $624326.31    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| S-Oil Corp.                                              | S-Oil Corp.                                                              | CUSIP: N/A<br>LEI: 988400QTUXYDN8W3MZ32       | Long             | EC               | CORP              | KR        |        7002 | NS      | $255754.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| CEC Entertainment LLC                                    | CEC Entertainment LLC                                                    | CUSIP: 125137AC3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2637000 | PA      | $2590033.98   | 0.10%             | 2026-05-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| United States of America                                 | U.S. Treasury Notes                                                      | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     2475000 | PA      | $2493949.22   | 0.09%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $11357.84     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| UnitedHealth Group, Inc.                                 | UnitedHealth Group, Inc.                                                 | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |       23347 | NS      | $9605889.68   | 0.35%             |  |  |  | No            |                  1 | On Loan: No      |
| ROCKWOOL A/S                                             | ROCKWOOL A/S, Class B                                                    | CUSIP: N/A<br>LEI: 213800QRC7LNX935OZ09       | Long             | EC               | CORP              | DK        |         830 | NS      | $37889.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Givaudan SA                                              | Givaudan SA (Registered)                                                 | CUSIP: N/A<br>LEI: 213800SVRMQA1TD91D41       | Long             | EC               | CORP              | CH        |          81 | NS      | $390773.26    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Canada                                                   | Canada Government Bond                                                   | CUSIP: 135087R48<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |    13666000 | PA      | $9882225.01   | 0.36%             | 2034-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific, Inc.                           | Thermo Fisher Scientific, Inc.                                           | CUSIP: 883556102<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | EC               | CORP              | US        |       17412 | NS      | $7469748.00   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Covivio SA                                               | Covivio SA                                                               | CUSIP: N/A<br>LEI: 969500P8M3W2XX376054       | Long             | EC               | CORP              | FR        |         484 | NS      | $27140.24     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Antero Resources Corp.                                   | Antero Resources Corp.                                                   | CUSIP: 03674XAS5<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1838538.23   | 0.07%             | 2030-03-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Axis Bank Ltd.                                           | Axis Bank Ltd.                                                           | CUSIP: N/A<br>LEI: 549300HVNWMJPOFVNI41       | Long             | EC               | CORP              | IN        |       65393 | NS      | $917274.95    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of Montreal                                         | Bank of Montreal                                                         | CUSIP: N/A<br>LEI: NQQ6HPCNCCU6TUTQYE16       | Long             | DBT              | CORP              | CA        |     5059000 | PA      | $5192526.33   | 0.19%             | 2029-06-08      | Fixed         | 0.05%                 | Yes           |                  2 | On Loan: No      |
| Elastic NV                                               | Elastic NV                                                               | CUSIP: 28415LAA1<br>LEI: 2549003I48WHHH937I59 | Long             | DBT              | CORP              | NL        |     2647000 | PA      | $2498197.31   | 0.09%             | 2029-07-15      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Hungary                                                  | Hungary Government Bond                                                  | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |      893000 | PA      | $914578.78    | 0.03%             | 2028-09-21      | Fixed         | 0.12%                 | Yes           |                  2 | On Loan: No      |
| CaixaBank SA                                             | CaixaBank SA                                                             | CUSIP: N/A<br>LEI: 7CUNS533WID6K7DGFI87       | Long             | EC               | CORP              | ES        |       34656 | NS      | $265610.68    | 0.01%             |  |  |  | No            |                  2 | On Loan: —       |
| Vicinity Ltd.                                            | Vicinity Ltd.                                                            | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       34019 | NS      | $51448.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Telekom AG                                      | Deutsche Telekom AG (Registered)                                         | CUSIP: N/A<br>LEI: 549300V9QSIG4WX4GJ96       | Long             | EC               | CORP              | DE        |      115027 | NS      | $4131485.18   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| AmeriTex HoldCo Intermediate LLC                         | AmeriTex HoldCo Intermediate LLC                                         | CUSIP: 030727AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2482000 | PA      | $2556800.03   | 0.09%             | 2028-10-15      | Fixed         | 10.25%                | Yes           |                  2 | On Loan: No      |
| FedEx Corp.                                              | FedEx Corp.                                                              | CUSIP: 31428X106<br>LEI: 549300E707U7WNPZN687 | Long             | EC               | CORP              | US        |        2743 | NS      | $576935.19    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Telefonica Brasil SA                                     | Telefonica Brasil SA                                                     | CUSIP: N/A<br>LEI: 529900MTGG2HSDBIWG79       | Long             | EC               | CORP              | BR        |      125920 | NS      | $613718.97    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Danske Bank A/S                                          | Danske Bank A/S                                                          | CUSIP: N/A<br>LEI: MAES062Z21O4RZ2U7M96       | Long             | DBT              | CORP              | DK        |     2000000 | PA      | $2370422.92   | 0.09%             | 2028-11-09      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Credicorp Ltd.                                           | Credicorp Ltd.                                                           | CUSIP: N/A<br>LEI: 529900UYAEYQCQ2BKB17       | Long             | EC               | CORP              | BM        |        2888 | NS      | $583924.72    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys, Inc.                                           | Synopsys, Inc.                                                           | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |        2732 | NS      | $1254015.32   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-165846.41   | -0.01%            |  |  |  | No            |                  2 | On Loan: No      |
| Penske Automotive Group, Inc.                            | Penske Automotive Group, Inc.                                            | CUSIP: 70959WAK9<br>LEI: 549300W7UTQ0M4C7LB15 | Long             | DBT              | CORP              | US        |     2579000 | PA      | $2391036.03   | 0.09%             | 2029-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Novartis AG                                              | Novartis AG (Registered)                                                 | CUSIP: N/A<br>LEI: 5493007HIVTX6SY6XD66       | Long             | EC               | CORP              | CH        |       36108 | NS      | $4118381.37   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| Sompo Holdings, Inc.                                     | Sompo Holdings, Inc.                                                     | CUSIP: N/A<br>LEI: 353800CWW4SRGEYEB512       | Long             | EC               | CORP              | JP        |        7800 | NS      | $255614.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Societe Generale SA                                      | Societe Generale SA                                                      | CUSIP: N/A<br>LEI: O2RNE8IBXP4R0TD8PU41       | Long             | DBT              | CORP              | FR        |     1000000 | PA      | $1169191.83   | 0.04%             | 2030-12-06      | Variable      | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Dover Corp.                                              | Dover Corp.                                                              | CUSIP: 260003108<br>LEI: 549300FMC2ALGA7N9E80 | Long             | EC               | CORP              | US        |        3727 | NS      | $636012.55    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Canadian Pacific Kansas City Ltd.                        | Canadian Pacific Kansas City Ltd.                                        | CUSIP: 13646K108<br>LEI: N/A                  | Long             | EC               | CORP              | CA        |       17143 | NS      | $1245124.47   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Prosus NV                                                | Prosus NV                                                                | CUSIP: N/A<br>LEI: 635400Z5LQ5F9OLVT688       | Long             | EC               | CORP              | NL        |       12027 | NS      | $563881.17    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| MongoDB, Inc.                                            | MongoDB, Inc.                                                            | CUSIP: 60937P106<br>LEI: 549300TPTG69WKWE1Z37 | Long             | EC               | CORP              | US        |        2542 | NS      | $437656.14    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| AerCap Holdings NV                                       | AerCap Holdings NV                                                       | CUSIP: N/A<br>LEI: 549300SZYINBBLJQU475       | Long             | EC               | CORP              | NL        |       20516 | NS      | $2174696.00   | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Swedish Orphan Biovitrum AB                              | Swedish Orphan Biovitrum AB                                              | CUSIP: N/A<br>LEI: 549300124Y3MQI87PT35       | Long             | EC               | CORP              | SE        |        1721 | NS      | $52343.74     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| PennyMac Financial Services, Inc.                        | PennyMac Financial Services, Inc.                                        | CUSIP: 70932MAB3<br>LEI: 549300W1D516HBDEU871 | Long             | DBT              | CORP              | US        |      183000 | PA      | $170842.85    | 0.01%             | 2029-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth of Australia                                | Commonwealth of Australia                                                | CUSIP: N/A<br>LEI: 213800J6B7JSBDETCB42       | Long             | DBT              | NUSS              | AU        |      890000 | PA      | $310835.60    | 0.01%             | 2051-06-21      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Alternative Loan Trust                                   | Alternative Loan Trust, Series 2006-14CB, Class A1                       | CUSIP: 021468AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |           0 | PA      | $0.00         | 0.00%             | 2036-06-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DiaSorin SpA                                             | DiaSorin SpA                                                             | CUSIP: N/A<br>LEI: 8156002878BDF0EE4348       | Long             | EC               | CORP              | IT        |         194 | NS      | $22169.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Mortgage Trust                                  | JPMorgan Mortgage Trust, Series 2005-A8, Class 2A3                       | CUSIP: 466247YP2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |           2 | PA      | $1.48         | 0.00%             | 2035-11-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| BlueScope Steel Ltd.                                     | BlueScope Steel Ltd.                                                     | CUSIP: N/A<br>LEI: 529900H6UQI16XACWC95       | Long             | EC               | CORP              | AU        |        3856 | NS      | $59060.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Barratt Redrow plc                                       | Barratt Redrow plc                                                       | CUSIP: N/A<br>LEI: 2138006R85VEOF5YNK29       | Long             | EC               | CORP              | GB        |       12119 | NS      | $75552.14     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan                                                    | Japan Government Bond                                                    | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   159250000 | PA      | $693257.64    | 0.03%             | 2049-12-20      | Fixed         | 0.40%                 | No            |                  2 | On Loan: No      |
| FGI Operating Co. LLC                                    | FGI Operating Co. LLC, 1st Lien Term Loan                                | CUSIP: N/A<br>LEI: N/A                        | Long             | LON              | CORP              | US        |       15380 | PA      | $1293.48      | 0.00%             | 2025-12-31      | Variable      | 0.00%                 | No            |                  3 | On Loan: No      |
| Severstal PAO                                            | Severstal PAO                                                            | CUSIP: 818150302<br>LEI: 213800OKDPTV6K4ONO53 | Long             | EC               | CORP              | RU        |       57588 | NS      | $0.06         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Keyence Corp.                                            | Keyence Corp.                                                            | CUSIP: N/A<br>LEI: 529900M7PQBS7A89DZ11       | Long             | EC               | CORP              | JP        |       19700 | NS      | $8236405.18   | 0.30%             |  |  |  | No            |                  2 | On Loan: No      |
| McDonald's Corp.                                         | McDonald's Corp.                                                         | CUSIP: 580135101<br>LEI: UE2136O97NLB5BYP9H04 | Long             | EC               | CORP              | US        |       37148 | NS      | $11874358.20  | 0.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Arab Republic of Egypt                                   | Arab Republic of Egypt                                                   | CUSIP: 03846JAB6<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      500000 | PA      | $403250.00    | 0.01%             | 2031-02-16      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Bureau Veritas SA                                        | Bureau Veritas SA                                                        | CUSIP: N/A<br>LEI: 969500TPU5T3HA5D1F11       | Long             | EC               | CORP              | FR        |        2793 | NS      | $88658.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland     | United Kingdom of Great Britain and Northern Ireland                     | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     5025000 | PA      | $5570750.92   | 0.20%             | 2030-10-22      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| Ingevity Corp.                                           | Ingevity Corp.                                                           | CUSIP: 45688CAB3<br>LEI: 5493009UTFC4B5IMGF87 | Long             | DBT              | CORP              | US        |     2642000 | PA      | $2441157.01   | 0.09%             | 2028-11-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Rand Parent LLC                                          | Rand Parent LLC                                                          | CUSIP: 753272AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2778000 | PA      | $2583228.00   | 0.09%             | 2030-02-15      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: —       |
| WESCO Distribution, Inc.                                 | WESCO Distribution, Inc.                                                 | CUSIP: 95081QAP9<br>LEI: 549300I2CEZJG9N4AH67 | Long             | DBT              | CORP              | US        |     2795000 | PA      | $2832128.78   | 0.10%             | 2028-06-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Essity AB                                                | Essity AB, Class B                                                       | CUSIP: N/A<br>LEI: 549300G8E6YUVJ1DA153       | Long             | EC               | CORP              | SE        |        5365 | NS      | $155150.72    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-22376.58    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| H World Group Ltd.                                       | H World Group Ltd.                                                       | CUSIP: N/A<br>LEI: 549300Y5ML31FVN83730       | Long             | EC               | CORP              | KY        |      150500 | NS      | $527978.06    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Kontoor Brands, Inc.                                     | Kontoor Brands, Inc.                                                     | CUSIP: 50050N103<br>LEI: 549300M0CPXV65RFF271 | Long             | EC               | CORP              | US        |       17306 | NS      | $1040955.90   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan, Inc.                                      | Kinder Morgan, Inc.                                                      | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Long             | EC               | CORP              | US        |       17255 | NS      | $453806.50    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| SLM Corp.                                                | SLM Corp.                                                                | CUSIP: 78442PGE0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2052000 | PA      | $1987713.10   | 0.07%             | 2026-11-02      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Singapore Technologies Engineering Ltd.                  | Singapore Technologies Engineering Ltd.                                  | CUSIP: N/A<br>LEI: 254900OEXGGWCR24DG90       | Long             | EC               | CORP              | SG        |       13700 | NS      | $77791.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2183.64     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Tronox, Inc.                                             | Tronox, Inc.                                                             | CUSIP: 897051AC2<br>LEI: 549300EPZ4YXC7E5P181 | Long             | DBT              | CORP              | US        |     3402000 | PA      | $2753833.17   | 0.10%             | 2029-03-15      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Hungary                                                  | Hungary Government Bond                                                  | CUSIP: N/A<br>LEI: 5299003F3UFKGCCMAP43       | Long             | DBT              | NUSS              | HU        |      300000 | PA      | $354604.71    | 0.01%             | 2033-09-12      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland     | United Kingdom of Great Britain and Northern Ireland                     | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      780000 | PA      | $613751.89    | 0.02%             | 2041-10-22      | Fixed         | 1.25%                 | Yes           |                  2 | On Loan: No      |
| Anheuser-Busch InBev SA                                  | Anheuser-Busch InBev SA                                                  | CUSIP: N/A<br>LEI: 5493008H3828EMEXB082       | Long             | EC               | CORP              | BE        |        7900 | NS      | $520680.96    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| InPost SA                                                | InPost SA                                                                | CUSIP: N/A<br>LEI: 2221003M23QLERR89585       | Long             | EC               | CORP              | LU        |        1978 | NS      | $33412.15     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bharti Airtel Ltd.                                       | Bharti Airtel Ltd.                                                       | CUSIP: N/A<br>LEI: 335800KQ1FPKOQ84OR26       | Long             | EC               | CORP              | IN        |       23295 | NS      | $513846.98    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-23921.03    | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Yum! Brands, Inc.                                        | Yum! Brands, Inc.                                                        | CUSIP: 988498101<br>LEI: 549300JE8XHZZ7OHN517 | Long             | EC               | CORP              | US        |       48370 | NS      | $7276782.80   | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Midstream Operations LP                             | Hess Midstream Operations LP                                             | CUSIP: 428102AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      477000 | PA      | $484426.58    | 0.02%             | 2029-06-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Tryg A/S                                                 | Tryg A/S                                                                 | CUSIP: N/A<br>LEI: 213800ZRS8AC4LSTCE39       | Long             | EC               | CORP              | DK        |        2981 | NS      | $71120.53     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic of Indonesia                                    | Republic of Indonesia                                                    | CUSIP: N/A<br>LEI: 529900FWX0GRR7WG5W79       | Long             | DBT              | NUSS              | ID        | 62329000000 | PA      | $3711641.64   | 0.14%             | 2034-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Zijin Mining Group Co. Ltd.                              | Zijin Mining Group Co. Ltd., Class H                                     | CUSIP: N/A<br>LEI: 836800JRNL2393Z2I561       | Long             | EC               | CORP              | CN        |      302000 | NS      | $659774.51    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Stora Enso OYJ                                           | Stora Enso OYJ, Class R                                                  | CUSIP: N/A<br>LEI: 7437000ZP669LKUTZ738       | Long             | EC               | CORP              | FI        |        5120 | NS      | $47556.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Accenture plc                                            | Accenture plc, Class A                                                   | CUSIP: N/A<br>LEI: 5493000EWHDSR3MZWH98       | Long             | EC               | CORP              | IE        |        8972 | NS      | $2683973.80   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| B3 SA - Brasil Bolsa Balcao                              | B3 SA - Brasil Bolsa Balcao                                              | CUSIP: N/A<br>LEI: 4GTK5S46E6H318LMDS44       | Long             | EC               | CORP              | BR        |      355953 | NS      | $836075.43    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Siemens Energy AG                                        | Siemens Energy AG                                                        | CUSIP: N/A<br>LEI: 5299005CHJZ14D4FDJ62       | Long             | EC               | CORP              | DE        |        5622 | NS      | $433926.66    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Industrivarden AB                                        | Industrivarden AB, Class A                                               | CUSIP: N/A<br>LEI: 549300TM1DLIQI3B3T37       | Long             | EC               | CORP              | SE        |        1054 | NS      | $37039.75     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Transocean Titan Financing Ltd.                          | Transocean Titan Financing Ltd.                                          | CUSIP: 89386MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     1718143 | PA      | $1702081.49   | 0.06%             | 2028-02-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: No      |
| Playtika Holding Corp.                                   | Playtika Holding Corp.                                                   | CUSIP: 72815LAA5<br>LEI: 254900E35Z4TKA4UFG64 | Long             | DBT              | CORP              | US        |     2850000 | PA      | $2501354.14   | 0.09%             | 2029-03-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| APH Somerset Investor 2 LLC                              | APH Somerset Investor 2 LLC                                              | CUSIP: 00188QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2753000 | PA      | $2686900.47   | 0.10%             | 2029-11-01      | Fixed         | 7.88%                 | Yes           |                  2 | On Loan: No      |
| Bath & Body Works, Inc.                                  | Bath & Body Works, Inc.                                                  | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Long             | EC               | CORP              | US        |       10145 | NS      | $309523.95    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Asahi Group Holdings Ltd.                                | Asahi Group Holdings Ltd.                                                | CUSIP: N/A<br>LEI: 353800KAJ02XNHLCJW79       | Long             | EC               | CORP              | JP        |       12700 | NS      | $175543.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Fortum OYJ                                               | Fortum OYJ                                                               | CUSIP: N/A<br>LEI: 635400IUIZZIUJSAMF76       | Long             | EC               | CORP              | FI        |        3944 | NS      | $66127.28     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Hindalco Industries Ltd.                                 | Hindalco Industries Ltd.                                                 | CUSIP: N/A<br>LEI: 335800KXLE5NO5B4GF90       | Long             | EC               | CORP              | IN        |       54737 | NS      | $404558.93    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                           | NCL Corp. Ltd.                                                           | CUSIP: 62886HBN0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     1974000 | PA      | $2067206.36   | 0.08%             | 2029-01-15      | Fixed         | 8.12%                 | Yes           |                  2 | On Loan: No      |
| Block, Inc.                                              | Block, Inc.                                                              | CUSIP: 852234AN3<br>LEI: 549300OHIIUWSTIZME52 | Long             | DBT              | CORP              | US        |     3148000 | PA      | $3072638.45   | 0.11%             | 2026-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| French Republic                                          | French Republic                                                          | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     1939160 | PA      | $1048236.28   | 0.04%             | 2053-05-25      | Fixed         | 0.75%                 | Yes           |                  2 | On Loan: No      |
| Dominion Energy, Inc.                                    | Dominion Energy, Inc.                                                    | CUSIP: 25746U109<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | EC               | CORP              | US        |       86630 | NS      | $4710939.40   | 0.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Kingdom of Spain                                         | Bonos and Obligaciones del Estado                                        | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |     2447000 | PA      | $2828019.07   | 0.10%             | 2033-04-30      | Fixed         | 3.15%                 | Yes           |                  2 | On Loan: No      |
| Disco Corp.                                              | Disco Corp.                                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | JP        |       16700 | NS      | $3231108.46   | 0.12%             |  |  |  | No            |                  2 | On Loan: No      |
| CVS Health Corp.                                         | CVS Health Corp.                                                         | CUSIP: 126650100<br>LEI: 549300EJG376EN5NQE29 | Long             | EC               | CORP              | US        |        7113 | NS      | $474508.23    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Silgan Holdings, Inc.                                    | Silgan Holdings, Inc.                                                    | CUSIP: 827048109<br>LEI: KAF673KJXD92C8KSLU49 | Long             | EC               | CORP              | US        |       25400 | NS      | $1311910.00   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Hulic Co. Ltd.                                           | Hulic Co. Ltd.                                                           | CUSIP: N/A<br>LEI: 3538002E12E7IHAKTB10       | Long             | EC               | CORP              | JP        |        4100 | NS      | $42873.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CapitaLand Ascendas REIT                                 | CapitaLand Ascendas                                                      | CUSIP: N/A<br>LEI: 549300ILIBAEMQZK3L20       | Long             | EC               | CORP              | SG        |       32920 | NS      | $67079.73     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $928.95       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| French Republic                                          | French Republic                                                          | CUSIP: N/A<br>LEI: 969500KCGF3SUYJHPV70       | Long             | DBT              | NUSS              | FR        |     2273000 | PA      | $2087423.60   | 0.08%             | 2039-06-25      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Hana Financial Group, Inc.                               | Hana Financial Group, Inc.                                               | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | KR        |       22218 | NS      | $1007589.17   | 0.04%             |  |  |  | No            |                  2 | On Loan: No      |
| SM Energy Co.                                            | SM Energy Co.                                                            | CUSIP: 78454LAX8<br>LEI: 84BUTVXV5ODI6BXNMH43 | Long             | DBT              | CORP              | US        |      991000 | PA      | $925226.66    | 0.03%             | 2029-08-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| FinecoBank Banca Fineco SpA                              | FinecoBank Banca Fineco SpA                                              | CUSIP: N/A<br>LEI: 549300L7YCATGO57ZE10       | Long             | EC               | CORP              | IT        |        5372 | NS      | $107498.65    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Seiko Epson Corp.                                        | Seiko Epson Corp.                                                        | CUSIP: N/A<br>LEI: 549300NIOFQDR749W206       | Long             | EC               | CORP              | JP        |        2500 | NS      | $34682.71     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Konami Group Corp.                                       | Konami Group Corp.                                                       | CUSIP: N/A<br>LEI: 353800FC4A5QCMIZFV94       | Long             | EC               | CORP              | JP        |         900 | NS      | $128534.41    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                          | Kreditanstalt fuer Wiederaufbau                                          | CUSIP: N/A<br>LEI: 549300GDPG70E3MBBU98       | Long             | DBT              | NUSS              | DE        |     2690000 | PA      | $3148801.14   | 0.12%             | 2028-10-10      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-2379.50     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| NCR Atleos Corp.                                         | NCR Atleos Corp.                                                         | CUSIP: 638962AA8<br>LEI: 9845005FC3S0VA714741 | Long             | DBT              | CORP              | US        |     3474000 | PA      | $3737586.28   | 0.14%             | 2029-04-01      | Fixed         | 9.50%                 | Yes           |                  2 | On Loan: No      |
| Capgemini SE                                             | Capgemini SE                                                             | CUSIP: N/A<br>LEI: 96950077L0TN7BAROX36       | Long             | EC               | CORP              | FR        |        1356 | NS      | $216488.56    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Spain                                         | Bonos and Obligaciones del Estado                                        | CUSIP: N/A<br>LEI: 9598007A56S18711AH60       | Long             | DBT              | NUSS              | ES        |       10000 | PA      | $11243.04     | 0.00%             | 2026-10-31      | Fixed         | 1.30%                 | Yes           |                  2 | On Loan: No      |
| Entergy Corp.                                            | Entergy Corp.                                                            | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | EC               | CORP              | US        |        2930 | NS      | $243688.10    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corp.                                                | FMC Corp.                                                                | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |       16536 | NS      | $693189.12    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Moran Foods Backstop Equity                              | Moran Foods Backstop Equity                                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |     2994930 | NS      | $2.99         | 0.00%             |  |  |  | No            |                  3 | On Loan: No      |
| Grupo Financiero Banorte SAB de CV                       | Grupo Financiero Banorte SAB de CV, Class O                              | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | MX        |       56385 | NS      | $483472.51    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Suzuki Motor Corp.                                       | Suzuki Motor Corp.                                                       | CUSIP: N/A<br>LEI: 353800D83H0V3ZV1SV24       | Long             | EC               | CORP              | JP        |       13800 | NS      | $165374.62    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| New Enterprise Stone & Lime Co., Inc.                    | New Enterprise Stone & Lime Co., Inc.                                    | CUSIP: 644274AH5<br>LEI: 549300O5DQ5Y61B8VF38 | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2523891.24   | 0.09%             | 2028-07-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of Saudi Arabia                                  | Kingdom of Saudi Arabia                                                  | CUSIP: 80413TAV1<br>LEI: 635400FMICXSM3SI3H65 | Long             | DBT              | NUSS              | SA        |      914000 | PA      | $755480.41    | 0.03%             | 2033-02-02      | Fixed         | 2.25%                 | Yes           |                  2 | On Loan: No      |
| MINEBEA MITSUMI, Inc.                                    | MINEBEA MITSUMI, Inc.                                                    | CUSIP: N/A<br>LEI: 353800CCB0CZ75YZ4010       | Long             | EC               | CORP              | JP        |        3200 | NS      | $46899.29     | 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        |         700 | NS      | $46547.92     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| TriNet Group, Inc.                                       | TriNet Group, Inc.                                                       | CUSIP: 896288AA5<br>LEI: 5299003FJVBETSFKE990 | Long             | DBT              | CORP              | US        |     2615000 | PA      | $2385235.38   | 0.09%             | 2029-03-01      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Canada                                                   | Canada Government Bond                                                   | CUSIP: 135087N26<br>LEI: 4BFD7AQU0A75QLAHK410 | Long             | DBT              | NUSS              | CA        |      460000 | PA      | $306697.81    | 0.01%             | 2031-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings plc                                        | HSBC Holdings plc                                                        | CUSIP: N/A<br>LEI: MLU0ZO3ML4LN2LL2TL39       | Long             | EC               | CORP              | GB        |      157136 | NS      | $1751653.94   | 0.06%             |  |  |  | No            |                  2 | On Loan: No      |
| Schindler Holding AG                                     | Schindler Holding AG (Registered)                                        | CUSIP: N/A<br>LEI: 5299007DRLI319H7Q933       | Long             | EC               | CORP              | CH        |         206 | NS      | $73036.05     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Henderson Land Development Co. Ltd.                      | Henderson Land Development Co. Ltd.                                      | CUSIP: N/A<br>LEI: 529900SYQB7IVR9QGN76       | Long             | EC               | CORP              | HK        |       13000 | NS      | $36867.22     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Viterra Finance BV                                       | Viterra Finance BV                                                       | CUSIP: N/A<br>LEI: 213800HBZGEIZLKJBI17       | Long             | DBT              | CORP              | NL        |     2350000 | PA      | $2488949.67   | 0.09%             | 2028-09-24      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| L E Lundbergforetagen AB                                 | L E Lundbergforetagen AB, Class B                                        | CUSIP: N/A<br>LEI: 529900BPSFZS6O3A9R04       | Long             | EC               | CORP              | SE        |         668 | NS      | $35246.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Spirax Group plc                                         | Spirax Group plc                                                         | CUSIP: N/A<br>LEI: 213800WFVZQMHOZP2W17       | Long             | EC               | CORP              | GB        |         647 | NS      | $50993.95     | 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        |       15700 | NS      | $477774.44    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Porsche Automobil Holding SE                             | Porsche Automobil Holding SE (Preference)                                | CUSIP: N/A<br>LEI: 52990053Z17ZYM1KFV27       | Long             | EC               | CORP              | DE        |        1346 | NS      | $55496.70     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                          | Inter-American Development Bank                                          | CUSIP: 458182CZ3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | NUSS              | CA        |      614000 | PA      | $451164.85    | 0.02%             | 2026-01-26      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Heartland Dental LLC                                     | Heartland Dental LLC                                                     | CUSIP: 42239PAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2335000 | PA      | $2460370.82   | 0.09%             | 2028-04-30      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-531.34      | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| New Fortress Energy, Inc.                                | New Fortress Energy, Inc.                                                | CUSIP: 644393AB6<br>LEI: 254900EICTYTCHA5X705 | Long             | DBT              | CORP              | US        |     2969000 | PA      | $2432076.72   | 0.09%             | 2026-09-30      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Nordea Bank Abp                                          | Nordea Bank Abp                                                          | CUSIP: N/A<br>LEI: 529900ODI3047E2LIV03       | Long             | EC               | CORP              | FI        |       27715 | NS      | $383823.67    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan                                                    | Japan Government Bond                                                    | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   513900000 | PA      | $3185439.59   | 0.12%             | 2037-09-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Tata Motors Ltd.                                         | Tata Motors Ltd.                                                         | CUSIP: N/A<br>LEI: 335800BO2LHWJJ8TZI32       | Long             | EC               | CORP              | IN        |       43728 | NS      | $333238.00    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Ferrellgas LP                                            | Ferrellgas LP                                                            | CUSIP: 315289AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2057000 | PA      | $1999958.26   | 0.07%             | 2026-04-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Fortune Brands Innovations, Inc.                         | Fortune Brands Innovations, Inc.                                         | CUSIP: 34964C106<br>LEI: 54930032LHW54PQUJD44 | Long             | EC               | CORP              | US        |        7676 | NS      | $413122.32    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UCB SA                                                   | UCB SA                                                                   | CUSIP: N/A<br>LEI: 2138008J191VLSGY5A09       | Long             | EC               | CORP              | BE        |        1112 | NS      | $203873.15    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| L'Oreal SA                                               | L'Oreal SA                                                               | CUSIP: N/A<br>LEI: 529900JI1GG6F7RKVI53       | Long             | EC               | CORP              | FR        |        2114 | NS      | $934103.57    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Axalta Coating Systems LLC                               | Axalta Coating Systems LLC                                               | CUSIP: 05453GAC9<br>LEI: 549300G80QONCHILSF69 | Long             | DBT              | CORP              | US        |      257000 | PA      | $238039.42    | 0.01%             | 2029-02-15      | Fixed         | 3.38%                 | Yes           |                  2 | On Loan: No      |
| Wise plc                                                 | Wise plc, Class A                                                        | CUSIP: N/A<br>LEI: 213800LD9XCHIC1C4V71       | Long             | EC               | CORP              | GB        |        5858 | NS      | $76835.82     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bollore SE                                               | Bollore SE                                                               | CUSIP: N/A<br>LEI: 969500LEKCHH6VV86P94       | Long             | EC               | CORP              | FR        |        6269 | NS      | $38776.39     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Auto Trader Group plc                                    | Auto Trader Group plc                                                    | CUSIP: N/A<br>LEI: 213800QLK9BZILB1DI86       | Long             | EC               | CORP              | GB        |        7810 | NS      | $87744.21     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $116428.06    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Continental AG                                           | Continental AG                                                           | CUSIP: N/A<br>LEI: 529900A7YD9C0LLXM621       | Long             | EC               | CORP              | DE        |         967 | NS      | $75594.89     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| CVC Capital Partners plc                                 | CVC Capital Partners plc                                                 | CUSIP: N/A<br>LEI: 213800E8UQS1KA32YD39       | Long             | EC               | CORP              | JE        |        1869 | NS      | $33348.36     | 0.00%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Chart Industries, Inc.                                   | Chart Industries, Inc.                                                   | CUSIP: 16115QAF7<br>LEI: EM7QGKC1GYOF3LSZSL80 | Long             | DBT              | CORP              | US        |      297000 | PA      | $308134.07    | 0.01%             | 2030-01-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| UBS Group AG                                             | UBS Group AG                                                             | CUSIP: 225401AT5<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |      250000 | PA      | $243592.33    | 0.01%             | 2027-02-02      | Variable      | 1.30%                 | Yes           |                  2 | On Loan: No      |
| Kingfisher plc                                           | Kingfisher plc                                                           | CUSIP: N/A<br>LEI: 213800KBMEV7I92FY281       | Long             | EC               | CORP              | GB        |       15821 | NS      | $60807.93     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Tower Corp.                                     | American Tower Corp.                                                     | CUSIP: 03027X100<br>LEI: 5493006ORUSIL88JOE18 | Long             | EC               | CORP              | US        |       15679 | NS      | $3534203.39   | 0.13%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                      | U.S. Treasury 2 Year Note                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         580 | NC      | $199376.91    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Isuzu Motors Ltd.                                        | Isuzu Motors Ltd.                                                        | CUSIP: N/A<br>LEI: 529900C0QSXVCC7AR494       | Long             | EC               | CORP              | JP        |        5000 | NS      | $67242.19     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| M&T Bank Corp.                                           | M&T Bank Corp.                                                           | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |        6742 | NS      | $1144521.92   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| United States of America                                 | U.S. Treasury Bonds                                                      | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |      935000 | PA      | $941428.13    | 0.03%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cencora, Inc.                                            | Cencora, Inc.                                                            | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |        3062 | NS      | $896155.54    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Level 3 Financing, Inc.                                  | Level 3 Financing, Inc.                                                  | CUSIP: 527298BX0<br>LEI: 254900AE5FEFIJOXWL19 | Long             | DBT              | CORP              | US        |     3370000 | PA      | $3731380.47   | 0.14%             | 2029-04-15      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Porto Seguro SA                                          | Porto Seguro SA                                                          | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | BR        |       58210 | NS      | $453564.43    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| UBS Group AG                                             | UBS Group AG                                                             | CUSIP: N/A<br>LEI: 549300SZJ9VS8SGXAN81       | Long             | DBT              | CORP              | CH        |     1850000 | PA      | $2363972.70   | 0.09%             | 2029-03-01      | Variable      | 7.75%                 | Yes           |                  2 | On Loan: No      |
| Medline Borrower LP                                      | Medline Borrower LP                                                      | CUSIP: 62482BAB8<br>LEI: 254900QT3R363TVK6F09 | Long             | DBT              | CORP              | US        |     3997000 | PA      | $3795701.57   | 0.14%             | 2029-10-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of the Netherlands                               | Kingdom of Netherlands                                                   | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |       30000 | PA      | $33667.87     | 0.00%             | 2034-07-15      | Fixed         | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Woolworths Group Ltd.                                    | Woolworths Group Ltd.                                                    | CUSIP: N/A<br>LEI: QNWEWQBS7HP85QHXQL92       | Long             | DBT              | CORP              | AU        |     2450000 | PA      | $2531031.88   | 0.09%             | 2028-11-15      | Fixed         | 0.38%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $104448.32    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Bouygues SA                                              | Bouygues SA                                                              | CUSIP: N/A<br>LEI: 969500MOCLNQFNZN0D63       | Long             | EC               | CORP              | FR        |        1666 | NS      | $73229.57     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Howard Hughes Corp. (The)                                | Howard Hughes Corp. (The)                                                | CUSIP: 44267DAE7<br>LEI: 549300BVHY25JZC1KI49 | Long             | DBT              | CORP              | US        |      485000 | PA      | $444275.71    | 0.02%             | 2029-02-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| AIB Group plc                                            | AIB Group plc                                                            | CUSIP: N/A<br>LEI: 635400AKJBGNS5WNQL34       | Long             | DBT              | CORP              | IE        |     2000000 | PA      | $2371179.62   | 0.09%             | 2029-07-23      | Variable      | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Land Securities Group plc                                | Land Securities Group plc                                                | CUSIP: N/A<br>LEI: 213800V8IAVKS37D6B88       | Long             | EC               | CORP              | GB        |        6222 | NS      | $49304.94     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Packaging Corp. of America                               | Packaging Corp. of America                                               | CUSIP: 695156109<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | EC               | CORP              | US        |        1825 | NS      | $338738.25    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Boliden AB                                               | Boliden AB                                                               | CUSIP: N/A<br>LEI: 21380059QU7IM1ONDJ56       | Long             | EC               | CORP              | SE        |        2405 | NS      | $73689.31     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| American Airlines, Inc.                                  | American Airlines, Inc.                                                  | CUSIP: 00253XAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2312000 | PA      | $2242415.97   | 0.08%             | 2029-04-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Huatai Securities Co. Ltd.                               | Huatai Securities Co. Ltd., Class A                                      | CUSIP: N/A<br>LEI: 3003009ABT0UCWO79Q77       | Long             | EC               | CORP              | CN        |      183400 | NS      | $405382.83    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| EquipmentShare.com, Inc.                                 | EquipmentShare.com, Inc.                                                 | CUSIP: 29450YAA7<br>LEI: 254900PWJK48CGPKPI80 | Long             | DBT              | CORP              | US        |     3082000 | PA      | $3136867.52   | 0.12%             | 2028-05-15      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland     | United Kingdom of Great Britain and Northern Ireland                     | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |     1714316 | PA      | $1671332.77   | 0.06%             | 2037-09-07      | Fixed         | 1.75%                 | Yes           |                  2 | On Loan: No      |
| Frontier Communications Holdings LLC                     | Frontier Communications Holdings LLC                                     | CUSIP: 35906ABF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2529000 | PA      | $2502897.89   | 0.09%             | 2028-05-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $643.53       | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NatWest Group plc                                        | NatWest Group plc                                                        | CUSIP: N/A<br>LEI: 2138005O9XJIJN4JPN90       | Long             | EC               | CORP              | GB        |      425414 | NS      | $2736384.75   | 0.10%             |  |  |  | No            |                  2 | On Loan: No      |
| Repsol SA                                                | Repsol SA                                                                | CUSIP: N/A<br>LEI: BSYCX13Y0NOTV14V9N85       | Long             | EC               | CORP              | ES        |       10176 | NS      | $124388.05    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| United Kingdom of Great Britain and Northern Ireland     | United Kingdom of Great Britain and Northern Ireland                     | CUSIP: N/A<br>LEI: ECTRVYYCEF89VWYS6K36       | Long             | DBT              | NUSS              | GB        |      488000 | PA      | $514367.83    | 0.02%             | 2052-07-22      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Booz Allen Hamilton Holding Corp.                        | Booz Allen Hamilton Holding Corp.                                        | CUSIP: 099502106<br>LEI: 529900JPV47PIUWMA015 | Long             | EC               | CORP              | US        |        6346 | NS      | $761646.92    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Texas Instruments, Inc.                                  | Texas Instruments, Inc.                                                  | CUSIP: 882508104<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | EC               | CORP              | US        |        4271 | NS      | $683573.55    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Newell Brands, Inc.                                      | Newell Brands, Inc.                                                      | CUSIP: 651229BC9<br>LEI: 549300LWGYFM1TVO1Z12 | Long             | DBT              | CORP              | US        |     1829000 | PA      | $1782928.77   | 0.07%             | 2027-09-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Swiss Re AG                                              | Swiss Re AG                                                              | CUSIP: N/A<br>LEI: 529900PS9YW3YY29F326       | Long             | EC               | CORP              | CH        |        2652 | NS      | $476045.41    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Copa Holdings SA                                         | Copa Holdings SA, Class A                                                | CUSIP: N/A<br>LEI: 529900BB9UQJV6QQHA59       | Long             | EC               | CORP              | PA        |        2301 | NS      | $211139.76    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Claire's Stores, Inc.                                    | Claire's Stores, Inc.                                                    | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | US        |         347 | NS      | $202301.00    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Ferrari NV                                               | Ferrari NV                                                               | CUSIP: N/A<br>LEI: 549300RIVY5EX8RCON76       | Long             | EC               | CORP              | NL        |        1108 | NS      | $507220.84    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank of America Corp.                                    | Bank of America Corp.                                                    | CUSIP: N/A<br>LEI: 9DJT3UXIJIZJI4WXO774       | Long             | DBT              | CORP              | US        |     2550000 | PA      | $2523217.08   | 0.09%             | 2032-05-24      | Variable      | 1.10%                 | Yes           |                  2 | On Loan: No      |
| Bridgestone Corp.                                        | Bridgestone Corp.                                                        | CUSIP: N/A<br>LEI: 549300DHPOF90OYYD780       | Long             | EC               | CORP              | JP        |       94500 | NS      | $3951534.63   | 0.15%             |  |  |  | No            |                  2 | On Loan: No      |
| SSE plc                                                  | SSE plc                                                                  | CUSIP: N/A<br>LEI: 549300KI75VYLLMSK856       | Long             | EC               | CORP              | GB        |        9702 | NS      | $218741.95    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Corebridge Financial, Inc.                               | Corebridge Financial, Inc.                                               | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |        2000 | PA      | $2022.18      | 0.00%             | 2052-12-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings, Inc.                    | NextEra Energy Capital Holdings, Inc.                                    | CUSIP: 65339KBS8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |      250000 | PA      | $250780.50    | 0.01%             | 2025-09-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Salesforce, Inc.                                         | Salesforce, Inc.                                                         | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |        3406 | NS      | $915226.26    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Verbund AG                                               | Verbund AG                                                               | CUSIP: N/A<br>LEI: 5299006UDSEJCTTEJS30       | Long             | EC               | CORP              | AT        |         599 | NS      | $46033.72     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| InterContinental Hotels Group plc                        | InterContinental Hotels Group plc                                        | CUSIP: N/A<br>LEI: 2138007ZFQYRUSLU3J98       | Long             | EC               | CORP              | GB        |       12172 | NS      | $1298873.02   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Rolls-Royce Holdings plc                                 | Rolls-Royce Holdings plc                                                 | CUSIP: N/A<br>LEI: 213800EC7997ZBLZJH69       | Long             | EC               | CORP              | GB        |       74773 | NS      | $756887.79    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| ON Semiconductor Corp.                                   | ON Semiconductor Corp.                                                   | CUSIP: 682189AQ8<br>LEI: ZV20P4CNJVT8V1ZGJ064 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $945287.20    | 0.03%             | 2028-09-01      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| FTAI Infra Escrow Holdings LLC                           | FTAI Infra Escrow Holdings LLC                                           | CUSIP: 30327TAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1451000 | PA      | $1500091.68   | 0.06%             | 2027-06-01      | Fixed         | 10.50%                | Yes           |                  2 | On Loan: No      |
| Volkswagen Leasing GmbH                                  | Volkswagen Leasing GmbH                                                  | CUSIP: N/A<br>LEI: 5299004GLEUX88BSNB74       | Long             | DBT              | CORP              | DE        |      150000 | PA      | $152243.89    | 0.01%             | 2029-07-19      | Fixed         | 0.62%                 | Yes           |                  2 | On Loan: No      |
| Air Lease Corp.                                          | Air Lease Corp.                                                          | CUSIP: 00912X302<br>LEI: 5493004NW4M4P8TMMK63 | Long             | EC               | CORP              | US        |       12493 | NS      | $584172.68    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Fidelity National Information Services, Inc.             | Fidelity National Information Services, Inc.                             | CUSIP: 31620M106<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | EC               | CORP              | US        |      103647 | NS      | $8175675.36   | 0.30%             |  |  |  | No            |                  1 | On Loan: No      |
| Mitsubishi Electric Corp.                                | Mitsubishi Electric Corp.                                                | CUSIP: N/A<br>LEI: 549300TRXM9Y6561AX39       | Long             | EC               | CORP              | JP        |       16700 | NS      | $323068.28    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Garmin Ltd.                                              | Garmin Ltd.                                                              | CUSIP: N/A<br>LEI: 2549001E0HIPIJQ0W046       | Long             | EC               | CORP              | CH        |        5817 | NS      | $1087022.79   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Hannover Rueck SE                                        | Hannover Rueck SE                                                        | CUSIP: N/A<br>LEI: 529900KIN5BE45V5KB18       | Long             | EC               | CORP              | DE        |         530 | NS      | $170129.84    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Molina Healthcare, Inc.                                  | Molina Healthcare, Inc.                                                  | CUSIP: 60855RAJ9<br>LEI: 549300NQQCEQ46YHZ591 | Long             | DBT              | CORP              | US        |     2902000 | PA      | $2789443.03   | 0.10%             | 2028-06-15      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| DR Horton, Inc.                                          | DR Horton, Inc.                                                          | CUSIP: 23331A109<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | EC               | CORP              | US        |        5993 | NS      | $757155.62    | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| H & M Hennes & Mauritz AB                                | H & M Hennes & Mauritz AB, Class B                                       | CUSIP: N/A<br>LEI: 529900O5RR7R39FRDM42       | Long             | EC               | CORP              | SE        |        4980 | NS      | $72163.09     | 0.00%             |  |  |  | No            |                  2 | On Loan: —       |
| BIM Birlesik Magazalar A/S                               | BIM Birlesik Magazalar A/S                                               | CUSIP: N/A<br>LEI: 7890001GCDJQD8DJKE29       | Long             | EC               | CORP              | TR        |       69172 | NS      | $812650.25    | 0.03%             |  |  |  | No            |                  2 | On Loan: No      |
| Xero Ltd.                                                | Xero Ltd.                                                                | CUSIP: N/A<br>LEI: 254900UG5D8YST164N14       | Long             | EC               | CORP              | NZ        |        1278 | NS      | $134590.14    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Align Technology, Inc.                                   | Align Technology, Inc.                                                   | CUSIP: 016255101<br>LEI: 549300N5YSE0U3LCP840 | Long             | EC               | CORP              | US        |        2406 | NS      | $416959.80    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Singapore Exchange Ltd.                                  | Singapore Exchange Ltd.                                                  | CUSIP: N/A<br>LEI: 549300IQ650PPXM76X03       | Long             | EC               | CORP              | SG        |        7500 | NS      | $82506.45     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| DNB Bank ASA                                             | DNB Bank ASA                                                             | CUSIP: N/A<br>LEI: 549300GKFG0RYRRQ1414       | Long             | EC               | CORP              | NO        |        7873 | NS      | $196810.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Twilio, Inc.                                             | Twilio, Inc.                                                             | CUSIP: 90138FAC6<br>LEI: 5493004W8TRGD63APX93 | Long             | DBT              | CORP              | US        |     1305000 | PA      | $1223574.92   | 0.04%             | 2029-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Banco Santander Totta SA                                 | Banco Santander Totta SA                                                 | CUSIP: N/A<br>LEI: 549300URJH9VSI58CS32       | Long             | DBT              | CORP              | PT        |     3600000 | PA      | $4212206.37   | 0.15%             | 2031-02-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $-3720.77     | -0.00%            |  |  |  | No            |                  2 | On Loan: No      |
| Kingdom of Belgium                                       | Kingdom of Belgium                                                       | CUSIP: N/A<br>LEI: 549300SZ25JZFHRHWD76       | Long             | DBT              | NUSS              | BE        |       30000 | PA      | $31146.22     | 0.00%             | 2031-06-22      | Fixed         | 1.00%                 | Yes           |                  2 | On Loan: No      |
| Lamar Advertising Co.                                    | Lamar Advertising Co., Class A                                           | CUSIP: 512816109<br>LEI: 529900Y8WW4MKVPTB543 | Long             | EC               | CORP              | US        |        3435 | NS      | $390937.35    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Hilcorp Energy I LP                                      | Hilcorp Energy I LP                                                      | CUSIP: 431318AU8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2669000 | PA      | $2498989.24   | 0.09%             | 2029-02-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| MTU Aero Engines AG                                      | MTU Aero Engines AG                                                      | CUSIP: N/A<br>LEI: 529900807L67JY81RD65       | Long             | EC               | CORP              | DE        |         473 | NS      | $163707.90    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Makita Corp.                                             | Makita Corp.                                                             | CUSIP: N/A<br>LEI: 529900CDR9E94BCM6294       | Long             | EC               | CORP              | JP        |        2100 | NS      | $61412.51     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| NTPC Ltd.                                                | NTPC Ltd.                                                                | CUSIP: N/A<br>LEI: 335800Q4TRGJXNLVMB81       | Long             | EC               | CORP              | IN        |      109550 | NS      | $458959.09    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Murata Manufacturing Co. Ltd.                            | Murata Manufacturing Co. Ltd.                                            | CUSIP: N/A<br>LEI: 529900QZG6DL8ZRI7140       | Long             | EC               | CORP              | JP        |       14700 | NS      | $209424.42    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Phinia, Inc.                                             | Phinia, Inc.                                                             | CUSIP: 71880KAA9<br>LEI: 254900HG6MORZE1FFM18 | Long             | DBT              | CORP              | US        |     2483000 | PA      | $2509503.91   | 0.09%             | 2029-04-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Kingdom of the Netherlands                               | Kingdom of Netherlands                                                   | CUSIP: N/A<br>LEI: 254900G14ALGVKORFN62       | Long             | DBT              | NUSS              | NL        |      235000 | PA      | $214842.00    | 0.01%             | 2054-01-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Sumitomo Metal Mining Co. Ltd.                           | Sumitomo Metal Mining Co. Ltd.                                           | CUSIP: N/A<br>LEI: 353800CF81IXL9974H84       | Long             | EC               | CORP              | JP        |        2200 | NS      | $48811.46     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Klepierre SA                                             | Klepierre SA                                                             | CUSIP: N/A<br>LEI: 969500PB4U31KEFHZ621       | Long             | EC               | CORP              | FR        |        1892 | NS      | $69253.20     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Tenet Healthcare Corp.                                   | Tenet Healthcare Corp.                                                   | CUSIP: 88033GDH0<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |     2363000 | PA      | $2301239.92   | 0.08%             | 2028-06-15      | Fixed         | 4.62%                 | 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        |      455780 | NS      | $446555.22    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| Pernod Ricard SA                                         | Pernod Ricard SA                                                         | CUSIP: N/A<br>LEI: 52990097YFPX9J0H5D87       | Long             | EC               | CORP              | FR        |       42626 | NS      | $4620464.66   | 0.17%             |  |  |  | No            |                  2 | On Loan: No      |
| Japan                                                    | Japan Government Bond                                                    | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |   100600000 | PA      | $499341.31    | 0.02%             | 2046-12-20      | Fixed         | 0.60%                 | No            |                  2 | On Loan: No      |
| Japan                                                    | Japan Government Bond                                                    | CUSIP: N/A<br>LEI: 353800WZS8AXZXFUC241       | Long             | DBT              | NUSS              | JP        |     2750000 | PA      | $14148.71     | 0.00%             | 2047-06-20      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| United States of America                                 | U.S. Treasury Notes                                                      | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     1890000 | PA      | $1913477.35   | 0.07%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of Ireland Group plc                                | Bank of Ireland Group plc                                                | CUSIP: N/A<br>LEI: 635400C8EK6DRI12LJ39       | Long             | DBT              | CORP              | IE        |     1900000 | PA      | $2315624.02   | 0.09%             | 2031-07-04      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Jefferies Financial Group, Inc.                          | Jefferies Financial Group, Inc.                                          | CUSIP: 47233W109<br>LEI: 549300HOF34RGOJ5YL07 | Long             | EC               | CORP              | US        |        8071 | NS      | $377157.83    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| CyberArk Software Ltd.                                   | CyberArk Software Ltd.                                                   | CUSIP: N/A<br>LEI: 529900YEXNDM894PWS93       | Long             | EC               | CORP              | IL        |         412 | NS      | $145089.92    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| American Airlines, Inc.                                  | American Airlines, Inc.                                                  | CUSIP: 023771T32<br>LEI: IWUQB36BXD6OWD6X4T14 | Long             | DBT              | CORP              | US        |     3325000 | PA      | $3284386.46   | 0.12%             | 2028-02-15      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| ASR Nederland NV                                         | ASR Nederland NV                                                         | CUSIP: N/A<br>LEI: 7245000G0HS48PZWUD53       | Long             | EC               | CORP              | NL        |        1393 | NS      | $87896.65     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Samsung Electronics Co. Ltd.                             | Samsung Electronics Co. Ltd.                                             | CUSIP: N/A<br>LEI: 9884007ER46L6N7EI764       | Long             | EC               | CORP              | KR        |       97576 | NS      | $3807175.34   | 0.14%             |  |  |  | No            |                  2 | On Loan: No      |
| CapitaLand Integrated Commercial Trust                   | CapitaLand Integrated Commercial Trust                                   | CUSIP: N/A<br>LEI: 54930031292WUTXF0L29       | Long             | EC               | CORP              | SG        |       51372 | NS      | $84542.97     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Merck KGaA                                               | Merck KGaA                                                               | CUSIP: N/A<br>LEI: 529900OAREIS0MOPTW25       | Long             | EC               | CORP              | DE        |        1136 | NS      | $158153.99    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| United Overseas Bank Ltd.                                | United Overseas Bank Ltd.                                                | CUSIP: N/A<br>LEI: IO66REGK3RCBAMA8HR66       | Long             | EC               | CORP              | SG        |       11100 | NS      | $294803.17    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Mahindra & Mahindra Ltd.                                 | Mahindra & Mahindra Ltd.                                                 | CUSIP: N/A<br>LEI: 3358003B573EV4KB4Z02       | Long             | EC               | CORP              | IN        |       37625 | NS      | $1303601.39   | 0.05%             |  |  |  | No            |                  2 | On Loan: No      |
| Navient Corp.                                            | Navient Corp.                                                            | CUSIP: 63938CAL2<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |      329000 | PA      | $316460.53    | 0.01%             | 2028-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| APA Group                                                | APA Group                                                                | CUSIP: N/A<br>LEI: N/A                        | Long             | EC               | CORP              | AU        |       11385 | NS      | $59907.59     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Smurfit WestRock plc                                     | Smurfit WestRock plc                                                     | CUSIP: N/A<br>LEI: 635400EGSEOPDW2EXS14       | Long             | EC               | CORP              | IE        |       10443 | NS      | $438814.86    | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Aviva plc                                                | Aviva plc                                                                | CUSIP: N/A<br>LEI: YF0Y5B0IB8SM0ZFG9G81       | Long             | EC               | CORP              | GB        |       23541 | NS      | $176378.57    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Origin Energy Ltd.                                       | Origin Energy Ltd.                                                       | CUSIP: N/A<br>LEI: ZSN2LWNPYW6ISMRUC664       | Long             | EC               | CORP              | AU        |       15146 | NS      | $103235.25    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Palo Alto Networks, Inc.                                 | Palo Alto Networks, Inc.                                                 | CUSIP: 697435105<br>LEI: 549300QXR2YVZV231H43 | Long             | EC               | CORP              | US        |       14100 | NS      | $2635713.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| XPeng, Inc.                                              | XPeng, Inc., Class A                                                     | CUSIP: N/A<br>LEI: 549300TZNMIREMWQU857       | Long             | EC               | CORP              | KY        |       35700 | NS      | $332331.89    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Deutsche Bank AG                                         | Deutsche Bank AG (Registered)                                            | CUSIP: N/A<br>LEI: 7LTWFZYICNSX8D621K86       | Long             | EC               | CORP              | DE        |       16272 | NS      | $426657.38    | 0.02%             |  |  |  | No            |                  2 | On Loan: No      |
| NCL Corp. Ltd.                                           | NCL Corp. Ltd.                                                           | CUSIP: 62886HBE0<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |     3676000 | PA      | $3658852.56   | 0.13%             | 2027-02-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Carnival Corp.                                           | Carnival Corp.                                                           | CUSIP: 143658BR2<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | DBT              | CORP              | PA        |     3706000 | PA      | $3684162.77   | 0.14%             | 2029-05-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Acrisure LLC                                             | Acrisure LLC                                                             | CUSIP: 00489LAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3050000 | PA      | $2850282.65   | 0.10%             | 2029-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Equinix, Inc.                                            | Equinix, Inc.                                                            | CUSIP: 29444U700<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | EC               | CORP              | US        |        1479 | NS      | $1273049.25   | 0.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Henkel AG & Co. KGaA                                     | Henkel AG & Co. KGaA (Preference)                                        | CUSIP: N/A<br>LEI: 549300VZCL1HTH4O4Y49       | Long             | EC               | CORP              | DE        |        1488 | NS      | $115567.56    | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Civitas Resources, Inc.                                  | Civitas Resources, Inc.                                                  | CUSIP: 17888HAA1<br>LEI: IIVIHPH28S64K95M2381 | Long             | DBT              | CORP              | US        |     3553000 | PA      | $3490614.29   | 0.13%             | 2028-07-01      | Fixed         | 8.38%                 | Yes           |                  2 | On Loan: —       |
| Rithm Capital Corp.                                      | Rithm Capital Corp.                                                      | CUSIP: 64828TAB8<br>LEI: 549300WNTHGEO5LP2G31 | Long             | DBT              | CORP              | US        |     2837000 | PA      | $2832373.42   | 0.10%             | 2029-04-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Harvest Midstream I LP                                   | Harvest Midstream I LP                                                   | CUSIP: 417558AA1<br>LEI: 549300DW5M17KJOXCY66 | Long             | DBT              | CORP              | US        |     2820000 | PA      | $2854384.26   | 0.10%             | 2028-09-01      | Fixed         | 7.50%                 | Yes           |                  2 | On Loan: No      |
| N/A                                                      | Forward Foreign Currency Contract                                        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DFE              |  | N/A       |           1 | NC      | $13644.37     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Linde plc                                                | Linde plc                                                                | CUSIP: N/A<br>LEI: 5299003QR1WT0EF88V51       | Long             | EC               | CORP              | IE        |       14494 | NS      | $6569115.62   | 0.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Hess Midstream Operations LP                             | Hess Midstream Operations LP                                             | CUSIP: 428102AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1484000 | PA      | $1393023.68   | 0.05%             | 2030-02-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Toyota Industries Corp.                                  | Toyota Industries Corp.                                                  | CUSIP: N/A<br>LEI: 35380000WKGEAHEMW830       | Long             | EC               | CORP              | JP        |        1400 | NS      | $164184.85    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| N/A                                                      | U.S. Treasury 5 Year Note                                                | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |        5041 | NC      | $8021516.28   | 0.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Melrose Industries plc                                   | Melrose Industries plc                                                   | CUSIP: N/A<br>LEI: 213800RGNXXZY2M7TR85       | Long             | EC               | CORP              | GB        |       11304 | NS      | $65713.69     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |
| Match Group Holdings II LLC                              | Match Group Holdings II LLC                                              | CUSIP: 57665RAN6<br>LEI: 5493003RFFE030RC9167 | Long             | DBT              | CORP              | US        |     2489000 | PA      | $2395185.11   | 0.09%             | 2028-06-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Chocoladefabriken Lindt & Spruengli AG                   | Chocoladefabriken Lindt & Spruengli AG (Registered)                      | CUSIP: N/A<br>LEI: 529900JYJNNOKKAGK736       | Long             | EC               | CORP              | CH        |           1 | NS      | $141642.60    | 0.01%             |  |  |  | No            |                  2 | On Loan: No      |
| Best Buy Co., Inc.                                       | Best Buy Co., Inc.                                                       | CUSIP: 086516101<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | EC               | CORP              | US        |       15819 | NS      | $1054969.11   | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| EMS-Chemie Holding AG                                    | EMS-Chemie Holding AG (Registered)                                       | CUSIP: N/A<br>LEI: 529900G1XFTGSE0DIX60       | Long             | EC               | CORP              | CH        |          62 | NS      | $45712.68     | 0.00%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-05-30

**Name of Applicant:** JPMorgan Trust I

**Signature:** Timothy J. Clemens

**Name of Signer:** Timothy J. Clemens

**Title:** Treasurer and Principal Financial Officer